| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| NVDA | NVIDIA Corporation | Technology | Semiconductors | 4534872 | 0.0002 | 186.26 | 226219955 |
| SOXX | iShares Semiconductor ETF | 0.0108 | 295.86 | 6047967 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 10 | 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: | 7981.52 |
| Total net P/L: | -2018.48 | Total ROI: | -20.18 % |
| CAGR: | -27.95 % | Max. DD: | 29.11 % |
| System Score: | -13.945 | Sharpe Ratio: | -1.298 |
| Start Date: | 2023-11-01 | End Date: | 2024-07-09 |
| Total days: | 251 | ||
| Commissions: | 44.21 | Comm.% P/L | 2.24 % |
| Total Transactions: | 44 | Log. Linearity: | 79.310 % |
| Total | Long |
Short |
NVDA | SOXX | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1974.27 | 1176.73 | -3150.99 | -3342.20 | 1367.93 |
| Total Profit | 1443.50 | 1277.44 | 166.06 | 1735.36 | 1825.85 |
| Total Loss | 3417.76 | 100.71 | 3317.05 | 5077.56 | 457.92 |
| Profit Factor | 0.42 | 12.68 | 0.05 | 0.34 | 3.99 |
| Trades | 11 | 5 | 6 | 11 | 11 |
| Winning Trades | 5 | 4 | 1 | 4 | 7 |
| Losing Trades | 6 | 1 | 5 | 7 | 4 |
| % Profitable | 45.00 | 80.00 | 16.00 | 36.00 | 63.00 |
| Profit/Loss Per Trade % | -1.98 | 2.99 | -5.94 | -3.50 | 1.32 |
| Profit Per Trade % | 3.61 | 4.01 | 2.04 | 5.48 | 2.97 |
| Loss Per Trade % | 6.25 | 0.99 | 7.34 | 7.99 | 1.46 |
| Days In Trade | 89 | 27 | 62 | 89 | 89 |
| Days In Trade (Avg. Per Trade) | 8.09 | 5.40 | 10.33 | 8.09 | 8.09 |
| % Days In Trade | 35.46 | 10.76 | 24.70 | 35.46 | 35.46 |