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Model: Residual
HQ Backtest HWM vs JCI
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
HWM Howmet Aerospace Inc Industrials Aerospace & Defense 97304 0.0018 242.69 2355053
JCI Johnson Controls International PLC Industrials Building Products & Equipment 88639 0.0107 144.82 4668402
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 30 Entry Mode: Uptick Reversals:
Regression Per: 30
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 15226.79
Total net P/L: 5226.79 Total ROI: 52.27 %
CAGR: 8.22 % Max. DD: 30.56 %
System Score: 0.319 Sharpe Ratio: 1.136
Start Date: 2021-01-04 End Date: 2026-04-30
Total days: 1942
Commissions: 304.96 Comm.% P/L 5.51 %
Total Transactions: 244 Log. Linearity: 33.853 %
Total enabled Long enabled Short HWM JCI
Total Profit/Loss 5531.75 6173.34 -641.59 248.86 5282.89
Total Profit 21319.49 8871.21 12448.28 23190.74 22853.89
Total Loss 15787.74 2697.87 13089.87 22941.88 17571.00
Profit Factor 1.35 3.29 0.95 1.01 1.30
Trades 61 22 39 61 61
Winning Trades 43 16 27 39 34
Losing Trades 18 6 12 22 27
% Profitable 70.00 72.00 69.00 63.00 55.00
Profit/Loss Per Trade % 0.73 2.27 -0.13 -0.05 0.47
Profit Per Trade % 3.80 4.48 3.40 4.49 4.85
Loss Per Trade % 6.00 3.30 7.37 7.28 4.69
Days In Trade 902 278 624 902 902
Days In Trade (Avg. Per Trade) 14.79 12.64 16.00 14.79 14.79
% Days In Trade 46.45 14.32 32.13 46.45 46.45
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Trade Log
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.