| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ASML | ASML Holding NV ADR | Technology | Semiconductor Equipment & Materials | 743733 | 0.0046 | 1929.25 | 1698918 |
| TSM | Taiwan Semiconductor Manufacturing | Technology | Semiconductors | 2396773 | 0.0082 | 467.67 | 13258755 |
| 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: | 9148.65 |
| Total net P/L: | -851.35 | Total ROI: | -8.51 % |
| CAGR: | -1.40 % | Max. DD: | 48.28 % |
| System Score: | -0.000 | Sharpe Ratio: | 0.178 |
| Start Date: | 2020-02-03 | End Date: | 2026-05-29 |
| Total days: | 2307 | ||
| Commissions: | 348.26 | Comm.% P/L | 69.22 % |
| Total Transactions: | 348 | Log. Linearity: | 5.990 % |
| Total | Long |
Short |
ASML | TSM | |
|---|---|---|---|---|---|
| Total Profit/Loss | -503.09 | 826.15 | -1329.24 | 190.64 | -693.73 |
| Total Profit | 16694.69 | 10825.41 | 5869.28 | 20868.21 | 17931.16 |
| Total Loss | 17197.78 | 9999.26 | 7198.52 | 20677.57 | 18624.89 |
| Profit Factor | 0.97 | 1.08 | 0.82 | 1.01 | 0.96 |
| Trades | 87 | 47 | 40 | 87 | 87 |
| Winning Trades | 60 | 35 | 25 | 51 | 42 |
| Losing Trades | 27 | 12 | 15 | 36 | 45 |
| % Profitable | 68.00 | 74.00 | 62.00 | 58.00 | 48.00 |
| Profit/Loss Per Trade % | -0.05 | 0.22 | -0.37 | -0.11 | -0.21 |
| Profit Per Trade % | 3.32 | 3.63 | 2.88 | 4.75 | 4.89 |
| Loss Per Trade % | 6.59 | 8.16 | 5.36 | 6.33 | 4.41 |
| Days In Trade | 1070 | 581 | 489 | 1070 | 1070 |
| Days In Trade (Avg. Per Trade) | 12.30 | 12.36 | 12.22 | 12.30 | 12.30 |
| % Days In Trade | 46.38 | 25.18 | 21.20 | 46.38 | 46.38 |