| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CMS | CMS Energy Corporation | Utilities | Utilities - Regulated Electric | 22196 | 0.0311 | 70.22 | 2672445 |
| WEC | WEC Energy Group Inc | Utilities | Utilities - Regulated Electric | 35846 | 0.0329 | 110.05 | 2114049 |
| 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: | 11125.56 |
| Total net P/L: | 1125.56 | Total ROI: | 11.26 % |
| CAGR: | 1.99 % | Max. DD: | 9.35 % |
| System Score: | 0.215 | Sharpe Ratio: | 1.032 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 112.17 | Comm.% P/L | 9.06 % |
| Total Transactions: | 112 | Log. Linearity: | 47.589 % |
| Total | Long |
Short |
CMS | WEC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1237.73 | 1237.73 | 0.00 | 3062.18 | -1824.45 |
| Total Profit | 2792.36 | 2792.36 | 0.00 | 5630.95 | 4088.97 |
| Total Loss | 1554.63 | 1554.63 | 0.00 | 2568.77 | 5913.42 |
| Profit Factor | 1.80 | 1.80 | 0.00 | 2.19 | 0.69 |
| Trades | 28 | 28 | 0 | 28 | 28 |
| Winning Trades | 19 | 19 | 0 | 20 | 16 |
| Losing Trades | 9 | 9 | 0 | 8 | 12 |
| % Profitable | 67.00 | 67.00 | 0.00 | 71.00 | 57.00 |
| Profit/Loss Per Trade % | 0.42 | 0.42 | 0.00 | 0.92 | -0.62 |
| Profit Per Trade % | 1.35 | 1.35 | 0.00 | 2.52 | 2.33 |
| Loss Per Trade % | 1.50 | 1.50 | 0.00 | 2.91 | 4.38 |
| Days In Trade | 386 | 386 | 0 | 386 | 386 |
| Days In Trade (Avg. Per Trade) | 13.79 | 13.79 | 0.00 | 13.79 | 13.79 |
| % Days In Trade | 19.58 | 19.58 | 0.00 | 19.58 | 19.58 |