XLB

Monthly

Last signal: 2022-09-01

  Buy (bull)   Wait (bullish reversal)   Wait (bearish reversal)   Sell (bear)
Open Close
Dates  2005-12-01 2006-09-01 274 days
Prices  $ 30.28 $ 31.64 4.49%
Capital $ 1,000.00 $ 1,044.90 4.49%
Dates  2006-11-01 2007-12-01 395 days
Prices  $ 35.00 $ 41.70 19.14%
Capital $ 1,044.90 $ 1,244.89 24.49%
Dates  2009-12-01 2010-01-01 31 days
Prices  $ 32.99 $ 30.14 -8.64%
Capital $ 1,244.89 $ 1,137.33 13.73%
Dates  2010-03-01 2010-05-01 61 days
Prices  $ 33.92 $ 30.75 -9.35%
Capital $ 1,137.33 $ 1,030.99 3.10%
Dates  2010-10-01 2011-08-01 304 days
Prices  $ 34.80 $ 35.34 1.55%
Capital $ 1,030.99 $ 1,046.97 4.70%
Dates  2012-02-01 2012-05-01 90 days
Prices  $ 36.97 $ 33.82 -8.52%
Capital $ 1,046.97 $ 957.77 -4.22%
Dates  2013-01-01 2014-12-01 699 days
Prices  $ 39.02 $ 48.58 24.5%
Capital $ 957.77 $ 1,192.42 19.24%
Dates  2015-05-01 2015-06-01 31 days
Prices  $ 50.61 $ 48.39 -4.39%
Capital $ 1,192.42 $ 1,140.07 14.01%
Dates  2016-05-01 2018-03-01 669 days
Prices  $ 46.94 $ 56.94 21.3%
Capital $ 1,140.07 $ 1,382.90 38.29%
Dates  2019-04-01 2019-05-01 30 days
Prices  $ 57.45 $ 52.75 -8.18%
Capital $ 1,382.90 $ 1,269.78 26.98%
Dates  2019-07-01 2020-01-01 184 days
Prices  $ 58.34 $ 57.63 -1.22%
Capital $ 1,269.78 $ 1,254.29 25.43%
Dates  2020-08-01 2022-01-01 518 days
Prices  $ 62.99 $ 84.45 34.07%
Capital $ 1,254.29 $ 1,681.63 68.16%
Strategy performance 68.16%
Strategy max loss -26.37%
Strategy max drawdown -31.34%
Worst trade performance -9.35%
Trade max loss -14.89%
Trade max drawdown -23.43%
   
Asset performance 122.82%
Asset max drawdown -61.69%
Year Performance
2006 -0.76%
2007 15.04%
2008 0.00%
2009 0.00%
2010 0.06%
2011 -8.09%
2012 -8.52%
2013 18.45%
2014 10.33%
2015 -4.38%
2016 5.88%
2017 16.51%
2018 -9.54%
2019 -3.34%
2020 14.92%
2021 28.29%
2022 0.00%
Average 4.40%