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 |
TMO
Avg/Trade-1.58%
Win Rate15.2%
Trades46
Avg Hold10d
Best+10.8%
Worst-6.8%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2019-09-18 | 2019-10-02 | 14d | -6.6% |
| 2019-06-04 | 2019-07-15 | 41d | 5.7% |
| 2018-11-08 | 2018-11-12 | 4d | -5.4% |
| 2016-07-19 | 2016-08-08 | 20d | -2.0% |
| 2014-10-27 | 2014-12-16 | 50d | 1.1% |
| 2014-03-24 | 2014-03-25 | 1d | -3.0% |
| 2013-11-21 | 2013-12-12 | 21d | -3.3% |
| 2013-06-12 | 2013-06-13 | 1d | -0.6% |
| 2013-03-06 | 2013-03-25 | 19d | -4.3% |
| 2012-12-20 | 2012-12-21 | 1d | -4.0% |
| 2012-11-07 | 2012-11-08 | 1d | -3.7% |
| 2012-05-17 | 2012-05-18 | 1d | -3.1% |
| 2012-01-17 | 2012-03-06 | 49d | 9.0% |
| 2011-06-22 | 2011-06-23 | 1d | -2.2% |
| 2011-04-04 | 2011-04-05 | 1d | -3.6% |
| 2010-09-24 | 2010-10-07 | 13d | -2.6% |
| 2010-06-03 | 2010-06-04 | 1d | -6.8% |
| 2009-06-26 | 2009-06-30 | 4d | -4.6% |
| 2007-12-03 | 2007-12-04 | 1d | -2.0% |
| 2007-09-17 | 2007-10-11 | 24d | 3.0% |
| 2007-07-27 | 2007-08-03 | 7d | -1.9% |
| 2007-05-09 | 2007-05-23 | 14d | 0.0% |
| 2007-03-27 | 2007-03-28 | 1d | -2.2% |
| 2007-02-12 | 2007-02-13 | 1d | -3.2% |
| 2006-12-27 | 2006-12-28 | 1d | -3.0% |
| 2006-10-19 | 2006-11-14 | 26d | -0.4% |
| 2006-08-21 | 2006-08-31 | 10d | -2.1% |
| 2006-07-03 | 2006-07-11 | 8d | -4.3% |
| 2006-05-17 | 2006-05-18 | 1d | -0.5% |
| 2006-04-03 | 2006-04-05 | 2d | -2.0% |
| 2006-02-17 | 2006-02-21 | 4d | -2.8% |
| 2006-01-05 | 2006-01-06 | 1d | -1.9% |
| 2005-11-21 | 2005-11-22 | 1d | -3.0% |
| 2005-10-07 | 2005-10-10 | 3d | -2.4% |
| 2005-08-24 | 2005-08-25 | 1d | -0.7% |
| 2005-07-12 | 2005-07-14 | 2d | -2.7% |
| 2005-05-18 | 2005-05-31 | 13d | -4.8% |
| 2005-04-06 | 2005-04-07 | 1d | -2.1% |
| 2005-02-22 | 2005-02-23 | 1d | -1.5% |
| 2005-01-07 | 2005-01-10 | 3d | -1.7% |
| 2004-11-02 | 2004-11-24 | 22d | 1.3% |
| 2004-09-14 | 2004-09-22 | 8d | -3.1% |
| 2004-07-29 | 2004-08-03 | 5d | -1.8% |
| 2004-06-09 | 2004-06-10 | 1d | -0.4% |
| 2004-03-29 | 2004-04-28 | 30d | 2.6% |
| 2004-01-02 | 2004-02-17 | 46d | 10.8% |