Buy (bull) | Wait (bullish reversal) | Wait (bearish reversal) | Sell (bear) |
Open date | Close date | Duration | Open price | Close price | Open capital | Close capital | Perf (trade) | Perf (sum) |
---|---|---|---|---|---|---|---|---|
2003-06-30 | 2004-04-30 | 305 days | $ 663.00 | $ 796.00 | $ 1,000.00 | $ 1,200.60 | 20.06% | 20.06% |
2005-01-31 | 2005-05-31 | 120 days | $ 869.00 | $ 859.00 | $ 1,200.60 | $ 1,186.79 | -1.15% | 18.68% |
2005-09-30 | 2006-10-31 | 396 days | $ 929.00 | $ 1,078.00 | $ 1,186.79 | $ 1,377.15 | 16.04% | 37.72% |
2007-02-28 | 2008-08-31 | 550 days | $ 1,247.00 | $ 1,476.50 | $ 1,377.15 | $ 1,630.55 | 18.40% | 63.06% |
2010-02-28 | 2011-06-30 | 487 days | $ 1,540.00 | $ 1,720.15 | $ 1,630.55 | $ 1,821.32 | 11.70% | 82.13% |
2011-08-31 | 2011-09-30 | 30 days | $ 1,839.35 | $ 1,517.95 | $ 1,821.32 | $ 1,503.14 | -17.47% | 50.31% |
2020-12-31 | 2021-02-28 | 59 days | $ 1,065.95 | $ 1,188.72 | $ 1,503.14 | $ 1,676.30 | 11.52% | 67.63% |
Strategy performance | 67.63% |
Strategy annual return | 2.49% |
Strategy max loss | -17.47% |
Strategy max drawdown | -37.08% |
Worst trade performance | -17.47% |
Trade max loss | -17.47% |
Trade max drawdown | -31.74% |
Asset performance | 43.64% |
Asset annual return | 1.67% |
Asset max drawdown | -66.61% |
2003 | 22.32% |
2004 | -4.33% |
2005 | 3.00% |
2006 | -0.09% |
2007 | 21.89% |
2008 | -14.65% |
2009 | 0.00% |
2010 | 14.77% |
2011 | -20.63% |
2012 | 0.00% |
2013 | 0.00% |
2014 | 0.00% |
2015 | 0.00% |
2016 | 0.00% |
2017 | 0.00% |
2018 | 0.00% |
2019 | 0.00% |
2020 | 0.00% |
2021 | 10.82% |
2022 | 0.00% |
2023 | 0.00% |
Open | Close | ||
Dates | 2003-06-30 | 2004-04-30 | 305 days |
Prices | $ 663.00 | $ 796.00 | 20.06% |
Capital | $ 1,000.00 | $ 1,200.60 | 20.06% |
Dates | 2005-01-31 | 2005-05-31 | 120 days |
Prices | $ 869.00 | $ 859.00 | -1.15% |
Capital | $ 1,200.60 | $ 1,186.79 | 18.68% |
Dates | 2005-09-30 | 2006-10-31 | 396 days |
Prices | $ 929.00 | $ 1,078.00 | 16.04% |
Capital | $ 1,186.79 | $ 1,377.15 | 37.72% |
Dates | 2007-02-28 | 2008-08-31 | 550 days |
Prices | $ 1,247.00 | $ 1,476.50 | 18.4% |
Capital | $ 1,377.15 | $ 1,630.55 | 63.06% |
Dates | 2010-02-28 | 2011-06-30 | 487 days |
Prices | $ 1,540.00 | $ 1,720.15 | 11.7% |
Capital | $ 1,630.55 | $ 1,821.32 | 82.13% |
Dates | 2011-08-31 | 2011-09-30 | 30 days |
Prices | $ 1,839.35 | $ 1,517.95 | -17.47% |
Capital | $ 1,821.32 | $ 1,503.14 | 50.31% |
Dates | 2020-12-31 | 2021-02-28 | 59 days |
Prices | $ 1,065.95 | $ 1,188.72 | 11.52% |
Capital | $ 1,503.14 | $ 1,676.30 | 67.63% |
Strategy performance | 67.63% |
Strategy annual return | 2.49% |
Strategy max loss | -17.47% |
Strategy max drawdown | -37.08% |
Worst trade performance | -17.47% |
Trade max loss | -17.47% |
Trade max drawdown | -31.74% |
Asset performance | 43.64% |
Asset annual return | 1.67% |
Asset max drawdown | -66.61% |
Year | Performance |
2003 | 22.32% |
2004 | -4.33% |
2005 | 3.00% |
2006 | -0.09% |
2007 | 21.89% |
2008 | -14.65% |
2009 | 0.00% |
2010 | 14.77% |
2011 | -20.63% |
2012 | 0.00% |
2013 | 0.00% |
2014 | 0.00% |
2015 | 0.00% |
2016 | 0.00% |
2017 | 0.00% |
2018 | 0.00% |
2019 | 0.00% |
2020 | 0.00% |
2021 | 10.82% |
2022 | 0.00% |
2023 | 0.00% |