| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MFA | MFA Financial Inc | Real Estate | REIT - Mortgage | 809 | 0.1798 | 8 | 1486595 |
| STWD | Starwood Property Trust Inc | Real Estate | REIT - Mortgage | 5453 | 0.1341 | 13.88 | 3650408 |
| 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: | 11550.27 |
| Total net P/L: | 1550.27 | Total ROI: | 15.50 % |
| CAGR: | 2.58 % | Max. DD: | 14.14 % |
| System Score: | 0.403 | Sharpe Ratio: | 0.862 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 294.58 | Comm.% P/L | 15.97 % |
| Total Transactions: | 80 | Log. Linearity: | 53.876 % |
| Total | Long |
Short |
MFA | STWD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1844.85 | 0.00 | 1844.85 | -1433.39 | 3278.24 |
| Total Profit | 3647.47 | 0.00 | 3647.47 | 2679.67 | 4887.26 |
| Total Loss | 1802.61 | 0.00 | 1802.61 | 4113.06 | 1609.02 |
| Profit Factor | 2.02 | 0.00 | 2.02 | 0.65 | 3.04 |
| Trades | 20 | 0 | 20 | 20 | 20 |
| Winning Trades | 12 | 0 | 12 | 11 | 13 |
| Losing Trades | 8 | 0 | 8 | 9 | 7 |
| % Profitable | 60.00 | 0.00 | 60.00 | 55.00 | 65.00 |
| Profit/Loss Per Trade % | 0.86 | 0.00 | 0.86 | -0.61 | 1.37 |
| Profit Per Trade % | 2.77 | 0.00 | 2.77 | 2.23 | 3.28 |
| Loss Per Trade % | 1.92 | 0.00 | 1.92 | 3.92 | 2.05 |
| Days In Trade | 332 | 0 | 332 | 332 | 332 |
| Days In Trade (Avg. Per Trade) | 16.60 | 0.00 | 16.60 | 16.60 | 16.60 |
| % Days In Trade | 16.08 | 0.00 | 16.08 | 16.08 | 16.08 |