| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AEE | Ameren Corp | Utilities | Utilities - Regulated Electric | 30162 | 0.0267 | 108.95 | 1734211 |
| NI | NiSource Inc | Utilities | Utilities - Regulated Gas | 20573 | 0 | 42.91 | 4245970 |
| Entry Threshold: | 1.50 | 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: | 19700.05 |
| Total net P/L: | 9700.05 | Total ROI: | 97.00 % |
| CAGR: | 12.94 % | Max. DD: | 18.24 % |
| System Score: | 4.974 | Sharpe Ratio: | 2.963 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 724.54 | Comm.% P/L | 6.95 % |
| Total Transactions: | 472 | Log. Linearity: | 72.710 % |
| Total | Long |
Short |
AEE | NI | |
|---|---|---|---|---|---|
| Total Profit/Loss | 10424.59 | 5405.48 | 5019.11 | 3313.38 | 7111.21 |
| Total Profit | 17199.83 | 9482.61 | 7717.22 | 17755.89 | 20136.44 |
| Total Loss | 6775.24 | 4077.13 | 2698.11 | 14442.51 | 13025.23 |
| Profit Factor | 2.54 | 2.33 | 2.86 | 1.23 | 1.55 |
| Trades | 118 | 70 | 48 | 118 | 118 |
| Winning Trades | 91 | 55 | 36 | 63 | 66 |
| Losing Trades | 27 | 15 | 12 | 55 | 52 |
| % Profitable | 77.00 | 78.00 | 75.00 | 53.00 | 55.00 |
| Profit/Loss Per Trade % | 0.62 | 0.53 | 0.76 | 0.07 | 0.48 |
| Profit Per Trade % | 1.42 | 1.30 | 1.62 | 2.07 | 2.43 |
| Loss Per Trade % | 2.00 | 2.21 | 1.75 | 2.11 | 1.90 |
| Days In Trade | 1181 | 704 | 477 | 1181 | 1181 |
| Days In Trade (Avg. Per Trade) | 10.01 | 10.06 | 9.94 | 10.01 | 10.01 |
| % Days In Trade | 58.06 | 34.61 | 23.45 | 58.06 | 58.06 |