| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CMS | CMS Energy Corporation | Utilities | Utilities - Regulated Electric | 23818 | 0.0287 | 78.81 | 2828700 |
| WEC | WEC Energy Group Inc | Utilities | Utilities - Regulated Electric | 38712 | 0.031 | 118.85 | 2146625 |
| 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: | 9969.17 |
| Total net P/L: | -30.83 | Total ROI: | -0.31 % |
| CAGR: | -0.31 % | Max. DD: | 6.33 % |
| System Score: | -0.004 | Sharpe Ratio: | -0.011 |
| Start Date: | 2025-06-02 | End Date: | 2026-05-29 |
| Total days: | 361 | ||
| Commissions: | 32.00 | Comm.% P/L | 2735.04 % |
| Total Transactions: | 32 | Log. Linearity: | 24.134 % |
| Total | Long |
Short |
CMS | WEC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1.17 | -112.04 | 113.21 | 675.45 | -674.28 |
| Total Profit | 656.36 | 294.09 | 362.27 | 1035.31 | 563.93 |
| Total Loss | 655.19 | 406.13 | 249.06 | 359.86 | 1238.21 |
| Profit Factor | 1.00 | 0.72 | 1.45 | 2.88 | 0.46 |
| Trades | 8 | 4 | 4 | 8 | 8 |
| Winning Trades | 4 | 1 | 3 | 5 | 4 |
| Losing Trades | 4 | 3 | 1 | 3 | 4 |
| % Profitable | 50.00 | 25.00 | 75.00 | 62.00 | 50.00 |
| Profit/Loss Per Trade % | 0.00 | -0.28 | 0.28 | 0.82 | -0.86 |
| Profit Per Trade % | 1.64 | 2.96 | 1.20 | 2.05 | 1.41 |
| Loss Per Trade % | 1.60 | 1.32 | 2.43 | 1.18 | 3.02 |
| Days In Trade | 109 | 62 | 47 | 109 | 109 |
| Days In Trade (Avg. Per Trade) | 13.62 | 15.50 | 11.75 | 13.62 | 13.62 |
| % Days In Trade | 30.19 | 17.17 | 13.02 | 30.19 | 30.19 |