| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| KLIC | Kulicke and Soffa Industries Inc | Technology | Semiconductor Equipment & Materials | 2137 | 0.02 | 40.99 | 575242 |
| COHU | Cohu Inc | Technology | Semiconductor Equipment & Materials | 1097 | 23.48 | 552839 |
| Entry Threshold: | 1.80 | Exit Threshold: | 0.00 | ||
| 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: | 14511.50 |
| Total net P/L: | 4511.49 | Total ROI: | 45.11 % |
| CAGR: | 45.26 % | Max. DD: | 11.81 % |
| System Score: | 7.502 | Sharpe Ratio: | 1.550 |
| Start Date: | 2024-10-01 | End Date: | 2025-09-30 |
| Total days: | 364 | ||
| Commissions: | 366.29 | Comm.% P/L | 7.51 % |
| Total Transactions: | 160 | Log. Linearity: | 54.930 % |
| Total | Long |
Short |
KLIC | COHU | |
|---|---|---|---|---|---|
| Total Profit/Loss | 4877.78 | 2316.34 | 2561.45 | 6917.86 | -2040.08 |
| Total Profit | 8243.69 | 3942.47 | 4301.23 | 11838.48 | 7896.50 |
| Total Loss | 3365.91 | 1626.13 | 1739.78 | 4920.61 | 9936.58 |
| Profit Factor | 2.45 | 2.42 | 2.47 | 2.41 | 0.79 |
| Trades | 40 | 18 | 22 | 40 | 40 |
| Winning Trades | 30 | 15 | 15 | 24 | 20 |
| Losing Trades | 10 | 3 | 7 | 16 | 20 |
| % Profitable | 75.00 | 83.00 | 68.00 | 60.00 | 50.00 |
| Profit/Loss Per Trade % | 1.01 | 1.02 | 1.01 | 1.42 | -0.62 |
| Profit Per Trade % | 2.31 | 2.15 | 2.48 | 4.11 | 3.23 |
| Loss Per Trade % | 2.76 | 4.42 | 2.06 | 2.45 | 4.08 |
| Days In Trade | 283 | 124 | 159 | 283 | 283 |
| Days In Trade (Avg. Per Trade) | 7.08 | 6.89 | 7.23 | 7.08 | 7.08 |
| % Days In Trade | 77.75 | 34.07 | 43.68 | 77.75 | 77.75 |