| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AVGO | Broadcom Inc | Technology | Semiconductors | 1874201 | 0.0066 | 393.94 | 27034159 |
| BSX | Boston Scientific Corp | Healthcare | Medical Devices | 69502 | 46.76 | 14071623 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 15 | ||||
| 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: | 9041.19 |
| Total net P/L: | -958.81 | Total ROI: | -9.59 % |
| CAGR: | -0.60 % | Max. DD: | 60.29 % |
| System Score: | -0.021 | Sharpe Ratio: | 0.513 |
| Start Date: | 2009-08-27 | End Date: | 2026-05-29 |
| Total days: | 6119 | ||
| Commissions: | 4162.62 | Comm.% P/L | 129.93 % |
| Total Transactions: | 1016 | Log. Linearity: | 32.881 % |
| Total | Long |
Short |
AVGO | BSX | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3203.81 | 18031.95 | -14828.14 | -2376.96 | 5580.77 |
| Total Profit | 62768.29 | 33647.46 | 29120.83 | 58413.54 | 46631.01 |
| Total Loss | 59564.48 | 15615.51 | 43948.96 | 60790.50 | 41050.24 |
| Profit Factor | 1.05 | 2.15 | 0.66 | 0.96 | 1.14 |
| Trades | 254 | 109 | 145 | 254 | 254 |
| Winning Trades | 164 | 80 | 84 | 162 | 124 |
| Losing Trades | 90 | 29 | 61 | 92 | 129 |
| % Profitable | 64.00 | 73.00 | 57.00 | 63.00 | 48.00 |
| Profit/Loss Per Trade % | 0.15 | 1.56 | -0.90 | -0.14 | 0.18 |
| Profit Per Trade % | 3.94 | 4.30 | 3.61 | 3.62 | 3.92 |
| Loss Per Trade % | 5.93 | 5.37 | 6.20 | 5.97 | 3.20 |
| Days In Trade | 2499 | 948 | 1551 | 2499 | 2499 |
| Days In Trade (Avg. Per Trade) | 9.84 | 8.70 | 10.70 | 9.84 | 9.84 |
| % Days In Trade | 40.84 | 15.49 | 25.35 | 40.84 | 40.84 |