| Model: | Kalman | 
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d | 
| MYD | BlackRock MuniYield Fund | Financial Services | Asset Management | 545 | 0.0529 | 10.57 | 118027 | 
| NXN | Nuveen New York Select Tax-Free Income Portfolio | Financial Services | Asset Management | 47 | 0.0413 | 12.01 | 11286 | 
| Entry Threshold: | 0.50 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| δ: | 0.0001 | Ve: | 0.001 | Neutrality: | dollar | 
| Aux StdDev Per: | 0 | Unstable Period: | 20 | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2014.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 17768.10 | 
| Total net P/L: | 7768.10 | Total ROI: | 77.68 % | 
| CAGR: | 12.19 % | Max. DD: | 11.45 % | 
| System Score: | 9.789 | Sharpe Ratio: | 2.170 | 
| Start Date: | 2017-01-02 | End Date: | 2021-12-31 | 
| Total days: | 1824 | ||
| Commissions: | 6758.64 | Comm.% P/L | 46.53 % | 
| Total Transactions: | 1484 | Log. Linearity: | 92.949 % | 
| Total |  Long |  Short | MYD | NXN | |
|---|---|---|---|---|---|
| Total Profit/Loss | 14526.74 | 6704.99 | 7821.75 | -7748.95 | 22275.70 | 
| Total Profit | 27336.38 | 12742.60 | 14593.78 | 12886.38 | 30784.87 | 
| Total Loss | 12809.63 | 6037.61 | 6772.03 | 20635.33 | 8509.17 | 
| Profit Factor | 2.13 | 2.11 | 2.16 | 0.62 | 3.62 | 
| Trades | 371 | 187 | 184 | 371 | 371 | 
| Winning Trades | 269 | 139 | 130 | 175 | 250 | 
| Losing Trades | 102 | 48 | 54 | 195 | 120 | 
| % Profitable | 72.00 | 74.00 | 70.00 | 47.00 | 67.00 | 
| Profit/Loss Per Trade % | 0.30 | 0.28 | 0.32 | -0.15 | 0.44 | 
| Profit Per Trade % | 0.80 | 0.72 | 0.88 | 0.59 | 0.94 | 
| Loss Per Trade % | 0.99 | 0.99 | 0.98 | 0.80 | 0.57 | 
| Days In Trade | 996 | 519 | 477 | 996 | 996 | 
| Days In Trade (Avg. Per Trade) | 2.68 | 2.78 | 2.59 | 2.68 | 2.68 | 
| % Days In Trade | 54.61 | 28.45 | 26.15 | 54.61 | 54.61 | 
 
            