| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AEE | Ameren Corp | Utilities | Utilities - Regulated Electric | 29830 | 0.0273 | 107.75 | 1728410 |
| CMS | CMS Energy Corporation | Utilities | Utilities - Regulated Electric | 21709 | 0.0324 | 69.23 | 3045921 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 99 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 100000.00 | Final Equity: | 105860.59 |
| Total net P/L: | 5860.59 | Total ROI: | 5.86 % |
| CAGR: | 5.88 % | Max. DD: | 2.50 % |
| System Score: | 1.783 | Sharpe Ratio: | 1.455 |
| Start Date: | 2025-08-01 | End Date: | 2026-07-31 |
| Total days: | 364 | ||
| Commissions: | 200.14 | Comm.% P/L | 3.30 % |
| Total Transactions: | 68 | Log. Linearity: | 67.188 % |
| Total | Long |
Short |
AEE | CMS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 6060.73 | 4700.86 | 1359.87 | 1011.89 | 5048.84 |
| Total Profit | 8964.91 | 4743.51 | 4221.40 | 8269.16 | 12961.03 |
| Total Loss | 2904.18 | 42.65 | 2861.53 | 7257.27 | 7912.19 |
| Profit Factor | 3.09 | 111.22 | 1.48 | 1.14 | 1.64 |
| Trades | 17 | 8 | 9 | 17 | 17 |
| Winning Trades | 13 | 7 | 6 | 6 | 12 |
| Losing Trades | 4 | 1 | 3 | 11 | 5 |
| % Profitable | 76.00 | 87.00 | 66.00 | 35.00 | 70.00 |
| Profit/Loss Per Trade % | 0.35 | 0.57 | 0.15 | 0.04 | 0.29 |
| Profit Per Trade % | 0.67 | 0.66 | 0.69 | 1.34 | 1.06 |
| Loss Per Trade % | 0.70 | 0.04 | 0.92 | 0.65 | 1.53 |
| Days In Trade | 234 | 77 | 157 | 234 | 234 |
| Days In Trade (Avg. Per Trade) | 13.76 | 9.62 | 17.44 | 13.76 | 13.76 |
| % Days In Trade | 64.29 | 21.15 | 43.13 | 64.29 | 64.29 |