| 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 |
| APO | Apollo Global Management LLC Class A | Financial Services | Asset Management | 77184 | 0.0156 | 136.11 | 4081875 |
| 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: | 2810.18 |
| Total net P/L: | -7189.82 | Total ROI: | -71.90 % |
| CAGR: | -8.05 % | Max. DD: | 85.08 % |
| System Score: | -1.535 | Sharpe Ratio: | -0.661 |
| Start Date: | 2011-04-20 | End Date: | 2026-05-29 |
| Total days: | 5518 | ||
| Commissions: | 2225.63 | Comm.% P/L | 44.83 % |
| Total Transactions: | 920 | Log. Linearity: | 57.547 % |
| Total | Long |
Short |
AVGO | APO | |
|---|---|---|---|---|---|
| Total Profit/Loss | -4964.19 | 195.98 | -5160.17 | 866.20 | -5830.39 |
| Total Profit | 23961.00 | 11420.15 | 12540.85 | 24291.62 | 22248.47 |
| Total Loss | 28925.19 | 11224.18 | 17701.02 | 23425.43 | 28078.85 |
| Profit Factor | 0.83 | 1.02 | 0.71 | 1.04 | 0.79 |
| Trades | 230 | 96 | 134 | 230 | 230 |
| Winning Trades | 138 | 63 | 75 | 136 | 109 |
| Losing Trades | 92 | 33 | 59 | 94 | 120 |
| % Profitable | 60.00 | 65.00 | 55.00 | 59.00 | 47.00 |
| Profit/Loss Per Trade % | -0.39 | 0.50 | -1.02 | -0.20 | -0.34 |
| Profit Per Trade % | 3.86 | 3.97 | 3.77 | 3.73 | 4.30 |
| Loss Per Trade % | 6.06 | 5.61 | 6.31 | 5.27 | 4.21 |
| Days In Trade | 2100 | 749 | 1351 | 2100 | 2100 |
| Days In Trade (Avg. Per Trade) | 9.13 | 7.80 | 10.08 | 9.13 | 9.13 |
| % Days In Trade | 38.06 | 13.57 | 24.48 | 38.06 | 38.06 |