| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| VMC | Vulcan Materials Company | Basic Materials | Building Materials | 38222 | 0.0068 | 292.71 | 1031892 |
| MLM | Martin Marietta Materials Inc | Basic Materials | Building Materials | 37327 | 0.0053 | 618.89 | 432845 |
| 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: | 13117.95 |
| Total net P/L: | 3117.95 | Total ROI: | 31.18 % |
| CAGR: | 5.32 % | Max. DD: | 9.65 % |
| System Score: | 2.596 | Sharpe Ratio: | 1.708 |
| Start Date: | 2021-01-04 | End Date: | 2026-03-31 |
| Total days: | 1912 | ||
| Commissions: | 208.00 | Comm.% P/L | 6.25 % |
| Total Transactions: | 208 | Log. Linearity: | 78.744 % |
| Total | Long |
Short |
VMC | MLM | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3325.95 | 1403.10 | 1922.84 | 6797.25 | -3471.30 |
| Total Profit | 6033.31 | 2684.60 | 3348.70 | 16458.45 | 11029.33 |
| Total Loss | 2707.36 | 1281.50 | 1425.86 | 9661.20 | 14500.64 |
| Profit Factor | 2.23 | 2.09 | 2.35 | 1.70 | 0.76 |
| Trades | 52 | 26 | 26 | 52 | 52 |
| Winning Trades | 36 | 18 | 18 | 33 | 25 |
| Losing Trades | 16 | 8 | 8 | 19 | 27 |
| % Profitable | 69.00 | 69.00 | 69.00 | 63.00 | 48.00 |
| Profit/Loss Per Trade % | 0.56 | 0.49 | 0.63 | 0.98 | -0.71 |
| Profit Per Trade % | 1.49 | 1.35 | 1.64 | 4.39 | 4.01 |
| Loss Per Trade % | 1.49 | 1.39 | 1.59 | 4.63 | 4.72 |
| Days In Trade | 755 | 372 | 383 | 755 | 755 |
| Days In Trade (Avg. Per Trade) | 14.52 | 14.31 | 14.73 | 14.52 | 14.52 |
| % Days In Trade | 39.49 | 19.46 | 20.03 | 39.49 | 39.49 |