| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| HST | Host Hotels & Resorts Inc | Real Estate | REIT - Hotel & Motel | 16956 | 0.0325 | 24.47 | 8369613 |
| RLJ | RLJ Lodging Trust | Real Estate | REIT - Hotel & Motel | 1605 | 0.0566 | 10.62 | 2150149 |
| 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: | 11893.82 |
| Total net P/L: | 1893.82 | Total ROI: | 18.94 % |
| CAGR: | 3.26 % | Max. DD: | 16.70 % |
| System Score: | 0.028 | Sharpe Ratio: | 0.807 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 854.44 | Comm.% P/L | 31.09 % |
| Total Transactions: | 180 | Log. Linearity: | 20.500 % |
| Total | Long |
Short |
HST | RLJ | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2748.26 | 1786.32 | 961.94 | 715.81 | 2032.45 |
| Total Profit | 8730.24 | 3348.29 | 5381.95 | 12961.34 | 15803.31 |
| Total Loss | 5981.98 | 1561.97 | 4420.01 | 12245.54 | 13770.86 |
| Profit Factor | 1.46 | 2.14 | 1.22 | 1.06 | 1.15 |
| Trades | 45 | 13 | 32 | 45 | 45 |
| Winning Trades | 29 | 10 | 19 | 23 | 27 |
| Losing Trades | 16 | 3 | 13 | 22 | 18 |
| % Profitable | 64.00 | 76.00 | 59.00 | 51.00 | 60.00 |
| Profit/Loss Per Trade % | 0.54 | 1.24 | 0.26 | -0.04 | 0.20 |
| Profit Per Trade % | 2.59 | 2.93 | 2.41 | 4.62 | 4.85 |
| Loss Per Trade % | 3.01 | 4.18 | 2.75 | 4.53 | 6.10 |
| Days In Trade | 654 | 155 | 499 | 654 | 654 |
| Days In Trade (Avg. Per Trade) | 14.53 | 11.92 | 15.59 | 14.53 | 14.53 |
| % Days In Trade | 33.18 | 7.86 | 25.32 | 33.18 | 33.18 |