| 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: | 2.30 | Exit Threshold: | -2.30 | ||
| 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: | 13035.20 |
| Total net P/L: | 3035.20 | Total ROI: | 30.35 % |
| CAGR: | 14.17 % | Max. DD: | 9.53 % |
| System Score: | 5.127 | Sharpe Ratio: | 1.849 |
| Start Date: | 2023-11-01 | End Date: | 2025-10-31 |
| Total days: | 730 | ||
| Commissions: | 296.00 | Comm.% P/L | 8.89 % |
| Total Transactions: | 296 | Log. Linearity: | 71.253 % |
| Total | Long |
Short |
AEE | WEC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3331.20 | 1408.22 | 1922.98 | 1502.71 | 1828.49 |
| Total Profit | 6736.35 | 2713.36 | 4022.99 | 9595.37 | 10444.94 |
| Total Loss | 3405.15 | 1305.14 | 2100.01 | 8092.66 | 8616.45 |
| Profit Factor | 1.98 | 2.08 | 1.92 | 1.19 | 1.21 |
| Trades | 74 | 34 | 40 | 74 | 74 |
| Winning Trades | 51 | 25 | 26 | 47 | 39 |
| Losing Trades | 23 | 9 | 14 | 27 | 35 |
| % Profitable | 68.00 | 73.00 | 65.00 | 63.00 | 52.00 |
| Profit/Loss Per Trade % | 0.39 | 0.36 | 0.42 | 0.14 | 0.17 |
| Profit Per Trade % | 1.16 | 0.94 | 1.37 | 1.76 | 2.29 |
| Loss Per Trade % | 1.26 | 1.23 | 1.29 | 2.55 | 2.10 |
| Days In Trade | 697 | 335 | 362 | 697 | 697 |
| Days In Trade (Avg. Per Trade) | 9.42 | 9.85 | 9.05 | 9.42 | 9.42 |
| % Days In Trade | 95.48 | 45.89 | 49.59 | 95.48 | 95.48 |