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 |
LMT
Avg/Trade-2.14%
Win Rate5.4%
Trades56
Avg Hold1d
Best+0.6%
Worst-5.8%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2023-03-14 | 2023-03-15 | 1d | -3.1% |
| 2023-01-20 | 2023-01-23 | 3d | -2.4% |
| 2022-12-01 | 2022-12-02 | 1d | 0.6% |
| 2019-08-05 | 2019-08-06 | 1d | 0.3% |
| 2016-06-24 | 2016-06-27 | 3d | -2.1% |
| 2014-12-18 | 2014-12-19 | 1d | -1.3% |
| 2014-10-20 | 2014-10-21 | 1d | -3.6% |
| 2014-03-20 | 2014-03-21 | 1d | -3.5% |
| 2013-12-13 | 2013-12-16 | 3d | -1.2% |
| 2013-06-28 | 2013-07-01 | 3d | -2.3% |
| 2012-11-05 | 2012-11-06 | 1d | -1.2% |
| 2012-08-14 | 2012-08-15 | 1d | -1.8% |
| 2012-07-02 | 2012-07-03 | 1d | -1.6% |
| 2012-05-04 | 2012-05-07 | 3d | -2.5% |
| 2012-03-22 | 2012-03-23 | 1d | -1.6% |
| 2012-02-03 | 2012-02-06 | 3d | -1.2% |
| 2011-12-07 | 2011-12-08 | 1d | -3.3% |
| 2009-06-15 | 2009-06-16 | 1d | -2.3% |
| 2007-12-12 | 2007-12-13 | 1d | -1.1% |
| 2007-10-30 | 2007-10-31 | 1d | -0.3% |
| 2007-08-13 | 2007-08-14 | 1d | -3.9% |
| 2007-06-07 | 2007-06-08 | 1d | -0.3% |
| 2007-04-25 | 2007-04-26 | 1d | -4.0% |
| 2007-03-13 | 2007-03-14 | 1d | -0.7% |
| 2007-01-29 | 2007-01-30 | 1d | -1.8% |
| 2006-12-12 | 2006-12-13 | 1d | -3.0% |
| 2006-10-16 | 2006-10-17 | 1d | -3.1% |
| 2006-09-01 | 2006-09-05 | 4d | -1.9% |
| 2006-07-11 | 2006-07-12 | 1d | -2.5% |
| 2006-05-15 | 2006-05-16 | 1d | -1.6% |
| 2006-03-29 | 2006-03-30 | 1d | -2.3% |
| 2006-02-09 | 2006-02-10 | 1d | -0.9% |
| 2005-12-02 | 2005-12-05 | 3d | -2.1% |
| 2005-10-19 | 2005-10-20 | 1d | -3.6% |
| 2005-08-29 | 2005-08-30 | 1d | -2.2% |
| 2005-07-18 | 2005-07-19 | 1d | -1.8% |
| 2005-06-03 | 2005-06-06 | 3d | -2.2% |
| 2005-04-21 | 2005-04-22 | 1d | -2.9% |
| 2005-03-09 | 2005-03-10 | 1d | -2.0% |
| 2005-01-25 | 2005-01-26 | 1d | -0.2% |
| 2004-12-10 | 2004-12-13 | 3d | -0.4% |
| 2004-10-28 | 2004-10-29 | 1d | -1.8% |
| 2004-09-14 | 2004-09-15 | 1d | -2.1% |
| 2004-08-02 | 2004-08-03 | 1d | -1.5% |
| 2004-06-08 | 2004-06-09 | 1d | -2.6% |
| 2004-04-26 | 2004-04-27 | 1d | -1.2% |
| 2004-03-12 | 2004-03-15 | 3d | -2.3% |
| 2004-01-29 | 2004-01-30 | 1d | -3.3% |
| 2003-12-12 | 2003-12-15 | 3d | -2.6% |
| 2003-10-30 | 2003-10-31 | 1d | -3.1% |
| 2003-09-18 | 2003-09-19 | 1d | -3.8% |
| 2003-08-06 | 2003-08-07 | 1d | -4.3% |
| 2003-06-24 | 2003-06-25 | 1d | -2.6% |
| 2003-04-25 | 2003-04-28 | 3d | 0.2% |
| 2002-04-16 | 2002-04-17 | 1d | -4.2% |
| 2002-03-04 | 2002-03-05 | 1d | -5.8% |