| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| FLDZ | RiverNorth Patriot ETF | 0 | 29.983 | 184 | |||
| FLQS | Franklin LibertyQ U.S. Small Cap Equity ETF | 0 | 44.7098 | 9325 |
| 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: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 10296.23 |
| Total net P/L: | 296.23 | Total ROI: | 2.96 % |
| CAGR: | 2.98 % | Max. DD: | 2.43 % |
| System Score: | 0.350 | Sharpe Ratio: | 0.810 |
| Start Date: | 2025-05-13 | End Date: | 2026-05-11 |
| Total days: | 363 | ||
| Commissions: | 52.00 | Comm.% P/L | 14.93 % |
| Total Transactions: | 52 | Log. Linearity: | 48.963 % |
| Total | Long |
Short |
FLDZ | FLQS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 348.23 | -99.21 | 447.44 | 188.31 | 159.92 |
| Total Profit | 651.64 | 165.56 | 486.08 | 483.92 | 823.28 |
| Total Loss | 303.41 | 264.77 | 38.64 | 295.61 | 663.36 |
| Profit Factor | 2.15 | 0.63 | 12.58 | 1.64 | 1.24 |
| Trades | 13 | 6 | 7 | 13 | 13 |
| Winning Trades | 9 | 3 | 6 | 6 | 7 |
| Losing Trades | 4 | 3 | 1 | 7 | 6 |
| % Profitable | 69.00 | 50.00 | 85.00 | 46.00 | 53.00 |
| Profit/Loss Per Trade % | 0.26 | -0.16 | 0.63 | 0.14 | 0.12 |
| Profit Per Trade % | 0.71 | 0.53 | 0.80 | 0.77 | 1.15 |
| Loss Per Trade % | 0.73 | 0.85 | 0.37 | 0.41 | 1.06 |
| Days In Trade | 181 | 95 | 86 | 181 | 181 |
| Days In Trade (Avg. Per Trade) | 13.92 | 15.83 | 12.29 | 13.92 | 13.92 |
| % Days In Trade | 49.86 | 26.17 | 23.69 | 49.86 | 49.86 |