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 |
GE
Avg/Trade-0.17%
Win Rate13.7%
Trades51
Avg Hold10d
Best+78.8%
Worst-7.1%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2025-10-30 | 2025-11-20 | 21d | -7.1% |
| 2024-10-23 | 2024-10-28 | 5d | -4.6% |
| 2024-07-26 | 2024-09-05 | 41d | -5.4% |
| 2023-11-01 | 2024-06-13 | 225d | 78.8% |
| 2023-05-01 | 2023-08-17 | 108d | 8.5% |
| 2023-02-09 | 2023-03-10 | 29d | 10.7% |
| 2016-06-29 | 2016-06-30 | 1d | 1.0% |
| 2015-12-23 | 2015-12-24 | 1d | -2.3% |
| 2014-04-30 | 2014-05-01 | 1d | -2.4% |
| 2012-12-21 | 2012-12-24 | 3d | -2.2% |
| 2012-11-05 | 2012-11-06 | 1d | -1.1% |
| 2012-08-15 | 2012-08-16 | 1d | -1.5% |
| 2012-07-03 | 2012-07-05 | 2d | -2.4% |
| 2012-05-14 | 2012-05-15 | 1d | -3.0% |
| 2012-01-05 | 2012-01-06 | 1d | -1.4% |
| 2011-06-21 | 2011-06-22 | 1d | -3.3% |
| 2011-04-01 | 2011-04-04 | 3d | -1.0% |
| 2010-12-27 | 2010-12-28 | 1d | -1.3% |
| 2010-06-17 | 2010-06-18 | 1d | -1.7% |
| 2010-02-03 | 2010-02-04 | 1d | -5.7% |
| 2007-12-10 | 2007-12-11 | 1d | -3.0% |
| 2007-08-08 | 2007-08-09 | 1d | -5.6% |
| 2007-05-30 | 2007-05-31 | 1d | -2.4% |
| 2007-02-21 | 2007-02-22 | 1d | -2.6% |
| 2007-01-04 | 2007-01-05 | 1d | -2.5% |
| 2006-08-01 | 2006-08-02 | 1d | -1.8% |
| 2006-05-30 | 2006-05-31 | 1d | -1.4% |
| 2006-02-24 | 2006-02-27 | 3d | -1.4% |
| 2005-12-09 | 2005-12-12 | 3d | -1.9% |
| 2005-10-26 | 2005-10-27 | 1d | -2.3% |
| 2005-09-01 | 2005-09-02 | 1d | -1.4% |
| 2005-07-21 | 2005-07-22 | 1d | -1.8% |
| 2005-06-08 | 2005-06-09 | 1d | -2.0% |
| 2005-04-21 | 2005-04-22 | 1d | -2.0% |
| 2005-03-09 | 2005-03-10 | 1d | -0.9% |
| 2005-01-25 | 2005-01-26 | 1d | -2.5% |
| 2004-12-10 | 2004-12-13 | 3d | 0.2% |
| 2004-10-27 | 2004-10-28 | 1d | -1.7% |
| 2004-09-07 | 2004-09-08 | 1d | -1.0% |
| 2004-07-01 | 2004-07-02 | 1d | -3.0% |
| 2004-05-18 | 2004-05-19 | 1d | -2.5% |
| 2004-04-05 | 2004-04-06 | 1d | -2.1% |
| 2004-02-23 | 2004-02-24 | 1d | -2.4% |
| 2004-01-08 | 2004-01-09 | 1d | -3.3% |
| 2003-11-24 | 2003-11-25 | 1d | -1.4% |
| 2003-10-13 | 2003-10-14 | 1d | -0.7% |
| 2003-08-29 | 2003-09-02 | 4d | 0.9% |
| 2003-07-18 | 2003-07-21 | 3d | -4.1% |
| 2003-06-05 | 2003-06-06 | 1d | -0.2% |
| 2003-04-21 | 2003-04-22 | 1d | 0.9% |
| 2002-03-20 | 2002-03-21 | 1d | -5.4% |