| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| WM | Waste Management Inc | Industrials | Waste Management | 87861 | 0.0152 | 219.45 | 2024913 |
| RSG | Republic Services Inc | Industrials | Waste Management | 64582 | 0.0118 | 209.91 | 1493897 |
| 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: | 11446.99 |
| Total net P/L: | 1446.99 | Total ROI: | 14.47 % |
| CAGR: | 2.53 % | Max. DD: | 11.20 % |
| System Score: | 0.431 | Sharpe Ratio: | 0.810 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 348.00 | Comm.% P/L | 19.39 % |
| Total Transactions: | 348 | Log. Linearity: | 55.391 % |
| Total | Long |
Short |
WM | RSG | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1794.99 | 537.47 | 1257.52 | 2280.06 | -485.07 |
| Total Profit | 6806.57 | 3394.67 | 3411.90 | 13424.47 | 12830.13 |
| Total Loss | 5011.58 | 2857.20 | 2154.38 | 11144.41 | 13315.20 |
| Profit Factor | 1.36 | 1.19 | 1.58 | 1.20 | 0.96 |
| Trades | 87 | 50 | 37 | 87 | 87 |
| Winning Trades | 56 | 31 | 25 | 50 | 47 |
| Losing Trades | 31 | 19 | 12 | 37 | 40 |
| % Profitable | 64.00 | 62.00 | 67.00 | 57.00 | 54.00 |
| Profit/Loss Per Trade % | 0.19 | 0.11 | 0.31 | 0.16 | -0.07 |
| Profit Per Trade % | 1.11 | 1.01 | 1.23 | 2.41 | 2.48 |
| Loss Per Trade % | 1.42 | 1.33 | 1.58 | 2.72 | 2.97 |
| Days In Trade | 1086 | 644 | 442 | 1086 | 1086 |
| Days In Trade (Avg. Per Trade) | 12.48 | 12.88 | 11.95 | 12.48 | 12.48 |
| % Days In Trade | 55.10 | 32.67 | 22.43 | 55.10 | 55.10 |