| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AMAT | Applied Materials Inc | Technology | Semiconductor Equipment & Materials | 326031 | 0.0047 | 410.82 | 7516651 |
| TER | Teradyne Inc | Technology | Semiconductor Equipment & Materials | 55901 | 0.0015 | 357.1 | 3629361 |
| 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: | 11888.69 |
| Total net P/L: | 1888.70 | Total ROI: | 18.89 % |
| CAGR: | 3.31 % | Max. DD: | 40.06 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.585 |
| Start Date: | 2021-01-04 | End Date: | 2026-04-30 |
| Total days: | 1942 | ||
| Commissions: | 228.00 | Comm.% P/L | 10.77 % |
| Total Transactions: | 228 | Log. Linearity: | 1.626 % |
| Total | Long |
Short |
AMAT | TER | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2116.70 | 2525.86 | -409.17 | -2291.99 | 4408.69 |
| Total Profit | 14062.76 | 5688.14 | 8374.63 | 14694.74 | 20074.63 |
| Total Loss | 11946.07 | 3162.27 | 8783.80 | 16986.73 | 15665.95 |
| Profit Factor | 1.18 | 1.80 | 0.95 | 0.87 | 1.28 |
| Trades | 57 | 21 | 36 | 57 | 57 |
| Winning Trades | 37 | 14 | 23 | 27 | 33 |
| Losing Trades | 20 | 7 | 13 | 30 | 24 |
| % Profitable | 64.00 | 66.00 | 63.00 | 47.00 | 57.00 |
| Profit/Loss Per Trade % | 0.35 | 1.15 | -0.12 | -0.70 | 0.58 |
| Profit Per Trade % | 4.36 | 4.55 | 4.25 | 6.03 | 6.91 |
| Loss Per Trade % | 6.17 | 5.25 | 6.66 | 6.03 | 7.23 |
| Days In Trade | 806 | 261 | 545 | 806 | 806 |
| Days In Trade (Avg. Per Trade) | 14.14 | 12.43 | 15.14 | 14.14 | 14.14 |
| % Days In Trade | 41.50 | 13.44 | 28.06 | 41.50 | 41.50 |