| 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: | 2.00 | 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: | 16320.68 |
| Total net P/L: | 6320.68 | Total ROI: | 63.21 % |
| CAGR: | 9.19 % | Max. DD: | 14.98 % |
| System Score: | 3.727 | Sharpe Ratio: | 2.456 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 521.92 | Comm.% P/L | 7.63 % |
| Total Transactions: | 344 | Log. Linearity: | 74.022 % |
| Total | Long |
Short |
AEE | NI | |
|---|---|---|---|---|---|
| Total Profit/Loss | 6842.60 | 2697.65 | 4144.95 | 3186.22 | 3656.38 |
| Total Profit | 12188.22 | 6240.72 | 5947.50 | 13634.06 | 14549.66 |
| Total Loss | 5345.62 | 3543.07 | 1802.55 | 10447.84 | 10893.28 |
| Profit Factor | 2.28 | 1.76 | 3.30 | 1.30 | 1.34 |
| Trades | 86 | 50 | 36 | 86 | 86 |
| Winning Trades | 66 | 38 | 28 | 49 | 45 |
| Losing Trades | 20 | 12 | 8 | 37 | 41 |
| % Profitable | 76.00 | 76.00 | 77.00 | 56.00 | 52.00 |
| Profit/Loss Per Trade % | 0.62 | 0.40 | 0.92 | 0.24 | 0.31 |
| Profit Per Trade % | 1.48 | 1.31 | 1.71 | 2.22 | 2.65 |
| Loss Per Trade % | 2.14 | 2.39 | 1.76 | 2.28 | 2.16 |
| Days In Trade | 905 | 541 | 364 | 905 | 905 |
| Days In Trade (Avg. Per Trade) | 10.52 | 10.82 | 10.11 | 10.52 | 10.52 |
| % Days In Trade | 44.49 | 26.60 | 17.90 | 44.49 | 44.49 |