| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| QQQ | Invesco QQQ Trust | 0.0025 | 709.18 | 49375760 | |||
| SOXX | iShares Semiconductor ETF | 0.0061 | 497.4 | 7963774 |
| Entry Threshold: | 1.50 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 85 | ||||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 100000.00 | Final Equity: | 110874.13 |
| Total net P/L: | 10874.13 | Total ROI: | 10.87 % |
| CAGR: | 1.84 % | Max. DD: | 12.39 % |
| System Score: | 0.162 | Sharpe Ratio: | 0.684 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 260.01 | Comm.% P/L | 2.34 % |
| Total Transactions: | 212 | Log. Linearity: | 44.497 % |
| Total | Long |
Short |
QQQ | SOXX | |
|---|---|---|---|---|---|
| Total Profit/Loss | 11134.14 | -10842.04 | 21976.18 | -19125.22 | 30259.35 |
| Total Profit | 58045.25 | 15047.98 | 42997.28 | 42571.81 | 103284.98 |
| Total Loss | 46911.12 | 25890.02 | 21021.10 | 61697.02 | 73025.62 |
| Profit Factor | 1.24 | 0.58 | 2.05 | 0.69 | 1.41 |
| Trades | 53 | 24 | 29 | 53 | 53 |
| Winning Trades | 29 | 12 | 17 | 20 | 31 |
| Losing Trades | 24 | 12 | 12 | 33 | 22 |
| % Profitable | 54.00 | 50.00 | 58.00 | 37.00 | 58.00 |
| Profit/Loss Per Trade % | 0.20 | -0.42 | 0.72 | -0.39 | 0.50 |
| Profit Per Trade % | 1.93 | 1.20 | 2.44 | 2.03 | 3.21 |
| Loss Per Trade % | 1.83 | 1.99 | 1.67 | 1.81 | 3.11 |
| Days In Trade | 949 | 412 | 537 | 949 | 949 |
| Days In Trade (Avg. Per Trade) | 17.91 | 17.17 | 18.52 | 17.91 | 17.91 |
| % Days In Trade | 45.96 | 19.95 | 26.00 | 45.96 | 45.96 |