| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| KIM | Kimco Realty Corporation | Real Estate | REIT - Retail | 16988 | 0.0421 | 25.38 | 4909013 |
| BRX | Brixmor Property | Real Estate | REIT - Retail | 9767 | 0.0385 | 31.86 | 2610497 |
| 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: | 12279.80 |
| Total net P/L: | 2279.80 | Total ROI: | 22.80 % |
| CAGR: | 8.91 % | Max. DD: | 5.87 % |
| System Score: | 5.970 | Sharpe Ratio: | 2.028 |
| Start Date: | 2024-01-02 | End Date: | 2026-05-29 |
| Total days: | 878 | ||
| Commissions: | 208.63 | Comm.% P/L | 8.38 % |
| Total Transactions: | 88 | Log. Linearity: | 87.495 % |
| Total | Long |
Short |
KIM | BRX | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2488.43 | 969.44 | 1518.98 | -632.96 | 3121.39 |
| Total Profit | 3313.89 | 1689.04 | 1624.84 | 2201.69 | 4866.94 |
| Total Loss | 825.46 | 719.60 | 105.86 | 2834.65 | 1745.55 |
| Profit Factor | 4.01 | 2.35 | 15.35 | 0.78 | 2.79 |
| Trades | 22 | 12 | 10 | 22 | 22 |
| Winning Trades | 18 | 9 | 9 | 11 | 16 |
| Losing Trades | 4 | 3 | 1 | 11 | 6 |
| % Profitable | 81.00 | 75.00 | 90.00 | 50.00 | 72.00 |
| Profit/Loss Per Trade % | 1.02 | 0.77 | 1.33 | -0.32 | 1.27 |
| Profit Per Trade % | 1.66 | 1.74 | 1.58 | 1.77 | 2.76 |
| Loss Per Trade % | 1.77 | 2.06 | 0.91 | 2.34 | 2.55 |
| Days In Trade | 309 | 187 | 122 | 309 | 309 |
| Days In Trade (Avg. Per Trade) | 14.05 | 15.58 | 12.20 | 14.05 | 14.05 |
| % Days In Trade | 35.19 | 21.30 | 13.90 | 35.19 | 35.19 |