| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SPYV | SPDR® Portfolio S&P 500 Value ETF | 0.0131 | 63.35 | 3143904 | |||
| WM | Waste Management Inc | Industrials | Waste Management | 90464 | 0.0156 | 226.32 | 2153449 |
| 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: | 7860.10 |
| Total net P/L: | -2139.90 | Total ROI: | -21.40 % |
| CAGR: | -4.23 % | Max. DD: | 31.50 % |
| System Score: | -0.127 | Sharpe Ratio: | -0.622 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 324.76 | Comm.% P/L | 17.89 % |
| Total Transactions: | 316 | Log. Linearity: | 31.089 % |
| Total | Long |
Short |
SPYV | WM | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1815.14 | 170.12 | -1985.26 | 2348.07 | -4163.21 |
| Total Profit | 6368.37 | 3751.74 | 2616.63 | 7248.08 | 5474.75 |
| Total Loss | 8183.51 | 3581.62 | 4601.89 | 4900.01 | 9637.96 |
| Profit Factor | 0.78 | 1.05 | 0.57 | 1.48 | 0.57 |
| Trades | 79 | 44 | 35 | 79 | 79 |
| Winning Trades | 48 | 27 | 21 | 49 | 43 |
| Losing Trades | 31 | 17 | 14 | 30 | 36 |
| % Profitable | 60.00 | 61.00 | 60.00 | 62.00 | 54.00 |
| Profit/Loss Per Trade % | -0.25 | 0.06 | -0.64 | 0.33 | -0.61 |
| Profit Per Trade % | 1.62 | 1.68 | 1.55 | 1.75 | 1.56 |
| Loss Per Trade % | 3.04 | 2.43 | 3.79 | 1.92 | 3.10 |
| Days In Trade | 1122 | 638 | 484 | 1122 | 1122 |
| Days In Trade (Avg. Per Trade) | 14.20 | 14.50 | 13.83 | 14.20 | 14.20 |
| % Days In Trade | 55.16 | 31.37 | 23.80 | 55.16 | 55.16 |