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 |
AIG
Avg/Trade-2.06%
Win Rate6.5%
Trades31
Avg Hold2d
Best+1.4%
Worst-6.8%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2007-08-22 | 2007-08-23 | 1d | -1.4% |
| 2007-06-29 | 2007-07-02 | 3d | -1.7% |
| 2007-05-08 | 2007-05-09 | 1d | -1.6% |
| 2007-02-23 | 2007-02-26 | 3d | -2.1% |
| 2007-01-08 | 2007-01-09 | 1d | -2.3% |
| 2006-07-31 | 2006-08-01 | 1d | -2.5% |
| 2006-05-22 | 2006-05-23 | 1d | -2.4% |
| 2006-04-07 | 2006-04-10 | 3d | -2.3% |
| 2006-02-23 | 2006-02-24 | 1d | -2.3% |
| 2005-12-07 | 2005-12-08 | 1d | -2.0% |
| 2005-10-24 | 2005-10-25 | 1d | -1.9% |
| 2005-08-18 | 2005-08-19 | 1d | -2.2% |
| 2005-07-07 | 2005-07-08 | 1d | -0.7% |
| 2005-05-04 | 2005-05-05 | 1d | -2.8% |
| 2005-03-22 | 2005-03-23 | 1d | -1.1% |
| 2005-02-07 | 2005-02-08 | 1d | -1.9% |
| 2004-12-23 | 2004-12-27 | 4d | -2.8% |
| 2004-11-05 | 2004-11-08 | 3d | -2.8% |
| 2004-09-01 | 2004-09-02 | 1d | 0.4% |
| 2004-07-12 | 2004-07-13 | 1d | -2.3% |
| 2004-05-26 | 2004-05-27 | 1d | -1.0% |
| 2004-04-14 | 2004-04-15 | 1d | -2.4% |
| 2004-03-02 | 2004-03-03 | 1d | -0.8% |
| 2004-01-16 | 2004-01-20 | 4d | -3.0% |
| 2003-12-03 | 2003-12-04 | 1d | -0.5% |
| 2003-10-21 | 2003-10-22 | 1d | -3.6% |
| 2003-09-09 | 2003-09-10 | 1d | -1.5% |
| 2003-07-28 | 2003-07-29 | 1d | -4.1% |
| 2003-06-13 | 2003-06-16 | 3d | 1.4% |
| 2003-04-23 | 2003-04-24 | 1d | -6.8% |
| 2002-03-20 | 2002-03-21 | 1d | -2.8% |