Stock Reports Dashboard on Principles

11B Stock Analysis

Wed, 24 Sep 2025 07:28:47 +0000

Backtest Summary - 11B

Generated: 2025-09-24 06:24:53

📊 Buy & Hold Benchmark

Total Return: +4482.28%
Analysis Period: Long-term (Multi-year)
Date Range: {‘start’: Timestamp(‘2010-10-28 00:00:00’), ’end’: Timestamp(‘2025-09-23 00:00:00’), ‘days’: 5444}

This represents the return from buying at the start and holding until the end of the analysis period.

Performance Overview

Strategy	Symbol	Total Return	3M Return	6M Return	12M Return	24M Return	Excess Return	Sharpe Ratio	Max Drawdown	Trades	Win Rate	Final Value
trend_momentum	11B	434.42%	-13.8%	-27.2%	-27.9%	-43.9%	-4047.86%	0.32	-65.80%	72	50.00%	$534,423
dow_theory	11B	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
volume_confirmation	11B	902.61%	-5.5%	-20.3%	-25.0%	-43.3%	-3579.67%	0.40	-70.09%	66	50.00%	$1,002,613
bollinger_oscillators	11B	233.02%	-17.0%	-14.1%	-46.3%	-51.2%	-4249.26%	0.21	-64.48%	61	49.18%	$333,021
macd_divergence	11B	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
breakout_momentum	11B	680.09%	-12.7%	-16.9%	-16.9%	-29.0%	-3802.19%	0.32	-84.04%	50	50.00%	$780,091
mean_reversion_multi_tf	11B	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
relative_strength_rotation	11B	945.31%	-12.7%	-16.9%	-16.9%	-29.5%	-3536.96%	0.39	-86.12%	62	50.00%	$1,045,314
gap_trading	11B	1069.60%	-17.0%	-16.2%	-18.4%	-57.3%	-3412.68%	0.35	-74.70%	5	40.00%	$1,169,603
volatility_expansion	11B	886.44%	0.0%	0.0%	0.0%	-15.9%	-3595.84%	0.37	-76.16%	8	50.00%	$986,438
momentum_kirkpatrick	11B	1616.73%	-2.1%	-3.7%	-29.5%	-27.8%	-2865.54%	0.46	-60.90%	170	50.00%	$1,716,734

Best Strategy: momentum_kirkpatrick

Symbol: 11B
Total Return: 1616.73%
Sharpe Ratio: 0.46
Max Drawdown: -60.90%
Final Portfolio Value: $1,716,734

Key Metrics

Initial Capital: $100,000
Analysis Date: 2025-09-24
Portfolio Manager: Active (Extreme returns fix applied)

Period Analysis

This report includes period-based return analysis for the following timeframes:

AMB Stock Analysis

Wed, 24 Sep 2025 07:28:47 +0000

Backtest Summary - AMB

Generated: 2025-09-24 06:20:31

📊 Buy & Hold Benchmark

Total Return: +350.06%
Analysis Period: Medium-term
Date Range: {‘start’: Timestamp(‘2005-06-22 00:00:00’), ’end’: Timestamp(‘2025-09-23 00:00:00’), ‘days’: 7398}

This represents the return from buying at the start and holding until the end of the analysis period.

Performance Overview

Strategy	Symbol	Total Return	3M Return	6M Return	12M Return	24M Return	Excess Return	Sharpe Ratio	Max Drawdown	Trades	Win Rate	Final Value
trend_momentum	AMB	862.81%	-9.2%	-9.2%	-15.9%	-25.4%	512.75%	0.50	-42.24%	96	50.00%	$962,807
dow_theory	AMB	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
volume_confirmation	AMB	1129.76%	-7.9%	-7.9%	-19.1%	-32.2%	779.70%	0.57	-46.47%	74	50.00%	$1,229,757
bollinger_oscillators	AMB	-47.30%	-4.9%	-6.4%	-8.4%	-19.2%	-397.36%	-0.12	-91.87%	75	49.33%	$52,696
macd_divergence	AMB	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
breakout_momentum	AMB	514.91%	-7.9%	-7.9%	-14.1%	-26.4%	164.85%	0.37	-51.94%	54	50.00%	$614,908
mean_reversion_multi_tf	AMB	337.55%	0.0%	0.0%	0.0%	-15.0%	-12.51%	0.42	-40.00%	2	50.00%	$437,551
relative_strength_rotation	AMB	1522.07%	-8.1%	-8.1%	-11.2%	-17.9%	1172.02%	0.63	-42.77%	58	50.00%	$1,622,073
gap_trading	AMB	0.87%	0.0%	0.0%	0.0%	0.0%	-349.19%	0.00	-73.94%	6	50.00%	$100,866
volatility_expansion	AMB	-18.47%	0.0%	0.0%	0.0%	0.0%	-368.53%	-0.05	-88.31%	6	50.00%	$81,530
momentum_kirkpatrick	AMB	151.75%	-0.2%	-0.2%	0.8%	-25.6%	-198.30%	0.22	-51.47%	236	50.00%	$251,754

Best Strategy: relative_strength_rotation

Symbol: AMB
Total Return: 1522.07%
Sharpe Ratio: 0.63
Max Drawdown: -42.77%
Final Portfolio Value: $1,622,073

Key Metrics

Initial Capital: $100,000
Analysis Date: 2025-09-24
Portfolio Manager: Active (Extreme returns fix applied)

Period Analysis

This report includes period-based return analysis for the following timeframes:

ASB Stock Analysis

Wed, 24 Sep 2025 07:28:47 +0000

Backtest Summary - ASB

Generated: 2025-09-24 06:46:40

📊 Buy & Hold Benchmark

Total Return: +960.31%
Analysis Period: Medium-term
Date Range: {‘start’: Timestamp(‘2007-10-30 00:00:00’), ’end’: Timestamp(‘2025-09-23 00:00:00’), ‘days’: 6538}

This represents the return from buying at the start and holding until the end of the analysis period.

