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 |
DE
Avg/Trade-1.95%
Win Rate10.9%
Trades55
Avg Hold2d
Best+1.4%
Worst-6.5%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2023-03-01 | 2023-03-02 | 1d | -1.6% |
| 2023-01-11 | 2023-01-18 | 7d | -3.7% |
| 2022-02-16 | 2022-02-17 | 1d | -4.5% |
| 2019-10-23 | 2019-10-24 | 1d | -3.6% |
| 2019-07-30 | 2019-07-31 | 1d | -4.5% |
| 2015-01-21 | 2015-01-22 | 1d | 0.1% |
| 2012-11-12 | 2012-11-13 | 1d | -1.9% |
| 2012-05-17 | 2012-05-18 | 1d | -1.7% |
| 2012-01-09 | 2012-01-10 | 1d | -0.8% |
| 2011-05-24 | 2011-05-25 | 1d | -0.5% |
| 2011-03-02 | 2011-03-03 | 1d | 1.4% |
| 2010-12-28 | 2010-12-29 | 1d | -1.8% |
| 2010-11-12 | 2010-11-15 | 3d | -2.4% |
| 2010-09-10 | 2010-09-13 | 3d | 0.9% |
| 2010-07-28 | 2010-07-29 | 1d | -1.5% |
| 2010-06-03 | 2010-06-04 | 1d | -6.5% |
| 2010-02-02 | 2010-02-03 | 1d | -3.1% |
| 2009-07-09 | 2009-07-10 | 1d | -3.0% |
| 2008-05-06 | 2008-05-07 | 1d | -3.2% |
| 2007-11-30 | 2007-12-03 | 3d | 1.0% |
| 2007-10-17 | 2007-10-18 | 1d | -0.7% |
| 2007-09-05 | 2007-09-06 | 1d | -2.5% |
| 2007-07-24 | 2007-07-25 | 1d | -3.3% |
| 2007-06-11 | 2007-06-12 | 1d | -1.9% |
| 2007-04-27 | 2007-04-30 | 3d | -4.4% |
| 2007-03-15 | 2007-03-16 | 1d | -2.5% |
| 2007-01-31 | 2007-02-01 | 1d | 0.7% |
| 2006-12-14 | 2006-12-15 | 1d | -2.5% |
| 2006-10-09 | 2006-10-10 | 1d | -2.9% |
| 2006-07-26 | 2006-07-27 | 1d | -2.2% |
| 2006-05-23 | 2006-05-24 | 1d | -2.6% |
| 2006-04-10 | 2006-04-11 | 1d | -1.0% |
| 2006-02-13 | 2006-02-14 | 1d | -0.8% |
| 2005-12-21 | 2005-12-22 | 1d | -0.8% |
| 2005-11-01 | 2005-11-02 | 1d | -0.3% |
| 2005-08-05 | 2005-08-08 | 3d | -2.2% |
| 2005-06-23 | 2005-06-24 | 1d | -2.5% |
| 2005-05-02 | 2005-05-03 | 1d | -2.2% |
| 2005-03-16 | 2005-03-17 | 1d | -1.2% |
| 2005-02-01 | 2005-02-02 | 1d | -2.2% |
| 2004-12-17 | 2004-12-20 | 3d | -0.7% |
| 2004-11-04 | 2004-11-05 | 1d | -0.5% |
| 2004-09-02 | 2004-09-03 | 1d | -2.9% |
| 2004-06-30 | 2004-07-01 | 1d | -5.1% |
| 2004-05-17 | 2004-05-18 | 1d | -3.8% |
| 2004-04-02 | 2004-04-05 | 3d | 0.2% |
| 2004-02-20 | 2004-02-23 | 3d | -1.9% |
| 2004-01-07 | 2004-01-08 | 1d | -2.7% |
| 2003-11-21 | 2003-11-24 | 3d | -1.0% |
| 2003-10-10 | 2003-10-13 | 3d | -1.4% |
| 2003-08-28 | 2003-08-29 | 1d | -1.2% |
| 2003-07-17 | 2003-07-18 | 1d | -0.1% |
| 2003-06-04 | 2003-06-05 | 1d | -1.3% |
| 2003-04-15 | 2003-04-16 | 1d | -3.6% |
| 2002-03-08 | 2002-03-11 | 3d | -2.3% |