| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ADBE | Adobe Systems Incorporated | Technology | Software - Application | 150447 | 354.66 | 4093658 | |
| TGT | Target Corporation | Consumer Defensive | Discount Stores | 44804 | 0.0461 | 98.6 | 7632691 |
| 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: | 27324.31 |
| Total net P/L: | 17324.31 | Total ROI: | 173.24 % |
| CAGR: | 18.54 % | Max. DD: | 37.24 % |
| System Score: | 11.257 | Sharpe Ratio: | 1.820 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 390.83 | Comm.% P/L | 2.21 % |
| Total Transactions: | 376 | Log. Linearity: | 84.675 % |
| Total | Long |
Short |
ADBE | TGT | |
|---|---|---|---|---|---|
| Total Profit/Loss | 17715.14 | 6676.43 | 11038.71 | 9965.61 | 7749.53 |
| Total Profit | 53900.19 | 24929.80 | 28970.39 | 40875.18 | 37193.03 |
| Total Loss | 36185.05 | 18253.37 | 17931.68 | 30909.58 | 29443.50 |
| Profit Factor | 1.49 | 1.37 | 1.62 | 1.32 | 1.26 |
| Trades | 94 | 46 | 48 | 94 | 94 |
| Winning Trades | 59 | 26 | 33 | 55 | 51 |
| Losing Trades | 35 | 20 | 15 | 39 | 43 |
| % Profitable | 62.00 | 56.00 | 68.00 | 58.00 | 54.00 |
| Profit/Loss Per Trade % | 1.10 | 1.07 | 1.13 | 0.59 | 0.44 |
| Profit Per Trade % | 5.11 | 5.34 | 4.92 | 4.23 | 4.12 |
| Loss Per Trade % | 4.98 | 4.08 | 6.19 | 4.17 | 3.56 |
| Days In Trade | 955 | 427 | 528 | 955 | 955 |
| Days In Trade (Avg. Per Trade) | 10.16 | 9.28 | 11.00 | 10.16 | 10.16 |
| % Days In Trade | 44.27 | 19.80 | 24.48 | 44.27 | 44.27 |