XPD

Monthly

Last signal: 2022-09-01

Buy (bull)

Wait (bullish reversal)

Wait (bearish reversal)

Sell (bear)

Trades

Open date	Close date	Duration	Open price	Close price	Open capital	Close capital	Perf (trade)	Perf (sum)
2006-07-03	2007-08-01	394 days	$ 310.00	$ 329.00	$ 1,000.00	$ 1,061.30	6.13%	6.13%
2008-01-01	2008-07-01	182 days	$ 386.00	$ 378.00	$ 1,061.30	$ 1,039.33	-2.07%	3.93%
2010-01-01	2011-09-01	608 days	$ 415.00	$ 605.38	$ 1,039.33	$ 1,516.07	45.87%	51.61%
2013-01-01	2013-06-03	153 days	$ 740.47	$ 656.00	$ 1,516.07	$ 1,343.09	-11.41%	34.31%
2013-08-01	2014-01-01	153 days	$ 719.00	$ 701.00	$ 1,343.09	$ 1,309.51	-2.50%	30.95%
2014-03-03	2014-09-01	182 days	$ 771.90	$ 768.90	$ 1,309.51	$ 1,304.40	-0.39%	30.44%
2016-12-01	2018-06-01	547 days	$ 679.00	$ 952.50	$ 1,304.40	$ 1,829.81	40.28%	82.98%
2018-10-01	2020-06-01	609 days	$ 1,078.50	$ 1,930.00	$ 1,829.81	$ 3,274.44	78.95%	227.44%
2020-09-01	2020-10-01	30 days	$ 2,304.85	$ 2,212.00	$ 3,274.44	$ 3,142.48	-4.03%	214.25%
2020-12-01	2021-08-02	244 days	$ 2,447.66	$ 2,466.96	$ 3,142.48	$ 3,167.31	0.79%	216.73%

Benchmark

Strategy performance	216.73%
Strategy max loss	-13.96%
Strategy max drawdown	-36.86%
Worst trade performance	-11.41%
Trade max loss	-11.41%
Trade max drawdown	-32.86%
Asset performance	565.65%
Asset max drawdown	-67.23%

Performance

2006	7.10%
2007	-2.08%
2008	-2.07%
2009	0.00%
2010	92.65%
2011	-25.33%
2012	0.00%
2013	-12.15%
2014	-0.39%

2015	0.00%
2016	0.00%
2017	40.95%
2018	8.35%
2019	44.56%
2020	-18.69%
2021	10.82%
2022	0.00%

Average

8.45%

Trades

	Open	Close
Dates	2006-07-03	2007-08-01	394 days
Prices	$ 310.00	$ 329.00	6.13%
Capital	$ 1,000.00	$ 1,061.30	6.13%

Dates	2008-01-01	2008-07-01	182 days
Prices	$ 386.00	$ 378.00	-2.07%
Capital	$ 1,061.30	$ 1,039.33	3.93%

Dates	2010-01-01	2011-09-01	608 days
Prices	$ 415.00	$ 605.38	45.87%
Capital	$ 1,039.33	$ 1,516.07	51.61%

Dates	2013-01-01	2013-06-03	153 days
Prices	$ 740.47	$ 656.00	-11.41%
Capital	$ 1,516.07	$ 1,343.09	34.31%

Dates	2013-08-01	2014-01-01	153 days
Prices	$ 719.00	$ 701.00	-2.5%
Capital	$ 1,343.09	$ 1,309.51	30.95%

Dates	2014-03-03	2014-09-01	182 days
Prices	$ 771.90	$ 768.90	-0.39%
Capital	$ 1,309.51	$ 1,304.40	30.44%

Dates	2016-12-01	2018-06-01	547 days
Prices	$ 679.00	$ 952.50	40.28%
Capital	$ 1,304.40	$ 1,829.81	82.98%

Dates	2018-10-01	2020-06-01	609 days
Prices	$ 1,078.50	$ 1,930.00	78.95%
Capital	$ 1,829.81	$ 3,274.44	227.44%

Dates	2020-09-01	2020-10-01	30 days
Prices	$ 2,304.85	$ 2,212.00	-4.03%
Capital	$ 3,274.44	$ 3,142.48	214.25%

Dates	2020-12-01	2021-08-02	244 days
Prices	$ 2,447.66	$ 2,466.96	0.79%
Capital	$ 3,142.48	$ 3,167.31	216.73%

Benchmark

Strategy performance	216.73%
Strategy max loss	-13.96%
Strategy max drawdown	-36.86%
Worst trade performance	-11.41%
Trade max loss	-11.41%
Trade max drawdown	-32.86%

Asset performance	565.65%
Asset max drawdown	-67.23%

Performance

Year	Performance
2006	7.10%
2007	-2.08%
2008	-2.07%
2009	0.00%
2010	92.65%
2011	-25.33%
2012	0.00%
2013	-12.15%
2014	-0.39%
2015	0.00%
2016	0.00%
2017	40.95%
2018	8.35%
2019	44.56%
2020	-18.69%
2021	10.82%
2022	0.00%
Average	8.45%

Simulation

API

Julien Arcin