| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| FNLC | First Bancorp Inc | Financial Services | Banks - Regional | 324 | 0.0503 | 28.79 | 20695 |
| HWC | Hancock Whitney Corp | Financial Services | Banks - Regional | 5474 | 0.0269 | 67.03 | 839580 |
| Entry Threshold: | 1.50 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Inverted: | FNLC | Transformed: | FNLC | A=1000.0 B=0.1 | |
| Regression Per: | 40 | ||||
| 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: | 697996.85 |
| Total net P/L: | 687996.85 | Total ROI: | 6879.97 % |
| CAGR: | 113.99 % | Max. DD: | 33.23 % |
| System Score: | 97.570 | Sharpe Ratio: | 4.067 |
| Start Date: | 2020-01-02 | End Date: | 2025-07-31 |
| Total days: | 2037 | ||
| Commissions: | 8259.07 | Comm.% P/L | 1.19 % |
| Total Transactions: | 384 | Log. Linearity: | 94.948 % |
| Total | Long |
Short |
FNLC | HWC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 696255.93 | 201950.83 | 494305.09 | 439670.62 | 256585.30 |
| Total Profit | 822492.80 | 234628.02 | 587864.78 | 492349.79 | 408188.98 |
| Total Loss | 126236.87 | 32677.19 | 93559.68 | 52679.17 | 151603.67 |
| Profit Factor | 6.52 | 7.18 | 6.28 | 9.35 | 2.69 |
| Trades | 96 | 39 | 57 | 96 | 96 |
| Winning Trades | 70 | 31 | 39 | 78 | 61 |
| Losing Trades | 26 | 8 | 18 | 18 | 35 |
| % Profitable | 72.00 | 79.00 | 68.00 | 81.00 | 63.00 |
| Profit/Loss Per Trade % | 4.59 | 4.90 | 4.38 | 3.35 | 1.42 |
| Profit Per Trade % | 9.24 | 8.85 | 9.55 | 4.91 | 5.13 |
| Loss Per Trade % | 6.62 | 8.57 | 5.76 | 3.08 | 4.59 |
| Days In Trade | 962 | 368 | 594 | 962 | 962 |
| Days In Trade (Avg. Per Trade) | 10.02 | 9.44 | 10.42 | 10.02 | 10.02 |
| % Days In Trade | 47.23 | 18.07 | 29.16 | 47.23 | 47.23 |