PFE

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)
2006-09-01	2006-10-01	30 days	$ 26.91	$ 25.28	$ 1,000.00	$ 939.70	-6.03%	-6.03%
2007-05-01	2007-06-01	31 days	$ 26.08	$ 24.26	$ 939.70	$ 874.11	-6.98%	-12.59%
2009-11-01	2010-01-01	61 days	$ 17.24	$ 17.70	$ 874.11	$ 897.71	2.70%	-10.23%
2010-10-01	2010-11-01	31 days	$ 16.53	$ 15.46	$ 897.71	$ 839.99	-6.43%	-16.00%
2011-01-01	2011-08-01	212 days	$ 17.29	$ 18.01	$ 839.99	$ 875.02	4.17%	-12.50%
2011-12-01	2014-05-01	882 days	$ 20.53	$ 28.11	$ 875.02	$ 1,198.08	36.92%	19.81%
2014-12-01	2015-08-01	243 days	$ 29.55	$ 30.57	$ 1,198.08	$ 1,239.17	3.43%	23.92%
2016-05-01	2016-10-01	153 days	$ 32.92	$ 30.09	$ 1,239.17	$ 1,132.35	-8.62%	13.24%
2017-03-01	2017-04-01	31 days	$ 32.46	$ 32.18	$ 1,132.35	$ 1,122.73	-0.85%	12.27%
2017-09-01	2018-10-01	395 days	$ 33.87	$ 40.85	$ 1,122.73	$ 1,354.24	20.62%	35.42%
2019-02-01	2019-04-01	59 days	$ 41.13	$ 38.53	$ 1,354.24	$ 1,268.65	-6.32%	26.87%
2019-06-01	2019-07-01	30 days	$ 41.10	$ 36.85	$ 1,268.65	$ 1,137.47	-10.34%	13.75%
2020-12-01	2021-01-01	31 days	$ 36.81	$ 35.90	$ 1,137.47	$ 1,109.37	-2.47%	10.94%
2021-05-01	2022-02-01	276 days	$ 38.73	$ 46.94	$ 1,109.37	$ 1,344.56	21.20%	34.46%

Benchmark

Strategy performance	34.46%
Strategy max loss	-20.29%
Strategy max drawdown	-26.44%
Worst trade performance	-10.34%
Trade max loss	-11.37%
Trade max drawdown	-26.43%
Asset performance	63.86%
Asset max drawdown	-59.37%

Performance

2006	-6.05%
2007	-7.00%
2008	0.00%
2009	0.13%
2010	-6.42%
2011	4.16%
2012	17.19%
2013	12.31%
2014	-2.54%

2015	3.12%
2016	-8.61%
2017	0.59%
2018	16.28%
2019	-16.00%
2020	0.00%
2021	52.48%
2022	-10.91%

Average

2.87%

Trades

	Open	Close
Dates	2006-09-01	2006-10-01	30 days
Prices	$ 26.91	$ 25.28	-6.03%
Capital	$ 1,000.00	$ 939.70	-6.03%

Dates	2007-05-01	2007-06-01	31 days
Prices	$ 26.08	$ 24.26	-6.98%
Capital	$ 939.70	$ 874.11	-12.59%

Dates	2009-11-01	2010-01-01	61 days
Prices	$ 17.24	$ 17.70	2.7%
Capital	$ 874.11	$ 897.71	-10.23%

Dates	2010-10-01	2010-11-01	31 days
Prices	$ 16.53	$ 15.46	-6.43%
Capital	$ 897.71	$ 839.99	-16.00%

Dates	2011-01-01	2011-08-01	212 days
Prices	$ 17.29	$ 18.01	4.17%
Capital	$ 839.99	$ 875.02	-12.50%

Dates	2011-12-01	2014-05-01	882 days
Prices	$ 20.53	$ 28.11	36.92%
Capital	$ 875.02	$ 1,198.08	19.81%

Dates	2014-12-01	2015-08-01	243 days
Prices	$ 29.55	$ 30.57	3.43%
Capital	$ 1,198.08	$ 1,239.17	23.92%

Dates	2016-05-01	2016-10-01	153 days
Prices	$ 32.92	$ 30.09	-8.62%
Capital	$ 1,239.17	$ 1,132.35	13.24%

Dates	2017-03-01	2017-04-01	31 days
Prices	$ 32.46	$ 32.18	-0.85%
Capital	$ 1,132.35	$ 1,122.73	12.27%

Dates	2017-09-01	2018-10-01	395 days
Prices	$ 33.87	$ 40.85	20.62%
Capital	$ 1,122.73	$ 1,354.24	35.42%

Dates	2019-02-01	2019-04-01	59 days
Prices	$ 41.13	$ 38.53	-6.32%
Capital	$ 1,354.24	$ 1,268.65	26.87%

Dates	2019-06-01	2019-07-01	30 days
Prices	$ 41.10	$ 36.85	-10.34%
Capital	$ 1,268.65	$ 1,137.47	13.75%

Dates	2020-12-01	2021-01-01	31 days
Prices	$ 36.81	$ 35.90	-2.47%
Capital	$ 1,137.47	$ 1,109.37	10.94%

Dates	2021-05-01	2022-02-01	276 days
Prices	$ 38.73	$ 46.94	21.2%
Capital	$ 1,109.37	$ 1,344.56	34.46%

Benchmark

Strategy performance	34.46%
Strategy max loss	-20.29%
Strategy max drawdown	-26.44%
Worst trade performance	-10.34%
Trade max loss	-11.37%
Trade max drawdown	-26.43%

Asset performance	63.86%
Asset max drawdown	-59.37%

Performance

Year	Performance
2006	-6.05%
2007	-7.00%
2008	0.00%
2009	0.13%
2010	-6.42%
2011	4.16%
2012	17.19%
2013	12.31%
2014	-2.54%
2015	3.12%
2016	-8.61%
2017	0.59%
2018	16.28%
2019	-16.00%
2020	0.00%
2021	52.48%
2022	-10.91%
Average	2.87%

Simulation

API

Julien Arcin