aribrown.com | generated ( 2022-03-25 ) by a program
| Year | # of Buys | # Unsold | # Delist. | Med. Hold | S&P 500 | Mean ROI | Median | STDDEV | Sharpe |
|---|---|---|---|---|---|---|---|---|---|
| 2022 | 44 | 43 | 0 | (unsold) | -8.412% | -92.443% | -100% | 50.126% | -1.844 |
| 2021 | 124 | 81 | 10 | (unsold) | 27.734% | -37.881% | -100% | 94.098% | -0.403 |
| 2020 | 326 | 23 | 5 | 85 | 16.644% | 80.165% | 51.376% | 106.367% | 0.754 |
| 2019 | 56 | 9 | 6 | 99 | 28.971% | 40.3% | 18.254% | 102.768% | 0.392 |
| 2018 | 36 | 9 | 6 | 120 | -6.691% | 2.038% | 3.093% | 79.494% | 0.026 |
| 2017 | 35 | 8 | 4 | 119 | 18.747% | -9.838% | 2.154% | 52.169% | -0.189 |
| 2016 | 44 | 5 | 4 | 82 | 8.97% | 52.521% | 69.702% | 74.784% | 0.702 |
| 2015 | 40 | 3 | 3 | 98 | -1.981% | 72.54% | 25.402% | 126.855% | 0.572 |
| 2014 | 26 | 2 | 1 | 105 | 11.664% | 15.221% | 9.182% | 45.428% | 0.335 |
| 2013 | 14 | 1 | 1 | 98 | 32.243% | 30.435% | 15.355% | 53.406% | 0.57 |
| 2012 | 29 | 5 | 5 | 94 | 13.006% | 16.959% | 25.285% | 63.027% | 0.269 |
| 2011 | 22 | 1 | 0 | 100 | -0.024% | 11.895% | 6.763% | 38.076% | 0.312 |
| 2010 | 7 | 0 | 0 | 83 | 11.51% | 72.816% | 51.956% | 74.075% | 0.983 |
| 2009 | 214 | 0 | 0 | 64 | 25.101% | 131.657% | 130.678% | 87.7% | 1.501 |
| 2008 | 357 | 2 | 0 | 100 | -38.654% | 65.516% | 12.766% | 178.345% | 0.367 |
| 2007 | 17 | 1 | 0 | 97 | 2.784% | 135.078% | 15.147% | 373.974% | 0.361 |
| 2006 | 16 | 0 | 0 | 95 | 13.478% | 65.414% | 25.448% | 97.949% | 0.668 |
| 2005 | 28 | 0 | 0 | 97 | 2.646% | 41.323% | 14.634% | 53.659% | 0.77 |
| 2004 | 20 | 0 | 0 | 132 | 8.676% | 12.973% | 2.288% | 19.325% | 0.671 |
| 2003 | 23 | 0 | 0 | 86 | 26.469% | 52.899% | 46.833% | 48.317% | 1.095 |
| 2002 | 135 | 0 | 0 | 93 | -24.038% | 63.809% | 30.597% | 78.085% | 0.817 |
| 2001 | 76 | 0 | 0 | 98 | -13.409% | 49.542% | 21.118% | 67.397% | 0.735 |
| 2000 | 139 | 10 | 0 | 100 | -10.662% | 33.84% | 12.119% | 76.202% | 0.444 |
a full explanation is available here
SPY ROI for 1 JAN 2001 - 31 DEC 2001: -13.409%
mean ROI for trades shown: 49.542%
mean ROI if you were to also sell everything you're still holding: 49.542%
| Symbol | 10-Day Trade Volume | Buy Date | Buy Price | Days Held | ROI Threshold | Sell Date | Sell Price | Sell ROI | SPY ROI |
|---|---|---|---|---|---|---|---|---|---|
| CIEN | 30430400 | 2001-12-14 | $14.920 | 1202 | 0.000% | 2006-09-25 | $29.680 | 98.928% | 17.938% |