Performance Overview

Strategy	Symbol	Total Return	3M Return	6M Return	12M Return	24M Return	Excess Return	Sharpe Ratio	Max Drawdown	Trades	Win Rate	Final Value
trend_momentum	ASB	7515.55%	8.4%	-1.2%	39.9%	22.5%	6555.24%	0.75	-59.08%	75	49.33%	$7,615,554
dow_theory	ASB	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
volume_confirmation	ASB	5744.26%	3.5%	-2.0%	38.8%	18.8%	4783.94%	0.71	-58.06%	70	50.00%	$5,844,257
bollinger_oscillators	ASB	-94.29%	12.0%	46.8%	55.5%	62.0%	-1054.60%	-0.39	-99.02%	71	49.30%	$5,711
macd_divergence	ASB	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
breakout_momentum	ASB	13743.51%	20.7%	10.5%	56.5%	19.3%	12783.19%	0.79	-72.07%	53	49.06%	$13,843,508
mean_reversion_multi_tf	ASB	2078.74%	20.7%	10.5%	51.0%	14.9%	1118.42%	0.00	0.00%	1	0.00%	$2,178,738
relative_strength_rotation	ASB	16234.14%	5.2%	-15.7%	19.4%	-3.0%	15273.83%	0.83	-70.90%	58	50.00%	$16,334,141
gap_trading	ASB	-3.30%	0.0%	0.0%	0.0%	0.0%	-963.61%	-0.01	-78.17%	8	50.00%	$96,703
volatility_expansion	ASB	533.96%	0.0%	0.0%	0.0%	-0.8%	-426.35%	0.27	-78.75%	8	50.00%	$633,961
momentum_kirkpatrick	ASB	8949.38%	14.5%	-12.8%	8.8%	-15.5%	7989.07%	0.80	-51.92%	213	49.77%	$9,049,384

Best Strategy: relative_strength_rotation

Symbol: ASB
Total Return: 16234.14%
Sharpe Ratio: 0.83
Max Drawdown: -70.90%
Final Portfolio Value: $16,334,141

Key Metrics

Initial Capital: $100,000
Analysis Date: 2025-09-24
Portfolio Manager: Active (Extreme returns fix applied)

Period Analysis

This report includes period-based return analysis for the following timeframes:

ATR Stock Analysis

Wed, 24 Sep 2025 07:28:47 +0000

Backtest Summary - ATR

Generated: 2025-09-24 07:09:50

📊 Buy & Hold Benchmark

Total Return: +965.16%
Analysis Period: Medium-term
Date Range: {‘start’: Timestamp(‘2008-12-18 00:00:00’), ’end’: Timestamp(‘2025-09-23 00:00:00’), ‘days’: 6123}

This represents the return from buying at the start and holding until the end of the analysis period.

Performance Overview

Strategy	Symbol	Total Return	3M Return	6M Return	12M Return	24M Return	Excess Return	Sharpe Ratio	Max Drawdown	Trades	Win Rate	Final Value
trend_momentum	ATR	658.91%	53.1%	139.0%	337.5%	519.6%	-306.25%	0.41	-76.10%	77	49.35%	$758,915
dow_theory	ATR	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
volume_confirmation	ATR	561.18%	53.1%	99.1%	263.0%	414.7%	-403.98%	0.39	-72.82%	71	49.30%	$661,180
bollinger_oscillators	ATR	65.78%	0.0%	15.7%	23.7%	74.2%	-899.38%	0.08	-90.80%	72	50.00%	$165,779
macd_divergence	ATR	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
breakout_momentum	ATR	2968.71%	24.9%	71.1%	196.7%	433.3%	2003.55%	0.60	-57.60%	45	48.89%	$3,068,714
mean_reversion_multi_tf	ATR	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
relative_strength_rotation	ATR	1956.54%	24.9%	94.9%	286.5%	625.1%	991.38%	0.55	-67.29%	57	49.12%	$2,056,542
gap_trading	ATR	271.98%	53.1%	139.0%	373.8%	761.6%	-693.19%	0.21	-89.10%	9	44.44%	$371,977
volatility_expansion	ATR	1085.18%	53.1%	139.0%	373.8%	816.2%	120.02%	0.36	-85.51%	11	45.45%	$1,185,181
momentum_kirkpatrick	ATR	546.11%	46.7%	85.2%	146.4%	207.5%	-419.06%	0.34	-66.38%	187	49.73%	$646,106

Best Strategy: breakout_momentum

Symbol: ATR
Total Return: 2968.71%
Sharpe Ratio: 0.60
Max Drawdown: -57.60%
Final Portfolio Value: $3,068,714

Key Metrics

Initial Capital: $100,000
Analysis Date: 2025-09-24
Portfolio Manager: Active (Extreme returns fix applied)

Period Analysis

This report includes period-based return analysis for the following timeframes:

BLO Stock Analysis

Wed, 24 Sep 2025 07:28:47 +0000

Backtest Summary - BLO

Generated: 2025-09-24 07:22:29

📊 Buy & Hold Benchmark

Total Return: +1036.36%
Analysis Period: Long-term (Multi-year)
Date Range: {‘start’: Timestamp(‘2011-06-27 00:00:00’), ’end’: Timestamp(‘2025-09-23 00:00:00’), ‘days’: 5202}

This represents the return from buying at the start and holding until the end of the analysis period.

