| 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 | 12.01 | 715665 |
| NEA | Nuveen AMT-Free Municipal IF | Financial Services | Asset Management | 3717 | 0.0485 | 11.63 | 876281 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| 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: | 113901.89 |
| Total net P/L: | 13901.89 | Total ROI: | 13.90 % |
| CAGR: | 9.13 % | Max. DD: | 1.65 % |
| System Score: | 7.425 | Sharpe Ratio: | 2.401 |
| Start Date: | 2025-01-02 | End Date: | 2026-06-30 |
| Total days: | 544 | ||
| Commissions: | 3920.80 | Comm.% P/L | 22.00 % |
| Total Transactions: | 84 | Log. Linearity: | 93.356 % |
| Total | Long |
Short |
NAD | NEA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 17822.69 | 7523.30 | 10299.39 | 17748.62 | 74.07 |
| Total Profit | 18088.59 | 7789.20 | 10299.39 | 22554.62 | 12017.25 |
| Total Loss | 265.90 | 265.90 | 0.00 | 4806.00 | 11943.18 |
| Profit Factor | 68.03 | 29.29 | 0.00 | 4.69 | 1.01 |
| Trades | 21 | 11 | 10 | 21 | 21 |
| Winning Trades | 19 | 9 | 10 | 15 | 11 |
| Losing Trades | 2 | 2 | 0 | 6 | 10 |
| % Profitable | 90.00 | 81.00 | 100.00 | 71.00 | 52.00 |
| Profit/Loss Per Trade % | 0.80 | 0.64 | 0.97 | 0.80 | -0.02 |
| Profit Per Trade % | 0.90 | 0.82 | 0.97 | 1.43 | 1.01 |
| Loss Per Trade % | 0.12 | 0.12 | 0.00 | 0.74 | 1.14 |
| Days In Trade | 213 | 120 | 93 | 213 | 213 |
| Days In Trade (Avg. Per Trade) | 10.14 | 10.91 | 9.30 | 10.14 | 10.14 |
| % Days In Trade | 39.15 | 22.06 | 17.10 | 39.15 | 39.15 |