XLI

Monthly

Last signal: 2022-09-01

  Buy (bull)   Wait (bullish reversal)   Wait (bearish reversal)   Sell (bear)
Open Close
Dates  2005-12-01 2006-07-01 212 days
Prices  $ 31.42 $ 31.89 1.5%
Capital $ 1,000.00 $ 1,015.00 1.50%
Dates  2006-10-01 2007-12-01 426 days
Prices  $ 34.28 $ 39.16 14.24%
Capital $ 1,015.00 $ 1,159.54 15.95%
Dates  2009-12-01 2010-01-01 31 days
Prices  $ 27.79 $ 27.38 -1.48%
Capital $ 1,159.54 $ 1,142.38 14.24%
Dates  2010-03-01 2010-05-01 61 days
Prices  $ 31.24 $ 29.60 -5.25%
Capital $ 1,142.38 $ 1,082.41 8.24%
Dates  2010-10-01 2011-07-01 273 days
Prices  $ 32.18 $ 34.68 7.77%
Capital $ 1,082.41 $ 1,166.51 16.65%
Dates  2012-01-01 2012-05-01 121 days
Prices  $ 36.22 $ 34.67 -4.28%
Capital $ 1,166.51 $ 1,116.58 11.66%
Dates  2012-09-01 2015-06-01 1,003 days
Prices  $ 36.53 $ 54.06 47.99%
Capital $ 1,116.58 $ 1,652.43 65.24%
Dates  2016-04-01 2018-04-01 730 days
Prices  $ 56.16 $ 72.22 28.6%
Capital $ 1,652.43 $ 2,125.02 112.50%
Dates  2018-08-01 2018-10-01 61 days
Prices  $ 77.10 $ 69.88 -9.36%
Capital $ 2,125.02 $ 1,926.12 92.61%
Dates  2019-04-01 2019-05-01 30 days
Prices  $ 78.01 $ 72.05 -7.64%
Capital $ 1,926.12 $ 1,778.96 77.90%
Dates  2019-07-01 2020-02-01 215 days
Prices  $ 77.82 $ 73.08 -6.09%
Capital $ 1,778.96 $ 1,670.62 67.06%
Dates  2020-09-01 2022-01-01 487 days
Prices  $ 76.98 $ 100.74 30.87%
Capital $ 1,670.62 $ 2,186.34 118.63%
Strategy performance 118.63%
Strategy max loss -24.06%
Strategy max drawdown -32.26%
Worst trade performance -9.36%
Trade max loss -13.11%
Trade max drawdown -16.69%
   
Asset performance 166.01%
Asset max drawdown -63.94%
Year Performance
2006 3.36%
2007 9.56%
2008 0.00%
2009 0.00%
2010 2.67%
2011 -4.31%
2012 -0.68%
2013 30.40%
2014 13.09%
2015 -0.94%
2016 10.79%
2017 19.39%
2018 -17.91%
2019 -3.31%
2020 3.66%
2021 24.81%
2022 0.00%
Average 5.33%