| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| TLT | iShares 20+ Year Treasury Bond ETF | 0.0251 | 85.56 | 34808794 | |||
| XLU | Utilities Select Sector SPDR® Fund | 12105 | 0.0432 | 45.14 | 22886466 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| 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: | 16397.09 |
| Total net P/L: | 6397.09 | Total ROI: | 63.97 % |
| CAGR: | 9.74 % | Max. DD: | 24.38 % |
| System Score: | 4.084 | Sharpe Ratio: | 1.700 |
| Start Date: | 2021-01-04 | End Date: | 2026-04-30 |
| Total days: | 1942 | ||
| Commissions: | 434.84 | Comm.% P/L | 6.36 % |
| Total Transactions: | 328 | Log. Linearity: | 74.847 % |
| Total | Long |
Short |
TLT | XLU | |
|---|---|---|---|---|---|
| Total Profit/Loss | 6831.93 | -2074.59 | 8906.52 | 3978.67 | 2853.26 |
| Total Profit | 15540.17 | 5737.38 | 9802.80 | 12447.26 | 12122.16 |
| Total Loss | 8708.24 | 7811.97 | 896.27 | 8468.59 | 9268.89 |
| Profit Factor | 1.78 | 0.73 | 10.94 | 1.47 | 1.31 |
| Trades | 82 | 43 | 39 | 82 | 82 |
| Winning Trades | 60 | 25 | 35 | 53 | 51 |
| Losing Trades | 22 | 18 | 4 | 29 | 31 |
| % Profitable | 73.00 | 58.00 | 89.00 | 64.00 | 62.00 |
| Profit/Loss Per Trade % | 0.65 | -0.49 | 1.93 | 0.39 | 0.23 |
| Profit Per Trade % | 2.20 | 1.92 | 2.40 | 2.03 | 2.02 |
| Loss Per Trade % | 3.35 | 3.65 | 2.02 | 2.49 | 2.61 |
| Days In Trade | 898 | 558 | 340 | 898 | 898 |
| Days In Trade (Avg. Per Trade) | 10.95 | 12.98 | 8.72 | 10.95 | 10.95 |
| % Days In Trade | 46.24 | 28.73 | 17.51 | 46.24 | 46.24 |