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 |
T
Avg/Trade-1.47%
Win Rate10.5%
Trades57
Avg Hold1d
Best+2.5%
Worst-4.5%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2025-03-24 | 2025-03-27 | 3d | 2.5% |
| 2023-03-17 | 2023-03-20 | 3d | -0.0% |
| 2023-02-02 | 2023-02-03 | 1d | -4.1% |
| 2020-03-04 | 2020-03-05 | 1d | -4.5% |
| 2019-10-18 | 2019-10-21 | 3d | -2.6% |
| 2019-08-06 | 2019-08-07 | 1d | -1.7% |
| 2016-10-18 | 2016-10-19 | 1d | -1.9% |
| 2016-06-28 | 2016-06-29 | 1d | -0.7% |
| 2015-01-15 | 2015-01-16 | 1d | -0.4% |
| 2013-04-02 | 2013-04-03 | 1d | -2.7% |
| 2012-11-08 | 2012-11-09 | 1d | -1.0% |
| 2012-08-09 | 2012-08-10 | 1d | -1.3% |
| 2012-06-13 | 2012-06-14 | 1d | 0.0% |
| 2012-05-01 | 2012-05-02 | 1d | -2.0% |
| 2012-03-16 | 2012-03-19 | 3d | -1.8% |
| 2011-12-29 | 2011-12-30 | 1d | -1.7% |
| 2011-06-13 | 2011-06-14 | 1d | -1.2% |
| 2011-03-28 | 2011-03-29 | 1d | 0.3% |
| 2010-09-17 | 2010-09-20 | 3d | -0.7% |
| 2009-06-22 | 2009-06-23 | 1d | 0.1% |
| 2007-12-27 | 2007-12-28 | 1d | -1.0% |
| 2007-11-13 | 2007-11-14 | 1d | -3.2% |
| 2007-09-10 | 2007-09-11 | 1d | 0.6% |
| 2007-07-26 | 2007-07-27 | 1d | -3.8% |
| 2007-06-06 | 2007-06-07 | 1d | -4.0% |
| 2007-04-24 | 2007-04-25 | 1d | -1.9% |
| 2007-03-12 | 2007-03-13 | 1d | -1.4% |
| 2007-01-26 | 2007-01-29 | 3d | -1.7% |
| 2006-12-11 | 2006-12-12 | 1d | -0.7% |
| 2006-10-13 | 2006-10-16 | 3d | -3.7% |
| 2006-08-31 | 2006-09-01 | 1d | -0.4% |
| 2006-07-19 | 2006-07-20 | 1d | -2.6% |
| 2006-05-31 | 2006-06-01 | 1d | 1.2% |
| 2006-04-18 | 2006-04-19 | 1d | -2.7% |
| 2006-02-09 | 2006-02-10 | 1d | -0.7% |
| 2005-12-08 | 2005-12-09 | 1d | -1.8% |
| 2005-10-26 | 2005-10-27 | 1d | -1.8% |
| 2005-08-01 | 2005-08-02 | 1d | -1.2% |
| 2005-06-17 | 2005-06-20 | 3d | -1.8% |
| 2005-04-29 | 2005-05-02 | 3d | -2.0% |
| 2005-03-17 | 2005-03-18 | 1d | -2.2% |
| 2005-02-02 | 2005-02-03 | 1d | -1.0% |
| 2004-12-20 | 2004-12-21 | 1d | -1.6% |
| 2004-10-29 | 2004-11-01 | 3d | -0.4% |
| 2004-09-10 | 2004-09-13 | 3d | -1.0% |
| 2004-07-29 | 2004-07-30 | 1d | -2.2% |
| 2004-06-08 | 2004-06-09 | 1d | -0.8% |
| 2004-04-26 | 2004-04-27 | 1d | -2.0% |
| 2004-03-12 | 2004-03-15 | 3d | -2.7% |
| 2004-01-29 | 2004-01-30 | 1d | -2.7% |
| 2003-12-09 | 2003-12-10 | 1d | 0.7% |
| 2003-10-27 | 2003-10-28 | 1d | -1.5% |
| 2003-09-15 | 2003-09-16 | 1d | -0.5% |
| 2003-08-01 | 2003-08-04 | 3d | -0.1% |
| 2003-06-19 | 2003-06-20 | 1d | -0.1% |
| 2003-04-28 | 2003-04-29 | 1d | -2.0% |
| 2002-03-21 | 2002-03-22 | 1d | -3.8% |