XLV

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	2005-10-01	153 days	$ 31.29	$ 30.39	$ 1,000.00	$ 971.20	-2.88%	-2.88%
2005-12-01	2006-04-01	121 days	$ 31.72	$ 30.99	$ 971.20	$ 948.86	-2.30%	-5.11%
2006-08-01	2007-07-01	334 days	$ 32.80	$ 33.63	$ 948.86	$ 972.87	2.53%	-2.71%
2007-10-01	2007-12-01	61 days	$ 36.01	$ 35.31	$ 972.87	$ 954.00	-1.94%	-4.60%
2009-12-01	2010-01-01	31 days	$ 31.07	$ 31.28	$ 954.00	$ 960.49	0.68%	-3.95%
2010-03-01	2010-05-01	61 days	$ 32.13	$ 28.87	$ 960.49	$ 863.00	-10.15%	-13.70%
2010-10-01	2011-08-01	304 days	$ 31.17	$ 33.40	$ 863.00	$ 924.70	7.15%	-7.53%
2012-01-01	2015-08-01	1,308 days	$ 35.80	$ 70.49	$ 924.70	$ 1,820.73	96.90%	82.07%
2016-07-01	2016-10-01	92 days	$ 75.20	$ 67.36	$ 1,820.73	$ 1,630.83	-10.43%	63.08%
2017-03-01	2018-03-01	365 days	$ 74.36	$ 81.40	$ 1,630.83	$ 1,785.27	9.47%	78.53%
2018-06-01	2018-10-01	122 days	$ 83.46	$ 88.70	$ 1,785.27	$ 1,897.38	6.28%	89.74%
2019-02-01	2019-04-01	59 days	$ 91.65	$ 89.26	$ 1,897.38	$ 1,847.86	-2.61%	84.79%
2019-11-01	2020-02-01	92 days	$ 99.49	$ 92.61	$ 1,847.86	$ 1,719.99	-6.92%	72.00%
2020-05-01	2022-02-01	641 days	$ 103.01	$ 129.96	$ 1,719.99	$ 2,169.94	26.16%	116.99%

Benchmark

Strategy performance	116.99%
Strategy max loss	-17.96%
Strategy max drawdown	-26.84%
Worst trade performance	-10.43%
Trade max loss	-12.95%
Trade max drawdown	-26.83%
Asset performance	287.31%
Asset max drawdown	-42.91%

Performance

2005	-2.88%
2006	-1.53%
2007	-4.45%
2008	0.00%
2009	0.00%
2010	-9.18%
2011	5.43%
2012	11.41%
2013	29.18%

2014	22.20%
2015	1.75%
2016	-10.43%
2017	11.19%
2018	-1.80%
2019	-0.29%
2020	2.86%
2021	22.48%
2022	-0.96%

Average

4.17%

Trades

	Open	Close
Dates	2005-05-01	2005-10-01	153 days
Prices	$ 31.29	$ 30.39	-2.88%
Capital	$ 1,000.00	$ 971.20	-2.88%

Dates	2005-12-01	2006-04-01	121 days
Prices	$ 31.72	$ 30.99	-2.3%
Capital	$ 971.20	$ 948.86	-5.11%

Dates	2006-08-01	2007-07-01	334 days
Prices	$ 32.80	$ 33.63	2.53%
Capital	$ 948.86	$ 972.87	-2.71%

Dates	2007-10-01	2007-12-01	61 days
Prices	$ 36.01	$ 35.31	-1.94%
Capital	$ 972.87	$ 954.00	-4.60%

Dates	2009-12-01	2010-01-01	31 days
Prices	$ 31.07	$ 31.28	0.68%
Capital	$ 954.00	$ 960.49	-3.95%

Dates	2010-03-01	2010-05-01	61 days
Prices	$ 32.13	$ 28.87	-10.15%
Capital	$ 960.49	$ 863.00	-13.70%

Dates	2010-10-01	2011-08-01	304 days
Prices	$ 31.17	$ 33.40	7.15%
Capital	$ 863.00	$ 924.70	-7.53%

Dates	2012-01-01	2015-08-01	1,308 days
Prices	$ 35.80	$ 70.49	96.9%
Capital	$ 924.70	$ 1,820.73	82.07%

Dates	2016-07-01	2016-10-01	92 days
Prices	$ 75.20	$ 67.36	-10.43%
Capital	$ 1,820.73	$ 1,630.83	63.08%

Dates	2017-03-01	2018-03-01	365 days
Prices	$ 74.36	$ 81.40	9.47%
Capital	$ 1,630.83	$ 1,785.27	78.53%

Dates	2018-06-01	2018-10-01	122 days
Prices	$ 83.46	$ 88.70	6.28%
Capital	$ 1,785.27	$ 1,897.38	89.74%

Dates	2019-02-01	2019-04-01	59 days
Prices	$ 91.65	$ 89.26	-2.61%
Capital	$ 1,897.38	$ 1,847.86	84.79%

Dates	2019-11-01	2020-02-01	92 days
Prices	$ 99.49	$ 92.61	-6.92%
Capital	$ 1,847.86	$ 1,719.99	72.00%

Dates	2020-05-01	2022-02-01	641 days
Prices	$ 103.01	$ 129.96	26.16%
Capital	$ 1,719.99	$ 2,169.94	116.99%

Benchmark

Strategy performance	116.99%
Strategy max loss	-17.96%
Strategy max drawdown	-26.84%
Worst trade performance	-10.43%
Trade max loss	-12.95%
Trade max drawdown	-26.83%

Asset performance	287.31%
Asset max drawdown	-42.91%

Performance

Year	Performance
2005	-2.88%
2006	-1.53%
2007	-4.45%
2008	0.00%
2009	0.00%
2010	-9.18%
2011	5.43%
2012	11.41%
2013	29.18%
2014	22.20%
2015	1.75%
2016	-10.43%
2017	11.19%
2018	-1.80%
2019	-0.29%
2020	2.86%
2021	22.48%
2022	-0.96%
Average	4.17%

Simulation

API

Julien Arcin