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 |
PFE
Avg/Trade-1.92%
Win Rate2.1%
Trades48
Avg Hold2d
Best+1.1%
Worst-4.9%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2022-03-18 | 2022-03-21 | 3d | -2.5% |
| 2022-01-28 | 2022-01-31 | 3d | -4.9% |
| 2018-11-08 | 2018-11-09 | 1d | -1.0% |
| 2015-01-12 | 2015-01-13 | 1d | -2.9% |
| 2013-04-17 | 2013-04-18 | 1d | -2.9% |
| 2013-03-05 | 2013-03-06 | 1d | -1.8% |
| 2012-11-06 | 2012-11-07 | 1d | -3.2% |
| 2012-08-13 | 2012-08-14 | 1d | -0.9% |
| 2012-06-29 | 2012-07-02 | 3d | -2.0% |
| 2012-05-09 | 2012-05-10 | 1d | -0.3% |
| 2012-03-27 | 2012-03-28 | 1d | -2.4% |
| 2012-01-24 | 2012-01-25 | 1d | -1.7% |
| 2011-12-05 | 2011-12-06 | 1d | -0.0% |
| 2011-06-03 | 2011-06-06 | 3d | -2.4% |
| 2011-03-18 | 2011-03-21 | 3d | -2.9% |
| 2010-09-24 | 2010-09-27 | 3d | -3.3% |
| 2010-02-23 | 2010-02-24 | 1d | -1.2% |
| 2009-06-11 | 2009-06-12 | 1d | -1.1% |
| 2007-08-27 | 2007-08-28 | 1d | -3.1% |
| 2007-05-25 | 2007-05-29 | 4d | -1.9% |
| 2007-04-13 | 2007-04-16 | 3d | -1.0% |
| 2007-02-22 | 2007-02-23 | 1d | -2.9% |
| 2006-12-29 | 2007-01-03 | 5d | -0.5% |
| 2006-07-31 | 2006-08-01 | 1d | -2.0% |
| 2006-06-07 | 2006-06-08 | 1d | -2.2% |
| 2006-02-15 | 2006-02-16 | 1d | -1.2% |
| 2005-12-22 | 2005-12-23 | 1d | -2.4% |
| 2005-11-08 | 2005-11-09 | 1d | -0.8% |
| 2005-08-22 | 2005-08-23 | 1d | -3.0% |
| 2005-07-11 | 2005-07-12 | 1d | -2.1% |
| 2005-05-11 | 2005-05-12 | 1d | -2.0% |
| 2005-03-30 | 2005-03-31 | 1d | -2.0% |
| 2005-02-14 | 2005-02-15 | 1d | -3.0% |
| 2004-12-31 | 2005-01-03 | 3d | -3.6% |
| 2004-11-12 | 2004-11-15 | 3d | -1.4% |
| 2004-09-03 | 2004-09-07 | 4d | -1.4% |
| 2004-07-08 | 2004-07-09 | 1d | -1.8% |
| 2004-05-24 | 2004-05-25 | 1d | -1.1% |
| 2004-04-12 | 2004-04-13 | 1d | -2.7% |
| 2004-02-27 | 2004-03-01 | 3d | -1.3% |
| 2004-01-14 | 2004-01-15 | 1d | -2.9% |
| 2003-12-01 | 2003-12-02 | 1d | -2.4% |
| 2003-10-17 | 2003-10-20 | 3d | -0.5% |
| 2003-09-05 | 2003-09-08 | 3d | 1.1% |
| 2003-07-24 | 2003-07-25 | 1d | -0.5% |
| 2003-06-11 | 2003-06-12 | 1d | -1.3% |
| 2003-04-21 | 2003-04-22 | 1d | -1.3% |
| 2002-03-19 | 2002-03-20 | 1d | -3.5% |