| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CUBE | CubeSmart | Real Estate | REIT - Industrial | 8633 | 0.0547 | 38.14 | 2293301 |
| NSA | National Storage Affiliates Trust | Real Estate | REIT - Industrial | 6391 | 0.0516 | 43.41 | 1472333 |
| 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: | 10577.45 |
| Total net P/L: | 577.45 | Total ROI: | 5.77 % |
| CAGR: | 1.00 % | Max. DD: | 20.55 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.372 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 236.21 | Comm.% P/L | 29.03 % |
| Total Transactions: | 192 | Log. Linearity: | 5.014 % |
| Total | Long |
Short |
CUBE | NSA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 813.66 | 985.46 | -171.80 | 7800.91 | -6987.25 |
| Total Profit | 6108.46 | 2885.91 | 3222.54 | 11372.48 | 6333.87 |
| Total Loss | 5294.79 | 1900.45 | 3394.34 | 3571.57 | 13321.11 |
| Profit Factor | 1.15 | 1.52 | 0.95 | 3.18 | 0.48 |
| Trades | 48 | 24 | 24 | 48 | 48 |
| Winning Trades | 30 | 15 | 15 | 31 | 25 |
| Losing Trades | 18 | 9 | 9 | 17 | 23 |
| % Profitable | 62.00 | 62.00 | 62.00 | 64.00 | 52.00 |
| Profit/Loss Per Trade % | 0.17 | 0.42 | -0.09 | 1.54 | -1.56 |
| Profit Per Trade % | 2.03 | 1.92 | 2.14 | 3.55 | 2.46 |
| Loss Per Trade % | 2.84 | 2.02 | 3.66 | 1.97 | 5.54 |
| Days In Trade | 742 | 379 | 363 | 742 | 742 |
| Days In Trade (Avg. Per Trade) | 15.46 | 15.79 | 15.12 | 15.46 | 15.46 |
| % Days In Trade | 35.93 | 18.35 | 17.58 | 35.93 | 35.93 |