| 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: | 1.70 | Exit Threshold: | 0.20 | ||
| 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: | 15417.14 |
| Total net P/L: | 5417.14 | Total ROI: | 54.17 % |
| CAGR: | 54.35 % | Max. DD: | 11.80 % |
| System Score: | 19.664 | Sharpe Ratio: | 1.766 |
| Start Date: | 2024-10-01 | End Date: | 2025-09-30 |
| Total days: | 364 | ||
| Commissions: | 423.92 | Comm.% P/L | 7.26 % |
| Total Transactions: | 176 | Log. Linearity: | 71.255 % |
| Total | Long |
Short |
KLIC | COHU | |
|---|---|---|---|---|---|
| Total Profit/Loss | 5841.06 | 2458.76 | 3382.29 | 8412.34 | -2571.29 |
| Total Profit | 9163.74 | 4179.41 | 4984.32 | 14331.08 | 9449.63 |
| Total Loss | 3322.68 | 1720.65 | 1602.03 | 5918.74 | 12020.92 |
| Profit Factor | 2.76 | 2.43 | 3.11 | 2.42 | 0.79 |
| Trades | 44 | 20 | 24 | 44 | 44 |
| Winning Trades | 34 | 17 | 17 | 26 | 23 |
| Losing Trades | 10 | 3 | 7 | 18 | 21 |
| % Profitable | 77.00 | 85.00 | 70.00 | 59.00 | 52.00 |
| Profit/Loss Per Trade % | 1.07 | 0.94 | 1.17 | 1.54 | -0.70 |
| Profit Per Trade % | 2.19 | 1.93 | 2.44 | 4.47 | 3.22 |
| Loss Per Trade % | 2.61 | 4.42 | 1.84 | 2.50 | 4.58 |
| Days In Trade | 288 | 129 | 159 | 288 | 288 |
| Days In Trade (Avg. Per Trade) | 6.55 | 6.45 | 6.62 | 6.55 | 6.55 |
| % Days In Trade | 79.12 | 35.44 | 43.68 | 79.12 | 79.12 |