| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| NSC | Norfolk Southern Corporation | Industrials | Railroads | 72479 | 0.0169 | 322.71 | 1295602 |
| UNP | Union Pacific Corporation | Industrials | Railroads | 167576 | 0.0197 | 282.25 | 3282995 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 40 | Entry Mode: | Simple | Reversals: | |
| Regression Per: | 20 | ||||
| Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
| Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 7870.00 |
| Total net P/L: | -2130.00 | Total ROI: | -21.30 % |
| CAGR: | -21.35 % | Max. DD: | 54.58 % |
| System Score: | -0.002 | Sharpe Ratio: | -0.195 |
| Start Date: | 2025-07-01 | End Date: | 2026-06-30 |
| Total days: | 364 | ||
| Commissions: | 56.12 | Comm.% P/L | 2.71 % |
| Total Transactions: | 56 | Log. Linearity: | 4.351 % |
| Total | Long |
Short |
NSC | UNP | |
|---|---|---|---|---|---|
| Total Profit/Loss | -2073.88 | 1251.20 | -3325.08 | -2796.96 | 723.08 |
| Total Profit | 3755.54 | 1848.26 | 1907.28 | 4711.18 | 7913.14 |
| Total Loss | 5829.42 | 597.06 | 5232.36 | 7508.14 | 7190.06 |
| Profit Factor | 0.64 | 3.10 | 0.36 | 0.63 | 1.10 |
| Trades | 14 | 7 | 7 | 14 | 14 |
| Winning Trades | 11 | 5 | 6 | 9 | 6 |
| Losing Trades | 3 | 2 | 1 | 5 | 8 |
| % Profitable | 78.00 | 71.00 | 85.00 | 64.00 | 42.00 |
| Profit/Loss Per Trade % | -1.63 | 2.84 | -5.91 | -3.39 | 0.03 |
| Profit Per Trade % | 5.64 | 5.95 | 5.38 | 8.57 | 19.85 |
| Loss Per Trade % | 18.45 | 4.45 | 52.33 | 20.15 | 11.77 |
| Days In Trade | 129 | 78 | 51 | 129 | 129 |
| Days In Trade (Avg. Per Trade) | 9.21 | 11.14 | 7.29 | 9.21 | 9.21 |
| % Days In Trade | 35.44 | 21.43 | 14.01 | 35.44 | 35.44 |