Equity Curve - vs Benchmarks
Annual Returns (25) - Click to expand
| Year | Return | Trades |
|---|
| 2002 | 4.0% | 49 |
| 2003 | 0.7% | 285 |
| 2004 | -1.6% | 363 |
| 2005 | -6.2% | 370 |
| 2006 | -7.0% | 239 |
| 2007 | -2.6% | 286 |
| 2008 | 35.8% | 8 |
| 2009 | 3.1% | 71 |
| 2010 | 42.7% | 115 |
| 2011 | 17.8% | 111 |
| 2012 | 4.4% | 226 |
| 2013 | -6.4% | 69 |
| 2014 | 77.8% | 76 |
| 2015 | 6.4% | 50 |
| 2016 | 38.3% | 37 |
| 2017 | 10.5% | 4 |
| 2018 | 51.3% | 28 |
| 2019 | 24.1% | 88 |
| 2020 | 9.1% | 12 |
| 2022 | 40.0% | 34 |
| 2023 | -23.6% | 50 |
| 2024 | 24.7% | 8 |
| 2025 | 45.3% | 10 |
| 2026 | -6.8% | 3 |
| 2021 | 81.2% | 0 |
ABT
Avg/Trade-2.06%
Win Rate2.0%
Trades49
Avg Hold1d
Best+4.2%
Worst-4.3%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2019-09-11 | 2019-09-12 | 1d | -1.2% |
| 2019-07-19 | 2019-07-22 | 3d | -1.3% |
| 2019-06-06 | 2019-06-07 | 1d | -1.2% |
| 2018-11-07 | 2018-11-08 | 1d | -1.3% |
| 2014-12-29 | 2014-12-30 | 1d | -1.8% |
| 2014-10-30 | 2014-10-31 | 1d | -1.7% |
| 2013-04-03 | 2013-04-04 | 1d | -1.1% |
| 2012-11-07 | 2012-11-08 | 1d | -3.5% |
| 2012-08-08 | 2012-08-09 | 1d | -2.2% |
| 2012-06-08 | 2012-06-11 | 3d | -2.5% |
| 2012-04-26 | 2012-04-27 | 1d | -1.8% |
| 2012-03-13 | 2012-03-14 | 1d | -1.9% |
| 2012-01-26 | 2012-01-27 | 1d | -1.7% |
| 2011-12-06 | 2011-12-07 | 1d | -1.7% |
| 2010-09-20 | 2010-09-21 | 1d | -2.2% |
| 2009-06-12 | 2009-06-15 | 3d | -3.5% |
| 2007-11-13 | 2007-11-14 | 1d | -3.4% |
| 2007-08-10 | 2007-08-13 | 3d | -4.3% |
| 2007-06-21 | 2007-06-22 | 1d | -3.7% |
| 2007-05-07 | 2007-05-08 | 1d | -2.1% |
| 2007-03-23 | 2007-03-26 | 3d | 4.2% |
| 2007-02-07 | 2007-02-08 | 1d | -2.5% |
| 2006-12-21 | 2006-12-22 | 1d | -2.5% |
| 2006-07-25 | 2006-07-26 | 1d | -4.0% |
| 2006-06-06 | 2006-06-07 | 1d | -0.4% |
| 2006-02-24 | 2006-02-27 | 3d | -0.8% |
| 2005-12-30 | 2006-01-03 | 4d | -1.7% |
| 2005-11-15 | 2005-11-16 | 1d | -4.1% |
| 2005-10-04 | 2005-10-05 | 1d | -3.6% |
| 2005-08-11 | 2005-08-12 | 1d | -2.5% |
| 2005-06-29 | 2005-06-30 | 1d | -2.4% |
| 2005-05-17 | 2005-05-18 | 1d | -2.1% |
| 2005-04-05 | 2005-04-06 | 1d | -1.1% |
| 2005-02-18 | 2005-02-22 | 4d | -4.0% |
| 2005-01-06 | 2005-01-07 | 1d | -0.3% |
| 2004-11-23 | 2004-11-24 | 1d | -1.6% |
| 2004-10-11 | 2004-10-12 | 1d | -1.2% |
| 2004-08-27 | 2004-08-30 | 3d | -2.6% |
| 2004-07-06 | 2004-07-07 | 1d | -2.5% |
| 2004-05-20 | 2004-05-21 | 1d | -2.7% |
| 2004-04-07 | 2004-04-08 | 1d | -2.9% |
| 2004-02-25 | 2004-02-26 | 1d | -3.0% |
| 2004-01-12 | 2004-01-13 | 1d | -1.4% |
| 2003-11-26 | 2003-11-28 | 2d | -2.8% |
| 2003-10-15 | 2003-10-16 | 1d | -1.2% |
| 2003-09-03 | 2003-09-04 | 1d | -3.3% |
| 2003-07-22 | 2003-07-23 | 1d | -3.5% |
| 2003-06-09 | 2003-06-10 | 1d | -0.2% |
| 2003-04-25 | 2003-04-28 | 3d | -0.3% |