| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MCD | McDonald’s Corporation | Consumer Cyclical | Restaurants | 217698 | 0.0236 | 306.26 | 3250987 |
| SBUX | Starbucks Corporation | Consumer Cyclical | Restaurants | 112039 | 0.025 | 98.34 | 9342550 |
| 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: | 10347.25 |
| Total net P/L: | 347.25 | Total ROI: | 3.47 % |
| CAGR: | 0.65 % | Max. DD: | 30.54 % |
| System Score: | 0.003 | Sharpe Ratio: | 0.301 |
| Start Date: | 2021-01-04 | End Date: | 2026-03-31 |
| Total days: | 1912 | ||
| Commissions: | 332.00 | Comm.% P/L | 48.88 % |
| Total Transactions: | 332 | Log. Linearity: | 17.185 % |
| Total | Long |
Short |
MCD | SBUX | |
|---|---|---|---|---|---|
| Total Profit/Loss | 679.25 | -293.18 | 972.43 | 213.08 | 466.17 |
| Total Profit | 12009.58 | 3946.14 | 8063.44 | 7707.92 | 13165.78 |
| Total Loss | 11330.33 | 4239.32 | 7091.01 | 7494.84 | 12699.61 |
| Profit Factor | 1.06 | 0.93 | 1.14 | 1.03 | 1.04 |
| Trades | 83 | 33 | 50 | 83 | 83 |
| Winning Trades | 43 | 20 | 23 | 53 | 35 |
| Losing Trades | 40 | 13 | 27 | 30 | 48 |
| % Profitable | 51.00 | 60.00 | 46.00 | 63.00 | 42.00 |
| Profit/Loss Per Trade % | 0.09 | -0.08 | 0.19 | -0.04 | 0.07 |
| Profit Per Trade % | 3.12 | 2.25 | 3.88 | 1.57 | 4.25 |
| Loss Per Trade % | 3.02 | 3.50 | 2.78 | 2.76 | 2.83 |
| Days In Trade | 775 | 283 | 492 | 775 | 775 |
| Days In Trade (Avg. Per Trade) | 9.34 | 8.58 | 9.84 | 9.34 | 9.34 |
| % Days In Trade | 40.53 | 14.80 | 25.73 | 40.53 | 40.53 |