| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| PPL | PPL Corporation | Utilities | Utilities - Regulated Electric | 28093 | 0.0288 | 37.35 | 7089841 |
| WEC | WEC Energy Group Inc | Utilities | Utilities - Regulated Electric | 37527 | 0.0307 | 115.22 | 2124877 |
| 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: | 10581.64 |
| Total net P/L: | 581.64 | Total ROI: | 5.82 % |
| CAGR: | 1.71 % | Max. DD: | 16.54 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.426 |
| Start Date: | 2023-01-02 | End Date: | 2026-04-30 |
| Total days: | 1214 | ||
| Commissions: | 181.20 | Comm.% P/L | 23.75 % |
| Total Transactions: | 144 | Log. Linearity: | 3.071 % |
| Total | Long |
Short |
PPL | WEC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 762.84 | 912.92 | -150.08 | 1360.34 | -597.50 |
| Total Profit | 2723.00 | 1411.00 | 1312.00 | 5814.19 | 3752.40 |
| Total Loss | 1960.16 | 498.08 | 1462.08 | 4453.85 | 4349.90 |
| Profit Factor | 1.39 | 2.83 | 0.90 | 1.31 | 0.86 |
| Trades | 36 | 20 | 16 | 36 | 36 |
| Winning Trades | 19 | 11 | 8 | 22 | 17 |
| Losing Trades | 17 | 9 | 8 | 14 | 19 |
| % Profitable | 52.00 | 55.00 | 50.00 | 61.00 | 47.00 |
| Profit/Loss Per Trade % | 0.21 | 0.50 | -0.15 | 0.38 | -0.25 |
| Profit Per Trade % | 1.51 | 1.38 | 1.69 | 2.79 | 2.25 |
| Loss Per Trade % | 1.20 | 0.57 | 1.91 | 3.26 | 2.41 |
| Days In Trade | 570 | 264 | 306 | 570 | 570 |
| Days In Trade (Avg. Per Trade) | 15.83 | 13.20 | 19.12 | 15.83 | 15.83 |
| % Days In Trade | 46.95 | 21.75 | 25.21 | 46.95 | 46.95 |