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) |
---|---|---|---|---|---|---|---|---|
2013-05-31 | 2013-06-30 | -30 days | $ 51.37 | $ 48.13 | $ 1,000.00 | $ 937.00 | -6.30% | -6.30% |
2013-08-31 | 2014-07-31 | -334 days | $ 51.04 | $ 57.36 | $ 937.00 | $ 1,053.00 | 12.38% | 5.30% |
2015-05-31 | 2015-06-30 | -30 days | $ 56.68 | $ 53.98 | $ 1,053.00 | $ 1,002.88 | -4.76% | 0.29% |
2017-04-30 | 2018-02-28 | -304 days | $ 53.58 | $ 58.64 | $ 1,002.88 | $ 1,097.55 | 9.44% | 9.76% |
2019-11-30 | 2020-02-29 | -91 days | $ 56.39 | $ 52.27 | $ 1,097.55 | $ 1,017.32 | -7.31% | 1.73% |
2020-12-31 | 2022-01-31 | -396 days | $ 60.24 | $ 65.80 | $ 1,017.32 | $ 1,111.22 | 9.23% | 11.12% |
2023-04-30 | 2023-09-30 | -153 days | $ 63.47 | $ 57.93 | $ 1,111.22 | $ 1,014.21 | -8.73% | 1.42% |
2023-12-31 | still open | -121 days | $ 64.48 | $ 65.62 | $ 1,014.21 | $ 1,032.16 | 1.77% | 3.22% |
Strategy performance | 3.22% |
Strategy annual return | 0.26% |
Strategy max loss | -12.83% |
Strategy max drawdown | -18.87% |
Worst trade performance | -8.73% |
Trade max loss | -10.40% |
Trade max drawdown | -13.76% |
Asset performance | 27.75% |
Asset annual return | 2.13% |
Asset max drawdown | -42.94% |
2013 | 7.95% |
2014 | 2.23% |
2015 | -4.77% |
2016 | 0.00% |
2017 | 10.39% |
2018 | -6.16% |
2019 | 3.92% |
2020 | -7.96% |
2021 | 14.31% |
2022 | 0.00% |
2023 | -8.73% |
2024 | 3.03% |
Open | Close | ||
Dates | 2013-05-31 | 2013-06-30 | -30 days |
Prices | $ 51.37 | $ 48.13 | -6.3% |
Capital | $ 1,000.00 | $ 937.00 | -6.30% |
Dates | 2013-08-31 | 2014-07-31 | -334 days |
Prices | $ 51.04 | $ 57.36 | 12.38% |
Capital | $ 937.00 | $ 1,053.00 | 5.30% |
Dates | 2015-05-31 | 2015-06-30 | -30 days |
Prices | $ 56.68 | $ 53.98 | -4.76% |
Capital | $ 1,053.00 | $ 1,002.88 | 0.29% |
Dates | 2017-04-30 | 2018-02-28 | -304 days |
Prices | $ 53.58 | $ 58.64 | 9.44% |
Capital | $ 1,002.88 | $ 1,097.55 | 9.76% |
Dates | 2019-11-30 | 2020-02-29 | -91 days |
Prices | $ 56.39 | $ 52.27 | -7.31% |
Capital | $ 1,097.55 | $ 1,017.32 | 1.73% |
Dates | 2020-12-31 | 2022-01-31 | -396 days |
Prices | $ 60.24 | $ 65.80 | 9.23% |
Capital | $ 1,017.32 | $ 1,111.22 | 11.12% |
Dates | 2023-04-30 | 2023-09-30 | -153 days |
Prices | $ 63.47 | $ 57.93 | -8.73% |
Capital | $ 1,111.22 | $ 1,014.21 | 1.42% |
Dates | 2023-12-31 | still open | -121 days |
Prices | $ 64.48 | $ 65.62 | 1.77% |
Capital | $ 1,014.21 | $ 1,032.16 | 3.22% |
Strategy performance | 3.22% |
Strategy annual return | 0.26% |
Strategy max loss | -12.83% |
Strategy max drawdown | -18.87% |
Worst trade performance | -8.73% |
Trade max loss | -10.40% |
Trade max drawdown | -13.76% |
Asset performance | 27.75% |
Asset annual return | 2.13% |
Asset max drawdown | -42.94% |
Year | Performance |
2013 | 7.95% |
2014 | 2.23% |
2015 | -4.77% |
2016 | 0.00% |
2017 | 10.39% |
2018 | -6.16% |
2019 | 3.92% |
2020 | -7.96% |
2021 | 14.31% |
2022 | 0.00% |
2023 | -8.73% |
2024 | 3.03% |