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 |
NKE
Avg/Trade-1.63%
Win Rate10.3%
Trades58
Avg Hold2d
Best+6.2%
Worst-6.7%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2019-10-21 | 2019-10-22 | 1d | -2.6% |
| 2019-08-14 | 2019-08-15 | 1d | -3.8% |
| 2018-12-03 | 2018-12-04 | 1d | -4.7% |
| 2018-10-12 | 2018-10-15 | 3d | -3.1% |
| 2015-11-16 | 2015-11-17 | 1d | -2.7% |
| 2014-12-24 | 2014-12-26 | 2d | -1.4% |
| 2014-10-27 | 2014-10-28 | 1d | -1.1% |
| 2013-12-17 | 2013-12-18 | 1d | 0.3% |
| 2013-07-03 | 2013-07-05 | 2d | -0.7% |
| 2012-11-28 | 2012-11-29 | 1d | -2.1% |
| 2012-06-05 | 2012-06-06 | 1d | -0.5% |
| 2012-04-23 | 2012-04-24 | 1d | -4.6% |
| 2012-03-09 | 2012-03-12 | 3d | -2.4% |
| 2011-12-28 | 2011-12-29 | 1d | -0.9% |
| 2011-04-05 | 2011-04-06 | 1d | -1.0% |
| 2011-01-04 | 2011-01-05 | 1d | -1.3% |
| 2010-11-19 | 2010-11-22 | 3d | -1.8% |
| 2010-09-13 | 2010-09-14 | 1d | -1.2% |
| 2010-06-16 | 2010-06-17 | 1d | -1.0% |
| 2010-02-09 | 2010-02-10 | 1d | -1.8% |
| 2009-07-31 | 2009-08-03 | 3d | -2.0% |
| 2009-06-08 | 2009-06-09 | 1d | -0.8% |
| 2008-05-16 | 2008-05-19 | 3d | -1.6% |
| 2007-11-30 | 2007-12-03 | 3d | 0.1% |
| 2007-10-12 | 2007-10-15 | 3d | -0.8% |
| 2007-08-08 | 2007-08-09 | 1d | -6.7% |
| 2007-06-26 | 2007-06-27 | 1d | 6.2% |
| 2007-05-14 | 2007-05-15 | 1d | -2.5% |
| 2007-03-30 | 2007-04-02 | 3d | -1.8% |
| 2007-02-15 | 2007-02-16 | 1d | -1.2% |
| 2007-01-03 | 2007-01-04 | 1d | -1.0% |
| 2006-08-01 | 2006-08-02 | 1d | -2.7% |
| 2006-05-26 | 2006-05-30 | 4d | -3.2% |
| 2006-02-22 | 2006-02-23 | 1d | -1.2% |
| 2006-01-09 | 2006-01-10 | 1d | -1.8% |
| 2005-11-17 | 2005-11-18 | 1d | -1.0% |
| 2005-10-05 | 2005-10-06 | 1d | -1.2% |
| 2005-08-11 | 2005-08-12 | 1d | -2.4% |
| 2005-06-29 | 2005-06-30 | 1d | -2.8% |
| 2005-05-17 | 2005-05-18 | 1d | 2.0% |
| 2005-04-05 | 2005-04-06 | 1d | -2.4% |
| 2005-02-18 | 2005-02-22 | 4d | -3.8% |
| 2005-01-06 | 2005-01-07 | 1d | -2.5% |
| 2004-11-23 | 2004-11-24 | 1d | -1.3% |
| 2004-10-11 | 2004-10-12 | 1d | -3.3% |
| 2004-08-25 | 2004-08-26 | 1d | -0.8% |
| 2004-06-24 | 2004-06-25 | 1d | 2.0% |
| 2004-05-11 | 2004-05-12 | 1d | -1.3% |
| 2004-03-29 | 2004-03-30 | 1d | -1.7% |
| 2004-02-13 | 2004-02-17 | 4d | -1.0% |
| 2003-12-31 | 2004-01-02 | 2d | -3.2% |
| 2003-11-17 | 2003-11-18 | 1d | -1.9% |
| 2003-10-06 | 2003-10-07 | 1d | -0.8% |
| 2003-08-22 | 2003-08-25 | 3d | -1.0% |
| 2003-07-11 | 2003-07-14 | 3d | -1.8% |
| 2003-05-29 | 2003-05-30 | 1d | 0.3% |
| 2003-04-15 | 2003-04-16 | 1d | -4.5% |
| 2002-03-05 | 2002-03-06 | 1d | -1.0% |