| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ARCC | Ares Capital Corporation | Financial Services | Asset Management | 13061 | 0.1061 | 18.19 | 5579851 |
| NMFC | New Mountain Finance Corporation | Financial Services | Asset Management | 820 | 0.1602 | 8.13 | 830021 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 20818.71 |
| Total net P/L: | 10818.71 | Total ROI: | 108.19 % |
| CAGR: | 15.03 % | Max. DD: | 9.36 % |
| System Score: | 12.804 | Sharpe Ratio: | 3.175 |
| Start Date: | 2021-01-04 | End Date: | 2026-03-31 |
| Total days: | 1912 | ||
| Commissions: | 995.42 | Comm.% P/L | 8.43 % |
| Total Transactions: | 196 | Log. Linearity: | 94.808 % |
| Total | Long |
Short |
ARCC | NMFC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 11814.13 | 6246.29 | 5567.84 | 787.04 | 11027.09 |
| Total Profit | 14372.80 | 6495.95 | 7876.85 | 8533.20 | 14645.99 |
| Total Loss | 2558.67 | 249.66 | 2309.01 | 7746.16 | 3618.90 |
| Profit Factor | 5.62 | 26.02 | 3.41 | 1.10 | 4.05 |
| Trades | 49 | 22 | 27 | 49 | 49 |
| Winning Trades | 41 | 20 | 21 | 23 | 34 |
| Losing Trades | 8 | 2 | 6 | 26 | 15 |
| % Profitable | 83.00 | 90.00 | 77.00 | 46.00 | 69.00 |
| Profit/Loss Per Trade % | 1.65 | 1.92 | 1.42 | 0.08 | 1.51 |
| Profit Per Trade % | 2.39 | 2.22 | 2.55 | 2.50 | 2.93 |
| Loss Per Trade % | 2.04 | 0.98 | 2.39 | 1.99 | 1.61 |
| Days In Trade | 587 | 226 | 361 | 587 | 587 |
| Days In Trade (Avg. Per Trade) | 11.98 | 10.27 | 13.37 | 11.98 | 11.98 |
| % Days In Trade | 30.70 | 11.82 | 18.88 | 30.70 | 30.70 |