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 |
KO
Avg/Trade-1.85%
Win Rate0.0%
Trades49
Avg Hold1d
Best+0%
Worst-3.3%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2023-03-17 | 2023-03-20 | 3d | -1.0% |
| 2019-09-16 | 2019-09-17 | 1d | -1.5% |
| 2019-08-02 | 2019-08-05 | 3d | -3.2% |
| 2016-06-30 | 2016-07-01 | 1d | -2.4% |
| 2015-01-09 | 2015-01-12 | 3d | -2.8% |
| 2012-11-20 | 2012-11-21 | 1d | -1.6% |
| 2012-06-26 | 2012-06-27 | 1d | -0.3% |
| 2012-05-03 | 2012-05-04 | 1d | -2.5% |
| 2012-03-21 | 2012-03-22 | 1d | -1.5% |
| 2011-12-30 | 2012-01-03 | 4d | -1.7% |
| 2011-06-15 | 2011-06-16 | 1d | -1.2% |
| 2011-03-25 | 2011-03-28 | 3d | -2.2% |
| 2010-09-21 | 2010-09-22 | 1d | -1.8% |
| 2010-02-10 | 2010-02-11 | 1d | -1.2% |
| 2009-07-20 | 2009-07-21 | 1d | -3.3% |
| 2009-06-03 | 2009-06-04 | 1d | -0.6% |
| 2007-11-30 | 2007-12-03 | 3d | -1.8% |
| 2007-10-18 | 2007-10-19 | 1d | -3.0% |
| 2007-08-06 | 2007-08-07 | 1d | -1.5% |
| 2007-06-22 | 2007-06-25 | 3d | -1.7% |
| 2007-05-10 | 2007-05-11 | 1d | -1.6% |
| 2007-03-28 | 2007-03-29 | 1d | -1.6% |
| 2007-02-13 | 2007-02-14 | 1d | -2.6% |
| 2006-12-21 | 2006-12-22 | 1d | -2.5% |
| 2006-07-27 | 2006-07-28 | 1d | -1.5% |
| 2006-05-22 | 2006-05-23 | 1d | -2.0% |
| 2006-02-22 | 2006-02-23 | 1d | -2.1% |
| 2005-12-22 | 2005-12-23 | 1d | -2.3% |
| 2005-11-09 | 2005-11-10 | 1d | -1.2% |
| 2005-09-28 | 2005-09-29 | 1d | -1.4% |
| 2005-08-16 | 2005-08-17 | 1d | -1.9% |
| 2005-07-05 | 2005-07-06 | 1d | -3.0% |
| 2005-05-09 | 2005-05-10 | 1d | -2.7% |
| 2005-03-28 | 2005-03-29 | 1d | -1.3% |
| 2005-02-10 | 2005-02-11 | 1d | -1.4% |
| 2004-12-29 | 2004-12-30 | 1d | -1.7% |
| 2004-11-10 | 2004-11-11 | 1d | -2.5% |
| 2004-09-08 | 2004-09-09 | 1d | -1.8% |
| 2004-06-07 | 2004-06-08 | 1d | -2.1% |
| 2004-04-23 | 2004-04-26 | 3d | -2.7% |
| 2004-03-11 | 2004-03-12 | 1d | -1.4% |
| 2004-01-28 | 2004-01-29 | 1d | -1.6% |
| 2003-12-09 | 2003-12-10 | 1d | -1.1% |
| 2003-10-27 | 2003-10-28 | 1d | -1.5% |
| 2003-09-15 | 2003-09-16 | 1d | -3.3% |
| 2003-08-01 | 2003-08-04 | 3d | -1.7% |
| 2003-06-19 | 2003-06-20 | 1d | -1.2% |
| 2003-04-28 | 2003-04-29 | 1d | -0.7% |
| 2002-03-19 | 2002-03-20 | 1d | -1.5% |