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 |
TXN
Avg/Trade-2.06%
Win Rate9.6%
Trades52
Avg Hold1d
Best+2.0%
Worst-7.1%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2023-03-20 | 2023-03-21 | 1d | -2.4% |
| 2019-10-10 | 2019-10-11 | 1d | -0.1% |
| 2019-08-08 | 2019-08-09 | 1d | -4.9% |
| 2016-09-12 | 2016-09-13 | 1d | -2.7% |
| 2016-06-29 | 2016-06-30 | 1d | 0.3% |
| 2014-12-19 | 2014-12-22 | 3d | -0.9% |
| 2014-10-24 | 2014-10-27 | 3d | -1.2% |
| 2014-04-03 | 2014-04-04 | 1d | -4.7% |
| 2013-07-02 | 2013-07-03 | 1d | -1.0% |
| 2012-11-29 | 2012-11-30 | 1d | -3.9% |
| 2012-05-16 | 2012-05-17 | 1d | -4.0% |
| 2012-01-11 | 2012-01-12 | 1d | 0.1% |
| 2011-06-07 | 2011-06-08 | 1d | -3.7% |
| 2011-03-08 | 2011-03-09 | 1d | -5.0% |
| 2011-01-06 | 2011-01-07 | 1d | -2.0% |
| 2010-11-22 | 2010-11-23 | 1d | -2.8% |
| 2010-09-22 | 2010-09-23 | 1d | -0.7% |
| 2010-01-25 | 2010-01-26 | 1d | -3.4% |
| 2009-08-12 | 2009-08-13 | 1d | 0.7% |
| 2009-06-30 | 2009-07-01 | 1d | -0.6% |
| 2007-12-10 | 2007-12-11 | 1d | -1.2% |
| 2007-08-22 | 2007-08-23 | 1d | -1.9% |
| 2007-05-31 | 2007-06-01 | 1d | -0.4% |
| 2007-02-27 | 2007-02-28 | 1d | -1.0% |
| 2007-01-12 | 2007-01-16 | 4d | -2.6% |
| 2006-08-03 | 2006-08-04 | 1d | -2.7% |
| 2006-05-12 | 2006-05-15 | 3d | -2.8% |
| 2006-03-30 | 2006-03-31 | 1d | -3.8% |
| 2006-02-08 | 2006-02-09 | 1d | -0.9% |
| 2005-12-12 | 2005-12-13 | 1d | -2.1% |
| 2005-10-28 | 2005-10-31 | 3d | -0.0% |
| 2005-09-15 | 2005-09-16 | 1d | -2.7% |
| 2005-08-03 | 2005-08-04 | 1d | -3.8% |
| 2005-06-21 | 2005-06-22 | 1d | -0.8% |
| 2005-05-09 | 2005-05-10 | 1d | -3.9% |
| 2005-03-28 | 2005-03-29 | 1d | -3.2% |
| 2005-02-10 | 2005-02-11 | 1d | 1.8% |
| 2004-12-29 | 2004-12-30 | 1d | -1.5% |
| 2004-11-15 | 2004-11-16 | 1d | -3.5% |
| 2004-09-15 | 2004-09-16 | 1d | -3.1% |
| 2004-07-20 | 2004-07-21 | 1d | -7.1% |
| 2004-06-04 | 2004-06-07 | 3d | 2.0% |
| 2004-04-22 | 2004-04-23 | 1d | -0.9% |
| 2004-03-10 | 2004-03-11 | 1d | -3.5% |
| 2004-01-27 | 2004-01-28 | 1d | -1.2% |
| 2003-12-11 | 2003-12-12 | 1d | -1.5% |
| 2003-10-29 | 2003-10-30 | 1d | -0.8% |
| 2003-09-17 | 2003-09-18 | 1d | -1.4% |
| 2003-08-05 | 2003-08-06 | 1d | -2.2% |
| 2003-06-23 | 2003-06-24 | 1d | -3.7% |
| 2003-04-30 | 2003-05-01 | 1d | -1.6% |
| 2002-03-15 | 2002-03-18 | 3d | -2.2% |