| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CSGP | CoStar Group Inc | Real Estate | Real Estate Services | 18377 | 43.36 | 4232870 | |
| WTRG | Essential Utilities Inc | Utilities | Utilities - Regulated Water | 11625 | 0.0336 | 41.06 | 2145558 |
| 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: | 6431.49 |
| Total net P/L: | -3568.51 | Total ROI: | -35.69 % |
| CAGR: | -47.10 % | Max. DD: | 35.89 % |
| System Score: | -22.553 | Sharpe Ratio: | -1.668 |
| Start Date: | 2025-06-02 | End Date: | 2026-02-10 |
| Total days: | 253 | ||
| Commissions: | 55.26 | Comm.% P/L | 1.57 % |
| Total Transactions: | 52 | Log. Linearity: | 78.234 % |
| Total | Long |
Short |
CSGP | WTRG | |
|---|---|---|---|---|---|
| Total Profit/Loss | -3513.25 | -2526.05 | -987.20 | -2891.68 | -621.57 |
| Total Profit | 870.83 | 764.51 | 106.32 | 1284.92 | 1070.72 |
| Total Loss | 4384.08 | 3290.56 | 1093.52 | 4176.60 | 1692.29 |
| Profit Factor | 0.20 | 0.23 | 0.10 | 0.31 | 0.63 |
| Trades | 13 | 8 | 5 | 13 | 13 |
| Winning Trades | 6 | 4 | 2 | 5 | 7 |
| Losing Trades | 7 | 4 | 3 | 8 | 6 |
| % Profitable | 46.00 | 50.00 | 40.00 | 38.00 | 53.00 |
| Profit/Loss Per Trade % | -3.29 | -4.05 | -2.06 | -2.75 | -0.57 |
| Profit Per Trade % | 1.88 | 2.54 | 0.58 | 3.37 | 1.85 |
| Loss Per Trade % | 7.13 | 9.79 | 3.68 | 6.10 | 3.30 |
| Days In Trade | 140 | 95 | 45 | 140 | 140 |
| Days In Trade (Avg. Per Trade) | 10.77 | 11.88 | 9.00 | 10.77 | 10.77 |
| % Days In Trade | 55.34 | 37.55 | 17.79 | 55.34 | 55.34 |