| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| HWM | Howmet Aerospace Inc | Industrials | Aerospace & Defense | 97304 | 0.0018 | 242.69 | 2355053 |
| JCI | Johnson Controls International PLC | Industrials | Building Products & Equipment | 88639 | 0.0107 | 144.82 | 4668402 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 30 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 30 | ||||
| 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: | 10983.27 |
| Total net P/L: | 983.27 | Total ROI: | 9.83 % |
| CAGR: | 2.86 % | Max. DD: | 25.72 % |
| System Score: | 0.619 | Sharpe Ratio: | 0.437 |
| Start Date: | 2023-01-02 | End Date: | 2026-04-30 |
| Total days: | 1214 | ||
| Commissions: | 145.21 | Comm.% P/L | 12.87 % |
| Total Transactions: | 144 | Log. Linearity: | 60.054 % |
| Total | Long |
Short |
HWM | JCI | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1128.48 | 2969.36 | -1840.88 | -3688.30 | 4816.78 |
| Total Profit | 9219.63 | 3272.56 | 5947.07 | 8585.49 | 10906.66 |
| Total Loss | 8091.15 | 303.20 | 7787.95 | 12273.79 | 6089.88 |
| Profit Factor | 1.14 | 10.79 | 0.76 | 0.70 | 1.79 |
| Trades | 36 | 11 | 25 | 36 | 36 |
| Winning Trades | 25 | 9 | 16 | 21 | 22 |
| Losing Trades | 11 | 2 | 9 | 15 | 14 |
| % Profitable | 69.00 | 81.00 | 64.00 | 58.00 | 61.00 |
| Profit/Loss Per Trade % | 0.30 | 2.87 | -0.81 | -1.29 | 1.26 |
| Profit Per Trade % | 3.74 | 3.83 | 3.69 | 4.06 | 4.99 |
| Loss Per Trade % | 6.80 | 1.33 | 8.05 | 7.96 | 4.22 |
| Days In Trade | 579 | 137 | 442 | 579 | 579 |
| Days In Trade (Avg. Per Trade) | 16.08 | 12.45 | 17.68 | 16.08 | 16.08 |
| % Days In Trade | 47.69 | 11.29 | 36.41 | 47.69 | 47.69 |