| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| DRH | Diamondrock Hospitality Company | Real Estate | REIT - Hotel & Motel | 2479 | 0.0404 | 12.07 | 2434314 |
| XHR | Xenia Hotels & Resorts Inc | Real Estate | REIT - Hotel & Motel | 1751 | 0.0312 | 17.64 | 777648 |
| 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: | 8467.44 |
| Total net P/L: | -1532.56 | Total ROI: | -15.33 % |
| CAGR: | -15.36 % | Max. DD: | 16.85 % |
| System Score: | -1.173 | Sharpe Ratio: | -1.348 |
| Start Date: | 2025-09-01 | End Date: | 2026-08-31 |
| Total days: | 364 | ||
| Commissions: | 92.55 | Comm.% P/L | 6.43 % |
| Total Transactions: | 24 | Log. Linearity: | 42.420 % |
| Total | Long |
Short |
DRH | XHR | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1440.01 | -771.20 | -668.82 | -453.56 | -986.45 |
| Total Profit | 210.59 | 158.24 | 52.35 | 836.36 | 432.70 |
| Total Loss | 1650.60 | 929.43 | 721.17 | 1289.92 | 1419.15 |
| Profit Factor | 0.13 | 0.17 | 0.07 | 0.65 | 0.30 |
| Trades | 6 | 3 | 3 | 6 | 6 |
| Winning Trades | 2 | 1 | 1 | 4 | 2 |
| Losing Trades | 4 | 2 | 2 | 2 | 4 |
| % Profitable | 33.00 | 33.00 | 33.00 | 66.00 | 33.00 |
| Profit/Loss Per Trade % | -2.57 | -2.68 | -2.46 | -0.81 | -1.89 |
| Profit Per Trade % | 1.18 | 1.78 | 0.58 | 2.31 | 2.29 |
| Loss Per Trade % | 4.38 | 4.83 | 3.93 | 6.70 | 3.89 |
| Days In Trade | 120 | 63 | 57 | 120 | 120 |
| Days In Trade (Avg. Per Trade) | 20.00 | 21.00 | 19.00 | 20.00 | 20.00 |
| % Days In Trade | 32.97 | 17.31 | 15.66 | 32.97 | 32.97 |