| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| NAIL | Direxion Daily Homebuilders & Supplies Bull 3X Shares | 0 | 59.89 | 983027 | |||
| LEN | Lennar Corporation | Consumer Cyclical | Residential Construction | 29481 | 0.0168 | 119.37 | 4016440 |
| 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: | 3683891.44 |
| Total net P/L: | 2683891.44 | Total ROI: | 268.39 % |
| CAGR: | 24.54 % | Max. DD: | 34.58 % |
| System Score: | 16.618 | Sharpe Ratio: | 1.722 |
| Start Date: | 2020-01-02 | End Date: | 2025-12-10 |
| Total days: | 2169 | ||
| Commissions: | 75790.77 | Comm.% P/L | 2.75 % |
| Total Transactions: | 408 | Log. Linearity: | 87.819 % |
| Total | Long |
Short |
NAIL | LEN | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2759682.21 | 628187.59 | 2131494.62 | 3222365.40 | -462683.19 |
| Total Profit | 11021519.23 | 5792910.31 | 5228608.92 | 16468920.91 | 5961740.04 |
| Total Loss | 8261837.02 | 5164722.72 | 3097114.30 | 13246555.51 | 6424423.23 |
| Profit Factor | 1.33 | 1.12 | 1.69 | 1.24 | 0.93 |
| Trades | 102 | 52 | 50 | 102 | 102 |
| Winning Trades | 64 | 32 | 32 | 60 | 45 |
| Losing Trades | 38 | 20 | 18 | 42 | 57 |
| % Profitable | 62.00 | 61.00 | 64.00 | 58.00 | 44.00 |
| Profit/Loss Per Trade % | 1.31 | 1.18 | 1.45 | 1.02 | -0.46 |
| Profit Per Trade % | 6.92 | 7.26 | 6.59 | 10.79 | 4.81 |
| Loss Per Trade % | 7.20 | 7.62 | 6.75 | 10.77 | 4.30 |
| Days In Trade | 881 | 472 | 409 | 881 | 881 |
| Days In Trade (Avg. Per Trade) | 8.64 | 9.08 | 8.18 | 8.64 | 8.64 |
| % Days In Trade | 40.62 | 21.76 | 18.86 | 40.62 | 40.62 |