XLF

Monthly

Last signal: 2022-09-01

  Buy (bull)   Wait (bullish reversal)   Wait (bearish reversal)   Sell (bear)
Open Close
Dates  2005-06-01 2005-08-01 61 days
Prices  $ 23.94 $ 23.92 -0.1%
Capital $ 1,000.00 $ 999.00 -0.10%
Dates  2005-11-01 2007-06-01 577 days
Prices  $ 25.89 $ 29.39 13.52%
Capital $ 999.00 $ 1,134.06 13.41%
Dates  2010-04-01 2010-05-01 30 days
Prices  $ 13.13 $ 11.93 -9.16%
Capital $ 1,134.06 $ 1,030.18 3.02%
Dates  2011-01-01 2011-05-01 120 days
Prices  $ 13.32 $ 12.87 -3.41%
Capital $ 1,030.18 $ 995.05 -0.50%
Dates  2012-02-01 2012-03-01 29 days
Prices  $ 11.99 $ 12.84 7.05%
Capital $ 995.05 $ 1,065.20 6.52%
Dates  2012-09-01 2015-01-01 852 days
Prices  $ 12.66 $ 18.69 47.59%
Capital $ 1,065.20 $ 1,572.13 57.21%
Dates  2015-03-01 2015-08-01 153 days
Prices  $ 19.59 $ 19.03 -2.82%
Capital $ 1,572.13 $ 1,527.80 52.78%
Dates  2016-12-01 2018-05-01 516 days
Prices  $ 23.25 $ 27.18 16.9%
Capital $ 1,527.80 $ 1,786.00 78.60%
Dates  2018-08-01 2018-09-01 31 days
Prices  $ 28.33 $ 27.58 -2.65%
Capital $ 1,786.00 $ 1,738.67 73.87%
Dates  2019-07-01 2020-02-01 215 days
Prices  $ 28.25 $ 26.59 -5.88%
Capital $ 1,738.67 $ 1,636.44 63.64%
Dates  2020-12-01 2022-02-01 427 days
Prices  $ 29.48 $ 38.52 30.66%
Capital $ 1,636.44 $ 2,138.17 113.82%
Strategy performance 113.82%
Strategy max loss -23.19%
Strategy max drawdown -29.69%
Worst trade performance -9.16%
Trade max loss -23.19%
Trade max drawdown -27.71%
   
Asset performance 27.11%
Asset max drawdown -84.59%
Year Performance
2005 -0.71%
2006 15.01%
2007 -2.44%
2008 0.00%
2009 0.00%
2010 -9.17%
2011 -3.41%
2012 12.55%
2013 25.78%
2014 17.42%
2015 -2.82%
2016 0.00%
2017 19.74%
2018 -11.03%
2019 8.96%
2020 -11.26%
2021 34.88%
2022 -1.39%
Average 5.12%