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 |
MA
Avg/Trade-1.98%
Win Rate8.0%
Trades25
Avg Hold10d
Best+10.6%
Worst-7.7%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2023-03-14 | 2023-03-15 | 1d | -1.3% |
| 2019-10-24 | 2020-02-25 | 124d | 10.6% |
| 2019-09-12 | 2019-09-13 | 1d | -2.0% |
| 2019-07-16 | 2019-07-31 | 15d | -3.5% |
| 2019-05-28 | 2019-05-31 | 3d | -2.7% |
| 2018-10-18 | 2018-10-23 | 5d | -2.5% |
| 2015-01-20 | 2015-01-21 | 1d | -2.6% |
| 2014-04-07 | 2014-04-08 | 1d | -1.7% |
| 2013-12-12 | 2013-12-13 | 1d | -1.3% |
| 2013-07-01 | 2013-07-02 | 1d | -2.0% |
| 2013-04-04 | 2013-04-05 | 1d | -2.3% |
| 2012-12-18 | 2012-12-19 | 1d | -2.7% |
| 2012-11-02 | 2012-11-05 | 3d | -2.8% |
| 2012-07-30 | 2012-07-31 | 1d | -3.0% |
| 2012-05-25 | 2012-05-29 | 4d | -1.5% |
| 2012-04-13 | 2012-04-16 | 3d | -3.7% |
| 2012-02-07 | 2012-03-02 | 24d | 3.0% |
| 2011-12-22 | 2011-12-23 | 1d | -0.1% |
| 2011-10-27 | 2011-11-01 | 5d | -6.1% |
| 2011-06-14 | 2011-06-15 | 1d | -3.3% |
| 2010-09-27 | 2010-10-12 | 15d | -2.0% |
| 2010-06-17 | 2010-06-24 | 7d | -1.6% |
| 2010-01-21 | 2010-01-22 | 1d | -4.5% |
| 2009-07-07 | 2009-07-08 | 1d | -2.1% |
| 2008-05-06 | 2008-05-27 | 21d | -7.7% |