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 2012 - 31 DEC 2012: 13.006%
mean ROI for trades shown: 16.959%
mean ROI if you were to also sell everything you're still holding: 16.959%
Symbol | 10-Day Trade Volume | Buy Date | Buy Price | Days Held | ROI Threshold | Sell Date | Sell Price | Sell ROI | SPY ROI |
---|---|---|---|---|---|---|---|---|---|
HLF | 26435340 | 2012-12-26 | $13.172 | 85 | 45.000% | 2013-04-30 | $19.664 | 49.286% | 11.946% |
BB | 58169900 | 2012-12-24 | $10.720 | 85 | 45.000% | 2013-04-29 | $15.610 | 45.616% | 11.805% |
HLF | 24210680 | 2012-12-24 | $13.880 | 87 | 39.000% | 2013-05-01 | $19.500 | 40.492% | 11.089% |
HLF | 21045900 | 2012-12-21 | $16.718 | 92 | 24.000% | 2013-05-07 | $21.298 | 27.399% | 14.370% |
JAG | 1225868 | 2012-11-15 | $0.780 | 880 | 0.000% | - | $8.230 | -100.000% | 140.219% |
MBI | 7328540 | 2012-11-14 | $7.050 | 73 | 81.000% | 2013-03-04 | $12.780 | 81.277% | 10.643% |
FOE | 2269420 | 2012-10-11 | $2.850 | 74 | 78.000% | 2013-01-31 | $5.100 | 78.947% | 3.757% |
JCI | 12883620 | 2012-10-02 | $30.358 | 97 | 9.000% | 2013-02-25 | $33.108 | 9.059% | 2.815% |
CIG | 17555560 | 2012-09-13 | $8.170 | 118 | 0.000% | 2013-03-07 | $8.476 | 3.748% | 7.211% |
CIEN | 12259180 | 2012-08-31 | $13.600 | 96 | 12.000% | 2013-01-23 | $15.410 | 13.309% | 5.719% |
MTG | 20896860 | 2012-08-06 | $0.840 | 51 | 147.000% | 2012-10-17 | $2.100 | 150.000% | 4.638% |
MTG | 18560260 | 2012-08-03 | $0.940 | 75 | 75.000% | 2012-11-21 | $1.670 | 77.660% | 0.642% |
GNW | 18866820 | 2012-08-03 | $4.320 | 85 | 45.000% | 2012-12-06 | $6.410 | 48.380% | 2.468% |
IGT | 10618320 | 2012-07-26 | $11.890 | 94 | 18.000% | 2012-12-11 | $14.360 | 20.774% | 5.556% |
EDU | 33882440 | 2012-07-20 | $1.254 | 83 | 51.000% | 2012-11-19 | $1.919 | 53.012% | 1.592% |
EDU | 30542520 | 2012-07-19 | $1.064 | 79 | 63.000% | 2012-11-12 | $1.813 | 70.455% | 0.450% |
EDU | 21256640 | 2012-07-18 | $1.508 | 91 | 27.000% | 2012-11-28 | $1.950 | 29.325% | 3.984% |
JAG | 2759662 | 2012-07-11 | $0.790 | 132 | 0.000% | 2013-01-22 | $0.990 | 25.285% | 11.117% |
ORI | 7197360 | 2012-06-26 | $8.460 | 95 | 15.000% | 2012-11-12 | $9.990 | 18.085% | 4.989% |
TPX | 14015900 | 2012-06-07 | $5.570 | 85 | 45.000% | 2012-10-08 | $8.486 | 52.345% | 9.118% |
MUX | 3490844 | 2012-05-16 | $2.260 | 75 | 75.000% | 2012-08-31 | $3.960 | 75.221% | 5.390% |
JAG | 4662810 | 2012-05-10 | $1.720 | 1010 | 0.000% | - | $8.230 | -100.000% | 138.989% |
JAG | 4708612 | 2012-05-09 | $1.490 | 1011 | 0.000% | - | $8.230 | -100.000% | 141.784% |
GNW | 27955160 | 2012-04-19 | $6.010 | 103 | 0.000% | 2012-09-14 | $6.120 | 1.830% | 6.211% |
JAG | 6025126 | 2012-04-13 | $3.690 | 1029 | 0.000% | - | $8.230 | -100.000% | 135.899% |
JAG | 5705954 | 2012-04-12 | $3.700 | 1030 | 0.000% | - | $8.230 | -100.000% | 138.205% |
VIPS | 2174968 | 2012-03-27 | $0.469 | 95 | 15.000% | 2012-08-10 | $0.539 | 15.054% | -0.635% |
P | 7946947 | 2012-03-08 | $10.977 | 122 | 0.000% | 2012-08-30 | $11.506 | 4.823% | 2.908% |
HL | 16708060 | 2012-01-12 | $4.760 | 106 | 0.000% | 2012-06-14 | $4.780 | 0.420% | 3.010% |