| Model: | Kalman |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SPY | SPDR S&P 500 ETF Trust | 0.0082 | 689.17 | 76788054 | |||
| GBTC | Grayscale Bitcoin Trust (BTC) | 26712 | 71.79 | 3045701 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| δ: | 0.0001 | Ve: | 0.001 | Neutrality: | beta |
| Aux StdDev Per: | 0 | Unstable Period: | 20 | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2014.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 10000.00 |
| Total net P/L: | 0.00 | Total ROI: | 0.00 % |
| CAGR: | 0.00 % | Max. DD: | 0.00 % |
| System Score: | 0.000 | ||
| Start Date: | 2025-03-03 | End Date: | 2025-11-28 |
| Total days: | 270 | ||
| Commissions: | 0.00 | Comm.% P/L | 0.00 % |
| Total Transactions: | 0 | Log. Linearity: | -364.283 % |
| Total | Long |
Short |
SPY | GBTC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Total Profit | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Total Loss | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Trades | 0 | 0 | 0 | 0 | 0 |
| Winning Trades | 0 | 0 | 0 | 0 | 0 |
| Losing Trades | 0 | 0 | 0 | 0 | 0 |
| % Profitable | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Profit/Loss Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Profit Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Loss Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Days In Trade | 0 | 0 | 0 | 0 | 0 |
| Days In Trade (Avg. Per Trade) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| % Days In Trade | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |