| Model: | Kalman |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| KLAC | KLA Corporation | Technology | Semiconductor Equipment & Materials | 314133 | 0.0031 | 240.48 | 10599531 |
| AMAT | Applied Materials Inc | Technology | Semiconductor Equipment & Materials | 467618 | 0.0033 | 588.97 | 7842624 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| δ: | 0.0001 | Ve: | 0.001 | Neutrality: | dollar |
| 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: | 8802.98 |
| Total net P/L: | -1197.02 | Total ROI: | -11.97 % |
| CAGR: | -3.67 % | Max. DD: | 24.57 % |
| System Score: | -0.000 | Sharpe Ratio: | -0.293 |
| Start Date: | 2023-01-02 | End Date: | 2026-05-29 |
| Total days: | 1243 | ||
| Commissions: | 972.98 | Comm.% P/L | 434.29 % |
| Total Transactions: | 964 | Log. Linearity: | 3.787 % |
| Total | Long |
Short |
KLAC | AMAT | |
|---|---|---|---|---|---|
| Total Profit/Loss | -224.04 | -1404.56 | 1180.52 | -953.00 | 728.96 |
| Total Profit | 12709.93 | 5419.16 | 7290.77 | 26536.80 | 29155.28 |
| Total Loss | 12933.96 | 6823.72 | 6110.24 | 27489.80 | 28426.32 |
| Profit Factor | 0.98 | 0.79 | 1.19 | 0.97 | 1.03 |
| Trades | 241 | 111 | 130 | 241 | 241 |
| Winning Trades | 150 | 70 | 80 | 124 | 128 |
| Losing Trades | 91 | 41 | 50 | 117 | 113 |
| % Profitable | 62.00 | 63.00 | 61.00 | 51.00 | 53.00 |
| Profit/Loss Per Trade % | -0.01 | -0.15 | 0.11 | -0.12 | -0.00 |
| Profit Per Trade % | 0.95 | 0.85 | 1.02 | 2.33 | 2.51 |
| Loss Per Trade % | 1.54 | 1.80 | 1.32 | 2.58 | 2.71 |
| Days In Trade | 714 | 327 | 387 | 714 | 714 |
| Days In Trade (Avg. Per Trade) | 2.96 | 2.95 | 2.98 | 2.96 | 2.96 |
| % Days In Trade | 57.44 | 26.31 | 31.13 | 57.44 | 57.44 |