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) |
---|---|---|---|---|---|---|---|---|
2005-03-31 | 2005-04-30 | -30 days | $ 58.31 | $ 52.00 | $ 1,000.00 | $ 891.80 | -10.82% | -10.82% |
2005-08-31 | 2005-10-31 | -61 days | $ 61.40 | $ 57.07 | $ 891.80 | $ 828.93 | -7.05% | -17.11% |
2006-07-31 | 2008-01-31 | -549 days | $ 65.78 | $ 83.25 | $ 828.93 | $ 1,049.09 | 26.56% | 4.91% |
2008-05-31 | 2008-07-31 | -61 days | $ 99.15 | $ 84.56 | $ 1,049.09 | $ 894.66 | -14.72% | -10.53% |
2009-11-30 | 2010-01-31 | -62 days | $ 78.04 | $ 72.12 | $ 894.66 | $ 826.76 | -7.59% | -17.32% |
2010-04-30 | 2010-05-31 | -31 days | $ 81.44 | $ 73.87 | $ 826.76 | $ 749.87 | -9.30% | -25.01% |
2010-10-31 | 2011-09-30 | -334 days | $ 82.60 | $ 92.59 | $ 749.87 | $ 840.53 | 12.09% | -15.95% |
2011-12-31 | 2012-05-31 | -152 days | $ 106.40 | $ 98.31 | $ 840.53 | $ 776.65 | -7.60% | -22.34% |
2012-08-31 | 2012-11-30 | -91 days | $ 112.16 | $ 105.69 | $ 776.65 | $ 731.84 | -5.77% | -26.82% |
2013-01-31 | 2013-10-31 | -273 days | $ 115.15 | $ 119.96 | $ 731.84 | $ 762.43 | 4.18% | -23.76% |
2014-06-30 | 2014-09-30 | -92 days | $ 130.55 | $ 119.32 | $ 762.43 | $ 696.86 | -8.60% | -30.31% |
2016-11-30 | 2017-03-31 | -121 days | $ 111.56 | $ 107.37 | $ 696.86 | $ 670.66 | -3.76% | -32.93% |
2017-10-31 | 2018-02-28 | -120 days | $ 115.89 | $ 111.92 | $ 670.66 | $ 647.66 | -3.43% | -35.23% |
2018-05-31 | 2018-08-31 | -92 days | $ 124.30 | $ 118.46 | $ 647.66 | $ 617.22 | -4.70% | -38.28% |
2019-03-31 | 2019-05-31 | -61 days | $ 123.18 | $ 113.85 | $ 617.22 | $ 570.50 | -7.57% | -42.95% |
2019-07-31 | 2019-08-31 | -31 days | $ 123.11 | $ 117.72 | $ 570.50 | $ 545.51 | -4.38% | -45.45% |
2021-03-31 | 2021-08-31 | -153 days | $ 104.79 | $ 96.77 | $ 545.51 | $ 503.78 | -7.65% | -49.62% |
2021-10-31 | 2022-09-30 | -334 days | $ 114.49 | $ 143.67 | $ 503.78 | $ 632.19 | 25.49% | -36.78% |
2022-11-30 | 2023-02-28 | -90 days | $ 183.31 | $ 160.77 | $ 632.19 | $ 554.43 | -12.30% | -44.56% |
Strategy performance | -44.56% |
Strategy annual return | -2.90% |
Strategy max loss | -57.27% |
Strategy max drawdown | -62.75% |
Worst trade performance | -14.72% |
Trade max loss | -17.84% |
Trade max drawdown | -27.34% |
Asset performance | 170.52% |
Asset annual return | 5.47% |
Asset max drawdown | -61.81% |
2005 | -17.12% |
2006 | 11.77% |
2007 | 28.05% |
2008 | -14.71% |
2009 | -1.34% |
2010 | 0.21% |
2011 | -2.47% |
2012 | -10.17% |
2013 | 4.17% |
2014 | -8.59% |
2015 | 0.00% |
2016 | 5.51% |
2017 | 4.17% |
2018 | -14.89% |
2019 | -11.64% |
2020 | 0.00% |
2021 | -5.34% |
2022 | 7.12% |
2023 | -7.60% |
2024 | 0.00% |
Open | Close | ||
Dates | 2005-03-31 | 2005-04-30 | -30 days |
Prices | $ 58.31 | $ 52.00 | -10.82% |
Capital | $ 1,000.00 | $ 891.80 | -10.82% |
Dates | 2005-08-31 | 2005-10-31 | -61 days |
Prices | $ 61.40 | $ 57.07 | -7.05% |
