| 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 |
| MG | Mistras Group Inc | Industrials | Security & Protection Services | 661 | 20.75 | 205572 |
| 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: | 4531.03 |
| Total net P/L: | -468.97 | Total ROI: | -9.38 % |
| CAGR: | -5.76 % | Max. DD: | 30.58 % |
| System Score: | -0.130 | Sharpe Ratio: | -0.010 |
| Start Date: | 2025-01-02 | End Date: | 2026-08-31 |
| Total days: | 606 | ||
| Commissions: | 162.55 | Comm.% P/L | 53.05 % |
| Total Transactions: | 96 | Log. Linearity: | 28.288 % |
| Total | Long |
Short |
CMS | MG | |
|---|---|---|---|---|---|
| Total Profit/Loss | -306.42 | -1861.13 | 1554.71 | 1460.74 | -1767.16 |
| Total Profit | 4014.85 | 1742.96 | 2271.89 | 2607.35 | 2919.58 |
| Total Loss | 4321.27 | 3604.09 | 717.18 | 1146.61 | 4686.74 |
| Profit Factor | 0.93 | 0.48 | 3.17 | 2.27 | 0.62 |
| Trades | 24 | 13 | 11 | 24 | 24 |
| Winning Trades | 16 | 8 | 8 | 14 | 12 |
| Losing Trades | 8 | 5 | 3 | 10 | 12 |
| % Profitable | 66.00 | 61.00 | 72.00 | 58.00 | 50.00 |
| Profit/Loss Per Trade % | -0.29 | -2.61 | 2.54 | 1.11 | -1.40 |
| Profit Per Trade % | 4.65 | 4.16 | 5.14 | 3.38 | 4.47 |
| Loss Per Trade % | 8.90 | 12.00 | 3.91 | 1.96 | 6.53 |
| Days In Trade | 355 | 215 | 140 | 355 | 355 |
| Days In Trade (Avg. Per Trade) | 14.79 | 16.54 | 12.73 | 14.79 | 14.79 |
| % Days In Trade | 58.58 | 35.48 | 23.10 | 58.58 | 58.58 |