| 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 | 11.97 | 715164 |
| NEA | Nuveen AMT-Free Municipal IF | Financial Services | Asset Management | 3717 | 0.0485 | 11.65 | 873600 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | EMA | 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: | 147486.88 |
| Total net P/L: | 47486.88 | Total ROI: | 47.49 % |
| CAGR: | 7.34 % | Max. DD: | 2.35 % |
| System Score: | 6.909 | Sharpe Ratio: | 4.530 |
| Start Date: | 2021-01-04 | End Date: | 2026-06-30 |
| Total days: | 2003 | ||
| Commissions: | 14425.72 | Comm.% P/L | 23.30 % |
| Total Transactions: | 284 | Log. Linearity: | 98.014 % |
| Total | Long |
Short |
NAD | NEA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 61912.60 | 32039.07 | 29873.53 | 29856.69 | 32055.91 |
| Total Profit | 63713.36 | 32077.59 | 31635.77 | 71167.06 | 68706.75 |
| Total Loss | 1800.76 | 38.52 | 1762.24 | 41310.37 | 36650.84 |
| Profit Factor | 35.38 | 832.75 | 17.95 | 1.72 | 1.87 |
| Trades | 71 | 34 | 37 | 71 | 71 |
| Winning Trades | 68 | 33 | 35 | 46 | 43 |
| Losing Trades | 3 | 1 | 2 | 24 | 28 |
| % Profitable | 95.00 | 97.00 | 94.00 | 64.00 | 60.00 |
| Profit/Loss Per Trade % | 0.72 | 0.79 | 0.65 | 0.33 | 0.36 |
| Profit Per Trade % | 0.78 | 0.81 | 0.74 | 1.30 | 1.34 |
| Loss Per Trade % | 0.60 | 0.03 | 0.88 | 1.48 | 1.12 |
| Days In Trade | 625 | 267 | 358 | 625 | 625 |
| Days In Trade (Avg. Per Trade) | 8.80 | 7.85 | 9.68 | 8.80 | 8.80 |
| % Days In Trade | 31.20 | 13.33 | 17.87 | 31.20 | 31.20 |