| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| COF | Capital One Financial Corporation | Financial Services | Credit Services | 132881 | 0.0142 | 216.6 | 4631100 |
| OMF | OneMain Holdings Inc | Financial Services | Credit Services | 7030 | 0.0671 | 63.14 | 1241641 |
| Entry Threshold: | 3.00 | 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: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 105158.45 |
| Total net P/L: | 95158.45 | Total ROI: | 951.58 % |
| CAGR: | 51.57 % | Max. DD: | 49.76 % |
| System Score: | 42.441 | Sharpe Ratio: | 2.918 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 1187.57 | Comm.% P/L | 1.23 % |
| Total Transactions: | 140 | Log. Linearity: | 93.712 % |
| Total | Long |
Short |
COF | OMF | |
|---|---|---|---|---|---|
| Total Profit/Loss | 96346.02 | 61138.12 | 35207.90 | 9289.88 | 87056.14 |
| Total Profit | 129385.53 | 81614.33 | 47771.20 | 82383.43 | 127264.05 |
| Total Loss | 33039.51 | 20476.21 | 12563.30 | 73093.55 | 40207.91 |
| Profit Factor | 3.92 | 3.99 | 3.80 | 1.13 | 3.17 |
| Trades | 35 | 17 | 18 | 35 | 35 |
| Winning Trades | 30 | 15 | 15 | 20 | 21 |
| Losing Trades | 5 | 2 | 3 | 15 | 14 |
| % Profitable | 85.00 | 88.00 | 83.00 | 57.00 | 60.00 |
| Profit/Loss Per Trade % | 7.05 | 8.16 | 6.01 | -1.21 | 6.45 |
| Profit Per Trade % | 11.81 | 11.65 | 11.97 | 11.58 | 16.45 |
| Loss Per Trade % | 15.76 | 14.18 | 16.83 | 14.02 | 6.69 |
| Days In Trade | 367 | 167 | 200 | 367 | 367 |
| Days In Trade (Avg. Per Trade) | 10.49 | 9.82 | 11.11 | 10.49 | 10.49 |
| % Days In Trade | 17.77 | 8.09 | 9.69 | 17.77 | 17.77 |