XLF
Monthly
Last signal: 2024-03-31
| 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) |
|---|---|---|---|---|---|---|---|---|
| 2005-07-31 | 2005-08-31 | -31 days | $ 24.31 | $ 23.92 | $ 1,000.00 | $ 983.60 | -1.64% | -1.64% |
| 2005-11-30 | 2007-06-30 | -577 days | $ 25.89 | $ 29.39 | $ 983.60 | $ 1,116.58 | 13.52% | 11.66% |
| 2013-02-28 | 2015-01-31 | -702 days | $ 14.29 | $ 18.69 | $ 1,116.58 | $ 1,460.60 | 30.81% | 46.06% |
| 2015-04-30 | 2015-08-31 | -123 days | $ 19.60 | $ 19.03 | $ 1,460.60 | $ 1,418.24 | -2.90% | 41.82% |
| 2016-12-31 | 2018-05-31 | -516 days | $ 23.25 | $ 27.18 | $ 1,418.24 | $ 1,657.92 | 16.90% | 65.79% |
| 2019-07-31 | 2020-02-29 | -213 days | $ 28.25 | $ 26.59 | $ 1,657.92 | $ 1,560.43 | -5.88% | 56.04% |
| 2020-12-31 | 2022-03-31 | -455 days | $ 29.48 | $ 38.32 | $ 1,560.43 | $ 2,028.40 | 29.99% | 102.84% |
| 2023-12-31 | still open | -91 days | $ 37.60 | $ 42.12 | $ 2,028.40 | $ 2,272.21 | 12.02% | 127.22% |
| Strategy performance | 127.22% |
| Strategy annual return | 4.19% |
| Strategy max loss | -23.25% |
| Strategy max drawdown | -29.74% |
| Worst trade performance | -5.88% |
| Trade max loss | -23.25% |
| Trade max drawdown | -27.71% |
| Asset performance | 73.24% |
| Asset annual return | 2.80% |
| Asset max drawdown | -84.59% |
| 2005 | -2.24% |
| 2006 | 15.01% |
| 2007 | -2.44% |
| 2008 | 0.00% |
| 2009 | 0.00% |
| 2010 | 0.00% |
| 2011 | 0.00% |
| 2012 | 0.00% |
| 2013 | 24.27% |
| 2014 | 17.41% |
| 2015 | -2.90% |
| 2016 | 0.00% |
| 2017 | 19.72% |
| 2018 | -8.61% |
| 2019 | 8.95% |
| 2020 | -11.25% |
| 2021 | 34.88% |
| 2022 | -1.89% |
| 2023 | 0.00% |
| 2024 | 8.67% |
| Open | Close | ||
| Dates | 2005-07-31 | 2005-08-31 | -31 days |
| Prices | $ 24.31 | $ 23.92 | -1.64% |
| Capital | $ 1,000.00 | $ 983.60 | -1.64% |
| Dates | 2005-11-30 | 2007-06-30 | -577 days |
| Prices | $ 25.89 | $ 29.39 | 13.52% |
| Capital | $ 983.60 | $ 1,116.58 | 11.66% |
| Dates | 2013-02-28 | 2015-01-31 | -702 days |
| Prices | $ 14.29 | $ 18.69 | 30.81% |
| Capital | $ 1,116.58 | $ 1,460.60 | 46.06% |
| Dates | 2015-04-30 | 2015-08-31 | -123 days |
| Prices | $ 19.60 | $ 19.03 | -2.9% |
| Capital | $ 1,460.60 | $ 1,418.24 | 41.82% |
| Dates | 2016-12-31 | 2018-05-31 | -516 days |
| Prices | $ 23.25 | $ 27.18 | 16.9% |
| Capital | $ 1,418.24 | $ 1,657.92 | 65.79% |
| Dates | 2019-07-31 | 2020-02-29 | -213 days |
| Prices | $ 28.25 | $ 26.59 | -5.88% |
| Capital | $ 1,657.92 | $ 1,560.43 | 56.04% |
| Dates | 2020-12-31 | 2022-03-31 | -455 days |
| Prices | $ 29.48 | $ 38.32 | 29.99% |
| Capital | $ 1,560.43 | $ 2,028.40 | 102.84% |
| Dates | 2023-12-31 | still open | -91 days |
| Prices | $ 37.60 | $ 42.12 | 12.02% |
| Capital | $ 2,028.40 | $ 2,272.21 | 127.22% |
| Strategy performance | 127.22% |
| Strategy annual return | 4.19% |
| Strategy max loss | -23.25% |
| Strategy max drawdown | -29.74% |
| Worst trade performance | -5.88% |
| Trade max loss | -23.25% |
| Trade max drawdown | -27.71% |
| Asset performance | 73.24% |
| Asset annual return | 2.80% |
| Asset max drawdown | -84.59% |
| Year | Performance |
| 2005 | -2.24% |
| 2006 | 15.01% |
| 2007 | -2.44% |
| 2008 | 0.00% |
| 2009 | 0.00% |
| 2010 | 0.00% |
| 2011 | 0.00% |
| 2012 | 0.00% |
| 2013 | 24.27% |
| 2014 | 17.41% |
| 2015 | -2.90% |
| 2016 | 0.00% |
| 2017 | 19.72% |
| 2018 | -8.61% |
| 2019 | 8.95% |
| 2020 | -11.25% |
| 2021 | 34.88% |
| 2022 | -1.89% |
| 2023 | 0.00% |
| 2024 | 8.67% |
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