| 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: | -1.60 | ||
| 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: | 18208.35 |
| Total net P/L: | 8208.35 | Total ROI: | 82.08 % |
| CAGR: | 82.38 % | Max. DD: | 10.23 % |
| System Score: | 59.139 | Sharpe Ratio: | 2.240 |
| Start Date: | 2024-10-01 | End Date: | 2025-09-30 |
| Total days: | 364 | ||
| Commissions: | 409.65 | Comm.% P/L | 4.75 % |
| Total Transactions: | 148 | Log. Linearity: | 89.539 % |
| Total | Long |
Short |
KLIC | COHU | |
|---|---|---|---|---|---|
| Total Profit/Loss | 8618.00 | 3977.93 | 4640.06 | 9122.87 | -504.87 |
| Total Profit | 12941.47 | 5817.15 | 7124.32 | 16136.43 | 12048.01 |
| Total Loss | 4323.47 | 1839.21 | 2484.26 | 7013.56 | 12552.88 |
| Profit Factor | 2.99 | 3.16 | 2.87 | 2.30 | 0.96 |
| Trades | 37 | 17 | 20 | 37 | 37 |
| Winning Trades | 29 | 15 | 14 | 22 | 18 |
| Losing Trades | 8 | 2 | 6 | 15 | 19 |
| % Profitable | 78.00 | 88.00 | 70.00 | 59.00 | 48.00 |
| Profit/Loss Per Trade % | 1.71 | 1.71 | 1.71 | 1.89 | -0.48 |
| Profit Per Trade % | 3.31 | 2.79 | 3.87 | 5.49 | 4.69 |
| Loss Per Trade % | 3.82 | 5.99 | 3.10 | 3.12 | 4.81 |
| Days In Trade | 351 | 151 | 200 | 351 | 351 |
| Days In Trade (Avg. Per Trade) | 9.49 | 8.88 | 10.00 | 9.49 | 9.49 |
| % Days In Trade | 96.43 | 41.48 | 54.95 | 96.43 | 96.43 |