| 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: | 2.00 | Exit Threshold: | -2.00 | ||
| 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: | 13248.49 |
| Total net P/L: | 3248.49 | Total ROI: | 32.48 % |
| CAGR: | 15.10 % | Max. DD: | 7.16 % |
| System Score: | 7.587 | Sharpe Ratio: | 1.962 |
| Start Date: | 2023-11-01 | End Date: | 2025-10-31 |
| Total days: | 730 | ||
| Commissions: | 336.00 | Comm.% P/L | 9.37 % |
| Total Transactions: | 336 | Log. Linearity: | 79.497 % |
| Total | Long |
Short |
AEE | WEC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3584.49 | 1602.14 | 1982.35 | 2631.34 | 953.15 |
| Total Profit | 7481.34 | 3103.08 | 4378.26 | 10687.25 | 10556.88 |
| Total Loss | 3896.85 | 1500.94 | 2395.91 | 8055.91 | 9603.73 |
| Profit Factor | 1.92 | 2.07 | 1.83 | 1.33 | 1.10 |
| Trades | 84 | 39 | 45 | 84 | 84 |
| Winning Trades | 56 | 28 | 28 | 54 | 44 |
| Losing Trades | 28 | 11 | 17 | 30 | 40 |
| % Profitable | 66.00 | 71.00 | 62.00 | 64.00 | 52.00 |
| Profit/Loss Per Trade % | 0.37 | 0.35 | 0.38 | 0.23 | 0.07 |
| Profit Per Trade % | 1.16 | 0.95 | 1.37 | 1.68 | 2.04 |
| Loss Per Trade % | 1.18 | 1.15 | 1.20 | 2.26 | 2.02 |
| Days In Trade | 696 | 327 | 369 | 696 | 696 |
| Days In Trade (Avg. Per Trade) | 8.29 | 8.38 | 8.20 | 8.29 | 8.29 |
| % Days In Trade | 95.34 | 44.79 | 50.55 | 95.34 | 95.34 |