| 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 |
| KHC | Kraft Heinz Co | Consumer Defensive | Packaged Foods | 28940 | 0.0656 | 24.45 | 14104902 |
| 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: | 8683.85 |
| Total net P/L: | -1316.15 | Total ROI: | -13.16 % |
| CAGR: | -2.36 % | Max. DD: | 32.41 % |
| System Score: | -0.427 | Sharpe Ratio: | -0.151 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 466.79 | Comm.% P/L | 54.96 % |
| Total Transactions: | 356 | Log. Linearity: | 56.571 % |
| Total | Long |
Short |
VZ | KHC | |
|---|---|---|---|---|---|
| Total Profit/Loss | -849.36 | -1487.29 | 637.93 | 850.18 | -1699.54 |
| Total Profit | 12315.08 | 7164.38 | 5150.70 | 10765.49 | 12432.31 |
| Total Loss | 13164.44 | 8651.67 | 4512.77 | 9915.31 | 14131.85 |
| Profit Factor | 0.94 | 0.83 | 1.14 | 1.09 | 0.88 |
| Trades | 89 | 50 | 39 | 89 | 89 |
| Winning Trades | 52 | 29 | 23 | 51 | 41 |
| Losing Trades | 37 | 21 | 16 | 38 | 48 |
| % Profitable | 58.00 | 58.00 | 58.00 | 57.00 | 46.00 |
| Profit/Loss Per Trade % | -0.11 | -0.31 | 0.16 | 0.02 | -0.16 |
| Profit Per Trade % | 2.34 | 2.41 | 2.24 | 2.01 | 3.03 |
| Loss Per Trade % | 3.35 | 3.84 | 2.71 | 2.55 | 2.77 |
| Days In Trade | 877 | 495 | 382 | 877 | 877 |
| Days In Trade (Avg. Per Trade) | 9.85 | 9.90 | 9.79 | 9.85 | 9.85 |
| % Days In Trade | 40.66 | 22.95 | 17.71 | 40.66 | 40.66 |