| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CXW | CoreCivic Inc | Industrials | Security & Protection Services | 2001 | 18.69 | 991177 | |
| WM | Waste Management Inc | Industrials | Waste Management | 93461 | 0.0143 | 231.72 | 1825816 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | 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: | 11879.66 |
| Total net P/L: | 1879.66 | Total ROI: | 18.80 % |
| CAGR: | 53.37 % | Max. DD: | 7.12 % |
| System Score: | 28.135 | Sharpe Ratio: | 1.424 |
| Start Date: | 2015-01-02 | End Date: | 2015-05-29 |
| Total days: | 147 | ||
| Commissions: | 148.94 | Comm.% P/L | 7.34 % |
| Total Transactions: | 124 | Log. Linearity: | 80.783 % |
| Total | Long |
Short |
CXW | WM | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2028.60 | 985.56 | 1043.04 | 1284.48 | 744.12 |
| Total Profit | 2765.88 | 1224.60 | 1541.28 | 2666.52 | 1977.82 |
| Total Loss | 737.28 | 239.04 | 498.24 | 1382.04 | 1233.70 |
| Profit Factor | 3.75 | 5.12 | 3.09 | 1.93 | 1.60 |
| Trades | 31 | 16 | 15 | 31 | 31 |
| Winning Trades | 20 | 10 | 10 | 21 | 18 |
| Losing Trades | 11 | 6 | 5 | 10 | 13 |
| % Profitable | 64.00 | 62.00 | 66.00 | 67.00 | 58.00 |
| Profit/Loss Per Trade % | 0.60 | 0.59 | 0.62 | 0.37 | 0.22 |
| Profit Per Trade % | 1.29 | 1.16 | 1.42 | 1.18 | 1.03 |
| Loss Per Trade % | 0.62 | 0.36 | 0.95 | 1.29 | 0.89 |
| Days In Trade | 104 | 60 | 44 | 104 | 104 |
| Days In Trade (Avg. Per Trade) | 3.35 | 3.75 | 2.93 | 3.35 | 3.35 |
| % Days In Trade | 70.75 | 40.82 | 29.93 | 70.75 | 70.75 |