| Model: | Kalman |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| BHLB | Berkshire Hills Bancorp Inc | Financial Services | Banks - Regional | 2202 | 0.0274 | 26.5 | 495098 |
| CAC | Camden National Corporation | Financial Services | Banks - Regional | 717 | 0.0394 | 42.37 | 74786 |
| Entry Threshold: | 1.60 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| δ: | 0.0001 | Ve: | 0.001 | Neutrality: | dollar |
| Aux StdDev Per: | 0 | Unstable Period: | 20 | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2014.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 10385.10 |
| Total net P/L: | 385.10 | Total ROI: | 3.85 % |
| CAGR: | 3.86 % | Max. DD: | 5.29 % |
| System Score: | 0.220 | Sharpe Ratio: | 0.639 |
| Start Date: | 2024-11-01 | End Date: | 2025-10-31 |
| Total days: | 364 | ||
| Commissions: | 185.03 | Comm.% P/L | 32.45 % |
| Total Transactions: | 184 | Log. Linearity: | 38.452 % |
| Total | Long |
Short |
BHLB | CAC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 570.13 | 734.73 | -164.60 | 407.16 | 162.97 |
| Total Profit | 1479.77 | 927.65 | 552.12 | 1539.02 | 2050.43 |
| Total Loss | 909.64 | 192.92 | 716.72 | 1131.86 | 1887.46 |
| Profit Factor | 1.63 | 4.81 | 0.77 | 1.36 | 1.09 |
| Trades | 46 | 21 | 25 | 46 | 46 |
| Winning Trades | 31 | 16 | 15 | 18 | 23 |
| Losing Trades | 15 | 5 | 10 | 28 | 23 |
| % Profitable | 67.00 | 76.00 | 60.00 | 39.00 | 50.00 |
| Profit/Loss Per Trade % | 0.12 | 0.34 | -0.06 | 0.08 | 0.03 |
| Profit Per Trade % | 0.46 | 0.56 | 0.36 | 0.84 | 0.86 |
| Loss Per Trade % | 0.57 | 0.37 | 0.68 | 0.39 | 0.79 |
| Days In Trade | 121 | 53 | 68 | 121 | 121 |
| Days In Trade (Avg. Per Trade) | 2.63 | 2.52 | 2.72 | 2.63 | 2.63 |
| % Days In Trade | 33.24 | 14.56 | 18.68 | 33.24 | 33.24 |