| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3656561 | 0.0072 | 492.43 | 34633927 |
| AAPL | Apple Inc. | Technology | Consumer Electronics | 4411091 | 0.0034 | 302.25 | 49738504 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 15 | ||||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.03 / 0.03 | |
| Initial Capital: | 10000.00 | Final Equity: | 12838.60 |
| Total net P/L: | 2838.60 | Total ROI: | 28.39 % |
| CAGR: | 4.59 % | Max. DD: | 12.43 % |
| System Score: | 2.173 | Sharpe Ratio: | 1.262 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 336.00 | Comm.% P/L | 10.58 % |
| Total Transactions: | 336 | Log. Linearity: | 77.966 % |
| Total | Long |
Short |
MSFT | AAPL | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3174.60 | 945.26 | 2229.34 | -1581.67 | 4756.27 |
| Total Profit | 9428.68 | 4101.96 | 5326.72 | 6369.18 | 10640.82 |
| Total Loss | 6254.08 | 3156.70 | 3097.38 | 7950.85 | 5884.55 |
| Profit Factor | 1.51 | 1.30 | 1.72 | 0.80 | 1.81 |
| Trades | 84 | 34 | 50 | 84 | 84 |
| Winning Trades | 51 | 18 | 33 | 42 | 49 |
| Losing Trades | 33 | 16 | 17 | 42 | 35 |
| % Profitable | 60.00 | 52.00 | 66.00 | 50.00 | 58.00 |
| Profit/Loss Per Trade % | 0.34 | 0.21 | 0.42 | -0.20 | 0.52 |
| Profit Per Trade % | 1.67 | 2.02 | 1.49 | 1.38 | 2.02 |
| Loss Per Trade % | 1.67 | 1.76 | 1.59 | 1.76 | 1.54 |
| Days In Trade | 834 | 371 | 463 | 834 | 834 |
| Days In Trade (Avg. Per Trade) | 9.93 | 10.91 | 9.26 | 9.93 | 9.93 |
| % Days In Trade | 41.00 | 18.24 | 22.76 | 41.00 | 41.00 |