| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ASML | ASML Holding NV ADR | Technology | Semiconductor Equipment & Materials | 517230 | 0.0067 | 1317.25 | 1666376 |
| MU | Micron Technology Inc | Technology | Semiconductors | 476919 | 0.0011 | 422.9 | 28084140 |
| Entry Threshold: | 1.50 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 90 | ||||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 100000.00 | Final Equity: | 139665.63 |
| Total net P/L: | 39665.63 | Total ROI: | 39.67 % |
| CAGR: | 6.70 % | Max. DD: | 19.74 % |
| System Score: | 1.031 | Sharpe Ratio: | 1.246 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 433.16 | Comm.% P/L | 1.08 % |
| Total Transactions: | 208 | Log. Linearity: | 53.592 % |
| Total | Long |
Short |
ASML | MU | |
|---|---|---|---|---|---|
| Total Profit/Loss | 40098.79 | 11136.07 | 28962.71 | 35113.35 | 4985.44 |
| Total Profit | 126786.90 | 61868.00 | 64918.90 | 123056.98 | 112405.32 |
| Total Loss | 86688.12 | 50731.93 | 35956.19 | 87943.64 | 107419.88 |
| Profit Factor | 1.46 | 1.22 | 1.81 | 1.40 | 1.05 |
| Trades | 52 | 25 | 27 | 52 | 52 |
| Winning Trades | 31 | 13 | 18 | 28 | 25 |
| Losing Trades | 21 | 12 | 9 | 24 | 27 |
| % Profitable | 59.00 | 52.00 | 66.00 | 53.00 | 48.00 |
| Profit/Loss Per Trade % | 0.65 | 0.52 | 0.77 | 0.52 | 0.02 |
| Profit Per Trade % | 3.66 | 4.46 | 3.08 | 3.88 | 3.96 |
| Loss Per Trade % | 3.55 | 3.51 | 3.61 | 3.22 | 3.41 |
| Days In Trade | 867 | 449 | 418 | 867 | 867 |
| Days In Trade (Avg. Per Trade) | 16.67 | 17.96 | 15.48 | 16.67 | 16.67 |
| % Days In Trade | 46.12 | 23.88 | 22.23 | 46.12 | 46.12 |