| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| OGE | OGE Energy Corporation | Utilities | Utilities - Regulated Electric | 9713 | 0.0358 | 47.02 | 1493645 |
| NSA | National Storage Affiliates Trust | Real Estate | REIT - Industrial | 6391 | 0.0516 | 43.41 | 1472333 |
| 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: | 100000.00 | Final Equity: | 93746.97 |
| Total net P/L: | -6253.03 | Total ROI: | -6.25 % |
| CAGR: | -1.15 % | Max. DD: | 44.67 % |
| System Score: | -0.008 | Sharpe Ratio: | 0.027 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 4160.49 | Comm.% P/L | 198.83 % |
| Total Transactions: | 364 | Log. Linearity: | 18.708 % |
| Total | Long |
Short |
OGE | NSA | |
|---|---|---|---|---|---|
| Total Profit/Loss | -2092.54 | 2462.87 | -4555.41 | 36750.41 | -38842.95 |
| Total Profit | 127934.88 | 70669.25 | 57265.63 | 126819.04 | 131152.48 |
| Total Loss | 130027.41 | 68206.37 | 61821.04 | 90068.63 | 169995.43 |
| Profit Factor | 0.98 | 1.04 | 0.93 | 1.41 | 0.77 |
| Trades | 91 | 44 | 47 | 91 | 91 |
| Winning Trades | 50 | 23 | 27 | 63 | 41 |
| Losing Trades | 41 | 21 | 20 | 28 | 50 |
| % Profitable | 54.00 | 52.00 | 57.00 | 69.00 | 45.00 |
| Profit/Loss Per Trade % | -0.02 | 0.05 | -0.08 | 0.48 | -0.57 |
| Profit Per Trade % | 2.90 | 3.39 | 2.48 | 2.24 | 3.52 |
| Loss Per Trade % | 3.38 | 3.39 | 3.36 | 3.32 | 3.70 |
| Days In Trade | 744 | 363 | 381 | 744 | 744 |
| Days In Trade (Avg. Per Trade) | 8.18 | 8.25 | 8.11 | 8.18 | 8.18 |
| % Days In Trade | 36.58 | 17.85 | 18.73 | 36.58 | 36.58 |