| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| LH | Laboratory Corporation of America Holdings | Healthcare | Diagnostics & Research | 21713 | 0.011 | 271.24 | 683239 |
| TDY | Teledyne Technologies Incorporated | Technology | Scientific & Technical Instruments | 28690 | 619.26 | 333225 |
| 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: | 50828.45 |
| Total net P/L: | 40828.45 | Total ROI: | 408.28 % |
| CAGR: | 35.13 % | Max. DD: | 15.47 % |
| System Score: | 31.750 | Sharpe Ratio: | 4.293 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 212.00 | Comm.% P/L | 0.52 % |
| Total Transactions: | 212 | Log. Linearity: | 96.682 % |
| Total | Long |
Short |
LH | TDY | |
|---|---|---|---|---|---|
| Total Profit/Loss | 41040.45 | 20187.14 | 20853.31 | 24151.77 | 16888.68 |
| Total Profit | 48077.87 | 22424.94 | 25652.92 | 31959.35 | 32165.39 |
| Total Loss | 7037.41 | 2237.80 | 4799.61 | 7807.57 | 15276.71 |
| Profit Factor | 6.83 | 10.02 | 5.34 | 4.09 | 2.11 |
| Trades | 53 | 27 | 26 | 53 | 53 |
| Winning Trades | 44 | 23 | 21 | 34 | 35 |
| Losing Trades | 9 | 4 | 5 | 19 | 18 |
| % Profitable | 83.00 | 85.00 | 80.00 | 64.00 | 66.00 |
| Profit/Loss Per Trade % | 3.14 | 3.06 | 3.21 | 1.51 | 1.54 |
| Profit Per Trade % | 4.63 | 4.07 | 5.24 | 3.43 | 4.11 |
| Loss Per Trade % | 3.80 | 2.52 | 4.83 | 1.80 | 3.22 |
| Days In Trade | 662 | 318 | 344 | 662 | 662 |
| Days In Trade (Avg. Per Trade) | 12.49 | 11.78 | 13.23 | 12.49 | 12.49 |
| % Days In Trade | 33.59 | 16.13 | 17.45 | 33.59 | 33.59 |