| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SIGI | Selective Insurance Group Inc | Financial Services | Insurance - Property & Casualty | 4803 | 0.0192 | 79.94 | 548293 |
| RNR | Renaissancere Holdings Ltd | Financial Services | Insurance - Reinsurance | 13178 | 0.0052 | 303.03 | 409310 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 16552.40 |
| Total net P/L: | 6552.40 | Total ROI: | 65.52 % |
| CAGR: | 48.78 % | Max. DD: | 9.79 % |
| System Score: | 36.505 | Sharpe Ratio: | 1.930 |
| Start Date: | 2025-01-02 | End Date: | 2026-04-10 |
| Total days: | 463 | ||
| Commissions: | 76.68 | Comm.% P/L | 1.16 % |
| Total Transactions: | 76 | Log. Linearity: | 90.791 % |
| Total | Long |
Short |
SIGI | RNR | |
|---|---|---|---|---|---|
| Total Profit/Loss | 6629.09 | 1321.59 | 5307.49 | 8162.39 | -1533.30 |
| Total Profit | 9498.49 | 3307.59 | 6190.90 | 10975.98 | 2207.32 |
| Total Loss | 2869.41 | 1986.00 | 883.40 | 2813.59 | 3740.62 |
| Profit Factor | 3.31 | 1.67 | 7.01 | 3.90 | 0.59 |
| Trades | 19 | 10 | 9 | 19 | 19 |
| Winning Trades | 14 | 7 | 7 | 14 | 10 |
| Losing Trades | 5 | 3 | 2 | 5 | 9 |
| % Profitable | 73.00 | 70.00 | 77.00 | 73.00 | 52.00 |
| Profit/Loss Per Trade % | 2.72 | 1.12 | 4.52 | 3.13 | -0.46 |
| Profit Per Trade % | 5.11 | 3.32 | 6.93 | 5.65 | 1.59 |
| Loss Per Trade % | 3.65 | 3.79 | 3.45 | 3.53 | 2.66 |
| Days In Trade | 210 | 141 | 69 | 210 | 210 |
| Days In Trade (Avg. Per Trade) | 11.05 | 14.10 | 7.67 | 11.05 | 11.05 |
| % Days In Trade | 45.36 | 30.45 | 14.90 | 45.36 | 45.36 |