| 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: | 15439.87 |
| Total net P/L: | 5439.87 | Total ROI: | 54.40 % |
| CAGR: | 54.58 % | Max. DD: | 11.81 % |
| System Score: | 21.448 | Sharpe Ratio: | 1.766 |
| Start Date: | 2024-10-01 | End Date: | 2025-09-30 |
| Total days: | 364 | ||
| Commissions: | 414.78 | Comm.% P/L | 7.08 % |
| Total Transactions: | 172 | Log. Linearity: | 73.245 % |
| Total | Long |
Short |
KLIC | COHU | |
|---|---|---|---|---|---|
| Total Profit/Loss | 5854.65 | 2676.91 | 3177.74 | 7864.54 | -2009.89 |
| Total Profit | 9333.40 | 4396.99 | 4936.40 | 13606.84 | 9240.46 |
| Total Loss | 3478.75 | 1720.09 | 1758.66 | 5742.31 | 11250.35 |
| Profit Factor | 2.68 | 2.56 | 2.81 | 2.37 | 0.82 |
| Trades | 43 | 20 | 23 | 43 | 43 |
| Winning Trades | 33 | 17 | 16 | 26 | 22 |
| Losing Trades | 10 | 3 | 7 | 17 | 21 |
| % Profitable | 76.00 | 85.00 | 69.00 | 60.00 | 51.00 |
| Profit/Loss Per Trade % | 1.09 | 1.04 | 1.14 | 1.50 | -0.63 |
| Profit Per Trade % | 2.30 | 2.04 | 2.58 | 4.27 | 3.28 |
| Loss Per Trade % | 2.76 | 4.42 | 2.06 | 2.56 | 4.32 |
| Days In Trade | 290 | 130 | 160 | 290 | 290 |
| Days In Trade (Avg. Per Trade) | 6.74 | 6.50 | 6.96 | 6.74 | 6.74 |
| % Days In Trade | 79.67 | 35.71 | 43.96 | 79.67 | 79.67 |