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 |
WMT
Avg/Trade-2.14%
Win Rate2.3%
Trades44
Avg Hold1d
Best+1.1%
Worst-5.0%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2023-02-28 | 2023-03-01 | 1d | -3.3% |
| 2019-09-13 | 2019-09-16 | 3d | -3.5% |
| 2019-07-22 | 2019-07-23 | 1d | -2.6% |
| 2015-01-05 | 2015-01-06 | 1d | -1.2% |
| 2013-04-01 | 2013-04-02 | 1d | -1.2% |
| 2012-10-31 | 2012-11-01 | 1d | -4.0% |
| 2012-08-01 | 2012-08-02 | 1d | -1.4% |
| 2012-06-19 | 2012-06-20 | 1d | -0.9% |
| 2012-05-07 | 2012-05-08 | 1d | -2.2% |
| 2012-03-19 | 2012-03-20 | 1d | -2.2% |
| 2011-12-23 | 2011-12-27 | 4d | -2.2% |
| 2010-09-23 | 2010-09-24 | 1d | -1.2% |
| 2009-08-14 | 2009-08-17 | 3d | -2.4% |
| 2009-06-03 | 2009-06-04 | 1d | -2.0% |
| 2007-12-11 | 2007-12-12 | 1d | -3.1% |
| 2007-08-24 | 2007-08-27 | 3d | -1.8% |
| 2007-06-06 | 2007-06-07 | 1d | -3.9% |
| 2007-02-21 | 2007-02-22 | 1d | -2.5% |
| 2007-01-08 | 2007-01-09 | 1d | -1.1% |
| 2006-08-03 | 2006-08-04 | 1d | -1.7% |
| 2006-05-19 | 2006-05-22 | 3d | -1.9% |
| 2006-02-27 | 2006-02-28 | 1d | -2.8% |
| 2005-12-27 | 2005-12-28 | 1d | -1.7% |
| 2005-11-07 | 2005-11-08 | 1d | -2.9% |
| 2005-08-15 | 2005-08-16 | 1d | -5.0% |
| 2005-07-01 | 2005-07-05 | 4d | 1.1% |
| 2005-05-04 | 2005-05-05 | 1d | -1.7% |
| 2005-03-22 | 2005-03-23 | 1d | -2.4% |
| 2005-02-07 | 2005-02-08 | 1d | -2.5% |
| 2004-12-23 | 2004-12-27 | 4d | -1.5% |
| 2004-11-09 | 2004-11-10 | 1d | -2.4% |
| 2004-09-16 | 2004-09-17 | 1d | -2.5% |
| 2004-07-06 | 2004-07-07 | 1d | -1.5% |
| 2004-05-20 | 2004-05-21 | 1d | -1.5% |
| 2004-04-07 | 2004-04-08 | 1d | -4.1% |
| 2004-02-25 | 2004-02-26 | 1d | -2.7% |
| 2004-01-12 | 2004-01-13 | 1d | -1.5% |
| 2003-11-26 | 2003-11-28 | 2d | -2.1% |
| 2003-10-15 | 2003-10-16 | 1d | -1.4% |
| 2003-09-03 | 2003-09-04 | 1d | -1.8% |
| 2003-07-22 | 2003-07-23 | 1d | -2.7% |
| 2003-06-09 | 2003-06-10 | 1d | -0.2% |
| 2003-04-15 | 2003-04-16 | 1d | -3.3% |
| 2002-03-07 | 2002-03-08 | 1d | -0.7% |