Performance Overview

Strategy	Symbol	Total Return	3M Return	6M Return	12M Return	24M Return	Excess Return	Sharpe Ratio	Max Drawdown	Trades	Win Rate	Final Value
trend_momentum	BLO	384.84%	-10.0%	-15.9%	-0.5%	-28.1%	-651.52%	0.26	-85.17%	72	50.00%	$484,844
dow_theory	BLO	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
volume_confirmation	BLO	168.31%	-10.5%	-21.7%	-1.3%	-30.5%	-868.06%	0.16	-79.97%	72	50.00%	$268,306
bollinger_oscillators	BLO	925.01%	2.7%	16.2%	33.6%	47.6%	-111.36%	0.44	-78.37%	63	49.21%	$1,025,006
macd_divergence	BLO	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
breakout_momentum	BLO	514.37%	-9.2%	-17.0%	-5.6%	-18.1%	-521.99%	0.30	-65.05%	48	50.00%	$614,371
mean_reversion_multi_tf	BLO	337.46%	0.0%	0.0%	0.0%	0.0%	-698.90%	0.25	-80.43%	2	50.00%	$437,463
relative_strength_rotation	BLO	524.21%	-21.0%	-23.2%	-13.3%	-21.5%	-512.15%	0.31	-68.56%	57	49.12%	$624,209
gap_trading	BLO	178.70%	-15.0%	-17.1%	13.1%	2.5%	-857.66%	0.16	-79.24%	9	44.44%	$278,701
volatility_expansion	BLO	3129.06%	-15.0%	-17.1%	4.8%	-5.0%	2092.70%	0.59	-63.40%	5	40.00%	$3,229,061
momentum_kirkpatrick	BLO	224.38%	-5.8%	-6.3%	4.2%	-24.6%	-811.98%	0.22	-61.12%	174	50.00%	$324,384

Best Strategy: volatility_expansion

Symbol: BLO
Total Return: 3129.06%
Sharpe Ratio: 0.59
Max Drawdown: -63.40%
Final Portfolio Value: $3,229,061

Key Metrics

Initial Capital: $100,000
Analysis Date: 2025-09-24
Portfolio Manager: Active (Extreme returns fix applied)

Period Analysis

This report includes period-based return analysis for the following timeframes:

CDR Stock Analysis

Wed, 24 Sep 2025 07:28:47 +0000

Backtest Summary - CDR

Generated: 2025-09-24 06:15:47

📊 Buy & Hold Benchmark

Total Return: +3155.43%
Analysis Period: Long-term (Multi-year)
Date Range: {‘start’: Timestamp(‘1994-08-02 00:00:00’), ’end’: Timestamp(‘2025-09-23 00:00:00’), ‘days’: 11375}

This represents the return from buying at the start and holding until the end of the analysis period.

Performance Overview

Strategy	Symbol	Total Return	3M Return	6M Return	12M Return	24M Return	Excess Return	Sharpe Ratio	Max Drawdown	Trades	Win Rate	Final Value
trend_momentum	CDR	2172.56%	-5.2%	-0.1%	17.1%	56.9%	-982.87%	0.28	-96.37%	148	50.00%	$2,272,563
dow_theory	CDR	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
volume_confirmation	CDR	4439.22%	-8.9%	-9.8%	0.6%	31.7%	1283.79%	0.35	-95.96%	134	50.00%	$4,539,220
bollinger_oscillators	CDR	-34.32%	-0.5%	21.8%	47.7%	19.2%	-3189.75%	-0.03	-96.71%	147	49.66%	$65,675
macd_divergence	CDR	1057.87%	-5.9%	14.1%	52.4%	72.2%	-2097.56%	0.00	0.00%	1	0.00%	$1,157,866
breakout_momentum	CDR	8623.78%	-5.4%	14.8%	55.1%	89.7%	5468.35%	0.34	-97.56%	88	50.00%	$8,723,781
mean_reversion_multi_tf	CDR	3804.20%	-0.5%	-0.5%	-0.5%	-0.5%	648.77%	0.30	-88.97%	3	33.33%	$3,904,200
relative_strength_rotation	CDR	15648.35%	-5.9%	-19.7%	-3.7%	18.3%	12492.92%	0.42	-95.87%	111	49.55%	$15,748,350
gap_trading	CDR	-51.52%	0.0%	0.0%	0.0%	0.0%	-3206.95%	-0.07	-90.96%	14	50.00%	$48,477
volatility_expansion	CDR	1949.51%	-5.9%	14.1%	52.4%	72.2%	-1205.92%	0.21	-99.35%	9	44.44%	$2,049,511
momentum_kirkpatrick	CDR	10284.39%	-9.6%	-6.6%	11.4%	24.6%	7128.96%	0.42	-74.43%	367	49.86%	$10,384,389

Best Strategy: relative_strength_rotation

Symbol: CDR
Total Return: 15648.35%
Sharpe Ratio: 0.42
Max Drawdown: -95.87%
Final Portfolio Value: $15,748,350

Key Metrics

Initial Capital: $100,000
Analysis Date: 2025-09-24
Portfolio Manager: Active (Extreme returns fix applied)

Period Analysis

This report includes period-based return analysis for the following timeframes:

CIG Stock Analysis

Wed, 24 Sep 2025 07:28:47 +0000

Backtest Summary - CIG

Generated: 2025-09-24 07:18:10

📊 Buy & Hold Benchmark

Total Return: +161.95%
Analysis Period: Medium-term
Date Range: {‘start’: Timestamp(‘2007-11-30 00:00:00’), ’end’: Timestamp(‘2025-09-23 00:00:00’), ‘days’: 6507}

This represents the return from buying at the start and holding until the end of the analysis period.

