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 2000 - 31 DEC 2000: -10.662%
mean ROI for trades shown: 33.840%
mean ROI if you were to also sell everything you're still holding: 37.725%
Symbol | 10-Day Trade Volume | Buy Date | Buy Price | Days Held | ROI Threshold | Sell Date | Sell Price | Sell ROI | SPY ROI |
---|---|---|---|---|---|---|---|---|---|
MLR | 316200 | 2000-12-28 | $2.739 | 89 | 33.000% | 2001-05-08 | $3.799 | 38.667% | -4.994% |
XRX | 9865480 | 2000-12-22 | $4.813 | 79 | 63.000% | 2001-04-19 | $8.900 | 84.916% | -2.597% |
EIX | 6344420 | 2000-12-22 | $15.810 | 193 | 0.000% | 2001-10-05 | $15.930 | 0.759% | -16.876% |
EGHT | 388540 | 2000-12-22 | $1.781 | 100 | 0.000% | 2001-05-18 | $2.320 | 30.264% | 0.574% |
CIEN | 22192940 | 2000-12-21 | $64.810 | 5340 | 0.000% | - | $57.900 | -10.662% | 245.738% |
JBL | 6842140 | 2000-12-21 | $21.130 | 88 | 36.000% | 2001-05-01 | $29.750 | 40.795% | 0.833% |
VSH | 2420840 | 2000-12-21 | $14.620 | 80 | 60.000% | 2001-04-19 | $24.420 | 67.031% | -0.278% |
JNPR | 18287940 | 2000-12-21 | $96.770 | 5340 | 0.000% | - | $34.180 | -64.679% | 245.738% |
MLR | 219900 | 2000-12-20 | $2.435 | 64 | 108.000% | 2001-03-26 | $5.065 | 108.000% | -9.862% |
CIEN | 22404060 | 2000-12-20 | $68.000 | 5341 | 0.000% | - | $57.900 | -14.853% | 238.682% |
SFE | 2127120 | 2000-12-19 | $5.940 | 101 | 0.000% | 2001-05-16 | $6.080 | 2.357% | -2.656% |
CXW | 1308667 | 2000-12-18 | $0.800 | 14 | 258.000% | 2001-01-09 | $3.617 | 352.000% | -1.680% |
CDE | 214200 | 2000-12-13 | $1.188 | 99 | 3.000% | 2001-05-08 | $1.260 | 6.061% | -9.386% |
GRA | 2908700 | 2000-12-08 | $1.312 | 24 | 228.000% | 2001-01-16 | $4.375 | 233.333% | -3.078% |
BBY | 5360098 | 2000-12-08 | $10.552 | 78 | 66.000% | 2001-04-03 | $17.987 | 70.468% | -19.460% |
GRA | 964660 | 2000-12-06 | $1.688 | 99 | 3.000% | 2001-05-01 | $1.790 | 6.074% | -7.789% |
XRX | 13791640 | 2000-12-06 | $4.750 | 90 | 30.000% | 2001-04-18 | $6.400 | 34.737% | -10.002% |
XRX | 12713360 | 2000-12-05 | $5.125 | 92 | 24.000% | 2001-04-19 | $8.900 | 73.659% | -6.840% |
HL | 358900 | 2000-12-01 | $0.625 | 91 | 27.000% | 2001-04-16 | $0.830 | 32.800% | -11.703% |
JBL | 5160680 | 2000-12-01 | $33.750 | 116 | 0.000% | 2001-05-21 | $37.750 | 11.852% | -1.154% |
CIEN | 18679640 | 2000-11-30 | $70.500 | 5355 | 0.000% | - | $57.900 | -17.872% | 228.777% |
OI | 1272040 | 2000-11-30 | $2.688 | 39 | 183.000% | 2001-01-29 | $7.850 | 192.039% | 3.094% |
GRA | 502440 | 2000-11-30 | $2.312 | 107 | 0.000% | 2001-05-07 | $2.350 | 1.622% | -4.725% |
CIEN | 16410100 | 2000-11-29 | $82.000 | 5356 | 0.000% | - | $57.900 | -29.390% | 224.190% |
VSH | 2152700 | 2000-11-29 | $20.560 | 96 | 12.000% | 2001-04-19 | $24.420 | 18.774% | -6.493% |
