| 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: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | 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: | 50196.60 |
| Total net P/L: | 40196.60 | Total ROI: | 401.97 % |
| CAGR: | 34.82 % | Max. DD: | 16.43 % |
| System Score: | 30.600 | Sharpe Ratio: | 3.684 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 332.00 | Comm.% P/L | 0.82 % |
| Total Transactions: | 332 | Log. Linearity: | 95.785 % |
| Total | Long |
Short |
LH | TDY | |
|---|---|---|---|---|---|
| Total Profit/Loss | 40528.60 | 22598.04 | 17930.56 | 24670.41 | 15858.19 |
| Total Profit | 56896.79 | 29853.06 | 27043.73 | 46582.02 | 44494.44 |
| Total Loss | 16368.19 | 7255.02 | 9113.17 | 21911.62 | 28636.25 |
| Profit Factor | 3.48 | 4.11 | 2.97 | 2.13 | 1.55 |
| Trades | 83 | 44 | 39 | 83 | 83 |
| Winning Trades | 69 | 38 | 31 | 45 | 53 |
| Losing Trades | 14 | 6 | 8 | 38 | 30 |
| % Profitable | 83.00 | 86.00 | 79.00 | 54.00 | 63.00 |
| Profit/Loss Per Trade % | 1.98 | 2.16 | 1.78 | 0.98 | 0.91 |
| Profit Per Trade % | 3.39 | 3.22 | 3.60 | 3.70 | 3.47 |
| Loss Per Trade % | 4.62 | 4.23 | 4.90 | 2.12 | 3.37 |
| Days In Trade | 979 | 486 | 493 | 979 | 979 |
| Days In Trade (Avg. Per Trade) | 11.80 | 11.05 | 12.64 | 11.80 | 11.80 |
| % Days In Trade | 49.67 | 24.66 | 25.01 | 49.67 | 49.67 |