XLE

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)
2005-05-01	2006-09-01	488 days	$ 41.68	$ 53.45	$ 1,000.00	$ 1,282.40	28.24%	28.24%
2006-11-01	2007-02-01	92 days	$ 60.51	$ 56.90	$ 1,282.40	$ 1,205.84	-5.97%	20.58%
2007-04-01	2007-12-01	244 days	$ 63.37	$ 79.35	$ 1,205.84	$ 1,509.95	25.22%	51.00%
2009-11-01	2009-12-01	30 days	$ 56.82	$ 57.01	$ 1,509.95	$ 1,514.93	0.33%	51.49%
2010-03-01	2010-05-01	61 days	$ 57.52	$ 53.05	$ 1,514.93	$ 1,397.22	-7.77%	39.72%
2010-10-01	2011-08-01	304 days	$ 59.24	$ 68.64	$ 1,397.22	$ 1,618.96	15.87%	61.90%
2012-02-01	2012-05-01	90 days	$ 74.88	$ 63.63	$ 1,618.96	$ 1,375.79	-15.02%	37.58%
2012-09-01	2014-09-01	730 days	$ 73.43	$ 90.62	$ 1,375.79	$ 1,697.86	23.41%	69.79%
2016-12-01	2017-03-01	90 days	$ 75.32	$ 69.90	$ 1,697.86	$ 1,575.61	-7.20%	57.56%
2018-01-01	2018-02-01	31 days	$ 74.85	$ 66.74	$ 1,575.61	$ 1,404.81	-10.84%	40.48%
2018-05-01	2018-08-01	92 days	$ 76.02	$ 74.44	$ 1,404.81	$ 1,375.59	-2.08%	37.56%
2021-03-01	2021-07-01	122 days	$ 49.06	$ 49.39	$ 1,375.59	$ 1,384.81	0.67%	38.48%
2021-10-01	2022-02-01	123 days	$ 57.47	$ 70.58	$ 1,384.81	$ 1,700.69	22.81%	70.07%
2022-03-01	2022-04-01	31 days	$ 76.44	$ 75.15	$ 1,700.69	$ 1,671.95	-1.69%	67.20%

Benchmark

Strategy performance	67.20%
Strategy max loss	-25.51%
Strategy max drawdown	-33.79%
Worst trade performance	-15.02%
Trade max loss	-16.48%
Trade max drawdown	-24.54%
Asset performance	66.79%
Asset max drawdown	-77.46%

Performance

2005	20.71%
2006	-10.18%
2007	22.65%
2008	0.00%
2009	0.33%
2010	6.26%
2011	-6.16%
2012	-17.36%
2013	14.42%

2014	8.68%
2015	0.00%
2016	0.00%
2017	-4.12%
2018	-12.69%
2019	0.00%
2020	0.00%
2021	-2.77%
2022	5.26%

Average

1.39%

Trades

	Open	Close
Dates	2005-05-01	2006-09-01	488 days
Prices	$ 41.68	$ 53.45	28.24%
Capital	$ 1,000.00	$ 1,282.40	28.24%

Dates	2006-11-01	2007-02-01	92 days
Prices	$ 60.51	$ 56.90	-5.97%
Capital	$ 1,282.40	$ 1,205.84	20.58%

Dates	2007-04-01	2007-12-01	244 days
Prices	$ 63.37	$ 79.35	25.22%
Capital	$ 1,205.84	$ 1,509.95	51.00%

Dates	2009-11-01	2009-12-01	30 days
Prices	$ 56.82	$ 57.01	0.33%
Capital	$ 1,509.95	$ 1,514.93	51.49%

Dates	2010-03-01	2010-05-01	61 days
Prices	$ 57.52	$ 53.05	-7.77%
Capital	$ 1,514.93	$ 1,397.22	39.72%

Dates	2010-10-01	2011-08-01	304 days
Prices	$ 59.24	$ 68.64	15.87%
Capital	$ 1,397.22	$ 1,618.96	61.90%

Dates	2012-02-01	2012-05-01	90 days
Prices	$ 74.88	$ 63.63	-15.02%
Capital	$ 1,618.96	$ 1,375.79	37.58%

Dates	2012-09-01	2014-09-01	730 days
Prices	$ 73.43	$ 90.62	23.41%
Capital	$ 1,375.79	$ 1,697.86	69.79%

Dates	2016-12-01	2017-03-01	90 days
Prices	$ 75.32	$ 69.90	-7.2%
Capital	$ 1,697.86	$ 1,575.61	57.56%

Dates	2018-01-01	2018-02-01	31 days
Prices	$ 74.85	$ 66.74	-10.84%
Capital	$ 1,575.61	$ 1,404.81	40.48%

Dates	2018-05-01	2018-08-01	92 days
Prices	$ 76.02	$ 74.44	-2.08%
Capital	$ 1,404.81	$ 1,375.59	37.56%

Dates	2021-03-01	2021-07-01	122 days
Prices	$ 49.06	$ 49.39	0.67%
Capital	$ 1,375.59	$ 1,384.81	38.48%

Dates	2021-10-01	2022-02-01	123 days
Prices	$ 57.47	$ 70.58	22.81%
Capital	$ 1,384.81	$ 1,700.69	70.07%

Dates	2022-03-01	2022-04-01	31 days
Prices	$ 76.44	$ 75.15	-1.69%
Capital	$ 1,700.69	$ 1,671.95	67.20%

Benchmark

Strategy performance	67.20%
Strategy max loss	-25.51%
Strategy max drawdown	-33.79%
Worst trade performance	-15.02%
Trade max loss	-16.48%
Trade max drawdown	-24.54%

Asset performance	66.79%
Asset max drawdown	-77.46%

Performance

Year	Performance
2005	20.71%
2006	-10.18%
2007	22.65%
2008	0.00%
2009	0.33%
2010	6.26%
2011	-6.16%
2012	-17.36%
2013	14.42%
2014	8.68%
2015	0.00%
2016	0.00%
2017	-4.12%
2018	-12.69%
2019	0.00%
2020	0.00%
2021	-2.77%
2022	5.26%
Average	1.39%

Simulation

API

Julien Arcin