| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| KLAC | KLA Corporation | Technology | Semiconductor Equipment & Materials | 240104 | 0.0044 | 183.77 | 11034231 |
| MPWR | Monolithic Power Systems Inc | Technology | Semiconductors | 64430 | 0.0055 | 1311.08 | 728347 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.50 | ||
| 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: | 5752.43 |
| Total net P/L: | -4247.57 | Total ROI: | -42.48 % |
| CAGR: | -9.45 % | Max. DD: | 51.27 % |
| System Score: | -0.001 | Sharpe Ratio: | -0.415 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 789.66 | Comm.% P/L | 22.84 % |
| Total Transactions: | 768 | Log. Linearity: | 5.024 % |
| Total | Long |
Short |
KLAC | MPWR | |
|---|---|---|---|---|---|
| Total Profit/Loss | -3457.91 | -1249.26 | -2208.65 | -2938.96 | -518.95 |
| Total Profit | 25733.69 | 13025.22 | 12708.47 | 33508.74 | 38564.13 |
| Total Loss | 29191.60 | 14274.49 | 14917.12 | 36447.71 | 39083.08 |
| Profit Factor | 0.88 | 0.91 | 0.85 | 0.92 | 0.99 |
| Trades | 192 | 95 | 97 | 192 | 192 |
| Winning Trades | 126 | 62 | 64 | 87 | 114 |
| Losing Trades | 66 | 33 | 33 | 105 | 78 |
| % Profitable | 65.00 | 65.00 | 65.00 | 45.00 | 59.00 |
| Profit/Loss Per Trade % | -0.24 | -0.32 | -0.16 | -0.38 | -0.11 |
| Profit Per Trade % | 2.37 | 2.43 | 2.32 | 4.26 | 3.91 |
| Loss Per Trade % | 4.64 | 4.94 | 4.35 | 3.83 | 5.39 |
| Days In Trade | 1227 | 568 | 659 | 1227 | 1227 |
| Days In Trade (Avg. Per Trade) | 6.39 | 5.98 | 6.79 | 6.39 | 6.39 |
| % Days In Trade | 60.32 | 27.93 | 32.40 | 60.32 | 60.32 |