| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GL | Globe Life Inc | Financial Services | Insurance - Life | 13317 | 0.0069 | 173.29 | 540806 |
| BHF | Brighthouse Financial, Inc. | Financial Services | Insurance - Life | 2876 | 49 | 710039 |
| 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: | 10832.85 |
| Total net P/L: | 832.85 | Total ROI: | 8.33 % |
| CAGR: | 8.35 % | Max. DD: | 24.00 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.423 |
| Start Date: | 2025-09-01 | End Date: | 2026-08-31 |
| Total days: | 364 | ||
| Commissions: | 44.31 | Comm.% P/L | 5.05 % |
| Total Transactions: | 44 | Log. Linearity: | 0.683 % |
| Total | Long |
Short |
GL | BHF | |
|---|---|---|---|---|---|
| Total Profit/Loss | 877.16 | 260.59 | 616.57 | 813.38 | 63.78 |
| Total Profit | 4201.98 | 1862.77 | 2339.21 | 3014.22 | 3000.60 |
| Total Loss | 3324.82 | 1602.18 | 1722.64 | 2200.84 | 2936.82 |
| Profit Factor | 1.26 | 1.16 | 1.36 | 1.37 | 1.02 |
| Trades | 11 | 4 | 7 | 11 | 11 |
| Winning Trades | 7 | 3 | 4 | 9 | 4 |
| Losing Trades | 4 | 1 | 3 | 2 | 7 |
| % Profitable | 63.00 | 75.00 | 57.00 | 81.00 | 36.00 |
| Profit/Loss Per Trade % | 0.77 | 0.56 | 0.89 | 0.66 | -0.04 |
| Profit Per Trade % | 5.68 | 5.74 | 5.63 | 3.11 | 6.89 |
| Loss Per Trade % | 7.00 | 13.49 | 4.92 | 9.61 | 3.56 |
| Days In Trade | 140 | 49 | 91 | 140 | 140 |
| Days In Trade (Avg. Per Trade) | 12.73 | 12.25 | 13.00 | 12.73 | 12.73 |
| % Days In Trade | 38.46 | 13.46 | 25.00 | 38.46 | 38.46 |