Performance Overview

Strategy	Symbol	Total Return	3M Return	6M Return	12M Return	24M Return	Excess Return	Sharpe Ratio	Max Drawdown	Trades	Win Rate	Final Value
trend_momentum	CIG	290.29%	36.4%	68.7%	79.0%	61.6%	128.34%	0.20	-88.14%	89	49.44%	$390,289
dow_theory	CIG	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
volume_confirmation	CIG	1216.65%	36.4%	68.7%	75.1%	47.4%	1054.70%	0.37	-78.81%	81	49.38%	$1,316,649
bollinger_oscillators	CIG	-62.95%	0.0%	0.0%	14.7%	-71.9%	-224.90%	-0.13	-85.50%	76	50.00%	$37,047
macd_divergence	CIG	108.45%	36.4%	68.7%	95.3%	-52.3%	-53.50%	0.00	0.00%	1	0.00%	$208,451
breakout_momentum	CIG	232.29%	36.4%	68.7%	74.8%	9.6%	70.34%	0.15	-85.64%	75	49.33%	$332,289
mean_reversion_multi_tf	CIG	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
relative_strength_rotation	CIG	640.44%	36.4%	68.7%	62.4%	21.4%	478.49%	0.26	-83.23%	73	49.32%	$740,438
gap_trading	CIG	3.74%	0.0%	0.0%	0.0%	0.0%	-158.21%	0.01	-87.20%	16	50.00%	$103,737
volatility_expansion	CIG	70.27%	36.4%	68.7%	78.5%	-19.4%	-91.67%	0.06	-81.69%	9	44.44%	$170,275
momentum_kirkpatrick	CIG	150.80%	18.5%	37.9%	18.3%	-16.0%	-11.15%	0.14	-78.13%	216	50.00%	$250,800

Best Strategy: volume_confirmation

Symbol: CIG
Total Return: 1216.65%
Sharpe Ratio: 0.37
Max Drawdown: -78.81%
Final Portfolio Value: $1,316,649

Key Metrics

Initial Capital: $100,000
Analysis Date: 2025-09-24
Portfolio Manager: Active (Extreme returns fix applied)

Period Analysis

This report includes period-based return analysis for the following timeframes:

DNP Stock Analysis

Wed, 24 Sep 2025 07:28:47 +0000

Backtest Summary - DNP

Generated: 2025-09-24 07:13:59

📊 Buy & Hold Benchmark

Total Return: +1127.47%
Analysis Period: Long-term (Multi-year)
Date Range: {‘start’: Timestamp(‘2017-04-19 00:00:00’), ’end’: Timestamp(‘2025-09-23 00:00:00’), ‘days’: 3079}

This represents the return from buying at the start and holding until the end of the analysis period.

Performance Overview

Strategy	Symbol	Total Return	3M Return	6M Return	12M Return	24M Return	Excess Return	Sharpe Ratio	Max Drawdown	Trades	Win Rate	Final Value
trend_momentum	DNP	150.43%	2.0%	-5.8%	21.7%	-14.3%	-977.04%	0.42	-50.37%	38	50.00%	$250,427
dow_theory	DNP	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
volume_confirmation	DNP	266.70%	0.6%	-5.2%	22.6%	-9.7%	-860.76%	0.60	-43.77%	32	50.00%	$366,702
bollinger_oscillators	DNP	521.13%	-8.4%	-4.1%	42.3%	65.4%	-606.34%	0.95	-21.48%	45	48.89%	$621,127
macd_divergence	DNP	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
breakout_momentum	DNP	167.24%	-1.9%	-11.3%	3.3%	-12.8%	-960.23%	0.49	-44.52%	28	50.00%	$267,236
mean_reversion_multi_tf	DNP	120.37%	0.0%	0.0%	0.0%	0.0%	-1007.10%	0.52	-20.84%	2	50.00%	$220,372
relative_strength_rotation	DNP	6.37%	-5.5%	-14.6%	-8.2%	-14.2%	-1121.10%	0.03	-45.31%	44	50.00%	$106,372
gap_trading	DNP	-13.22%	0.0%	0.0%	0.0%	0.0%	-1140.69%	-0.16	-29.67%	2	50.00%	$86,779
volatility_expansion	DNP	175.78%	0.0%	0.0%	0.0%	0.0%	-951.69%	0.66	-30.91%	2	50.00%	$275,779
momentum_kirkpatrick	DNP	213.20%	-6.4%	-0.0%	11.0%	23.6%	-914.26%	0.59	-28.39%	104	50.00%	$313,204

Best Strategy: bollinger_oscillators

Symbol: DNP
Total Return: 521.13%
Sharpe Ratio: 0.95
Max Drawdown: -21.48%
Final Portfolio Value: $621,127

Key Metrics

Initial Capital: $100,000
Analysis Date: 2025-09-24
Portfolio Manager: Active (Extreme returns fix applied)

Period Analysis

This report includes period-based return analysis for the following timeframes:

KTY Stock Analysis

Wed, 24 Sep 2025 07:28:47 +0000

Backtest Summary - KTY

Generated: 2025-09-24 07:00:42

📊 Buy & Hold Benchmark

Total Return: +9846.54%
Analysis Period: Long-term (Multi-year)
Date Range: {‘start’: Timestamp(‘1996-01-30 00:00:00’), ’end’: Timestamp(‘2025-09-23 00:00:00’), ‘days’: 10829}

This represents the return from buying at the start and holding until the end of the analysis period.