| HAL | 36186760 | 2001-12-11 | $6.985 | 92 | 24.000% | 2002-04-25 | $8.783 | 25.745% | -4.726% |
| HAL | 32745600 | 2001-12-10 | $6.921 | 92 | 24.000% | 2002-04-24 | $8.764 | 26.628% | -5.559% |
| NBR | 4519260 | 2001-11-16 | $13.569 | 82 | 54.000% | 2002-03-19 | $21.751 | 60.299% | 2.059% |
| AMT | 10500980 | 2001-11-08 | $6.300 | 357 | 0.000% | 2003-04-11 | $6.350 | 0.794% | -22.787% |
| AMT | 8455880 | 2001-11-07 | $7.250 | 372 | 0.000% | 2003-05-02 | $7.340 | 1.241% | -16.606% |
| CCK | 2102660 | 2001-11-06 | $1.350 | 39 | 183.000% | 2002-01-03 | $3.900 | 188.889% | 5.881% |
| CCK | 1851760 | 2001-11-05 | $1.370 | 40 | 180.000% | 2002-01-03 | $3.900 | 184.672% | 6.102% |
| CVS | 10833280 | 2001-10-31 | $12.180 | 89 | 33.000% | 2002-03-12 | $16.325 | 34.031% | 9.607% |
| TEN | 294560 | 2001-10-30 | $1.950 | 85 | 45.000% | 2002-03-05 | $3.050 | 56.410% | 7.480% |
| CBB | 6556840 | 2001-10-17 | $11.350 | 1562 | 0.000% | 2008-01-02 | $22.733 | 100.293% | 30.485% |
| NEU | 235500 | 2001-10-16 | $0.600 | 71 | 87.000% | 2002-01-29 | $1.140 | 90.000% | 0.437% |
| USB | 11461060 | 2001-10-09 | $17.000 | 94 | 18.000% | 2002-02-25 | $20.590 | 21.118% | 4.540% |
| AES | 18953780 | 2001-09-27 | $12.260 | 790 | 0.000% | 2004-11-16 | $12.390 | 1.060% | 16.425% |
| IMAX | 156740 | 2001-09-21 | $0.640 | 44 | 168.000% | 2001-11-23 | $2.010 | 214.062% | 22.698% |
| SFE | 687000 | 2001-09-21 | $1.990 | 71 | 87.000% | 2002-01-03 | $4.050 | 103.518% | 23.929% |
| RCL | 5647520 | 2001-09-21 | $8.840 | 71 | 87.000% | 2002-01-03 | $16.780 | 89.819% | 23.929% |
| IMAX | 197620 | 2001-09-20 | $0.650 | 45 | 165.000% | 2001-11-23 | $2.010 | 209.231% | 15.219% |
| RCL | 4595000 | 2001-09-19 | $11.990 | 86 | 42.000% | 2002-01-23 | $17.090 | 42.535% | 8.770% |
| ANF | 3402240 | 2001-09-07 | $23.000 | 96 | 12.000% | 2002-01-31 | $26.550 | 15.435% | 2.872% |
| GPS | 9485920 | 2001-09-07 | $14.900 | 129 | 0.000% | 2002-03-20 | $15.310 | 2.752% | 4.745% |
| GLW | 9267040 | 2001-08-31 | $12.050 | 590 | 0.000% | 2004-01-12 | $12.120 | 0.581% | -0.159% |
| CCK | 833240 | 2001-08-24 | $3.850 | 99 | 3.000% | 2002-01-23 | $3.980 | 3.377% | -3.396% |
| AEO | 7068080 | 2001-08-22 | $24.050 | 96 | 12.000% | 2002-01-15 | $27.140 | 12.848% | -1.370% |
| CIEN | 31007760 | 2001-08-17 | $19.050 | 1281 | 0.000% | 2006-09-25 | $29.680 | 55.801% | 12.605% |
| TKC | 3016600 | 2001-08-09 | $2.297 | 78 | 66.000% | 2001-12-05 | $4.141 | 80.302% | -1.095% |
