| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| KLAC | KLA Corporation | Technology | Semiconductor Equipment & Materials | 314133 | 0.0031 | 240.48 | 10599531 |
| AMAT | Applied Materials Inc | Technology | Semiconductor Equipment & Materials | 467618 | 0.0033 | 588.97 | 7842624 |
| 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: | 9989.71 |
| Total net P/L: | -10.29 | Total ROI: | -0.10 % |
| CAGR: | -0.03 % | Max. DD: | 23.62 % |
| System Score: | -0.000 | Sharpe Ratio: | 0.124 |
| Start Date: | 2023-01-02 | End Date: | 2026-05-29 |
| Total days: | 1243 | ||
| Commissions: | 249.70 | Comm.% P/L | 104.30 % |
| Total Transactions: | 244 | Log. Linearity: | 2.283 % |
| Total | Long |
Short |
KLAC | AMAT | |
|---|---|---|---|---|---|
| Total Profit/Loss | 239.41 | 32.09 | 207.32 | 8038.29 | -7798.89 |
| Total Profit | 6956.42 | 3273.77 | 3682.65 | 20521.41 | 13113.01 |
| Total Loss | 6717.02 | 3241.68 | 3475.34 | 12483.12 | 20911.90 |
| Profit Factor | 1.04 | 1.01 | 1.06 | 1.64 | 0.63 |
| Trades | 61 | 25 | 36 | 61 | 61 |
| Winning Trades | 36 | 15 | 21 | 38 | 25 |
| Losing Trades | 25 | 10 | 15 | 23 | 36 |
| % Profitable | 59.00 | 60.00 | 58.00 | 62.00 | 40.00 |
| Profit/Loss Per Trade % | 0.04 | -0.01 | 0.07 | 1.04 | -1.35 |
| Profit Per Trade % | 1.86 | 2.10 | 1.68 | 5.06 | 4.90 |
| Loss Per Trade % | 2.45 | 2.97 | 2.11 | 5.04 | 5.34 |
| Days In Trade | 557 | 206 | 351 | 557 | 557 |
| Days In Trade (Avg. Per Trade) | 9.13 | 8.24 | 9.75 | 9.13 | 9.13 |
| % Days In Trade | 44.81 | 16.57 | 28.24 | 44.81 | 44.81 |