Performance Overview

Strategy	Symbol	Total Return	3M Return	6M Return	12M Return	24M Return	Excess Return	Sharpe Ratio	Max Drawdown	Trades	Win Rate	Final Value
trend_momentum	KTY	2797.60%	14.7%	4.1%	4.8%	12.7%	-7048.94%	0.51	-47.81%	135	49.63%	$2,897,597
dow_theory	KTY	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
volume_confirmation	KTY	1857.63%	14.7%	3.4%	-0.0%	11.4%	-7988.91%	0.44	-57.27%	125	49.60%	$1,957,628
bollinger_oscillators	KTY	95.43%	0.0%	8.2%	12.0%	16.8%	-9751.11%	0.09	-82.44%	120	50.00%	$195,431
macd_divergence	KTY	1490.53%	14.7%	14.3%	27.1%	61.7%	-8356.01%	0.00	0.00%	1	0.00%	$1,590,533
breakout_momentum	KTY	734.78%	0.5%	0.2%	7.6%	36.9%	-9111.77%	0.29	-66.17%	79	49.37%	$834,775
mean_reversion_multi_tf	KTY	2060.46%	14.7%	14.3%	27.1%	61.7%	-7786.08%	0.00	0.00%	1	0.00%	$2,160,461
relative_strength_rotation	KTY	2173.50%	1.3%	-9.5%	-3.1%	15.3%	-7673.04%	0.45	-35.83%	117	49.57%	$2,273,497
gap_trading	KTY	2502.10%	14.7%	14.3%	27.1%	61.7%	-7344.44%	0.42	-76.44%	11	45.45%	$2,602,103
volatility_expansion	KTY	397.04%	14.7%	14.3%	27.1%	61.7%	-9449.50%	0.28	-53.57%	7	42.86%	$497,043
momentum_kirkpatrick	KTY	1006.13%	1.8%	-5.8%	1.3%	20.1%	-8840.41%	0.39	-45.31%	335	49.85%	$1,106,131

Best Strategy: trend_momentum

Symbol: KTY
Total Return: 2797.60%
Sharpe Ratio: 0.51
Max Drawdown: -47.81%
Final Portfolio Value: $2,897,597

Key Metrics

Initial Capital: $100,000
Analysis Date: 2025-09-24
Portfolio Manager: Active (Extreme returns fix applied)

Period Analysis

This report includes period-based return analysis for the following timeframes:

MBR Stock Analysis

Wed, 24 Sep 2025 07:28:47 +0000

Backtest Summary - MBR

Generated: 2025-09-24 06:29:06

📊 Buy & Hold Benchmark

Total Return: +398.85%
Analysis Period: Medium-term
Date Range: {‘start’: Timestamp(‘2010-06-29 00:00:00’), ’end’: Timestamp(‘2025-09-23 00:00:00’), ‘days’: 5565}

This represents the return from buying at the start and holding until the end of the analysis period.

Performance Overview

Strategy	Symbol	Total Return	3M Return	6M Return	12M Return	24M Return	Excess Return	Sharpe Ratio	Max Drawdown	Trades	Win Rate	Final Value
trend_momentum	MBR	461.83%	1.3%	1.3%	11.0%	22.8%	62.98%	0.40	-70.49%	41	48.78%	$561,830
dow_theory	MBR	2857.30%	11.4%	-10.4%	-0.9%	12.6%	2458.46%	0.00	0.00%	1	0.00%	$2,957,301
volume_confirmation	MBR	263.73%	-0.4%	-0.4%	-9.0%	-2.6%	-135.11%	0.28	-64.27%	47	48.94%	$363,731
bollinger_oscillators	MBR	-52.39%	7.7%	-13.4%	8.1%	14.4%	-451.23%	-0.18	-90.60%	36	50.00%	$47,611
macd_divergence	MBR	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
breakout_momentum	MBR	325.07%	2.0%	2.0%	-2.8%	-13.5%	-73.78%	0.32	-78.66%	35	48.57%	$425,068
mean_reversion_multi_tf	MBR	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
relative_strength_rotation	MBR	928.82%	2.0%	2.0%	-1.6%	-0.5%	529.98%	0.57	-50.96%	35	48.57%	$1,028,823
gap_trading	MBR	2889.35%	11.4%	-10.4%	-0.9%	12.6%	2490.50%	0.00	0.00%	1	0.00%	$2,989,348
volatility_expansion	MBR	1335.47%	0.0%	0.0%	0.0%	0.0%	936.63%	0.60	-73.36%	2	50.00%	$1,435,474
momentum_kirkpatrick	MBR	282.77%	2.4%	-6.5%	-12.6%	-13.0%	-116.07%	0.34	-75.48%	134	50.00%	$382,772

Best Strategy: gap_trading

Symbol: MBR
Total Return: 2889.35%
Sharpe Ratio: 0.00
Max Drawdown: 0.00%
Final Portfolio Value: $2,989,348

Key Metrics

Initial Capital: $100,000
Analysis Date: 2025-09-24
Portfolio Manager: Active (Extreme returns fix applied)

Period Analysis

This report includes period-based return analysis for the following timeframes:

MVP Stock Analysis

Wed, 24 Sep 2025 07:28:47 +0000

Backtest Summary - MVP

Generated: 2025-09-24 06:51:04

📊 Buy & Hold Benchmark

Total Return: +117.90%
Analysis Period: Medium-term
Date Range: {‘start’: Timestamp(‘2008-06-19 00:00:00’), ’end’: Timestamp(‘2025-09-23 00:00:00’), ‘days’: 6305}

This represents the return from buying at the start and holding until the end of the analysis period.

Performance Overview

Strategy	Symbol	Total Return	3M Return	6M Return	12M Return	24M Return	Excess Return	Sharpe Ratio	Max Drawdown	Trades	Win Rate	Final Value
trend_momentum	MVP	134.73%	25.8%	42.1%	51.1%	32.0%	16.84%	0.18	-70.04%	83	49.40%	$234,735
dow_theory	MVP	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
volume_confirmation	MVP	65.22%	25.8%	42.1%	51.5%	27.3%	-52.68%	0.12	-71.69%	67	49.25%	$165,219
bollinger_oscillators	MVP	28.76%	0.0%	0.0%	-2.3%	13.1%	-89.14%	0.05	-71.67%	66	50.00%	$128,758
macd_divergence	MVP	154.77%	25.8%	42.1%	38.8%	35.9%	36.87%	0.00	0.00%	1	0.00%	$254,769
breakout_momentum	MVP	88.72%	25.8%	42.1%	22.7%	6.3%	-29.18%	0.13	-83.85%	43	48.84%	$188,722
mean_reversion_multi_tf	MVP	289.95%	25.8%	42.1%	38.8%	35.9%	172.05%	0.00	0.00%	1	0.00%	$389,951
relative_strength_rotation	MVP	177.59%	25.8%	32.0%	31.2%	19.9%	59.69%	0.22	-71.04%	61	49.18%	$277,587
gap_trading	MVP	14.91%	25.8%	42.1%	38.8%	35.9%	-102.99%	0.03	-76.86%	5	40.00%	$114,911
volatility_expansion	MVP	95.13%	25.8%	42.1%	38.8%	35.9%	-22.77%	0.13	-72.56%	5	40.00%	$195,125
momentum_kirkpatrick	MVP	162.18%	18.7%	27.2%	22.0%	29.2%	44.28%	0.23	-70.33%	171	49.71%	$262,179

