| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AEO | American Eagle Outfitters Inc | Consumer Cyclical | Apparel Retail | 2647 | 0.0279 | 16.04 | 7717880 |
| DBI | Designer Brands Inc | Consumer Cyclical | Footwear & Accessories | 435 | 0.0244 | 8.58 | 879952 |
| 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: | 13611.19 |
| Total net P/L: | 3611.19 | Total ROI: | 36.11 % |
| CAGR: | 5.88 % | Max. DD: | 77.08 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.816 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 1071.19 | Comm.% P/L | 22.88 % |
| Total Transactions: | 204 | Log. Linearity: | 0.045 % |
| Total | Long |
Short |
AEO | DBI | |
|---|---|---|---|---|---|
| Total Profit/Loss | 4682.38 | 2077.05 | 2605.33 | -13825.47 | 18507.85 |
| Total Profit | 25358.81 | 13270.84 | 12087.97 | 14757.57 | 36957.60 |
| Total Loss | 20676.43 | 11193.79 | 9482.64 | 28583.04 | 18449.75 |
| Profit Factor | 1.23 | 1.19 | 1.27 | 0.52 | 2.00 |
| Trades | 51 | 26 | 25 | 51 | 51 |
| Winning Trades | 36 | 17 | 19 | 24 | 34 |
| Losing Trades | 15 | 9 | 6 | 26 | 17 |
| % Profitable | 70.00 | 65.00 | 76.00 | 47.00 | 66.00 |
| Profit/Loss Per Trade % | 0.80 | 0.62 | 0.99 | -2.41 | 2.90 |
| Profit Per Trade % | 7.13 | 6.59 | 7.62 | 5.45 | 9.74 |
| Loss Per Trade % | 11.17 | 9.23 | 14.13 | 8.84 | 8.62 |
| Days In Trade | 724 | 365 | 359 | 724 | 724 |
| Days In Trade (Avg. Per Trade) | 14.20 | 14.04 | 14.36 | 14.20 | 14.20 |
| % Days In Trade | 36.73 | 18.52 | 18.21 | 36.73 | 36.73 |