| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| IBOC | International Bancshares Corporation | Financial Services | Banks - Regional | 4487 | 0.0197 | 70.92 | 293913 |
| YANG | Direxion Daily FTSE China Bear 3X Shares | 0.0134 | 30.34 | 1645755 |
| 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: | 5093.83 |
| Total net P/L: | -4906.17 | Total ROI: | -49.06 % |
| CAGR: | -11.74 % | Max. DD: | 83.44 % |
| System Score: | -0.001 | Sharpe Ratio: | 0.279 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 343.25 | Comm.% P/L | 7.52 % |
| Total Transactions: | 336 | Log. Linearity: | 3.638 % |
| Total | Long |
Short |
IBOC | YANG | |
|---|---|---|---|---|---|
| Total Profit/Loss | -4562.92 | -8425.08 | 3862.16 | 780.79 | -5343.71 |
| Total Profit | 30741.76 | 12903.79 | 17837.97 | 8232.75 | 26552.21 |
| Total Loss | 35304.68 | 21328.87 | 13975.82 | 7451.97 | 31895.92 |
| Profit Factor | 0.87 | 0.60 | 1.28 | 1.10 | 0.83 |
| Trades | 84 | 39 | 45 | 84 | 84 |
| Winning Trades | 46 | 20 | 26 | 48 | 42 |
| Losing Trades | 38 | 19 | 19 | 36 | 42 |
| % Profitable | 54.00 | 51.00 | 57.00 | 57.00 | 50.00 |
| Profit/Loss Per Trade % | -0.72 | -2.79 | 1.10 | 0.27 | -0.89 |
| Profit Per Trade % | 10.82 | 10.82 | 10.82 | 2.89 | 10.49 |
| Loss Per Trade % | 11.75 | 13.20 | 10.32 | 3.02 | 10.09 |
| Days In Trade | 781 | 358 | 423 | 781 | 781 |
| Days In Trade (Avg. Per Trade) | 9.30 | 9.18 | 9.40 | 9.30 | 9.30 |
| % Days In Trade | 39.62 | 18.16 | 21.46 | 39.62 | 39.62 |