| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ADX | Adams Diversified Equity Closed Fund | Financial Services | Asset Management | 2091 | 0.0063 | 25.13 | 278716 |
| SPYM | State Street® SPDR® Portfolio S&P 500® ETF | 0 | 88.35 | 11859021 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| 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: | 12804.25 |
| Total net P/L: | 2804.25 | Total ROI: | 28.04 % |
| CAGR: | 4.76 % | Max. DD: | 7.65 % |
| System Score: | 0.823 | Sharpe Ratio: | 1.793 |
| Start Date: | 2021-01-04 | End Date: | 2026-04-30 |
| Total days: | 1942 | ||
| Commissions: | 615.32 | Comm.% P/L | 17.99 % |
| Total Transactions: | 304 | Log. Linearity: | 55.728 % |
| Total | Long |
Short |
ADX | SPYM | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3419.57 | 1564.50 | 1855.07 | 4162.02 | -742.44 |
| Total Profit | 5380.59 | 2413.99 | 2966.60 | 12138.05 | 8686.41 |
| Total Loss | 1961.02 | 849.48 | 1111.53 | 7976.03 | 9428.85 |
| Profit Factor | 2.74 | 2.84 | 2.67 | 1.52 | 0.92 |
| Trades | 76 | 39 | 37 | 76 | 76 |
| Winning Trades | 59 | 30 | 29 | 45 | 38 |
| Losing Trades | 17 | 9 | 8 | 30 | 38 |
| % Profitable | 77.00 | 76.00 | 78.00 | 59.00 | 50.00 |
| Profit/Loss Per Trade % | 0.40 | 0.36 | 0.45 | 0.45 | -0.14 |
| Profit Per Trade % | 0.84 | 0.73 | 0.95 | 2.50 | 2.12 |
| Loss Per Trade % | 1.09 | 0.87 | 1.34 | 2.48 | 2.31 |
| Days In Trade | 845 | 436 | 409 | 845 | 845 |
| Days In Trade (Avg. Per Trade) | 11.12 | 11.18 | 11.05 | 11.12 | 11.12 |
| % Days In Trade | 43.51 | 22.45 | 21.06 | 43.51 | 43.51 |