| 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: | 10248.29 |
| Total net P/L: | 248.29 | Total ROI: | 2.48 % |
| CAGR: | 0.99 % | Max. DD: | 16.75 % |
| System Score: | 0.024 | Sharpe Ratio: | 0.223 |
| Start Date: | 2024-01-02 | End Date: | 2026-06-29 |
| Total days: | 909 | ||
| Commissions: | 76.00 | Comm.% P/L | 23.44 % |
| Total Transactions: | 76 | Log. Linearity: | 29.116 % |
| Total | Long |
Short |
BLK | TROW | |
|---|---|---|---|---|---|
| Total Profit/Loss | 324.29 | 1164.15 | -839.86 | -791.02 | 1115.31 |
| Total Profit | 3755.25 | 2550.40 | 1204.85 | 1997.07 | 4309.88 |
| Total Loss | 3430.96 | 1386.25 | 2044.71 | 2788.09 | 3194.57 |
| Profit Factor | 1.09 | 1.84 | 0.59 | 0.72 | 1.35 |
| Trades | 19 | 11 | 8 | 19 | 19 |
| Winning Trades | 13 | 9 | 4 | 9 | 12 |
| Losing Trades | 6 | 2 | 4 | 10 | 7 |
| % Profitable | 68.00 | 81.00 | 50.00 | 47.00 | 63.00 |
| Profit/Loss Per Trade % | 0.17 | 1.13 | -1.14 | -0.49 | 0.60 |
| Profit Per Trade % | 2.87 | 2.82 | 3.00 | 2.20 | 3.60 |
| Loss Per Trade % | 5.32 | 6.02 | 4.98 | 2.80 | 4.27 |
| Days In Trade | 283 | 134 | 149 | 283 | 283 |
| Days In Trade (Avg. Per Trade) | 14.89 | 12.18 | 18.62 | 14.89 | 14.89 |
| % Days In Trade | 31.13 | 14.74 | 16.39 | 31.13 | 31.13 |