| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| XLB | Materials Select Sector SPDR® Fund | 5602 | 0.0271 | 51.15 | 13791267 | ||
| VAW | Vanguard Materials Index Fund ETF Shares | 0.0235 | 232.57 | 64255 |
| 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: | 10248.91 |
| Total net P/L: | 248.91 | Total ROI: | 2.49 % |
| CAGR: | 0.46 % | Max. DD: | 3.41 % |
| System Score: | 0.111 | Sharpe Ratio: | 0.567 |
| Start Date: | 2021-01-04 | End Date: | 2026-04-30 |
| Total days: | 1942 | ||
| Commissions: | 312.55 | Comm.% P/L | 55.67 % |
| Total Transactions: | 284 | Log. Linearity: | 62.057 % |
| Total | Long |
Short |
XLB | VAW | |
|---|---|---|---|---|---|
| Total Profit/Loss | 561.46 | 102.34 | 459.12 | 1770.87 | -1209.41 |
| Total Profit | 1535.19 | 757.02 | 778.17 | 9596.69 | 8431.27 |
| Total Loss | 973.74 | 654.69 | 319.05 | 7825.82 | 9640.68 |
| Profit Factor | 1.58 | 1.16 | 2.44 | 1.23 | 0.87 |
| Trades | 71 | 34 | 37 | 71 | 71 |
| Winning Trades | 51 | 24 | 27 | 39 | 36 |
| Losing Trades | 20 | 10 | 10 | 32 | 35 |
| % Profitable | 71.00 | 70.00 | 72.00 | 54.00 | 50.00 |
| Profit/Loss Per Trade % | 0.08 | 0.03 | 0.12 | 0.18 | -0.22 |
| Profit Per Trade % | 0.30 | 0.31 | 0.28 | 2.39 | 2.27 |
| Loss Per Trade % | 0.47 | 0.63 | 0.31 | 2.37 | 2.67 |
| Days In Trade | 872 | 430 | 442 | 872 | 872 |
| Days In Trade (Avg. Per Trade) | 12.28 | 12.65 | 11.95 | 12.28 | 12.28 |
| % Days In Trade | 44.90 | 22.14 | 22.76 | 44.90 | 44.90 |