JNPR | 12831580 | 2000-11-29 | $108.500 | 5356 | 0.000% | - | $34.180 | -68.498% | 224.190% |
CXW | 444000 | 2000-11-29 | $1.216 | 28 | 216.000% | 2001-01-10 | $4.385 | 260.526% | -1.674% |
CXW | 452000 | 2000-11-28 | $1.312 | 29 | 213.000% | 2001-01-10 | $4.385 | 234.146% | -2.220% |
JNPR | 15773680 | 2000-11-21 | $120.700 | 5361 | 0.000% | - | $34.180 | -71.682% | 222.988% |
CCK | 2540980 | 2000-11-20 | $5.000 | 125 | 0.000% | 2001-05-22 | $5.160 | 3.200% | -3.145% |
OI | 1844360 | 2000-11-20 | $3.750 | 55 | 135.000% | 2001-02-09 | $8.890 | 137.067% | -2.880% |
GRA | 887920 | 2000-11-20 | $2.875 | 348 | 0.000% | 2002-04-17 | $3.400 | 18.261% | -16.788% |
OI | 1660000 | 2000-11-17 | $3.375 | 53 | 141.000% | 2001-02-06 | $8.490 | 151.556% | -1.400% |
GRA | 756320 | 2000-11-17 | $3.062 | 349 | 0.000% | 2002-04-17 | $3.400 | 11.020% | -17.735% |
CXW | 766400 | 2000-11-16 | $1.088 | 35 | 195.000% | 2001-01-09 | $3.617 | 232.353% | -6.303% |
HL | 107660 | 2000-11-15 | $0.562 | 78 | 66.000% | 2001-03-12 | $0.950 | 68.889% | -15.089% |
BBY | 6167991 | 2000-11-10 | $14.395 | 96 | 12.000% | 2001-04-02 | $16.523 | 14.785% | -17.842% |
RAD | 4028600 | 2000-11-09 | $3.000 | 75 | 75.000% | 2001-03-01 | $5.440 | 81.333% | -11.000% |
AON | 6555860 | 2000-11-03 | $32.500 | 98 | 6.000% | 2001-03-28 | $34.740 | 6.892% | -19.815% |
HPQ | 5495160 | 2000-10-31 | $45.880 | 1653 | 0.000% | 2007-06-04 | $45.980 | 0.218% | 9.279% |
CIEN | 22825320 | 2000-10-26 | $108.630 | 5379 | 0.000% | - | $57.900 | -46.700% | 217.688% |
GLW | 21957500 | 2000-10-26 | $77.000 | 5379 | 0.000% | - | $37.330 | -51.519% | 217.688% |
XRX | 17901760 | 2000-10-18 | $7.500 | 125 | 0.000% | 2001-04-19 | $8.900 | 18.667% | -5.259% |
XRX | 16701620 | 2000-10-17 | $7.938 | 126 | 0.000% | 2001-04-19 | $8.900 | 12.119% | -9.237% |
IMAX | 3344540 | 2000-10-16 | $5.688 | 393 | 0.000% | 2002-05-15 | $5.910 | 3.903% | -20.098% |
IMAX | 3111460 | 2000-10-13 | $4.734 | 362 | 0.000% | 2002-04-01 | $4.900 | 3.507% | -13.817% |
HD | 24257120 | 2000-10-13 | $35.440 | 92 | 24.000% | 2001-02-27 | $44.600 | 25.847% | -4.888% |
RAD | 3819260 | 2000-10-12 | $3.060 | 85 | 45.000% | 2001-02-14 | $4.460 | 45.752% | -3.803% |
HL | 302480 | 2000-10-12 | $0.562 | 91 | 27.000% | 2001-02-23 | $0.770 | 36.889% | -8.975% |
MSI | 60089820 | 2000-10-12 | $20.113 | 1199 | 0.000% | 2005-07-25 | $20.540 | 2.125% | -10.264% |
RAD | 3616920 | 2000-10-11 | $3.060 | 86 | 42.000% | 2001-02-14 | $4.460 | 45.752% | -4.044% |
WSM | 2090280 | 2000-10-10 | $9.470 | 86 | 42.000% | 2001-02-13 | $13.450 | 42.027% | -5.592% |
OI | 2324500 | 2000-10-09 | $7.313 | 98 | 6.000% | 2001-03-01 | $8.000 | 9.394% | -11.827% |
GRA | 2497500 | 2000-10-09 | $3.875 | 678 | 0.000% | 2003-06-25 | $3.950 | 1.935% | -30.983% |
PBI | 5018360 | 2000-10-06 | $25.940 | 88 | 36.000% | 2001-02-13 | $35.960 | 38.628% | -8.073% |
OI | 2197020 | 2000-10-06 | $7.625 | 99 | 3.000% | 2001-03-01 | $8.000 | 4.918% | -13.397% |
GRA | 2247420 | 2000-10-06 | $4.562 | 686 | 0.000% | 2003-07-07 | $4.800 | 5.205% | -30.009% |
XRX | 14046220 | 2000-10-04 | $11.250 | 157 | 0.000% | 2001-05-21 | $11.350 | 0.889% | -7.857% |
NEU | 1468800 | 2000-10-02 | $1.597 | 99 | 3.000% | 2001-02-23 | $1.679 | 5.128% | -13.391% |
CDE | 165600 | 2000-09-27 | $1.313 | 102 | 0.000% | 2001-02-23 | $1.380 | 5.103% | -12.958% |
CXW | 448267 | 2000-09-26 | $3.809 | 170 | 0.000% | 2001-05-31 | $4.347 | 14.132% | -12.762% |
MLR | 282800 | 2000-09-19 | $4.870 | 89 | 33.000% | 2001-01-26 | $6.696 | 37.500% | -6.374% |
DX | 99280 | 2000-09-11 | $1.375 | 159 | 0.000% | 2001-04-30 | $1.750 | 27.273% | -15.419% |
TYL | 147680 | 2000-08-25 | $2.250 | 184 | 0.000% | 2001-05-21 | $2.550 | 13.333% | -12.905% |
LTC | 698040 | 2000-08-23 | $4.063 | 100 | 0.000% | 2001-01-17 | $4.188 | 3.077% | -10.920% |
DX | 145300 | 2000-08-23 | $0.469 | 8 | 276.000% | 2000-09-05 | $1.813 | 286.732% | 0.980% |
LTC | 634660 | 2000-08-22 | $4.063 | 101 | 0.000% | 2001-01-17 | $4.188 | 3.077% | -11.364% |
DX | 107040 | 2000-08-22 | $0.562 | 31 | 207.000% | 2000-10-05 | $1.750 | 211.111% | -4.234% |
DX | 96180 | 2000-08-21 | $0.750 | 91 | 27.000% | 2000-12-29 | $1.000 | 33.333% | -12.560% |
LLY | 12576980 | 2000-08-11 | $76.000 | 94 | 18.000% | 2000-12-26 | $89.940 | 18.342% | -9.740% |
GPK | 338380 | 2000-08-09 | $1.500 | 116 | 0.000% | 2001-01-25 | $1.500 | 0.000% | -8.790% |
MLR | 668100 | 2000-08-03 | $4.870 | 119 | 0.000% | 2001-01-24 | $4.870 | 0.000% | -4.549% |
NEU | 394700 | 2000-07-31 | $1.986 | 113 | 0.000% | 2001-01-10 | $1.986 | 0.000% | -7.564% |
CDE | 507800 | 2000-07-31 | $1.500 | 120 | 0.000% | 2001-01-22 | $1.563 | 4.200% | -5.619% |
NOK | 37775680 | 2000-07-28 | $44.250 | 97 | 9.000% | 2000-12-14 | $48.380 | 9.333% | -7.763% |
CDE | 499600 | 2000-07-28 | $1.500 | 121 | 0.000% | 2001-01-22 | $1.563 | 4.200% | -7.420% |
A | 8752700 | 2000-07-24 | $50.000 | 97 | 9.000% | 2000-12-08 | $59.440 | 18.880% | -9.557% |
BSX | 4597280 | 2000-07-20 | $9.527 | 166 | 0.000% | 2001-03-19 | $9.628 | 1.053% | -21.242% |
RAD | 12063260 | 2000-07-13 | $6.000 | 160 | 0.000% | 2001-03-02 | $6.090 | 1.500% | -17.585% |
RAD | 10872440 | 2000-07-12 | $6.000 | 161 | 0.000% | 2001-03-02 | $6.090 | 1.500% | -17.197% |
UIS | 8522200 | 2000-06-30 | $14.940 | 112 | 0.000% | 2000-12-08 | $15.500 | 3.748% | -6.926% |
VIV | 3474340 | 2000-06-30 | $19.000 | 894 | 0.000% | 2004-01-26 | $19.250 | 1.316% | -19.500% |
CBZ | 638160 | 2000-06-30 | $1.563 | 133 | 0.000% | 2001-01-10 | $1.688 | 7.997% | -8.207% |
VIV | 5069380 | 2000-06-29 | $21.190 | 1160 | 0.000% | 2005-02-11 | $21.310 | 0.566% | -16.566% |
CBZ | 554760 | 2000-06-28 | $1.828 | 136 | 0.000% | 2001-01-11 | $2.188 | 19.694% | -9.185% |
HON | 12664780 | 2000-06-21 | $36.250 | 87 | 39.000% | 2000-10-24 | $53.310 | 47.062% | -4.998% |
HON | 10522760 | 2000-06-20 | $37.130 | 88 | 36.000% | 2000-10-24 | $53.310 | 43.577% | -5.799% |
HWM | 3196210 | 2000-06-13 | $28.625 | 102 | 0.000% | 2000-11-06 | $28.812 | 0.655% | -0.712% |
JPM | 4505140 | 2000-06-13 | $48.380 | 141 | 0.000% | 2001-01-03 | $50.620 | 4.630% | -6.776% |
MSI | 23013807 | 2000-06-05 | $34.446 | 1904 | 0.000% | 2008-01-02 | $65.797 | 91.016% | -1.722% |
SCHW | 4689880 | 2000-06-01 | $29.000 | 98 | 6.000% | 2000-10-19 | $31.000 | 6.897% | -3.045% |
CIEN | 8948800 | 2000-05-22 | $59.177 | 71 | 87.000% | 2000-08-31 | $114.320 | 93.185% | 7.854% |
CCEP | 6147840 | 2000-05-17 | $15.750 | 100 | 0.000% | 2000-10-09 | $16.130 | 2.413% | -3.904% |
ANF | 3473180 | 2000-05-11 | $10.000 | 68 | 96.000% | 2000-08-17 | $20.130 | 101.300% | 7.181% |
NEU | 334900 | 2000-05-10 | $2.693 | 535 | 0.000% | 2002-07-01 | $3.510 | 30.356% | -30.940% |
CBZ | 503780 | 2000-05-10 | $3.063 | 255 | 0.000% | 2001-05-15 | $3.150 | 2.840% | -10.335% |
PRGO | 1275220 | 2000-04-28 | $5.188 | 84 | 48.000% | 2000-08-28 | $7.750 | 49.383% | 3.242% |
EPC | 1799580 | 2000-04-28 | $17.500 | 95 | 15.000% | 2000-09-13 | $21.875 | 25.000% | 1.286% |
RGS | 2110540 | 2000-04-26 | $10.880 | 89 | 33.000% | 2000-08-31 | $15.810 | 45.312% | 2.957% |
DX | 155540 | 2000-04-25 | $1.375 | 92 | 24.000% | 2000-09-05 | $1.813 | 31.855% | 4.602% |
BMY | 20435380 | 2000-04-24 | $47.555 | 98 | 6.000% | 2000-09-12 | $50.725 | 6.665% | 4.947% |
BMY | 18434420 | 2000-04-20 | $49.077 | 99 | 3.000% | 2000-09-12 | $50.725 | 3.358% | 3.439% |
SFE | 3555720 | 2000-04-17 | $31.560 | 5513 | 0.000% | - | $5.010 | -84.125% | 222.241% |
SCHW | 5926800 | 2000-04-17 | $39.690 | 4196 | 0.000% | 2016-12-20 | $40.150 | 1.159% | 67.471% |
BB | 5390920 | 2000-04-17 | $35.000 | 82 | 54.000% | 2000-08-14 | $58.940 | 68.400% | 10.425% |
UIS | 3313200 | 2000-04-17 | $20.630 | 1937 | 0.000% | 2008-01-02 | $45.730 | 121.668% | 7.207% |
DVA | 1496040 | 2000-04-17 | $1.809 | 55 | 135.000% | 2000-07-06 | $4.441 | 145.455% | 7.813% |
BB | 5347180 | 2000-04-14 | $40.500 | 85 | 45.000% | 2000-08-16 | $60.500 | 49.383% | 4.207% |
DVA | 1415320 | 2000-04-14 | $2.099 | 58 | 126.000% | 2000-07-10 | $4.934 | 135.110% | 3.659% |
BB | 5257060 | 2000-04-13 | $49.250 | 92 | 24.000% | 2000-08-24 | $63.000 | 27.919% | 2.607% |
