| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| BLK | BlackRock Inc | Financial Services | Asset Management | 171654 | 0.0211 | 1055.67 | 753471 |
| TROW | T. Rowe Price Group Inc | Financial Services | Asset Management | 24962 | 0.0445 | 116.5 | 2064231 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 11180.38 |
| Total net P/L: | 1180.38 | Total ROI: | 11.80 % |
| CAGR: | 3.80 % | Max. DD: | 20.13 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.649 |
| Start Date: | 2023-01-02 | End Date: | 2025-12-30 |
| Total days: | 1093 | ||
| Commissions: | 88.00 | Comm.% P/L | 6.94 % |
| Total Transactions: | 88 | Log. Linearity: | 4.715 % |
| Total | Long |
Short |
BLK | TROW | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1268.38 | 2753.97 | -1485.59 | -3242.80 | 4511.18 |
| Total Profit | 4903.92 | 2753.97 | 2149.95 | 2166.52 | 7393.93 |
| Total Loss | 3635.54 | 0.00 | 3635.54 | 5409.32 | 2882.75 |
| Profit Factor | 1.35 | 0.00 | 0.59 | 0.40 | 2.56 |
| Trades | 22 | 10 | 12 | 22 | 22 |
| Winning Trades | 17 | 10 | 7 | 10 | 15 |
| Losing Trades | 5 | 0 | 5 | 12 | 7 |
| % Profitable | 77.00 | 100.00 | 58.00 | 45.00 | 68.00 |
| Profit/Loss Per Trade % | 0.55 | 2.57 | -1.11 | -1.43 | 1.88 |
| Profit Per Trade % | 2.72 | 2.57 | 2.92 | 2.03 | 4.60 |
| Loss Per Trade % | 6.32 | 0.00 | 6.32 | 4.16 | 3.64 |
| Days In Trade | 323 | 140 | 183 | 323 | 323 |
| Days In Trade (Avg. Per Trade) | 14.68 | 14.00 | 15.25 | 14.68 | 14.68 |
| % Days In Trade | 29.55 | 12.81 | 16.74 | 29.55 | 29.55 |