| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| VZ | Verizon Communications Inc | Communication Services | Telecom Services | 172410 | 0.0677 | 40.89 | 22647315 |
| IEX | IDEX Corporation | Industrials | Specialty Industrial Machinery | 13471 | 0.0156 | 178.93 | 700210 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| 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: | 8138.50 |
| Total net P/L: | -1861.50 | Total ROI: | -18.61 % |
| CAGR: | -3.43 % | Max. DD: | 35.01 % |
| System Score: | -0.467 | Sharpe Ratio: | -0.238 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 334.67 | Comm.% P/L | 21.92 % |
| Total Transactions: | 320 | Log. Linearity: | 51.469 % |
| Total | Long |
Short |
VZ | IEX | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1526.83 | -683.94 | -842.89 | -863.24 | -663.59 |
| Total Profit | 11364.90 | 6079.34 | 5285.56 | 9802.67 | 11615.77 |
| Total Loss | 12891.73 | 6763.28 | 6128.45 | 10665.91 | 12279.36 |
| Profit Factor | 0.88 | 0.90 | 0.86 | 0.92 | 0.95 |
| Trades | 80 | 42 | 38 | 80 | 80 |
| Winning Trades | 40 | 21 | 19 | 41 | 36 |
| Losing Trades | 40 | 21 | 19 | 39 | 44 |
| % Profitable | 50.00 | 50.00 | 50.00 | 51.00 | 45.00 |
| Profit/Loss Per Trade % | -0.21 | -0.17 | -0.26 | -0.13 | -0.13 |
| Profit Per Trade % | 2.95 | 2.94 | 2.96 | 2.44 | 3.28 |
| Loss Per Trade % | 3.19 | 3.08 | 3.32 | 2.73 | 2.77 |
| Days In Trade | 887 | 461 | 426 | 887 | 887 |
| Days In Trade (Avg. Per Trade) | 11.09 | 10.98 | 11.21 | 11.09 | 11.09 |
| % Days In Trade | 41.12 | 21.37 | 19.75 | 41.12 | 41.12 |