| 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: | 45 | ||||
| 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: | 109837.40 |
| Total net P/L: | 9837.40 | Total ROI: | 9.84 % |
| CAGR: | 1.67 % | Max. DD: | 16.55 % |
| System Score: | 0.298 | Sharpe Ratio: | 0.577 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 347.41 | Comm.% P/L | 3.41 % |
| Total Transactions: | 276 | Log. Linearity: | 56.251 % |
| Total | Long |
Short |
QQQ | SOXX | |
|---|---|---|---|---|---|
| Total Profit/Loss | 10184.81 | -7808.84 | 17993.65 | -15746.75 | 25931.56 |
| Total Profit | 69304.52 | 21861.87 | 47442.65 | 46337.71 | 114247.23 |
| Total Loss | 59119.70 | 29670.70 | 29449.00 | 62084.46 | 88315.67 |
| Profit Factor | 1.17 | 0.74 | 1.61 | 0.75 | 1.29 |
| Trades | 69 | 30 | 39 | 69 | 69 |
| Winning Trades | 42 | 17 | 25 | 29 | 36 |
| Losing Trades | 27 | 13 | 14 | 40 | 33 |
| % Profitable | 60.00 | 56.00 | 64.00 | 42.00 | 52.00 |
| Profit/Loss Per Trade % | 0.14 | -0.24 | 0.44 | -0.26 | 0.34 |
| Profit Per Trade % | 1.55 | 1.22 | 1.78 | 1.46 | 2.98 |
| Loss Per Trade % | 2.00 | 2.10 | 1.91 | 1.47 | 2.42 |
| Days In Trade | 1105 | 493 | 612 | 1105 | 1105 |
| Days In Trade (Avg. Per Trade) | 16.01 | 16.43 | 15.69 | 16.01 | 16.01 |
| % Days In Trade | 53.51 | 23.87 | 29.64 | 53.51 | 53.51 |