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 |
DIS
Avg/Trade-2.1%
Win Rate3.7%
Trades54
Avg Hold2d
Best+1.2%
Worst-5.9%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2019-08-27 | 2019-09-10 | 14d | -1.0% |
| 2019-07-09 | 2019-07-17 | 8d | -1.3% |
| 2019-05-24 | 2019-05-28 | 4d | -2.1% |
| 2015-11-18 | 2015-11-19 | 1d | -1.5% |
| 2014-12-22 | 2014-12-23 | 1d | -1.5% |
| 2014-10-22 | 2014-10-23 | 1d | -1.0% |
| 2014-04-01 | 2014-04-02 | 1d | -1.8% |
| 2013-06-26 | 2013-06-27 | 1d | -1.2% |
| 2013-04-15 | 2013-04-16 | 1d | 1.2% |
| 2013-03-01 | 2013-03-04 | 3d | -1.1% |
| 2012-12-13 | 2012-12-14 | 1d | -2.8% |
| 2012-10-31 | 2012-11-01 | 1d | -0.6% |
| 2012-08-03 | 2012-08-06 | 3d | -2.2% |
| 2012-06-20 | 2012-06-21 | 1d | -2.6% |
| 2012-05-08 | 2012-05-09 | 1d | -0.4% |
| 2012-01-06 | 2012-01-09 | 3d | -2.4% |
| 2011-03-21 | 2011-03-22 | 1d | -2.9% |
| 2011-01-07 | 2011-01-10 | 3d | -1.8% |
| 2010-09-14 | 2010-09-15 | 1d | -1.5% |
| 2010-06-02 | 2010-06-03 | 1d | -2.0% |
| 2010-02-04 | 2010-02-05 | 1d | -2.4% |
| 2009-07-01 | 2009-07-02 | 1d | -4.5% |
| 2007-08-10 | 2007-08-13 | 3d | -1.7% |
| 2007-06-12 | 2007-06-13 | 1d | -1.1% |
| 2007-04-30 | 2007-05-01 | 1d | -0.6% |
| 2007-03-16 | 2007-03-19 | 3d | -0.6% |
| 2007-02-01 | 2007-02-02 | 1d | -1.5% |
| 2006-12-14 | 2006-12-15 | 1d | -3.1% |
| 2006-07-12 | 2006-07-13 | 1d | -5.9% |
| 2006-05-16 | 2006-05-17 | 1d | -3.9% |
| 2006-02-23 | 2006-02-24 | 1d | -1.0% |
| 2005-12-29 | 2005-12-30 | 1d | -2.8% |
| 2005-11-03 | 2005-11-04 | 1d | -2.3% |
| 2005-09-07 | 2005-09-08 | 1d | -3.0% |
| 2005-07-26 | 2005-07-27 | 1d | -2.2% |
| 2005-06-13 | 2005-06-14 | 1d | -2.4% |
| 2005-04-22 | 2005-04-25 | 3d | -2.3% |
| 2005-03-10 | 2005-03-11 | 1d | -3.4% |
| 2005-01-26 | 2005-01-27 | 1d | -2.9% |
| 2004-12-13 | 2004-12-14 | 1d | -2.2% |
| 2004-10-29 | 2004-11-01 | 3d | -1.9% |
| 2004-09-08 | 2004-09-09 | 1d | -2.1% |
| 2004-07-09 | 2004-07-12 | 3d | -3.0% |
| 2004-05-25 | 2004-05-26 | 1d | -2.3% |
| 2004-04-13 | 2004-04-14 | 1d | -2.0% |
| 2004-03-01 | 2004-03-02 | 1d | -2.4% |
| 2004-01-15 | 2004-01-16 | 1d | -1.8% |
| 2003-12-02 | 2003-12-03 | 1d | -5.1% |
| 2003-10-20 | 2003-10-21 | 1d | -0.9% |
| 2003-09-08 | 2003-09-09 | 1d | -2.8% |
| 2003-07-25 | 2003-07-28 | 3d | 0.9% |
| 2003-06-12 | 2003-06-13 | 1d | -4.1% |
| 2003-04-28 | 2003-04-29 | 1d | -2.6% |
| 2002-03-22 | 2002-03-25 | 3d | -3.0% |