| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| NAD | Nuveen Dividend Advantage Municipal Fund | Financial Services | Asset Management | 2990 | 0.0478 | 12.06 | 716167 |
| NEA | Nuveen AMT-Free Municipal IF | Financial Services | Asset Management | 3717 | 0.0485 | 11.72 | 879158 |
| Entry Threshold: | 2.00 | Exit Threshold: | -1.20 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 100000.00 | Final Equity: | 117365.87 |
| Total net P/L: | 17365.87 | Total ROI: | 17.37 % |
| CAGR: | 11.34 % | Max. DD: | 1.65 % |
| System Score: | 9.344 | Sharpe Ratio: | 2.684 |
| Start Date: | 2025-01-02 | End Date: | 2026-06-30 |
| Total days: | 544 | ||
| Commissions: | 3812.24 | Comm.% P/L | 18.00 % |
| Total Transactions: | 80 | Log. Linearity: | 93.744 % |
| Total | Long |
Short |
NAD | NEA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 21178.11 | 8985.46 | 12192.65 | 19810.47 | 1367.64 |
| Total Profit | 21452.37 | 9259.72 | 12192.65 | 31847.01 | 21644.44 |
| Total Loss | 274.26 | 274.26 | 0.00 | 12036.54 | 20276.80 |
| Profit Factor | 78.22 | 33.76 | 0.00 | 2.65 | 1.07 |
| Trades | 20 | 10 | 10 | 20 | 20 |
| Winning Trades | 18 | 8 | 10 | 13 | 11 |
| Losing Trades | 2 | 2 | 0 | 7 | 9 |
| % Profitable | 90.00 | 80.00 | 100.00 | 65.00 | 55.00 |
| Profit/Loss Per Trade % | 0.98 | 0.84 | 1.12 | 0.89 | 0.04 |
| Profit Per Trade % | 1.10 | 1.08 | 1.12 | 2.26 | 1.81 |
| Loss Per Trade % | 0.12 | 0.12 | 0.00 | 1.60 | 2.07 |
| Days In Trade | 287 | 164 | 123 | 287 | 287 |
| Days In Trade (Avg. Per Trade) | 14.35 | 16.40 | 12.30 | 14.35 | 14.35 |
| % Days In Trade | 52.76 | 30.15 | 22.61 | 52.76 | 52.76 |