| 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: | 1.80 | 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: | 16932.86 |
| Total net P/L: | 6932.86 | Total ROI: | 69.33 % |
| CAGR: | 9.91 % | Max. DD: | 16.61 % |
| System Score: | 2.353 | Sharpe Ratio: | 2.539 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 585.21 | Comm.% P/L | 7.78 % |
| Total Transactions: | 396 | Log. Linearity: | 61.919 % |
| Total | Long |
Short |
AEE | NI | |
|---|---|---|---|---|---|
| Total Profit/Loss | 7518.07 | 3180.23 | 4337.84 | 2440.76 | 5077.31 |
| Total Profit | 13605.43 | 7002.36 | 6603.07 | 14385.94 | 16264.31 |
| Total Loss | 6087.36 | 3822.13 | 2265.23 | 11945.18 | 11187.00 |
| Profit Factor | 2.24 | 1.83 | 2.91 | 1.20 | 1.45 |
| Trades | 99 | 57 | 42 | 99 | 99 |
| Winning Trades | 75 | 44 | 31 | 55 | 55 |
| Losing Trades | 24 | 13 | 11 | 44 | 44 |
| % Profitable | 75.00 | 77.00 | 73.00 | 55.00 | 55.00 |
| Profit/Loss Per Trade % | 0.58 | 0.40 | 0.82 | 0.12 | 0.39 |
| Profit Per Trade % | 1.46 | 1.28 | 1.73 | 2.11 | 2.47 |
| Loss Per Trade % | 2.11 | 2.47 | 1.68 | 2.27 | 2.10 |
| Days In Trade | 1015 | 588 | 427 | 1015 | 1015 |
| Days In Trade (Avg. Per Trade) | 10.25 | 10.32 | 10.17 | 10.25 | 10.25 |
| % Days In Trade | 49.90 | 28.91 | 20.99 | 49.90 | 49.90 |