| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| URI | United Rentals Inc | Industrials | Rental & Leasing Services | 67909 | 0.0068 | 1084.01 | 601062 |
| VMC | Vulcan Materials Company | Basic Materials | Building Materials | 38017 | 0.0069 | 292.99 | 1071069 |
| 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: | 1560.73 |
| Total net P/L: | -8439.27 | Total ROI: | -84.39 % |
| CAGR: | -7.05 % | Max. DD: | 93.82 % |
| System Score: | -1.941 | Sharpe Ratio: | -0.310 |
| Start Date: | 2001-01-02 | End Date: | 2026-05-29 |
| Total days: | 9278 | ||
| Commissions: | 2364.61 | Comm.% P/L | 38.93 % |
| Total Transactions: | 1480 | Log. Linearity: | 65.070 % |
| Total | Long |
Short |
URI | VMC | |
|---|---|---|---|---|---|
| Total Profit/Loss | -6074.66 | 8458.58 | -14533.24 | -6465.93 | 391.27 |
| Total Profit | 74227.03 | 38247.91 | 35979.12 | 78898.58 | 55794.84 |
| Total Loss | 80301.69 | 29789.33 | 50512.36 | 85364.51 | 55403.57 |
| Profit Factor | 0.92 | 1.28 | 0.71 | 0.92 | 1.01 |
| Trades | 370 | 164 | 206 | 370 | 370 |
| Winning Trades | 228 | 108 | 120 | 207 | 190 |
| Losing Trades | 142 | 56 | 86 | 163 | 179 |
| % Profitable | 61.00 | 65.00 | 58.00 | 55.00 | 51.00 |
| Profit/Loss Per Trade % | -0.38 | 0.57 | -1.12 | -0.63 | -0.01 |
| Profit Per Trade % | 4.73 | 5.13 | 4.36 | 5.45 | 4.27 |
| Loss Per Trade % | 7.65 | 7.23 | 7.92 | 7.40 | 4.17 |
| Days In Trade | 4724 | 2015 | 2709 | 4724 | 4724 |
| Days In Trade (Avg. Per Trade) | 12.77 | 12.29 | 13.15 | 12.77 | 12.77 |
| % Days In Trade | 50.92 | 21.72 | 29.20 | 50.92 | 50.92 |