| TKC | 2930800 | 2001-07-09 | $5.232 | 122 | 0.000% | 2002-01-07 | $5.563 | 6.339% | -2.260% |
| CCK | 1458180 | 2001-06-27 | $3.000 | 126 | 0.000% | 2002-01-02 | $3.100 | 3.333% | -4.992% |
| NEU | 150400 | 2001-06-26 | $1.208 | 132 | 0.000% | 2002-01-09 | $1.240 | 2.641% | -4.409% |
| WAT | 5718960 | 2001-06-20 | $29.850 | 93 | 21.000% | 2001-11-06 | $37.250 | 24.791% | -7.253% |
| NOK | 19981820 | 2001-06-13 | $23.980 | 104 | 0.000% | 2001-11-14 | $24.500 | 2.168% | -9.123% |
| ELY | 5005060 | 2001-06-11 | $15.130 | 105 | 0.000% | 2001-11-13 | $15.650 | 3.437% | -9.597% |
| EGHT | 209060 | 2001-06-01 | $1.720 | 570 | 0.000% | 2003-09-11 | $1.900 | 10.465% | -18.970% |
| JNPR | 24616760 | 2001-05-31 | $41.650 | 2439 | 0.000% | 2011-02-10 | $43.400 | 4.202% | 5.493% |
| CDE | 614000 | 2001-05-25 | $1.500 | 245 | 0.000% | 2002-05-22 | $1.560 | 4.000% | -15.974% |
| KGC | 2397300 | 2001-05-23 | $0.900 | 101 | 0.000% | 2001-10-22 | $0.900 | 0.000% | -16.467% |
| MEI | 2869120 | 2001-05-01 | $5.930 | 83 | 51.000% | 2001-08-28 | $9.000 | 51.771% | -6.788% |
| UIS | 3679200 | 2001-04-18 | $11.600 | 154 | 0.000% | 2001-11-30 | $11.900 | 2.586% | -5.791% |
| EGHT | 451360 | 2001-04-18 | $0.710 | 27 | 219.000% | 2001-05-25 | $2.310 | 225.352% | 5.815% |
| EGHT | 290620 | 2001-04-17 | $0.660 | 23 | 231.000% | 2001-05-18 | $2.320 | 251.515% | 10.596% |
| PCG | 5235820 | 2001-04-10 | $8.300 | 75 | 75.000% | 2001-07-27 | $14.800 | 78.313% | 4.643% |
| EIX | 4510260 | 2001-04-10 | $11.400 | 93 | 21.000% | 2001-08-22 | $14.140 | 24.035% | 1.360% |
| PCG | 4278000 | 2001-04-09 | $7.200 | 67 | 99.000% | 2001-07-16 | $15.000 | 108.333% | 5.886% |
| MSI | 56591500 | 2001-04-09 | $11.328 | 83 | 51.000% | 2001-08-07 | $17.200 | 51.837% | 5.939% |
| EIX | 3932660 | 2001-04-09 | $8.600 | 79 | 63.000% | 2001-08-01 | $14.100 | 63.953% | 7.114% |
| BSX | 4186080 | 2001-04-09 | $7.622 | 93 | 21.000% | 2001-08-21 | $9.342 | 22.566% | 1.596% |
| SFE | 1058160 | 2001-04-05 | $4.000 | 162 | 0.000% | 2001-11-30 | $4.190 | 4.750% | 0.662% |
| CBZ | 418420 | 2001-04-05 | $1.719 | 58 | 126.000% | 2001-06-28 | $3.890 | 126.294% | 7.811% |
| SFE | 840120 | 2001-04-04 | $4.050 | 163 | 0.000% | 2001-11-30 | $4.190 | 3.457% | 3.147% |
| CCI | 2372580 | 2001-04-04 | $11.630 | 128 | 0.000% | 2001-10-11 | $11.800 | 1.462% | -0.516% |
| AMT | 2660700 | 2001-04-04 | $14.550 | 99 | 3.000% | 2001-08-24 | $15.170 | 4.261% | 7.642% |
