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 |
BAC
Avg/Trade-1.77%
Win Rate4.3%
Trades46
Avg Hold2d
Best+1.9%
Worst-3.3%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2022-01-28 | 2022-01-31 | 3d | -1.4% |
| 2014-12-30 | 2014-12-31 | 1d | -3.3% |
| 2014-10-29 | 2014-10-30 | 1d | -1.7% |
| 2014-04-02 | 2014-04-03 | 1d | -2.4% |
| 2013-06-11 | 2013-06-12 | 1d | -2.4% |
| 2013-04-10 | 2013-04-11 | 1d | -2.4% |
| 2013-02-26 | 2013-02-27 | 1d | -0.4% |
| 2012-12-14 | 2012-12-17 | 3d | 1.9% |
| 2012-11-01 | 2012-11-02 | 1d | -0.9% |
| 2012-05-22 | 2012-05-23 | 1d | 0.7% |
| 2010-04-22 | 2010-04-23 | 1d | -2.5% |
| 2010-01-19 | 2010-01-20 | 1d | -0.9% |
| 2009-07-09 | 2009-07-10 | 1d | -2.7% |
| 2007-08-23 | 2007-08-24 | 1d | -1.9% |
| 2007-06-04 | 2007-06-05 | 1d | -2.3% |
| 2007-04-09 | 2007-04-10 | 1d | -1.6% |
| 2007-02-09 | 2007-02-12 | 3d | -1.9% |
| 2006-12-26 | 2006-12-27 | 1d | -1.8% |
| 2006-07-28 | 2006-07-31 | 3d | -2.2% |
| 2006-06-15 | 2006-06-16 | 1d | -3.0% |
| 2006-04-27 | 2006-04-28 | 1d | -0.2% |
| 2006-02-21 | 2006-02-22 | 1d | -0.8% |
| 2005-12-13 | 2005-12-14 | 1d | -1.4% |
| 2005-10-28 | 2005-10-31 | 3d | -2.5% |
| 2005-09-06 | 2005-09-07 | 1d | -2.1% |
| 2005-07-25 | 2005-07-26 | 1d | -2.2% |
| 2005-06-10 | 2005-06-13 | 3d | -2.1% |
| 2005-04-22 | 2005-04-25 | 3d | -0.9% |
| 2005-03-08 | 2005-03-09 | 1d | -3.1% |
| 2005-01-24 | 2005-01-25 | 1d | -1.2% |
| 2004-12-09 | 2004-12-10 | 1d | -2.6% |
| 2004-10-27 | 2004-10-28 | 1d | -1.6% |
| 2004-09-13 | 2004-09-14 | 1d | -2.2% |
| 2004-07-30 | 2004-08-02 | 3d | -1.2% |
| 2004-06-16 | 2004-06-17 | 1d | -2.3% |
| 2004-05-03 | 2004-05-04 | 1d | -1.3% |
| 2004-03-19 | 2004-03-22 | 3d | -3.3% |
| 2004-02-05 | 2004-02-06 | 1d | -1.1% |
| 2003-12-22 | 2003-12-23 | 1d | -1.7% |
| 2003-11-07 | 2003-11-10 | 3d | -2.7% |
| 2003-09-26 | 2003-09-29 | 3d | -2.1% |
| 2003-08-14 | 2003-08-15 | 1d | -1.9% |
| 2003-07-02 | 2003-07-03 | 1d | -2.4% |
| 2003-05-20 | 2003-05-21 | 1d | -1.2% |
| 2003-04-04 | 2003-04-07 | 3d | -2.7% |
| 2002-03-06 | 2002-03-07 | 1d | -1.5% |