| 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: | 1.90 | Exit Threshold: | -1.90 | ||
| 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: | 13276.68 |
| Total net P/L: | 3276.68 | Total ROI: | 32.77 % |
| CAGR: | 15.22 % | Max. DD: | 7.73 % |
| System Score: | 7.402 | Sharpe Ratio: | 1.964 |
| Start Date: | 2023-11-01 | End Date: | 2025-10-31 |
| Total days: | 730 | ||
| Commissions: | 348.00 | Comm.% P/L | 9.60 % |
| Total Transactions: | 348 | Log. Linearity: | 78.631 % |
| Total | Long |
Short |
AEE | WEC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3624.68 | 1600.49 | 2024.19 | 2249.90 | 1374.78 |
| Total Profit | 7737.63 | 3172.78 | 4564.85 | 10788.92 | 11152.21 |
| Total Loss | 4112.95 | 1572.29 | 2540.66 | 8539.02 | 9777.43 |
| Profit Factor | 1.88 | 2.02 | 1.80 | 1.26 | 1.14 |
| Trades | 87 | 40 | 47 | 87 | 87 |
| Winning Trades | 59 | 29 | 30 | 55 | 46 |
| Losing Trades | 28 | 11 | 17 | 32 | 41 |
| % Profitable | 67.00 | 72.00 | 63.00 | 63.00 | 52.00 |
| Profit/Loss Per Trade % | 0.36 | 0.34 | 0.37 | 0.18 | 0.11 |
| Profit Per Trade % | 1.14 | 0.94 | 1.34 | 1.67 | 2.07 |
| Loss Per Trade % | 1.25 | 1.21 | 1.28 | 2.26 | 2.00 |
| Days In Trade | 722 | 327 | 395 | 722 | 722 |
| Days In Trade (Avg. Per Trade) | 8.30 | 8.18 | 8.40 | 8.30 | 8.30 |
| % Days In Trade | 98.90 | 44.79 | 54.11 | 98.90 | 98.90 |