| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AEE | Ameren Corp | Utilities | Utilities - Regulated Electric | 30361 | 0.0267 | 109.67 | 1741712 |
| CNP | CenterPoint Energy Inc | Utilities | Utilities - Regulated Electric | 26705 | 0.0222 | 40.54 | 5442270 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | 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: | 10000.00 | Final Equity: | 12302.69 |
| Total net P/L: | 2302.69 | Total ROI: | 23.03 % |
| CAGR: | 23.10 % | Max. DD: | 2.67 % |
| System Score: | 14.988 | Sharpe Ratio: | 2.763 |
| Start Date: | 2025-08-01 | End Date: | 2026-07-31 |
| Total days: | 364 | ||
| Commissions: | 100.77 | Comm.% P/L | 4.19 % |
| Total Transactions: | 84 | Log. Linearity: | 86.576 % |
| Total | Long |
Short |
AEE | CNP | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2403.46 | 1357.22 | 1046.24 | 1527.43 | 876.03 |
| Total Profit | 2677.36 | 1445.00 | 1232.36 | 2892.60 | 2619.77 |
| Total Loss | 273.90 | 87.78 | 186.12 | 1365.17 | 1743.74 |
| Profit Factor | 9.77 | 16.46 | 6.62 | 2.12 | 1.50 |
| Trades | 21 | 11 | 10 | 21 | 21 |
| Winning Trades | 18 | 10 | 8 | 16 | 11 |
| Losing Trades | 3 | 1 | 2 | 5 | 10 |
| % Profitable | 85.00 | 90.00 | 80.00 | 76.00 | 52.00 |
| Profit/Loss Per Trade % | 1.03 | 1.09 | 0.97 | 0.64 | 0.35 |
| Profit Per Trade % | 1.33 | 1.27 | 1.41 | 1.59 | 2.08 |
| Loss Per Trade % | 0.75 | 0.71 | 0.77 | 2.34 | 1.50 |
| Days In Trade | 192 | 93 | 99 | 192 | 192 |
| Days In Trade (Avg. Per Trade) | 9.14 | 8.45 | 9.90 | 9.14 | 9.14 |
| % Days In Trade | 52.75 | 25.55 | 27.20 | 52.75 | 52.75 |