| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| QQQ | Invesco QQQ Trust | 0.0025 | 709.18 | 49375760 | |||
| SOXX | iShares Semiconductor ETF | 0.0061 | 497.4 | 7963774 |
| Entry Threshold: | 1.50 | Exit Threshold: | 0.00 | ||
| Max Duration: | 10 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 45 | ||||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 100000.00 | Final Equity: | 104932.85 |
| Total net P/L: | 4932.85 | Total ROI: | 4.93 % |
| CAGR: | 0.85 % | Max. DD: | 11.53 % |
| System Score: | 0.036 | Sharpe Ratio: | 0.375 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 415.07 | Comm.% P/L | 7.76 % |
| Total Transactions: | 340 | Log. Linearity: | 34.850 % |
| Total | Long |
Short |
QQQ | SOXX | |
|---|---|---|---|---|---|
| Total Profit/Loss | 5347.92 | -9198.86 | 14546.79 | -8467.50 | 13815.42 |
| Total Profit | 55025.13 | 18885.13 | 36140.00 | 45125.00 | 86657.06 |
| Total Loss | 49677.21 | 28083.99 | 21593.22 | 53592.50 | 72841.63 |
| Profit Factor | 1.11 | 0.67 | 1.67 | 0.84 | 1.19 |
| Trades | 85 | 37 | 48 | 85 | 85 |
| Winning Trades | 45 | 15 | 30 | 33 | 41 |
| Losing Trades | 40 | 22 | 18 | 52 | 44 |
| % Profitable | 52.00 | 40.00 | 62.00 | 38.00 | 48.00 |
| Profit/Loss Per Trade % | 0.06 | -0.25 | 0.30 | -0.11 | 0.14 |
| Profit Per Trade % | 1.22 | 1.27 | 1.20 | 1.35 | 2.10 |
| Loss Per Trade % | 1.22 | 1.25 | 1.17 | 1.02 | 1.62 |
| Days In Trade | 864 | 384 | 480 | 864 | 864 |
| Days In Trade (Avg. Per Trade) | 10.16 | 10.38 | 10.00 | 10.16 | 10.16 |
| % Days In Trade | 41.84 | 18.60 | 23.24 | 41.84 | 41.84 |