| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| WMT | Walmart Inc. Common Stock | Consumer Defensive | Discount Stores | 930432 | 0.0079 | 116.7 | 18887201 |
| TGT | Target Corporation | Consumer Defensive | Discount Stores | 44118 | 0.0464 | 97.09 | 7727364 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.40 | ||
| 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: | 10000.00 | Final Equity: | 15667.44 |
| Total net P/L: | 5667.44 | Total ROI: | 56.67 % |
| CAGR: | 7.89 % | Max. DD: | 34.69 % |
| System Score: | 1.552 | Sharpe Ratio: | 1.130 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 466.39 | Comm.% P/L | 7.60 % |
| Total Transactions: | 400 | Log. Linearity: | 58.146 % |
| Total | Long |
Short |
WMT | TGT | |
|---|---|---|---|---|---|
| Total Profit/Loss | 6133.83 | 6789.70 | -655.87 | 3127.70 | 3006.13 |
| Total Profit | 28104.48 | 12070.47 | 16034.01 | 16573.00 | 27890.43 |
| Total Loss | 21970.65 | 5280.77 | 16689.88 | 13445.29 | 24884.30 |
| Profit Factor | 1.28 | 2.29 | 0.96 | 1.23 | 1.12 |
| Trades | 100 | 37 | 63 | 100 | 100 |
| Winning Trades | 61 | 22 | 39 | 63 | 50 |
| Losing Trades | 39 | 15 | 24 | 37 | 50 |
| % Profitable | 61.00 | 59.00 | 61.00 | 63.00 | 50.00 |
| Profit/Loss Per Trade % | 0.48 | 1.24 | 0.04 | 0.20 | 0.24 |
| Profit Per Trade % | 3.33 | 3.94 | 2.99 | 1.84 | 4.02 |
| Loss Per Trade % | 3.66 | 2.56 | 4.35 | 2.48 | 3.31 |
| Days In Trade | 728 | 230 | 498 | 728 | 728 |
| Days In Trade (Avg. Per Trade) | 7.28 | 6.22 | 7.90 | 7.28 | 7.28 |
| % Days In Trade | 33.75 | 10.66 | 23.09 | 33.75 | 33.75 |