| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| QSR | Restaurant Brands International Inc | Consumer Cyclical | Restaurants | 33160 | 0.035 | 72.76 | 3170201 |
| RRR | Red Rock Resorts Inc | Consumer Cyclical | Resorts & Casinos | 6299 | 0.0167 | 62.5 | 828365 |
| 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: | 32687.93 |
| Total net P/L: | 22687.93 | Total ROI: | 226.88 % |
| CAGR: | 24.53 % | Max. DD: | 25.18 % |
| System Score: | 16.532 | Sharpe Ratio: | 2.244 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 756.82 | Comm.% P/L | 3.23 % |
| Total Transactions: | 340 | Log. Linearity: | 87.682 % |
| Total | Long |
Short |
QSR | RRR | |
|---|---|---|---|---|---|
| Total Profit/Loss | 23444.75 | 4276.42 | 19168.32 | 13930.68 | 9514.07 |
| Total Profit | 57269.23 | 27286.79 | 29982.44 | 35817.43 | 43445.64 |
| Total Loss | 33824.48 | 23010.36 | 10814.12 | 21886.75 | 33931.57 |
| Profit Factor | 1.69 | 1.19 | 2.77 | 1.64 | 1.28 |
| Trades | 85 | 43 | 42 | 85 | 85 |
| Winning Trades | 60 | 28 | 32 | 49 | 51 |
| Losing Trades | 25 | 15 | 10 | 36 | 34 |
| % Profitable | 70.00 | 65.00 | 76.00 | 57.00 | 60.00 |
| Profit/Loss Per Trade % | 1.44 | 0.52 | 2.40 | 0.75 | 0.62 |
| Profit Per Trade % | 4.35 | 4.48 | 4.23 | 3.13 | 4.07 |
| Loss Per Trade % | 5.04 | 6.32 | 3.16 | 2.36 | 4.19 |
| Days In Trade | 987 | 533 | 454 | 987 | 987 |
| Days In Trade (Avg. Per Trade) | 11.61 | 12.40 | 10.81 | 11.61 | 11.61 |
| % Days In Trade | 50.08 | 27.04 | 23.03 | 50.08 | 50.08 |