| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| BLK | BlackRock Inc | Financial Services | Asset Management | 171654 | 0.0211 | 1055.67 | 753471 |
| TROW | T. Rowe Price Group Inc | Financial Services | Asset Management | 24962 | 0.0445 | 116.5 | 2064231 |
| 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: | 10376.49 |
| Total net P/L: | 376.49 | Total ROI: | 3.76 % |
| CAGR: | 3.80 % | Max. DD: | 6.16 % |
| System Score: | 0.735 | Sharpe Ratio: | 0.458 |
| Start Date: | 2015-01-02 | End Date: | 2015-12-30 |
| Total days: | 362 | ||
| Commissions: | 48.00 | Comm.% P/L | 11.31 % |
| Total Transactions: | 48 | Log. Linearity: | 57.835 % |
| Total | Long |
Short |
BLK | TROW | |
|---|---|---|---|---|---|
| Total Profit/Loss | 424.49 | 569.42 | -144.92 | -625.30 | 1049.79 |
| Total Profit | 1275.44 | 772.16 | 503.28 | 1297.18 | 1545.19 |
| Total Loss | 850.95 | 202.75 | 648.20 | 1922.48 | 495.40 |
| Profit Factor | 1.50 | 3.81 | 0.78 | 0.67 | 3.12 |
| Trades | 12 | 6 | 6 | 12 | 12 |
| Winning Trades | 8 | 4 | 4 | 6 | 7 |
| Losing Trades | 4 | 2 | 2 | 6 | 5 |
| % Profitable | 66.00 | 66.00 | 66.00 | 50.00 | 58.00 |
| Profit/Loss Per Trade % | 0.35 | 0.95 | -0.25 | -0.59 | 0.81 |
| Profit Per Trade % | 1.60 | 1.95 | 1.26 | 2.14 | 2.12 |
| Loss Per Trade % | 2.10 | 1.01 | 3.19 | 3.04 | 0.98 |
| Days In Trade | 180 | 85 | 95 | 180 | 180 |
| Days In Trade (Avg. Per Trade) | 15.00 | 14.17 | 15.83 | 15.00 | 15.00 |
| % Days In Trade | 49.72 | 23.48 | 26.24 | 49.72 | 49.72 |