| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CFO | VictoryShares US 500 Enhanced Volatility Wtd ETF | 0 | 76.7586 | 7830 | |||
| RINT | International Developed Equity Active ETF | 0 | 31.405 | 16318 |
| 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: | 10311.48 |
| Total net P/L: | 311.48 | Total ROI: | 3.11 % |
| CAGR: | 3.42 % | Max. DD: | 2.44 % |
| System Score: | 0.408 | Sharpe Ratio: | 0.956 |
| Start Date: | 2025-06-12 | End Date: | 2026-05-11 |
| Total days: | 333 | ||
| Commissions: | 56.00 | Comm.% P/L | 15.24 % |
| Total Transactions: | 56 | Log. Linearity: | 49.242 % |
| Total | Long |
Short |
CFO | RINT | |
|---|---|---|---|---|---|
| Total Profit/Loss | 367.48 | 281.66 | 85.81 | 786.18 | -418.70 |
| Total Profit | 547.26 | 345.00 | 202.27 | 1051.27 | 598.59 |
| Total Loss | 179.78 | 63.33 | 116.45 | 265.09 | 1017.29 |
| Profit Factor | 3.04 | 5.45 | 1.74 | 3.97 | 0.59 |
| Trades | 14 | 9 | 5 | 14 | 14 |
| Winning Trades | 11 | 7 | 4 | 9 | 6 |
| Losing Trades | 3 | 2 | 1 | 5 | 8 |
| % Profitable | 78.00 | 77.00 | 80.00 | 64.00 | 42.00 |
| Profit/Loss Per Trade % | 0.26 | 0.31 | 0.17 | 0.54 | -0.29 |
| Profit Per Trade % | 0.49 | 0.48 | 0.50 | 1.13 | 0.98 |
| Loss Per Trade % | 0.58 | 0.31 | 1.12 | 0.52 | 1.22 |
| Days In Trade | 179 | 127 | 52 | 179 | 179 |
| Days In Trade (Avg. Per Trade) | 12.79 | 14.11 | 10.40 | 12.79 | 12.79 |
| % Days In Trade | 53.75 | 38.14 | 15.62 | 53.75 | 53.75 |