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 2005 - 31 DEC 2005: 2.646%
mean ROI for trades shown: 41.323%
mean ROI if you were to also sell everything you're still holding: 41.323%
Symbol | 10-Day Trade Volume | Buy Date | Buy Price | Days Held | ROI Threshold | Sell Date | Sell Price | Sell ROI | SPY ROI |
---|---|---|---|---|---|---|---|---|---|
EGHT | 13795880 | 2005-12-14 | $2.190 | 1203 | 0.000% | 2010-09-27 | $2.200 | 0.457% | -10.158% |
EGHT | 11395160 | 2005-12-13 | $2.460 | 1222 | 0.000% | 2010-10-21 | $2.490 | 1.220% | -6.558% |
UVE | 53060 | 2005-11-29 | $0.500 | 55 | 135.000% | 2006-02-17 | $1.250 | 150.000% | 1.705% |
UVE | 178780 | 2005-11-22 | $0.500 | 59 | 123.000% | 2006-02-17 | $1.250 | 150.000% | 2.588% |
TARO | 3911960 | 2005-11-18 | $14.800 | 1370 | 0.000% | 2011-05-02 | $14.950 | 1.014% | 8.924% |
SGU | 518260 | 2005-11-10 | $1.240 | 66 | 102.000% | 2006-02-16 | $2.970 | 139.516% | 5.575% |
SGU | 585420 | 2005-11-09 | $1.400 | 67 | 99.000% | 2006-02-16 | $2.970 | 112.143% | 5.799% |
UIS | 8596400 | 2005-10-25 | $4.900 | 88 | 36.000% | 2006-03-03 | $6.880 | 40.408% | 7.551% |
EGY | 491440 | 2005-10-21 | $3.060 | 68 | 96.000% | 2006-01-31 | $6.100 | 99.346% | 7.786% |
XPO | 345040 | 2005-10-07 | $0.407 | 97 | 9.000% | 2006-02-28 | $0.473 | 16.176% | 7.126% |
TPX | 8107860 | 2005-09-21 | $11.720 | 105 | 0.000% | 2006-02-22 | $11.720 | 0.000% | 6.142% |
EGY | 1044040 | 2005-09-13 | $3.650 | 87 | 39.000% | 2006-01-18 | $5.190 | 42.192% | 2.973% |
MUX | 244300 | 2005-08-25 | $1.570 | 61 | 117.000% | 2005-11-21 | $3.570 | 127.389% | 3.634% |
MUX | 229000 | 2005-08-24 | $1.750 | 66 | 102.000% | 2005-11-28 | $3.800 | 117.143% | 3.518% |
PBH | 3734640 | 2005-08-01 | $11.240 | 99 | 3.000% | 2005-12-20 | $11.740 | 4.448% | 1.615% |
PBH | 3517520 | 2005-07-29 | $11.900 | 101 | 0.000% | 2005-12-21 | $11.950 | 0.420% | 1.302% |
TPX | 6352900 | 2005-07-25 | $18.120 | 287 | 0.000% | 2006-09-13 | $18.120 | 0.000% | 7.139% |
EGHT | 2191800 | 2005-05-26 | $1.950 | 138 | 0.000% | 2005-12-12 | $2.540 | 30.256% | 5.560% |
DRD | 2764200 | 2005-04-15 | $0.690 | 82 | 54.000% | 2005-08-11 | $1.080 | 56.522% | 6.981% |
NCR | 7962300 | 2005-03-30 | $31.930 | 96 | 12.000% | 2005-08-15 | $36.350 | 13.843% | 6.028% |
ESTE | 850840 | 2005-03-14 | $2.000 | 96 | 12.000% | 2005-07-29 | $2.350 | 17.500% | 2.595% |
ESTE | 898860 | 2005-03-11 | $2.050 | 97 | 9.000% | 2005-07-29 | $2.350 | 14.634% | 2.003% |
DRD | 13063600 | 2005-02-28 | $0.960 | 97 | 9.000% | 2005-07-18 | $1.060 | 10.417% | 0.991% |
CIEN | 26993400 | 2005-02-25 | $2.140 | 98 | 6.000% | 2005-07-18 | $2.300 | 7.477% | 1.729% |
DRD | 12040000 | 2005-02-25 | $1.080 | 116 | 0.000% | 2005-08-11 | $1.080 | 0.000% | 2.952% |
SGU | 2450520 | 2005-02-14 | $3.510 | 118 | 0.000% | 2005-08-03 | $3.600 | 2.564% | 3.339% |
SGU | 2048920 | 2005-02-11 | $3.800 | 472 | 0.000% | 2006-12-27 | $3.840 | 1.053% | 19.056% |
SGU | 1754900 | 2005-02-10 | $4.450 | 564 | 0.000% | 2007-05-10 | $4.490 | 0.899% | 25.004% |