Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MSFT | Microsoft Corporation | Technology | Software-Infrastructure | 2026426 | 0.0097 | 273.78 | 29079842 |
VRSK | Verisk Analytics Inc | Industrials | Consulting Services | 28812 | 0.0075 | 186.1 | 902449 |
Entry Threshold: | 1.50 | Exit Threshold: | 0.10 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
Regression Per: | 100 | ||||
Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.10 / 0.10 |
Initial Capital: | 1000.00 | Final Equity: | 3910.38 |
Total net P/L: | 2910.38 | Total ROI: | 291.04 % |
CAGR: | 260.67 % | Max. DD: | 60.12 % |
System Score: | 149.813 | Sharpe Ratio: | 1.785 |
Start Date: | 2022-01-03 | End Date: | 2023-01-26 |
Total days: | 388 | ||
Commissions: | 52.00 | Comm.% P/L | 1.76 % |
Total Transactions: | 52 | Log. Linearity: | 83.142 % |
Total | ![]() |
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MSFT | VRSK | |
---|---|---|---|---|---|
Total Profit/Loss | 2962.38 | 2549.63 | 412.75 | 2974.33 | -11.95 |
Total Profit | 3680.49 | 3267.74 | 412.75 | 4856.49 | 1869.33 |
Total Loss | 718.11 | 718.11 | 0.00 | 1882.16 | 1881.28 |
Profit Factor | 5.13 | 4.55 | 0.00 | 2.58 | 0.99 |
Trades | 13 | 11 | 2 | 13 | 13 |
Winning Trades | 10 | 8 | 2 | 9 | 5 |
Losing Trades | 3 | 3 | 0 | 4 | 8 |
% Profitable | 76.00 | 72.00 | 100.00 | 69.00 | 38.00 |
Profit/Loss Per Trade % | 11.37 | 10.05 | 18.95 | 5.52 | -3.87 |
Profit Per Trade % | 23.53 | 24.70 | 18.95 | 31.90 | 29.67 |
Loss Per Trade % | 16.54 | 16.54 | 0.00 | 34.39 | 15.12 |
Days In Trade | 217 | 189 | 28 | 217 | 217 |
Days In Trade (Avg. Per Trade) | 16.69 | 17.18 | 14.00 | 16.69 | 16.69 |
% Days In Trade | 55.93 | 48.71 | 7.22 | 55.93 | 55.93 |