| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| LEN | Lennar Corporation | Consumer Cyclical | Residential Construction | 29481 | 0.0168 | 119.37 | 4016440 |
| NAIL | Direxion Daily Homebuilders & Supplies Bull 3X Shares | 0 | 59.89 | 983027 |
| 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: | 1000000.00 | Final Equity: | 4929467.71 |
| Total net P/L: | 3929467.71 | Total ROI: | 392.95 % |
| CAGR: | 30.79 % | Max. DD: | 37.94 % |
| System Score: | 18.387 | Sharpe Ratio: | 2.021 |
| Start Date: | 2020-01-02 | End Date: | 2025-12-10 |
| Total days: | 2169 | ||
| Commissions: | 102916.66 | Comm.% P/L | 2.55 % |
| Total Transactions: | 440 | Log. Linearity: | 84.208 % |
| Total | Long |
Short |
LEN | NAIL | |
|---|---|---|---|---|---|
| Total Profit/Loss | 4032384.37 | 2167759.91 | 1864624.46 | -140972.65 | 4173357.02 |
| Total Profit | 15395727.09 | 6932198.49 | 8463528.60 | 8270169.99 | 23214901.28 |
| Total Loss | 11363342.72 | 4764438.58 | 6598904.14 | 8411142.64 | 19041544.26 |
| Profit Factor | 1.35 | 1.45 | 1.28 | 0.98 | 1.22 |
| Trades | 110 | 49 | 61 | 110 | 110 |
| Winning Trades | 66 | 30 | 36 | 56 | 62 |
| Losing Trades | 44 | 19 | 25 | 54 | 48 |
| % Profitable | 60.00 | 61.00 | 59.00 | 50.00 | 56.00 |
| Profit/Loss Per Trade % | 1.49 | 1.34 | 1.61 | -0.72 | 1.40 |
| Profit Per Trade % | 7.36 | 6.78 | 7.85 | 3.94 | 11.79 |
| Loss Per Trade % | 6.52 | 6.48 | 6.55 | 5.10 | 10.14 |
| Days In Trade | 956 | 428 | 528 | 956 | 956 |
| Days In Trade (Avg. Per Trade) | 8.69 | 8.73 | 8.66 | 8.69 | 8.69 |
| % Days In Trade | 44.08 | 19.73 | 24.34 | 44.08 | 44.08 |