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 | $ 42.87 | $ 40.55 | $ 1,000.00 | $ 945.90 | -5.41% | -5.41% |
2005-06-30 | 2006-09-30 | 457 days | $ 44.45 | $ 53.45 | $ 945.90 | $ 1,137.44 | 20.25% | 13.74% |
2006-11-30 | 2007-02-28 | 90 days | $ 60.51 | $ 56.90 | $ 1,137.44 | $ 1,069.53 | -5.97% | 6.95% |
2007-04-30 | 2007-12-31 | 245 days | $ 63.37 | $ 79.35 | $ 1,069.53 | $ 1,339.27 | 25.22% | 33.93% |
2011-01-31 | 2011-08-31 | 212 days | $ 73.15 | $ 68.64 | $ 1,339.27 | $ 1,256.64 | -6.17% | 25.66% |
2012-02-29 | 2012-05-31 | 92 days | $ 74.88 | $ 63.63 | $ 1,256.64 | $ 1,067.89 | -15.02% | 6.79% |
2012-09-30 | 2014-09-30 | 730 days | $ 73.43 | $ 90.62 | $ 1,067.89 | $ 1,317.88 | 23.41% | 31.79% |
2021-11-30 | 2022-02-28 | 90 days | $ 54.59 | $ 70.58 | $ 1,317.88 | $ 1,703.89 | 29.29% | 70.39% |
Strategy performance | 70.39% |
Strategy annual return | 2.84% |
Strategy max loss | -23.55% |
Strategy max drawdown | -30.94% |
Worst trade performance | -15.02% |
Trade max loss | -16.48% |
Trade max drawdown | -24.54% |
Asset performance | 109.77% |
Asset annual return | 4.70% |
Asset max drawdown | -77.46% |
2005 | 7.07% |
2006 | -10.17% |
2007 | 22.64% |
2008 | 0.00% |
2009 | 0.00% |
2010 | 0.00% |
2011 | -6.17% |
2012 | -17.34% |
2013 | 14.43% |
2014 | 8.70% |
2015 | 0.00% |
2016 | 0.00% |
2017 | 0.00% |
2018 | 0.00% |
2019 | 0.00% |
2020 | 0.00% |
2021 | 1.66% |
2022 | 7.06% |
2023 | 0.00% |
Open | Close | ||
Dates | 2005-03-31 | 2005-04-30 | 30 days |
Prices | $ 42.87 | $ 40.55 | -5.41% |
Capital | $ 1,000.00 | $ 945.90 | -5.41% |
Dates | 2005-06-30 | 2006-09-30 | 457 days |
Prices | $ 44.45 | $ 53.45 | 20.25% |
Capital | $ 945.90 | $ 1,137.44 | 13.74% |
Dates | 2006-11-30 | 2007-02-28 | 90 days |
Prices | $ 60.51 | $ 56.90 | -5.97% |
Capital | $ 1,137.44 | $ 1,069.53 | 6.95% |
Dates | 2007-04-30 | 2007-12-31 | 245 days |
Prices | $ 63.37 | $ 79.35 | 25.22% |
Capital | $ 1,069.53 | $ 1,339.27 | 33.93% |
Dates | 2011-01-31 | 2011-08-31 | 212 days |
Prices | $ 73.15 | $ 68.64 | -6.17% |
Capital | $ 1,339.27 | $ 1,256.64 | 25.66% |
Dates | 2012-02-29 | 2012-05-31 | 92 days |
Prices | $ 74.88 | $ 63.63 | -15.02% |
Capital | $ 1,256.64 | $ 1,067.89 | 6.79% |
Dates | 2012-09-30 | 2014-09-30 | 730 days |
Prices | $ 73.43 | $ 90.62 | 23.41% |
Capital | $ 1,067.89 | $ 1,317.88 | 31.79% |
Dates | 2021-11-30 | 2022-02-28 | 90 days |
Prices | $ 54.59 | $ 70.58 | 29.29% |
Capital | $ 1,317.88 | $ 1,703.89 | 70.39% |
Strategy performance | 70.39% |
Strategy annual return | 2.84% |
Strategy max loss | -23.55% |
Strategy max drawdown | -30.94% |
Worst trade performance | -15.02% |
Trade max loss | -16.48% |
Trade max drawdown | -24.54% |
Asset performance | 109.77% |
Asset annual return | 4.70% |
Asset max drawdown | -77.46% |
Year | Performance |
2005 | 7.07% |
2006 | -10.17% |
2007 | 22.64% |
2008 | 0.00% |
2009 | 0.00% |
2010 | 0.00% |
2011 | -6.17% |
2012 | -17.34% |
2013 | 14.43% |
2014 | 8.70% |
2015 | 0.00% |
2016 | 0.00% |
2017 | 0.00% |
2018 | 0.00% |
2019 | 0.00% |
2020 | 0.00% |
2021 | 1.66% |
2022 | 7.06% |
2023 | 0.00% |