Best Strategy: mean_reversion_multi_tf

Symbol: MVP
Total Return: 289.95%
Sharpe Ratio: 0.00
Max Drawdown: 0.00%
Final Portfolio Value: $389,951

Key Metrics

Initial Capital: $100,000
Analysis Date: 2025-09-24
Portfolio Manager: Active (Extreme returns fix applied)

Period Analysis

This report includes period-based return analysis for the following timeframes:

OML Stock Analysis

Wed, 24 Sep 2025 07:28:47 +0000

Backtest Summary - OML

Generated: 2025-09-24 07:26:42

📊 Buy & Hold Benchmark

Total Return: +113.08%
Analysis Period: Medium-term
Date Range: {‘start’: Timestamp(‘2012-08-29 00:00:00’), ’end’: Timestamp(‘2025-09-23 00:00:00’), ‘days’: 4773}

This represents the return from buying at the start and holding until the end of the analysis period.

Performance Overview

Strategy	Symbol	Total Return	3M Return	6M Return	12M Return	24M Return	Excess Return	Sharpe Ratio	Max Drawdown	Trades	Win Rate	Final Value
trend_momentum	OML	741.03%	121.6%	93.0%	78.0%	42.2%	627.95%	0.44	-57.87%	35	48.57%	$841,029
dow_theory	OML	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
volume_confirmation	OML	4190.12%	121.6%	88.0%	73.5%	73.2%	4077.04%	0.75	-59.27%	35	48.57%	$4,290,116
bollinger_oscillators	OML	-84.60%	26.4%	22.1%	28.8%	-50.7%	-197.68%	-0.32	-91.57%	44	50.00%	$15,397
macd_divergence	OML	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
breakout_momentum	OML	5366.92%	121.6%	93.9%	82.7%	100.4%	5253.84%	0.76	-73.25%	21	47.62%	$5,466,917
mean_reversion_multi_tf	OML	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
relative_strength_rotation	OML	692.37%	85.7%	68.5%	55.2%	71.6%	579.29%	0.37	-77.14%	29	48.28%	$792,370
gap_trading	OML	125.86%	121.6%	94.2%	78.9%	-23.9%	12.78%	0.18	-72.98%	9	44.44%	$225,855
volatility_expansion	OML	1468.66%	121.6%	94.2%	78.9%	-23.9%	1355.58%	0.53	-82.40%	9	44.44%	$1,568,658
momentum_kirkpatrick	OML	3274.50%	113.1%	98.0%	95.3%	125.6%	3161.42%	0.77	-74.85%	97	49.48%	$3,374,499

Best Strategy: breakout_momentum

Symbol: OML
Total Return: 5366.92%
Sharpe Ratio: 0.76
Max Drawdown: -73.25%
Final Portfolio Value: $5,466,917

Key Metrics

Initial Capital: $100,000
Analysis Date: 2025-09-24
Portfolio Manager: Active (Extreme returns fix applied)

Period Analysis

This report includes period-based return analysis for the following timeframes:

PCR Stock Analysis

Wed, 24 Sep 2025 07:28:47 +0000

Backtest Summary - PCR

Generated: 2025-09-24 06:33:16

📊 Buy & Hold Benchmark

Total Return: +445.96%
Analysis Period: Medium-term
Date Range: {‘start’: Timestamp(‘2014-06-25 00:00:00’), ’end’: Timestamp(‘2025-09-23 00:00:00’), ‘days’: 4108}

This represents the return from buying at the start and holding until the end of the analysis period.

Performance Overview

Strategy	Symbol	Total Return	3M Return	6M Return	12M Return	24M Return	Excess Return	Sharpe Ratio	Max Drawdown	Trades	Win Rate	Final Value
trend_momentum	PCR	116.31%	-1.6%	-12.8%	-10.5%	-7.7%	-329.65%	0.35	-42.36%	54	50.00%	$216,314
dow_theory	PCR	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
volume_confirmation	PCR	206.55%	-1.7%	-9.0%	-7.7%	-13.4%	-239.41%	0.51	-43.42%	48	50.00%	$306,545
bollinger_oscillators	PCR	-1.62%	3.5%	8.3%	6.0%	4.5%	-447.58%	-0.01	-63.54%	48	50.00%	$98,377
macd_divergence	PCR	-20.96%	1.9%	-1.6%	-8.1%	-21.0%	-466.92%	0.00	0.00%	1	0.00%	$79,043
breakout_momentum	PCR	364.73%	-4.3%	-11.5%	-15.4%	-16.0%	-81.23%	0.68	-37.95%	35	48.57%	$464,730
mean_reversion_multi_tf	PCR	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
relative_strength_rotation	PCR	326.18%	1.9%	-1.6%	-11.2%	-31.2%	-119.78%	0.63	-52.78%	31	48.39%	$426,178
gap_trading	PCR	60.48%	1.9%	-1.6%	-8.1%	-8.3%	-385.48%	0.00	0.00%	1	0.00%	$160,480
volatility_expansion	PCR	430.60%	0.0%	0.0%	0.0%	-6.2%	-15.36%	0.68	-53.22%	6	50.00%	$530,604
momentum_kirkpatrick	PCR	384.61%	-1.9%	-2.0%	3.7%	1.4%	-61.35%	0.77	-29.19%	110	50.00%	$484,614

