| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| KIM | Kimco Realty Corporation | Real Estate | REIT - Retail | 16988 | 0.0421 | 25.38 | 4909013 |
| BRX | Brixmor Property | Real Estate | REIT - Retail | 9767 | 0.0385 | 31.86 | 2610497 |
| 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: | 11371.95 |
| Total net P/L: | 1371.95 | Total ROI: | 13.72 % |
| CAGR: | 2.41 % | Max. DD: | 19.43 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.890 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 421.07 | Comm.% P/L | 23.48 % |
| Total Transactions: | 180 | Log. Linearity: | 1.407 % |
| Total | Long |
Short |
KIM | BRX | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1793.02 | 327.64 | 1465.39 | -167.43 | 1960.45 |
| Total Profit | 4728.41 | 2329.09 | 2399.32 | 8120.85 | 9096.34 |
| Total Loss | 2935.39 | 2001.46 | 933.94 | 8288.28 | 7135.89 |
| Profit Factor | 1.61 | 1.16 | 2.57 | 0.98 | 1.27 |
| Trades | 45 | 23 | 22 | 45 | 45 |
| Winning Trades | 29 | 14 | 15 | 21 | 27 |
| Losing Trades | 16 | 9 | 7 | 24 | 18 |
| % Profitable | 64.00 | 60.00 | 68.00 | 46.00 | 60.00 |
| Profit/Loss Per Trade % | 0.38 | 0.15 | 0.61 | -0.21 | 0.39 |
| Profit Per Trade % | 1.58 | 1.63 | 1.53 | 3.61 | 3.29 |
| Loss Per Trade % | 1.74 | 2.08 | 1.29 | 3.34 | 3.68 |
| Days In Trade | 655 | 362 | 293 | 655 | 655 |
| Days In Trade (Avg. Per Trade) | 14.56 | 15.74 | 13.32 | 14.56 | 14.56 |
| % Days In Trade | 33.23 | 18.37 | 14.87 | 33.23 | 33.23 |