| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CMS | CMS Energy Corporation | Utilities | Utilities - Regulated Electric | 20489 | 0.0336 | 65.34 | 3105587 |
| AMCR | Amcor PLC | Consumer Cyclical | Packaging & Containers | 19372 | 0.0613 | 41.9 | 4607708 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 5000.00 | Final Equity: | 5522.57 |
| Total net P/L: | 522.57 | Total ROI: | 10.45 % |
| CAGR: | 6.17 % | Max. DD: | 18.82 % |
| System Score: | 0.448 | Sharpe Ratio: | 0.499 |
| Start Date: | 2025-01-02 | End Date: | 2026-08-31 |
| Total days: | 606 | ||
| Commissions: | 84.00 | Comm.% P/L | 13.85 % |
| Total Transactions: | 84 | Log. Linearity: | 41.730 % |
| Total | Long |
Short |
CMS | AMCR | |
|---|---|---|---|---|---|
| Total Profit/Loss | 606.57 | 820.37 | -213.80 | 1372.28 | -765.71 |
| Total Profit | 3074.85 | 1597.48 | 1477.37 | 2289.04 | 1982.04 |
| Total Loss | 2468.28 | 777.11 | 1691.17 | 916.76 | 2747.75 |
| Profit Factor | 1.25 | 2.06 | 0.87 | 2.50 | 0.72 |
| Trades | 21 | 12 | 9 | 21 | 21 |
| Winning Trades | 11 | 7 | 4 | 15 | 12 |
| Losing Trades | 10 | 5 | 5 | 6 | 9 |
| % Profitable | 52.00 | 58.00 | 44.00 | 71.00 | 57.00 |
| Profit/Loss Per Trade % | 0.55 | 1.28 | -0.42 | 1.19 | -0.68 |
| Profit Per Trade % | 5.23 | 4.20 | 7.06 | 2.80 | 3.08 |
| Loss Per Trade % | 4.20 | 2.56 | 5.87 | 2.71 | 5.24 |
| Days In Trade | 308 | 179 | 129 | 308 | 308 |
| Days In Trade (Avg. Per Trade) | 14.67 | 14.92 | 14.33 | 14.67 | 14.67 |
| % Days In Trade | 50.83 | 29.54 | 21.29 | 50.83 | 50.83 |