| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AEE | Ameren Corp | Utilities | Utilities - Regulated Electric | 30132 | 0.027 | 108.84 | 1733397 |
| NI | NiSource Inc | Utilities | Utilities - Regulated Gas | 20434 | 0.0134 | 42.61 | 4302771 |
| 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: | 10987.37 |
| Total net P/L: | 987.37 | Total ROI: | 9.87 % |
| CAGR: | 17.78 % | Max. DD: | 3.40 % |
| System Score: | 12.028 | Sharpe Ratio: | 1.717 |
| Start Date: | 2026-01-02 | End Date: | 2026-07-31 |
| Total days: | 210 | ||
| Commissions: | 55.84 | Comm.% P/L | 5.35 % |
| Total Transactions: | 52 | Log. Linearity: | 87.782 % |
| Total | Long |
Short |
AEE | NI | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1043.21 | 873.44 | 169.77 | 1257.58 | -214.37 |
| Total Profit | 1323.52 | 873.44 | 450.08 | 1504.67 | 540.84 |
| Total Loss | 280.31 | 0.00 | 280.31 | 247.09 | 755.21 |
| Profit Factor | 4.72 | 0.00 | 1.61 | 6.09 | 0.72 |
| Trades | 13 | 8 | 5 | 13 | 13 |
| Winning Trades | 11 | 8 | 3 | 9 | 4 |
| Losing Trades | 2 | 0 | 2 | 4 | 9 |
| % Profitable | 84.00 | 100.00 | 60.00 | 69.00 | 30.00 |
| Profit/Loss Per Trade % | 0.77 | 1.04 | 0.34 | 0.91 | -0.15 |
| Profit Per Trade % | 1.14 | 1.04 | 1.43 | 1.58 | 1.31 |
| Loss Per Trade % | 1.26 | 0.00 | 1.26 | 0.58 | 0.79 |
| Days In Trade | 86 | 49 | 37 | 86 | 86 |
| Days In Trade (Avg. Per Trade) | 6.62 | 6.12 | 7.40 | 6.62 | 6.62 |
| % Days In Trade | 40.95 | 23.33 | 17.62 | 40.95 | 40.95 |