Best Strategy: volatility_expansion

Symbol: PCR
Total Return: 430.60%
Sharpe Ratio: 0.68
Max Drawdown: -53.22%
Final Portfolio Value: $530,604

Key Metrics

Initial Capital: $100,000
Analysis Date: 2025-09-24
Portfolio Manager: Active (Extreme returns fix applied)

Period Analysis

This report includes period-based return analysis for the following timeframes:

PKO Stock Analysis

Wed, 24 Sep 2025 07:28:47 +0000

Backtest Summary - PKO

Generated: 2025-09-24 07:05:26

📊 Buy & Hold Benchmark

Total Return: +456.44%
Analysis Period: Medium-term
Date Range: {‘start’: Timestamp(‘2004-11-10 00:00:00’), ’end’: Timestamp(‘2025-09-23 00:00:00’), ‘days’: 7622}

This represents the return from buying at the start and holding until the end of the analysis period.

Performance Overview

Strategy	Symbol	Total Return	3M Return	6M Return	12M Return	24M Return	Excess Return	Sharpe Ratio	Max Drawdown	Trades	Win Rate	Final Value
trend_momentum	PKO	78.83%	-2.4%	-17.1%	3.7%	29.8%	-377.60%	0.13	-49.45%	112	50.00%	$178,835
dow_theory	PKO	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
volume_confirmation	PKO	83.77%	-2.8%	-10.8%	18.2%	45.6%	-372.67%	0.13	-56.82%	98	50.00%	$183,765
bollinger_oscillators	PKO	196.49%	-2.3%	19.4%	19.4%	51.5%	-259.95%	0.22	-56.48%	101	49.50%	$296,491
macd_divergence	PKO	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
breakout_momentum	PKO	86.19%	0.0%	-16.6%	-1.4%	43.9%	-370.25%	0.13	-64.41%	66	50.00%	$186,190
mean_reversion_multi_tf	PKO	71.36%	8.5%	-3.2%	33.4%	40.3%	-385.08%	0.08	-67.26%	3	33.33%	$171,363
relative_strength_rotation	PKO	80.49%	1.0%	-17.6%	-1.8%	37.3%	-375.95%	0.13	-52.22%	92	50.00%	$180,485
gap_trading	PKO	4.05%	0.0%	0.0%	0.0%	0.0%	-452.39%	0.02	-33.62%	4	50.00%	$104,049
volatility_expansion	PKO	86.22%	8.5%	-3.2%	33.4%	86.2%	-370.22%	0.00	0.00%	1	0.00%	$186,220
momentum_kirkpatrick	PKO	78.51%	4.8%	0.7%	-0.0%	38.6%	-377.93%	0.13	-63.98%	250	50.00%	$178,506

Best Strategy: bollinger_oscillators

Symbol: PKO
Total Return: 196.49%
Sharpe Ratio: 0.22
Max Drawdown: -56.48%
Final Portfolio Value: $296,491

Key Metrics

Initial Capital: $100,000
Analysis Date: 2025-09-24
Portfolio Manager: Active (Extreme returns fix applied)

Period Analysis

This report includes period-based return analysis for the following timeframes:

RPC Stock Analysis

Wed, 24 Sep 2025 07:28:47 +0000

Backtest Summary - RPC

Generated: 2025-09-24 06:37:46

📊 Buy & Hold Benchmark

Total Return: +99.91%
Analysis Period: Short-term
Date Range: {‘start’: Timestamp(‘1997-12-16 00:00:00’), ’end’: Timestamp(‘2025-09-23 00:00:00’), ‘days’: 10143}

This represents the return from buying at the start and holding until the end of the analysis period.

Performance Overview

Strategy	Symbol	Total Return	3M Return	6M Return	12M Return	24M Return	Excess Return	Sharpe Ratio	Max Drawdown	Trades	Win Rate	Final Value
trend_momentum	RPC	347.00%	4.1%	17.8%	17.8%	2.4%	247.09%	0.20	-52.59%	132	50.00%	$447,003
dow_theory	RPC	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
volume_confirmation	RPC	272.44%	4.1%	17.8%	17.8%	0.3%	172.53%	0.17	-58.53%	120	50.00%	$372,441
bollinger_oscillators	RPC	-3.11%	-6.8%	14.9%	1.4%	-31.9%	-103.02%	-0.00	-92.25%	123	49.59%	$96,893
macd_divergence	RPC	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
breakout_momentum	RPC	288.71%	7.5%	22.7%	20.5%	7.1%	188.80%	0.16	-70.33%	86	50.00%	$388,715
mean_reversion_multi_tf	RPC	38.99%	-3.4%	10.3%	-2.6%	-37.2%	-60.92%	0.00	0.00%	1	0.00%	$138,994
relative_strength_rotation	RPC	255.36%	1.2%	5.3%	5.3%	-13.9%	155.45%	0.16	-57.07%	110	50.00%	$355,361
gap_trading	RPC	-79.93%	-3.4%	10.3%	-2.6%	-37.2%	-179.84%	-0.25	-87.18%	11	45.45%	$20,071
volatility_expansion	RPC	337.19%	-3.4%	10.3%	-2.6%	-37.2%	237.28%	0.21	-63.49%	11	45.45%	$437,189
momentum_kirkpatrick	RPC	-0.33%	11.6%	27.8%	27.8%	8.0%	-100.24%	-0.00	-74.49%	328	50.00%	$99,671

Best Strategy: trend_momentum

Symbol: RPC
Total Return: 347.00%
Sharpe Ratio: 0.20
Max Drawdown: -52.59%
Final Portfolio Value: $447,003

Key Metrics

Initial Capital: $100,000
Analysis Date: 2025-09-24
Portfolio Manager: Active (Extreme returns fix applied)

Period Analysis

This report includes period-based return analysis for the following timeframes:

SPL Stock Analysis

Wed, 24 Sep 2025 07:28:47 +0000

Backtest Summary - SPL

Generated: 2025-09-24 06:55:45

📊 Buy & Hold Benchmark

Total Return: +11167.36%
Analysis Period: Long-term (Multi-year)
Date Range: {‘start’: Timestamp(‘1993-06-22 00:00:00’), ’end’: Timestamp(‘2025-09-23 00:00:00’), ‘days’: 11781}

This represents the return from buying at the start and holding until the end of the analysis period.

