| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ADI | Analog Devices Inc | Technology | Semiconductors | 181479 | 0.0115 | 374.52 | 4156749 |
| KLAC | KLA Corporation | Technology | Semiconductor Equipment & Materials | 240104 | 0.0044 | 183.77 | 11034231 |
| 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: | 6571.39 |
| Total net P/L: | -3428.61 | Total ROI: | -34.29 % |
| CAGR: | -91.22 % | Max. DD: | 36.14 % |
| System Score: | -59.891 | Sharpe Ratio: | -1.326 |
| Start Date: | 2026-05-29 | End Date: | 2026-07-31 |
| Total days: | 63 | ||
| Commissions: | 36.00 | Comm.% P/L | 1.06 % |
| Total Transactions: | 36 | Log. Linearity: | 86.915 % |
| Total | Long |
Short |
ADI | KLAC | |
|---|---|---|---|---|---|
| Total Profit/Loss | -3392.61 | -1773.44 | -1619.17 | -268.25 | -3124.36 |
| Total Profit | 371.20 | 135.43 | 235.77 | 624.55 | 442.10 |
| Total Loss | 3763.82 | 1908.88 | 1854.94 | 892.80 | 3566.47 |
| Profit Factor | 0.10 | 0.07 | 0.13 | 0.70 | 0.12 |
| Trades | 9 | 5 | 4 | 9 | 9 |
| Winning Trades | 3 | 2 | 1 | 4 | 3 |
| Losing Trades | 6 | 3 | 3 | 5 | 6 |
| % Profitable | 33.00 | 40.00 | 25.00 | 44.00 | 33.00 |
| Profit/Loss Per Trade % | -4.51 | -3.80 | -5.39 | -0.35 | -4.21 |
| Profit Per Trade % | 1.74 | 0.90 | 3.43 | 1.92 | 2.01 |
| Loss Per Trade % | 7.26 | 6.64 | 7.87 | 2.06 | 6.92 |
| Days In Trade | 50 | 26 | 24 | 50 | 50 |
| Days In Trade (Avg. Per Trade) | 5.56 | 5.20 | 6.00 | 5.56 | 5.56 |
| % Days In Trade | 79.37 | 41.27 | 38.10 | 79.37 | 79.37 |