| 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: | 90 | Entry Mode: | Simple | Reversals: | |
| Regression Per: | 20 | ||||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 9941.31 |
| Total net P/L: | -58.69 | Total ROI: | -0.59 % |
| CAGR: | -0.59 % | Max. DD: | 5.58 % |
| System Score: | -0.001 | Sharpe Ratio: | -0.118 |
| Start Date: | 2025-07-01 | End Date: | 2026-06-30 |
| Total days: | 364 | ||
| Commissions: | 56.00 | Comm.% P/L | 2081.78 % |
| Total Transactions: | 56 | Log. Linearity: | 13.482 % |
| Total | Long |
Short |
NSC | UNP | |
|---|---|---|---|---|---|
| Total Profit/Loss | -2.69 | 201.50 | -204.19 | -253.37 | 250.68 |
| Total Profit | 595.65 | 287.53 | 308.12 | 739.58 | 1188.85 |
| Total Loss | 598.34 | 86.03 | 512.31 | 992.95 | 938.17 |
| Profit Factor | 1.00 | 3.34 | 0.60 | 0.74 | 1.27 |
| 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 % | -0.00 | 0.30 | -0.30 | -0.19 | 0.17 |
| Profit Per Trade % | 0.56 | 0.59 | 0.53 | 0.85 | 2.02 |
| Loss Per Trade % | 1.98 | 0.44 | 5.12 | 2.02 | 1.19 |
| 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 |