MCD

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)
2005-08-01	2006-05-01	273 days	$ 32.45	$ 33.17	$ 1,000.00	$ 1,022.20	2.22%	2.22%
2006-08-01	2007-12-01	487 days	$ 35.90	$ 58.91	$ 1,022.20	$ 1,677.33	64.09%	67.73%
2009-11-01	2010-01-01	61 days	$ 63.25	$ 62.43	$ 1,677.33	$ 1,655.52	-1.30%	65.55%
2010-03-01	2010-05-01	61 days	$ 66.72	$ 66.87	$ 1,655.52	$ 1,659.16	0.22%	65.92%
2010-10-01	2011-08-01	304 days	$ 77.77	$ 90.41	$ 1,659.16	$ 1,928.77	16.25%	92.88%
2011-10-01	2012-05-01	213 days	$ 92.85	$ 89.34	$ 1,928.77	$ 1,855.86	-3.78%	85.59%
2013-02-01	2013-08-01	181 days	$ 95.90	$ 94.36	$ 1,855.86	$ 1,825.98	-1.61%	82.60%
2013-11-01	2013-12-01	30 days	$ 97.37	$ 97.03	$ 1,825.98	$ 1,819.59	-0.35%	81.96%
2014-05-01	2014-07-01	61 days	$ 101.43	$ 94.56	$ 1,819.59	$ 1,696.40	-6.77%	69.64%
2015-11-01	2016-01-01	61 days	$ 114.16	$ 123.78	$ 1,696.40	$ 1,839.41	8.43%	83.94%
2016-03-01	2016-08-01	153 days	$ 125.68	$ 115.66	$ 1,839.41	$ 1,692.81	-7.97%	69.28%
2016-12-01	2018-02-01	427 days	$ 121.72	$ 157.74	$ 1,692.81	$ 2,193.71	29.59%	119.37%
2019-02-01	2019-10-01	242 days	$ 183.84	$ 196.70	$ 2,193.71	$ 2,347.27	7.00%	134.73%
2020-09-01	2022-02-01	518 days	$ 219.49	$ 244.77	$ 2,347.27	$ 2,617.68	11.52%	161.77%

Benchmark

Strategy performance	161.77%
Strategy max loss	-15.58%
Strategy max drawdown	-23.32%
Worst trade performance	-7.97%
Trade max loss	-9.81%
Trade max drawdown	-13.90%
Asset performance	629.43%
Asset max drawdown	-44.02%

Performance

2005	3.91%
2006	17.00%
2007	32.82%
2008	0.00%
2009	-1.29%
2010	-1.08%
2011	32.61%
2012	-9.81%
2013	-1.96%

2014	-6.78%
2015	3.49%
2016	-7.98%
2017	40.43%
2018	-7.83%
2019	7.00%
2020	-2.23%
2021	28.97%
2022	-5.65%

Average

6.76%

Trades

	Open	Close
Dates	2005-08-01	2006-05-01	273 days
Prices	$ 32.45	$ 33.17	2.22%
Capital	$ 1,000.00	$ 1,022.20	2.22%

Dates	2006-08-01	2007-12-01	487 days
Prices	$ 35.90	$ 58.91	64.09%
Capital	$ 1,022.20	$ 1,677.33	67.73%

Dates	2009-11-01	2010-01-01	61 days
Prices	$ 63.25	$ 62.43	-1.3%
Capital	$ 1,677.33	$ 1,655.52	65.55%

Dates	2010-03-01	2010-05-01	61 days
Prices	$ 66.72	$ 66.87	0.22%
Capital	$ 1,655.52	$ 1,659.16	65.92%

Dates	2010-10-01	2011-08-01	304 days
Prices	$ 77.77	$ 90.41	16.25%
Capital	$ 1,659.16	$ 1,928.77	92.88%

Dates	2011-10-01	2012-05-01	213 days
Prices	$ 92.85	$ 89.34	-3.78%
Capital	$ 1,928.77	$ 1,855.86	85.59%

Dates	2013-02-01	2013-08-01	181 days
Prices	$ 95.90	$ 94.36	-1.61%
Capital	$ 1,855.86	$ 1,825.98	82.60%

Dates	2013-11-01	2013-12-01	30 days
Prices	$ 97.37	$ 97.03	-0.35%
Capital	$ 1,825.98	$ 1,819.59	81.96%

Dates	2014-05-01	2014-07-01	61 days
Prices	$ 101.43	$ 94.56	-6.77%
Capital	$ 1,819.59	$ 1,696.40	69.64%

Dates	2015-11-01	2016-01-01	61 days
Prices	$ 114.16	$ 123.78	8.43%
Capital	$ 1,696.40	$ 1,839.41	83.94%

Dates	2016-03-01	2016-08-01	153 days
Prices	$ 125.68	$ 115.66	-7.97%
Capital	$ 1,839.41	$ 1,692.81	69.28%

Dates	2016-12-01	2018-02-01	427 days
Prices	$ 121.72	$ 157.74	29.59%
Capital	$ 1,692.81	$ 2,193.71	119.37%

Dates	2019-02-01	2019-10-01	242 days
Prices	$ 183.84	$ 196.70	7%
Capital	$ 2,193.71	$ 2,347.27	134.73%

Dates	2020-09-01	2022-02-01	518 days
Prices	$ 219.49	$ 244.77	11.52%
Capital	$ 2,347.27	$ 2,617.68	161.77%

Benchmark

Strategy performance	161.77%
Strategy max loss	-15.58%
Strategy max drawdown	-23.32%
Worst trade performance	-7.97%
Trade max loss	-9.81%
Trade max drawdown	-13.90%

Asset performance	629.43%
Asset max drawdown	-44.02%

Performance

Year	Performance
2005	3.91%
2006	17.00%
2007	32.82%
2008	0.00%
2009	-1.29%
2010	-1.08%
2011	32.61%
2012	-9.81%
2013	-1.96%
2014	-6.78%
2015	3.49%
2016	-7.98%
2017	40.43%
2018	-7.83%
2019	7.00%
2020	-2.23%
2021	28.97%
2022	-5.65%
Average	6.76%

Simulation

API

Julien Arcin