| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AEE | Ameren Corp | Utilities | Utilities - Regulated Electric | 27387 | 0.0271 | 101.28 | 1704798 |
| WEC | WEC Energy Group Inc | Utilities | Utilities - Regulated Electric | 36384 | 0.0314 | 111.85 | 2227073 |
| Entry Threshold: | 1.50 | Exit Threshold: | -1.50 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| Ve: | auto | Neutrality: | dollar | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.5 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 12307.51 |
| Total net P/L: | 2307.51 | Total ROI: | 23.08 % |
| CAGR: | 10.94 % | Max. DD: | 7.78 % |
| System Score: | 4.092 | Sharpe Ratio: | 1.460 |
| Start Date: | 2023-11-01 | End Date: | 2025-10-31 |
| Total days: | 730 | ||
| Commissions: | 384.00 | Comm.% P/L | 14.27 % |
| Total Transactions: | 384 | Log. Linearity: | 72.054 % |
| Total | Long |
Short |
AEE | WEC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2691.51 | 1150.91 | 1540.60 | 525.95 | 2165.56 |
| Total Profit | 6641.48 | 2794.44 | 3847.04 | 9024.63 | 10933.98 |
| Total Loss | 3949.97 | 1643.53 | 2306.44 | 8498.68 | 8768.42 |
| Profit Factor | 1.68 | 1.70 | 1.67 | 1.06 | 1.25 |
| Trades | 96 | 45 | 51 | 96 | 96 |
| Winning Trades | 65 | 31 | 34 | 60 | 49 |
| Losing Trades | 31 | 14 | 17 | 36 | 47 |
| % Profitable | 67.00 | 68.00 | 66.00 | 62.00 | 51.00 |
| Profit/Loss Per Trade % | 0.25 | 0.23 | 0.27 | 0.03 | 0.17 |
| Profit Per Trade % | 0.93 | 0.81 | 1.04 | 1.35 | 1.98 |
| Loss Per Trade % | 1.14 | 1.03 | 1.22 | 2.08 | 1.66 |
| Days In Trade | 723 | 332 | 391 | 723 | 723 |
| Days In Trade (Avg. Per Trade) | 7.53 | 7.38 | 7.67 | 7.53 | 7.53 |
| % Days In Trade | 99.04 | 45.48 | 53.56 | 99.04 | 99.04 |