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 |
PEP
Avg/Trade-1.97%
Win Rate4.7%
Trades43
Avg Hold2d
Best+0.2%
Worst-3.5%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2023-02-24 | 2023-02-27 | 3d | -2.0% |
| 2019-10-04 | 2019-10-07 | 3d | -3.3% |
| 2019-08-07 | 2019-08-08 | 1d | -0.7% |
| 2019-05-21 | 2019-05-22 | 1d | -1.2% |
| 2016-07-14 | 2016-07-15 | 1d | -2.2% |
| 2014-12-29 | 2014-12-30 | 1d | -2.7% |
| 2012-11-23 | 2012-11-26 | 3d | -2.2% |
| 2012-05-14 | 2012-05-15 | 1d | -0.9% |
| 2012-01-04 | 2012-01-05 | 1d | -2.7% |
| 2010-09-15 | 2010-09-16 | 1d | -1.8% |
| 2009-06-09 | 2009-06-10 | 1d | -2.2% |
| 2007-11-14 | 2007-11-15 | 1d | -2.6% |
| 2007-08-17 | 2007-08-20 | 3d | -3.0% |
| 2007-05-30 | 2007-05-31 | 1d | -2.3% |
| 2007-04-17 | 2007-04-18 | 1d | -1.8% |
| 2007-02-20 | 2007-02-21 | 1d | -1.3% |
| 2007-01-05 | 2007-01-08 | 3d | -1.7% |
| 2006-07-24 | 2006-07-25 | 1d | -2.9% |
| 2006-05-18 | 2006-05-19 | 1d | -2.1% |
| 2006-02-14 | 2006-02-15 | 1d | -2.1% |
| 2005-12-12 | 2005-12-13 | 1d | -2.5% |
| 2005-10-28 | 2005-10-31 | 3d | -1.5% |
| 2005-09-16 | 2005-09-19 | 3d | -3.0% |
| 2005-08-03 | 2005-08-04 | 1d | -1.9% |
| 2005-06-21 | 2005-06-22 | 1d | -3.1% |
| 2005-04-29 | 2005-05-02 | 3d | -1.5% |
| 2005-03-16 | 2005-03-17 | 1d | -1.7% |
| 2005-02-01 | 2005-02-02 | 1d | -1.5% |
| 2004-12-17 | 2004-12-20 | 3d | -2.5% |
| 2004-11-03 | 2004-11-04 | 1d | 0.1% |
| 2004-09-13 | 2004-09-14 | 1d | -2.3% |
| 2004-07-30 | 2004-08-02 | 3d | 0.2% |
| 2004-06-07 | 2004-06-08 | 1d | -1.5% |
| 2004-04-23 | 2004-04-26 | 3d | -2.4% |
| 2004-03-11 | 2004-03-12 | 1d | -2.2% |
| 2004-01-28 | 2004-01-29 | 1d | -0.3% |
| 2003-12-04 | 2003-12-05 | 1d | -1.2% |
| 2003-10-22 | 2003-10-23 | 1d | -1.3% |
| 2003-09-10 | 2003-09-11 | 1d | -2.0% |
| 2003-07-29 | 2003-07-30 | 1d | -1.2% |
| 2003-06-16 | 2003-06-17 | 1d | -3.3% |
| 2003-04-24 | 2003-04-25 | 1d | -3.5% |
| 2002-03-12 | 2002-03-13 | 1d | -2.7% |