Capital | $ 891.80 | $ 828.93 | -17.11% |
Dates | 2006-07-31 | 2008-01-31 | -549 days |
Prices | $ 65.78 | $ 83.25 | 26.56% |
Capital | $ 828.93 | $ 1,049.09 | 4.91% |
Dates | 2008-05-31 | 2008-07-31 | -61 days |
Prices | $ 99.15 | $ 84.56 | -14.72% |
Capital | $ 1,049.09 | $ 894.66 | -10.53% |
Dates | 2009-11-30 | 2010-01-31 | -62 days |
Prices | $ 78.04 | $ 72.12 | -7.59% |
Capital | $ 894.66 | $ 826.76 | -17.32% |
Dates | 2010-04-30 | 2010-05-31 | -31 days |
Prices | $ 81.44 | $ 73.87 | -9.3% |
Capital | $ 826.76 | $ 749.87 | -25.01% |
Dates | 2010-10-31 | 2011-09-30 | -334 days |
Prices | $ 82.60 | $ 92.59 | 12.09% |
Capital | $ 749.87 | $ 840.53 | -15.95% |
Dates | 2011-12-31 | 2012-05-31 | -152 days |
Prices | $ 106.40 | $ 98.31 | -7.6% |
Capital | $ 840.53 | $ 776.65 | -22.34% |
Dates | 2012-08-31 | 2012-11-30 | -91 days |
Prices | $ 112.16 | $ 105.69 | -5.77% |
Capital | $ 776.65 | $ 731.84 | -26.82% |
Dates | 2013-01-31 | 2013-10-31 | -273 days |
Prices | $ 115.15 | $ 119.96 | 4.18% |
Capital | $ 731.84 | $ 762.43 | -23.76% |
Dates | 2014-06-30 | 2014-09-30 | -92 days |
Prices | $ 130.55 | $ 119.32 | -8.6% |
Capital | $ 762.43 | $ 696.86 | -30.31% |
Dates | 2016-11-30 | 2017-03-31 | -121 days |
Prices | $ 111.56 | $ 107.37 | -3.76% |
Capital | $ 696.86 | $ 670.66 | -32.93% |
Dates | 2017-10-31 | 2018-02-28 | -120 days |
Prices | $ 115.89 | $ 111.92 | -3.43% |
Capital | $ 670.66 | $ 647.66 | -35.23% |
Dates | 2018-05-31 | 2018-08-31 | -92 days |
Prices | $ 124.30 | $ 118.46 | -4.7% |
Capital | $ 647.66 | $ 617.22 | -38.28% |
Dates | 2019-03-31 | 2019-05-31 | -61 days |
Prices | $ 123.18 | $ 113.85 | -7.57% |
Capital | $ 617.22 | $ 570.50 | -42.95% |
Dates | 2019-07-31 | 2019-08-31 | -31 days |
Prices | $ 123.11 | $ 117.72 | -4.38% |
Capital | $ 570.50 | $ 545.51 | -45.45% |
Dates | 2021-03-31 | 2021-08-31 | -153 days |
Prices | $ 104.79 | $ 96.77 | -7.65% |
Capital | $ 545.51 | $ 503.78 | -49.62% |
Dates | 2021-10-31 | 2022-09-30 | -334 days |
Prices | $ 114.49 | $ 143.67 | 25.49% |
Capital | $ 503.78 | $ 632.19 | -36.78% |
Dates | 2022-11-30 | 2023-02-28 | -90 days |
Prices | $ 183.31 | $ 160.77 | -12.3% |
Capital | $ 632.19 | $ 554.43 | -44.56% |
Strategy performance | -44.56% |
Strategy annual return | -2.90% |
Strategy max loss | -57.27% |
Strategy max drawdown | -62.75% |
Worst trade performance | -14.72% |
Trade max loss | -17.84% |
Trade max drawdown | -27.34% |
Asset performance | 170.52% |
Asset annual return | 5.47% |
Asset max drawdown | -61.81% |
Year | Performance |
2005 | -17.12% |
2006 | 11.77% |
2007 | 28.05% |
2008 | -14.71% |
2009 | -1.34% |
2010 | 0.21% |
2011 | -2.47% |
2012 | -10.17% |
2013 | 4.17% |
2014 | -8.59% |
2015 | 0.00% |
2016 | 5.51% |
2017 | 4.17% |
2018 | -14.89% |
2019 | -11.64% |
2020 | 0.00% |
2021 | -5.34% |
2022 | 7.12% |
2023 | -7.60% |
2024 | 0.00% |