| GRA | 872080 | 2001-04-03 | $1.500 | 98 | 6.000% | 2001-08-22 | $1.630 | 8.667% | 2.667% |
| EGHT | 142980 | 2001-04-03 | $0.641 | 32 | 204.000% | 2001-05-18 | $2.320 | 262.160% | 13.827% |
| CBZ | 406180 | 2001-04-03 | $2.000 | 61 | 117.000% | 2001-06-29 | $5.400 | 170.000% | 7.563% |
| EGHT | 153360 | 2001-04-02 | $0.812 | 87 | 39.000% | 2001-08-06 | $1.150 | 41.538% | 3.439% |
| JNPR | 27239580 | 2001-03-30 | $39.500 | 2477 | 0.000% | 2011-02-04 | $40.060 | 1.418% | 13.501% |
| NEU | 198200 | 2001-03-23 | $1.065 | 87 | 39.000% | 2001-07-27 | $1.485 | 39.423% | 6.675% |
| BB | 4999640 | 2001-03-22 | $25.100 | 180 | 0.000% | 2001-12-12 | $25.460 | 1.434% | 2.017% |
| BB | 4891560 | 2001-03-21 | $25.000 | 181 | 0.000% | 2001-12-12 | $25.460 | 1.840% | 0.088% |
| BB | 4297820 | 2001-03-19 | $26.600 | 239 | 0.000% | 2002-03-06 | $27.320 | 2.707% | 0.855% |
| CCK | 965320 | 2001-03-13 | $4.900 | 216 | 0.000% | 2002-01-25 | $5.000 | 2.041% | -4.899% |
| CIEN | 26653200 | 2001-03-13 | $55.130 | 4831 | 0.000% | 2020-05-27 | $55.570 | 0.798% | 154.213% |
| AEO | 4160200 | 2001-03-06 | $25.940 | 87 | 39.000% | 2001-07-10 | $37.110 | 43.061% | -6.403% |
| CCK | 1408780 | 2001-02-21 | $5.500 | 235 | 0.000% | 2002-02-01 | $5.550 | 0.909% | -11.923% |
| MLR | 107700 | 2001-02-05 | $4.870 | 126 | 0.000% | 2001-08-06 | $4.870 | 0.000% | -10.757% |
| GRA | 1251100 | 2001-01-31 | $1.970 | 235 | 0.000% | 2002-01-11 | $1.970 | 0.000% | -16.346% |
| DX | 90880 | 2001-01-31 | $0.680 | 61 | 117.000% | 2001-04-30 | $1.750 | 157.353% | -7.817% |
| IMAX | 642220 | 2001-01-26 | $4.000 | 274 | 0.000% | 2002-03-06 | $4.060 | 1.500% | -13.618% |
| EGHT | 583700 | 2001-01-24 | $2.031 | 695 | 0.000% | 2003-10-31 | $2.220 | 9.306% | -22.716% |
| EGHT | 536960 | 2001-01-23 | $2.281 | 697 | 0.000% | 2003-11-03 | $2.460 | 7.847% | -21.179% |
| GRA | 916540 | 2001-01-22 | $3.062 | 307 | 0.000% | 2002-04-17 | $3.400 | 11.020% | -15.858% |
| CBZ | 538500 | 2001-01-18 | $1.813 | 81 | 57.000% | 2001-05-15 | $3.150 | 73.745% | -5.589% |
| CBZ | 602960 | 2001-01-17 | $1.656 | 76 | 72.000% | 2001-05-07 | $2.870 | 73.309% | -6.380% |
| PCG | 8374540 | 2001-01-05 | $11.250 | 100 | 0.000% | 2001-05-31 | $11.400 | 1.333% | -5.633% |
| EIX | 10484640 | 2001-01-05 | $9.500 | 95 | 15.000% | 2001-05-23 | $11.060 | 16.421% | -3.161% |
| EIX | 9780660 | 2001-01-04 | $8.250 | 89 | 33.000% | 2001-05-14 | $11.150 | 35.152% | -7.068% |