| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| EXR | Extra Space Storage Inc | Real Estate | REIT - Industrial | 32610 | 0.0444 | 147.76 | 1212879 |
| CUBE | CubeSmart | Real Estate | REIT - Industrial | 9298 | 0.0519 | 40.85 | 2134857 |
| 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: | 11258.22 |
| Total net P/L: | 1258.22 | Total ROI: | 12.58 % |
| CAGR: | 2.22 % | Max. DD: | 18.72 % |
| System Score: | 0.322 | Sharpe Ratio: | 0.592 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 362.94 | Comm.% P/L | 22.39 % |
| Total Transactions: | 336 | Log. Linearity: | 52.546 % |
| Total | Long |
Short |
EXR | CUBE | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1621.16 | 1367.17 | 253.99 | -6887.93 | 8509.09 |
| Total Profit | 8266.85 | 4048.30 | 4218.55 | 13722.87 | 19896.32 |
| Total Loss | 6645.69 | 2681.14 | 3964.55 | 20610.80 | 11387.23 |
| Profit Factor | 1.24 | 1.51 | 1.06 | 0.67 | 1.75 |
| Trades | 84 | 37 | 47 | 84 | 84 |
| Winning Trades | 55 | 26 | 29 | 38 | 51 |
| Losing Trades | 29 | 11 | 18 | 46 | 33 |
| % Profitable | 65.00 | 70.00 | 61.00 | 45.00 | 60.00 |
| Profit/Loss Per Trade % | 0.19 | 0.33 | 0.07 | -0.92 | 0.85 |
| Profit Per Trade % | 1.56 | 1.60 | 1.53 | 3.75 | 3.90 |
| Loss Per Trade % | 2.32 | 2.54 | 2.20 | 4.42 | 3.57 |
| Days In Trade | 1042 | 476 | 566 | 1042 | 1042 |
| Days In Trade (Avg. Per Trade) | 12.40 | 12.86 | 12.04 | 12.40 | 12.40 |
| % Days In Trade | 52.87 | 24.15 | 28.72 | 52.87 | 52.87 |