| 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: | 7168.20 |
| Total net P/L: | -2831.80 | Total ROI: | -28.32 % |
| CAGR: | -85.47 % | Max. DD: | 32.29 % |
| System Score: | -28.621 | Sharpe Ratio: | -1.077 |
| Start Date: | 2026-05-29 | End Date: | 2026-07-31 |
| Total days: | 63 | ||
| Commissions: | 28.00 | Comm.% P/L | 1.00 % |
| Total Transactions: | 28 | Log. Linearity: | 69.442 % |
| Total | Long |
Short |
KLAC | MPWR | |
|---|---|---|---|---|---|
| Total Profit/Loss | -2803.80 | -836.26 | -1967.54 | -1945.17 | -858.63 |
| Total Profit | 551.28 | 406.79 | 144.49 | 1916.42 | 1191.44 |
| Total Loss | 3355.08 | 1243.05 | 2112.03 | 3861.59 | 2050.07 |
| Profit Factor | 0.16 | 0.33 | 0.07 | 0.50 | 0.58 |
| Trades | 7 | 3 | 4 | 7 | 7 |
| Winning Trades | 3 | 2 | 1 | 3 | 2 |
| Losing Trades | 4 | 1 | 3 | 4 | 5 |
| % Profitable | 42.00 | 66.00 | 25.00 | 42.00 | 28.00 |
| Profit/Loss Per Trade % | -4.60 | -3.61 | -5.33 | -3.30 | -1.63 |
| Profit Per Trade % | 2.28 | 2.50 | 1.83 | 7.84 | 7.44 |
| Loss Per Trade % | 8.71 | 14.77 | 6.77 | 10.60 | 4.90 |
| Days In Trade | 45 | 24 | 21 | 45 | 45 |
| Days In Trade (Avg. Per Trade) | 6.43 | 8.00 | 5.25 | 6.43 | 6.43 |
| % Days In Trade | 71.43 | 38.10 | 33.33 | 71.43 | 71.43 |