| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| PG | Procter & Gamble Company | Consumer Defensive | Household & Personal Products | 345424 | 0.0284 | 148.34 | 9481413 |
| MDLZ | Mondelez International Inc | Consumer Defensive | Confectioners | 81332 | 0.0307 | 63.36 | 9351814 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 5 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 15 | ||||
| Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
| Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.05 | |
| Initial Capital: | 100000.00 | Final Equity: | 95630.22 |
| Total net P/L: | -4369.78 | Total ROI: | -4.37 % |
| CAGR: | -2.22 % | Max. DD: | 39.49 % |
| System Score: | -0.002 | Sharpe Ratio: | 0.256 |
| Start Date: | 2024-01-02 | End Date: | 2025-12-30 |
| Total days: | 728 | ||
| Commissions: | 3683.14 | Comm.% P/L | 536.40 % |
| Total Transactions: | 152 | Log. Linearity: | 10.201 % |
| Total | Long |
Short |
PG | MDLZ | |
|---|---|---|---|---|---|
| Total Profit/Loss | -686.64 | 22895.65 | -23582.29 | 49149.34 | -49835.98 |
| Total Profit | 83439.57 | 52279.99 | 31159.58 | 137323.44 | 112758.54 |
| Total Loss | 84126.21 | 29384.34 | 54741.87 | 88174.10 | 162594.52 |
| Profit Factor | 0.99 | 1.78 | 0.57 | 1.56 | 0.69 |
| Trades | 38 | 19 | 19 | 38 | 38 |
| Winning Trades | 17 | 12 | 5 | 20 | 21 |
| Losing Trades | 21 | 7 | 14 | 18 | 17 |
| % Profitable | 44.00 | 63.00 | 26.00 | 52.00 | 55.00 |
| Profit/Loss Per Trade % | -0.01 | 1.41 | -1.41 | 1.38 | -2.13 |
| Profit Per Trade % | 5.78 | 4.97 | 7.75 | 7.73 | 5.93 |
| Loss Per Trade % | 4.30 | 4.34 | 4.27 | 5.10 | 10.62 |
| Days In Trade | 218 | 106 | 112 | 218 | 218 |
| Days In Trade (Avg. Per Trade) | 5.74 | 5.58 | 5.89 | 5.74 | 5.74 |
| % Days In Trade | 29.95 | 14.56 | 15.38 | 29.95 | 29.95 |