KMX | 523940 | 2000-04-10 | $1.607 | 87 | 39.000% | 2000-08-14 | $2.301 | 43.130% | -1.627% |
RRC | 465760 | 2000-03-13 | $1.395 | 84 | 48.000% | 2000-07-12 | $2.112 | 51.478% | 9.099% |
PG | 22400800 | 2000-03-08 | $30.497 | 111 | 0.000% | 2000-08-15 | $30.997 | 1.639% | 9.297% |
EIX | 3531760 | 2000-03-07 | $18.440 | 99 | 3.000% | 2000-07-27 | $19.190 | 4.067% | 3.839% |
MED | 45980 | 2000-03-03 | $0.560 | 482 | 0.000% | 2002-02-06 | $0.600 | 7.143% | -22.599% |
MED | 54600 | 2000-03-02 | $0.560 | 483 | 0.000% | 2002-02-06 | $0.600 | 7.143% | -21.622% |
FHN | 1965520 | 2000-03-01 | $17.500 | 100 | 0.000% | 2000-07-24 | $18.310 | 4.629% | 6.698% |
DVA | 749653 | 2000-02-29 | $2.138 | 77 | 69.000% | 2000-06-19 | $3.862 | 80.615% | 9.118% |
AEO | 2313574 | 2000-02-18 | $20.880 | 117 | 0.000% | 2000-08-07 | $21.940 | 5.077% | 6.661% |
ANF | 6908180 | 2000-02-17 | $15.250 | 99 | 3.000% | 2000-07-11 | $16.500 | 8.197% | 5.496% |
AAIC | 1946400 | 2000-02-15 | $13.310 | 822 | 0.000% | 2003-05-28 | $13.310 | 0.000% | -31.296% |
UNM | 6389720 | 2000-02-11 | $15.690 | 90 | 30.000% | 2000-06-21 | $20.440 | 30.274% | 4.252% |
NKE | 4306300 | 2000-02-10 | $16.703 | 95 | 15.000% | 2000-06-27 | $19.985 | 19.652% | 2.493% |
HL | 727440 | 2000-02-09 | $1.563 | 527 | 0.000% | 2002-03-20 | $1.580 | 1.088% | -20.232% |
WWE | 1963500 | 2000-02-07 | $12.120 | 85 | 45.000% | 2000-06-08 | $17.810 | 46.947% | 3.047% |
CBZ | 3206600 | 2000-02-02 | $3.219 | 324 | 0.000% | 2001-05-16 | $3.630 | 12.768% | -8.728% |
CBZ | 2823320 | 2000-02-01 | $3.938 | 326 | 0.000% | 2001-05-17 | $3.960 | 0.559% | -7.585% |
AVA | 3288540 | 2000-01-28 | $33.060 | 3623 | 0.000% | 2014-06-25 | $33.220 | 0.484% | 40.264% |
AVA | 3932340 | 2000-01-27 | $34.940 | 3711 | 0.000% | 2014-10-28 | $35.130 | 0.544% | 39.879% |
MED | 50640 | 2000-01-24 | $0.500 | 161 | 0.000% | 2000-09-12 | $0.500 | 0.000% | 1.952% |
KMX | 2631120 | 2000-01-24 | $0.788 | 71 | 87.000% | 2000-05-04 | $1.513 | 91.939% | -2.639% |
MED | 44800 | 2000-01-21 | $0.530 | 511 | 0.000% | 2002-02-06 | $0.600 | 13.208% | -25.292% |
KMX | 2569920 | 2000-01-21 | $0.756 | 50 | 150.000% | 2000-04-03 | $1.922 | 154.200% | 3.952% |
DVA | 1419014 | 2000-01-20 | $3.250 | 101 | 0.000% | 2000-06-14 | $3.329 | 2.429% | 0.595% |
HL | 690940 | 2000-01-19 | $1.313 | 336 | 0.000% | 2001-05-18 | $1.500 | 14.242% | -10.717% |
RAD | 10742340 | 2000-01-13 | $8.188 | 122 | 0.000% | 2000-07-10 | $8.375 | 2.284% | 2.336% |
EGHT | 1215740 | 2000-01-12 | $6.938 | 31 | 207.000% | 2000-02-28 | $27.000 | 289.161% | -5.857% |
AON | 4536760 | 2000-01-11 | $29.630 | 95 | 15.000% | 2000-05-26 | $35.000 | 18.124% | -5.358% |
TBI | 1094100 | 2000-01-05 | $9.063 | 100 | 0.000% | 2000-05-30 | $9.250 | 2.063% | 1.831% |