| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| TFC | Truist Financial Corp | Financial Services | Banks - Regional | 64375 | 0.0405 | 51.67 | 8934386 |
| CFG | Citizens Financial Group, Inc. | Financial Services | Banks - Regional | 29746 | 0.0252 | 70.34 | 4824210 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 15 | 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: | 9366.96 |
| Total net P/L: | -633.04 | Total ROI: | -6.33 % |
| CAGR: | -3.22 % | Max. DD: | 11.13 % |
| System Score: | -0.533 | Sharpe Ratio: | -0.440 |
| Start Date: | 2024-07-01 | End Date: | 2026-06-30 |
| Total days: | 729 | ||
| Commissions: | 132.07 | Comm.% P/L | 26.36 % |
| Total Transactions: | 120 | Log. Linearity: | 54.900 % |
| Total | Long |
Short |
TFC | CFG | |
|---|---|---|---|---|---|
| Total Profit/Loss | -500.97 | -1725.19 | 1224.22 | 3582.70 | -4083.67 |
| Total Profit | 2114.07 | 857.35 | 1256.72 | 6821.55 | 4228.52 |
| Total Loss | 2615.04 | 2582.54 | 32.50 | 3238.85 | 8312.19 |
| Profit Factor | 0.81 | 0.33 | 38.67 | 2.11 | 0.51 |
| Trades | 30 | 18 | 12 | 30 | 30 |
| Winning Trades | 16 | 5 | 11 | 19 | 12 |
| Losing Trades | 14 | 13 | 1 | 11 | 17 |
| % Profitable | 53.00 | 27.00 | 91.00 | 63.00 | 40.00 |
| Profit/Loss Per Trade % | -0.17 | -0.98 | 1.04 | 1.09 | -1.46 |
| Profit Per Trade % | 1.36 | 1.78 | 1.17 | 3.57 | 3.61 |
| Loss Per Trade % | 1.88 | 2.00 | 0.32 | 3.02 | 4.83 |
| Days In Trade | 250 | 156 | 94 | 250 | 250 |
| Days In Trade (Avg. Per Trade) | 8.33 | 8.67 | 7.83 | 8.33 | 8.33 |
| % Days In Trade | 34.29 | 21.40 | 12.89 | 34.29 | 34.29 |