| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| OGE | OGE Energy Corporation | Utilities | Utilities - Regulated Electric | 9713 | 0.0358 | 47.02 | 1493645 |
| NSA | National Storage Affiliates Trust | Real Estate | REIT - Industrial | 6391 | 0.0516 | 43.41 | 1472333 |
| 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: | 100000.00 | Final Equity: | 62232.78 |
| Total net P/L: | -37767.22 | Total ROI: | -37.77 % |
| CAGR: | -8.16 % | Max. DD: | 62.30 % |
| System Score: | -3.425 | Sharpe Ratio: | -0.600 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 2696.61 | Comm.% P/L | 7.69 % |
| Total Transactions: | 328 | Log. Linearity: | 74.873 % |
| Total | Long |
Short |
OGE | NSA | |
|---|---|---|---|---|---|
| Total Profit/Loss | -35070.61 | -24867.90 | -10202.71 | 7375.74 | -42446.35 |
| Total Profit | 90351.17 | 34607.19 | 55743.99 | 69118.57 | 89950.20 |
| Total Loss | 125421.78 | 59475.09 | 65946.69 | 61742.83 | 132396.54 |
| Profit Factor | 0.72 | 0.58 | 0.85 | 1.12 | 0.68 |
| Trades | 82 | 39 | 43 | 82 | 82 |
| Winning Trades | 48 | 23 | 25 | 46 | 41 |
| Losing Trades | 34 | 16 | 18 | 36 | 41 |
| % Profitable | 58.00 | 58.00 | 58.00 | 56.00 | 50.00 |
| Profit/Loss Per Trade % | -0.53 | -0.74 | -0.33 | -0.01 | -0.59 |
| Profit Per Trade % | 3.04 | 2.51 | 3.52 | 2.14 | 3.58 |
| Loss Per Trade % | 5.21 | 5.14 | 5.28 | 2.64 | 4.42 |
| Days In Trade | 1075 | 511 | 564 | 1075 | 1075 |
| Days In Trade (Avg. Per Trade) | 13.11 | 13.10 | 13.12 | 13.11 | 13.11 |
| % Days In Trade | 52.85 | 25.12 | 27.73 | 52.85 | 52.85 |