| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| IQI | Invesco Quality Municipal Income Closed Fund | Financial Services | Asset Management | 526 | 0 | 9.96 | 156217 |
| NEA | Nuveen AMT-Free Municipal IF | Financial Services | Asset Management | 3717 | 0.0485 | 11.64 | 921330 |
| 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: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 10633.37 |
| Total net P/L: | 633.37 | Total ROI: | 6.33 % |
| CAGR: | 6.37 % | Max. DD: | 1.30 % |
| System Score: | 4.937 | Sharpe Ratio: | 2.090 |
| Start Date: | 2025-05-13 | End Date: | 2026-05-11 |
| Total days: | 363 | ||
| Commissions: | 138.23 | Comm.% P/L | 17.91 % |
| Total Transactions: | 56 | Log. Linearity: | 91.860 % |
| Total | Long |
Short |
IQI | NEA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 771.60 | 391.35 | 380.25 | 852.19 | -80.59 |
| Total Profit | 804.56 | 424.31 | 380.25 | 903.74 | 243.62 |
| Total Loss | 32.96 | 32.96 | 0.00 | 51.55 | 324.21 |
| Profit Factor | 24.41 | 12.87 | 0.00 | 17.53 | 0.75 |
| Trades | 14 | 7 | 7 | 14 | 14 |
| Winning Trades | 13 | 6 | 7 | 12 | 4 |
| Losing Trades | 1 | 1 | 0 | 2 | 10 |
| % Profitable | 92.00 | 85.00 | 100.00 | 85.00 | 28.00 |
| Profit/Loss Per Trade % | 0.54 | 0.55 | 0.53 | 0.59 | -0.05 |
| Profit Per Trade % | 0.60 | 0.69 | 0.53 | 0.73 | 0.59 |
| Loss Per Trade % | 0.32 | 0.32 | 0.00 | 0.25 | 0.31 |
| Days In Trade | 128 | 67 | 61 | 128 | 128 |
| Days In Trade (Avg. Per Trade) | 9.14 | 9.57 | 8.71 | 9.14 | 9.14 |
| % Days In Trade | 35.26 | 18.46 | 16.80 | 35.26 | 35.26 |