| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ACN | Accenture plc | Technology | Information Technology Services | 109394 | 0.036 | 177.75 | 5174571 |
| SPGI | S&P Global Inc | Financial Services | Financial Data & Stock Exchanges | 130641 | 0.0088 | 433.47 | 1842974 |
| 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: | 27075.65 |
| Total net P/L: | 17075.65 | Total ROI: | 170.76 % |
| CAGR: | 20.94 % | Max. DD: | 19.96 % |
| System Score: | 18.122 | Sharpe Ratio: | 2.902 |
| Start Date: | 2021-01-04 | End Date: | 2026-03-31 |
| Total days: | 1912 | ||
| Commissions: | 196.00 | Comm.% P/L | 1.13 % |
| Total Transactions: | 196 | Log. Linearity: | 95.293 % |
| Total | Long |
Short |
ACN | SPGI | |
|---|---|---|---|---|---|
| Total Profit/Loss | 17271.65 | 8708.32 | 8563.33 | 11450.14 | 5821.51 |
| Total Profit | 24687.80 | 14468.86 | 10218.94 | 25071.25 | 20563.70 |
| Total Loss | 7416.15 | 5760.54 | 1655.61 | 13621.11 | 14742.19 |
| Profit Factor | 3.33 | 2.51 | 6.17 | 1.84 | 1.39 |
| Trades | 49 | 26 | 23 | 49 | 49 |
| Winning Trades | 40 | 19 | 21 | 32 | 28 |
| Losing Trades | 9 | 7 | 2 | 17 | 21 |
| % Profitable | 81.00 | 73.00 | 91.00 | 65.00 | 57.00 |
| Profit/Loss Per Trade % | 2.08 | 2.12 | 2.03 | 1.51 | 0.36 |
| Profit Per Trade % | 3.51 | 4.48 | 2.65 | 4.65 | 3.93 |
| Loss Per Trade % | 4.02 | 3.97 | 4.19 | 4.08 | 4.06 |
| Days In Trade | 657 | 364 | 293 | 657 | 657 |
| Days In Trade (Avg. Per Trade) | 13.41 | 14.00 | 12.74 | 13.41 | 13.41 |
| % Days In Trade | 34.36 | 19.04 | 15.32 | 34.36 | 34.36 |