Performance Overview

Strategy	Symbol	Total Return	3M Return	6M Return	12M Return	24M Return	Excess Return	Sharpe Ratio	Max Drawdown	Trades	Win Rate	Final Value
trend_momentum	SPL	900.81%	-4.7%	-10.0%	12.9%	16.1%	-10266.55%	0.25	-65.21%	148	50.00%	$1,000,807
dow_theory	SPL	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
volume_confirmation	SPL	591.07%	-4.7%	-8.1%	15.3%	20.6%	-10576.29%	0.21	-77.06%	132	50.00%	$691,072
bollinger_oscillators	SPL	300.93%	5.9%	-0.1%	2.8%	44.9%	-10866.43%	0.15	-74.74%	139	49.64%	$400,933
macd_divergence	SPL	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
breakout_momentum	SPL	2813.46%	-1.8%	-29.5%	-14.7%	24.4%	-8353.90%	0.35	-79.02%	82	50.00%	$2,913,461
mean_reversion_multi_tf	SPL	218.28%	3.9%	-10.3%	12.1%	69.9%	-10949.08%	0.14	-79.16%	3	33.33%	$318,280
relative_strength_rotation	SPL	1182.61%	-8.4%	-17.7%	3.7%	22.7%	-9984.75%	0.28	-65.56%	119	49.58%	$1,282,611
gap_trading	SPL	2597.92%	0.0%	0.0%	0.0%	54.4%	-8569.44%	0.40	-58.00%	14	50.00%	$2,697,923
volatility_expansion	SPL	578.90%	0.0%	0.0%	0.0%	0.0%	-10588.46%	0.20	-79.16%	8	50.00%	$678,901
momentum_kirkpatrick	SPL	1450.24%	3.3%	-8.0%	-19.3%	11.2%	-9717.12%	0.32	-55.41%	390	50.00%	$1,550,240

Best Strategy: breakout_momentum

Symbol: SPL
Total Return: 2813.46%
Sharpe Ratio: 0.35
Max Drawdown: -79.02%
Final Portfolio Value: $2,913,461

Key Metrics

Initial Capital: $100,000
Analysis Date: 2025-09-24
Portfolio Manager: Active (Extreme returns fix applied)

Period Analysis

This report includes period-based return analysis for the following timeframes:

VOX Stock Analysis

Wed, 24 Sep 2025 07:28:47 +0000

Backtest Summary - VOX

Generated: 2025-09-24 06:42:20

📊 Buy & Hold Benchmark

Total Return: +1565.59%
Analysis Period: Long-term (Multi-year)
Date Range: {‘start’: Timestamp(‘2011-10-11 00:00:00’), ’end’: Timestamp(‘2025-09-23 00:00:00’), ‘days’: 5096}

This represents the return from buying at the start and holding until the end of the analysis period.

Performance Overview

Strategy	Symbol	Total Return	3M Return	6M Return	12M Return	24M Return	Excess Return	Sharpe Ratio	Max Drawdown	Trades	Win Rate	Final Value
trend_momentum	VOX	1442.30%	13.1%	19.7%	48.9%	146.8%	-123.29%	0.82	-34.15%	56	50.00%	$1,542,300
dow_theory	VOX	0.00%	0.0%	0.0%	0.0%	0.0%	0.00%	0.00	0.00%	0	0.00%	$100,000
volume_confirmation	VOX	1378.62%	13.4%	15.7%	44.0%	135.6%	-186.98%	0.79	-35.78%	45	48.89%	$1,478,618
bollinger_oscillators	VOX	306.52%	1.3%	1.3%	1.3%	12.4%	-1259.07%	0.51	-52.01%	55	49.09%	$406,522
macd_divergence	VOX	1565.59%	13.4%	22.0%	60.4%	222.6%	0.00%	0.00	0.00%	1	0.00%	$1,665,595
breakout_momentum	VOX	594.15%	11.6%	8.4%	35.4%	128.5%	-971.45%	0.56	-50.05%	42	50.00%	$694,149
mean_reversion_multi_tf	VOX	585.16%	13.4%	22.0%	60.4%	222.6%	-980.43%	0.57	-54.23%	3	33.33%	$685,164
relative_strength_rotation	VOX	244.03%	13.4%	4.1%	30.1%	117.8%	-1321.56%	0.35	-54.30%	57	49.12%	$344,034
gap_trading	VOX	1246.04%	13.4%	22.0%	60.4%	222.6%	-319.56%	0.00	0.00%	1	0.00%	$1,346,037
volatility_expansion	VOX	656.23%	13.4%	22.0%	60.4%	222.6%	-909.36%	0.63	-43.59%	9	44.44%	$756,231
momentum_kirkpatrick	VOX	267.12%	8.5%	3.0%	7.2%	62.2%	-1298.47%	0.42	-31.03%	154	50.00%	$367,122

Best Strategy: macd_divergence

Symbol: VOX
Total Return: 1565.59%
Sharpe Ratio: 0.00
Max Drawdown: 0.00%
Final Portfolio Value: $1,665,595

Key Metrics

Initial Capital: $100,000
Analysis Date: 2025-09-24
Portfolio Manager: Active (Extreme returns fix applied)

Period Analysis

This report includes period-based return analysis for the following timeframes: