| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ELS | Equity Lifestyle Properties Inc | Real Estate | REIT - Residential | 13173 | 0.0323 | 65.35 | 1625922 |
| SUI | Sun Communities Inc | Real Estate | REIT - Residential | 15913 | 0.035 | 125.94 | 1068698 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 10137.67 |
| Total net P/L: | 137.67 | Total ROI: | 1.38 % |
| CAGR: | 1.29 % | Max. DD: | 8.13 % |
| System Score: | 0.010 | Sharpe Ratio: | 0.185 |
| Start Date: | 2025-08-01 | End Date: | 2026-08-24 |
| Total days: | 388 | ||
| Commissions: | 40.00 | Comm.% P/L | 22.51 % |
| Total Transactions: | 40 | Log. Linearity: | 19.612 % |
| Total | Long |
Short |
ELS | SUI | |
|---|---|---|---|---|---|
| Total Profit/Loss | 177.67 | 307.83 | -130.16 | -447.16 | 624.83 |
| Total Profit | 1012.05 | 408.70 | 603.35 | 760.66 | 1258.58 |
| Total Loss | 834.38 | 100.87 | 733.51 | 1207.82 | 633.75 |
| Profit Factor | 1.21 | 4.05 | 0.82 | 0.63 | 1.99 |
| Trades | 10 | 4 | 6 | 10 | 10 |
| Winning Trades | 6 | 3 | 3 | 5 | 6 |
| Losing Trades | 4 | 1 | 3 | 5 | 4 |
| % Profitable | 60.00 | 75.00 | 50.00 | 50.00 | 60.00 |
| Profit/Loss Per Trade % | 0.18 | 0.78 | -0.22 | -0.47 | 0.60 |
| Profit Per Trade % | 1.71 | 1.38 | 2.04 | 1.54 | 2.10 |
| Loss Per Trade % | 2.07 | 1.01 | 2.42 | 2.38 | 1.59 |
| Days In Trade | 141 | 57 | 84 | 141 | 141 |
| Days In Trade (Avg. Per Trade) | 14.10 | 14.25 | 14.00 | 14.10 | 14.10 |
| % Days In Trade | 36.34 | 14.69 | 21.65 | 36.34 | 36.34 |