| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AMAT | Applied Materials Inc | Technology | Semiconductor Equipment & Materials | 283366 | 0.0052 | 357.06 | 7657517 |
| 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: | 107680.80 |
| Total net P/L: | 7680.80 | Total ROI: | 7.68 % |
| CAGR: | 1.45 % | Max. DD: | 24.97 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.425 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 382.58 | Comm.% P/L | 4.74 % |
| Total Transactions: | 160 | Log. Linearity: | 0.144 % |
| Total | Long |
Short |
AMAT | MU | |
|---|---|---|---|---|---|
| Total Profit/Loss | 8063.38 | 8889.23 | -825.85 | 11489.36 | -3425.98 |
| Total Profit | 67661.83 | 29213.15 | 38448.68 | 65916.32 | 66654.96 |
| Total Loss | 59598.45 | 20323.92 | 39274.53 | 54426.96 | 70080.94 |
| Profit Factor | 1.14 | 1.44 | 0.98 | 1.21 | 0.95 |
| Trades | 40 | 16 | 24 | 40 | 40 |
| Winning Trades | 20 | 9 | 11 | 21 | 20 |
| Losing Trades | 20 | 7 | 13 | 19 | 20 |
| % Profitable | 50.00 | 56.00 | 45.00 | 52.00 | 50.00 |
| Profit/Loss Per Trade % | 0.19 | 0.55 | -0.04 | 0.21 | -0.12 |
| Profit Per Trade % | 3.34 | 3.25 | 3.41 | 3.04 | 3.30 |
| Loss Per Trade % | 2.82 | 2.76 | 2.85 | 2.77 | 3.34 |
| Days In Trade | 698 | 272 | 426 | 698 | 698 |
| Days In Trade (Avg. Per Trade) | 17.45 | 17.00 | 17.75 | 17.45 | 17.45 |
| % Days In Trade | 37.13 | 14.47 | 22.66 | 37.13 | 37.13 |