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 |
COST
Avg/Trade-1.82%
Win Rate6.9%
Trades58
Avg Hold2d
Best+0.9%
Worst-4.5%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2022-01-31 | 2022-02-11 | 11d | -0.9% |
| 2020-03-04 | 2020-03-05 | 1d | -3.5% |
| 2019-10-08 | 2019-10-09 | 1d | -0.3% |
| 2019-08-12 | 2019-08-13 | 1d | -0.2% |
| 2019-06-07 | 2019-07-01 | 24d | 0.9% |
| 2018-11-30 | 2018-12-03 | 3d | -1.6% |
| 2018-10-15 | 2018-10-16 | 1d | -0.6% |
| 2016-07-18 | 2016-07-19 | 1d | -1.6% |
| 2014-12-26 | 2014-12-29 | 3d | -2.0% |
| 2013-07-11 | 2013-07-12 | 1d | -1.5% |
| 2013-03-28 | 2013-04-01 | 4d | -2.2% |
| 2012-11-19 | 2012-11-20 | 1d | -1.4% |
| 2012-06-28 | 2012-06-29 | 1d | 0.2% |
| 2012-05-08 | 2012-05-09 | 1d | -2.0% |
| 2012-03-12 | 2012-03-13 | 1d | -1.4% |
| 2011-12-23 | 2011-12-27 | 4d | -2.1% |
| 2011-11-08 | 2011-11-09 | 1d | -3.8% |
| 2011-06-09 | 2011-06-10 | 1d | -2.9% |
| 2011-03-24 | 2011-03-25 | 1d | -2.8% |
| 2010-09-23 | 2010-09-24 | 1d | 0.5% |
| 2010-06-18 | 2010-06-21 | 3d | -2.7% |
| 2010-02-08 | 2010-02-09 | 1d | -0.9% |
| 2009-07-08 | 2009-07-09 | 1d | -3.1% |
| 2008-05-15 | 2008-05-16 | 1d | -3.5% |
| 2007-12-05 | 2007-12-06 | 1d | -0.3% |
| 2007-10-22 | 2007-10-23 | 1d | -3.2% |
| 2007-08-08 | 2007-08-09 | 1d | -4.5% |
| 2007-06-07 | 2007-06-08 | 1d | -0.6% |
| 2007-02-20 | 2007-02-21 | 1d | -2.1% |
| 2007-01-05 | 2007-01-08 | 3d | -1.6% |
| 2006-07-10 | 2006-07-11 | 1d | -1.2% |
| 2006-05-24 | 2006-05-25 | 1d | -0.9% |
| 2006-04-11 | 2006-04-12 | 1d | -1.5% |
| 2006-02-16 | 2006-02-17 | 1d | -3.4% |
| 2006-01-04 | 2006-01-05 | 1d | -2.5% |
| 2005-11-18 | 2005-11-21 | 3d | -2.8% |
| 2005-10-07 | 2005-10-10 | 3d | -2.0% |
| 2005-08-10 | 2005-08-11 | 1d | -1.2% |
| 2005-06-28 | 2005-06-29 | 1d | -2.4% |
| 2005-05-16 | 2005-05-17 | 1d | -0.7% |
| 2005-04-04 | 2005-04-05 | 1d | 0.6% |
| 2005-02-17 | 2005-02-18 | 1d | -2.6% |
| 2005-01-05 | 2005-01-06 | 1d | -0.5% |
| 2004-11-22 | 2004-11-23 | 1d | -0.4% |
| 2004-10-11 | 2004-10-12 | 1d | -1.0% |
| 2004-08-27 | 2004-08-30 | 3d | -2.6% |
| 2004-07-16 | 2004-07-19 | 3d | -1.9% |
| 2004-06-02 | 2004-06-03 | 1d | -0.8% |
| 2004-04-20 | 2004-04-21 | 1d | -0.6% |
| 2004-03-08 | 2004-03-09 | 1d | -2.6% |
| 2004-01-23 | 2004-01-26 | 3d | -2.6% |
| 2003-12-08 | 2003-12-09 | 1d | -2.3% |
| 2003-10-24 | 2003-10-27 | 3d | -1.4% |
| 2003-09-12 | 2003-09-15 | 3d | -3.5% |
| 2003-07-31 | 2003-08-01 | 1d | -2.8% |
| 2003-06-18 | 2003-06-19 | 1d | -3.7% |
| 2003-04-24 | 2003-04-25 | 1d | -3.4% |
| 2002-03-13 | 2002-03-14 | 1d | -3.4% |