| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| PG | Procter & Gamble Company | Consumer Defensive | Household & Personal Products | 337880 | 0.0288 | 149.05 | 9480179 |
| MDLZ | Mondelez International Inc | Consumer Defensive | Confectioners | 80780 | 0.032 | 64.18 | 9339533 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 15 | ||||
| Margin Req. 1: | 10.0 | Margin Req. 2: | 100.0 | High Leverage | |
| Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 100000.00 | Final Equity: | 100489.23 |
| Total net P/L: | 489.23 | Total ROI: | 0.49 % |
| CAGR: | 0.09 % | Max. DD: | 16.78 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.134 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 1549.51 | Comm.% P/L | 76.00 % |
| Total Transactions: | 336 | Log. Linearity: | 1.150 % |
| Total | Long |
Short |
PG | MDLZ | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2038.74 | 1360.41 | 678.33 | 5515.38 | -3476.64 |
| Total Profit | 71921.91 | 32942.72 | 38979.19 | 86193.21 | 81554.75 |
| Total Loss | 69883.17 | 31582.31 | 38300.86 | 80677.83 | 85031.39 |
| Profit Factor | 1.03 | 1.04 | 1.02 | 1.07 | 0.96 |
| Trades | 84 | 42 | 42 | 84 | 84 |
| Winning Trades | 53 | 28 | 25 | 51 | 36 |
| Losing Trades | 31 | 14 | 17 | 33 | 48 |
| % Profitable | 63.00 | 66.00 | 59.00 | 60.00 | 42.00 |
| Profit/Loss Per Trade % | 0.03 | 0.05 | -0.00 | 0.05 | -0.07 |
| Profit Per Trade % | 1.49 | 1.30 | 1.70 | 1.84 | 2.47 |
| Loss Per Trade % | 2.40 | 2.38 | 2.42 | 2.63 | 1.90 |
| Days In Trade | 850 | 400 | 450 | 850 | 850 |
| Days In Trade (Avg. Per Trade) | 10.12 | 9.52 | 10.71 | 10.12 | 10.12 |
| % Days In Trade | 43.13 | 20.29 | 22.83 | 43.13 | 43.13 |