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Log file: Download
Formatted breakdown by companies

Start date:2017-01-01

Finish date:2023-08-14

Trades affect days:30

Long / Short:0


Comment:1 allows only long
0 allows everything
-1 allows only short

Daily volume matters:1


Seconds passed:347.824

Insiders purchases:28745

Insiders sales:301232


Strategy index:1.138

SP500 index:2.005

Strategy return:+13.8%

SP500 return:+100.5%

Annualized Strategy return:+2.0%

Annualized SP500 return:+11.1%


Sharpe ratio:0.2

Volatility:17.7%


Is SP500 used:0

Reach max invest level:1

Exclude health care:0

Top by USD sum:YES

Limit of companies:100

Recalc. frequency (days):0


avg daily companies amount (L):65.86

avg daily companies amount (S):99.79

avg daily companies amount (both):165.66

Quarter Strategy change S&P500 change
2017 q1 0.7% 5.5%
2017 q2 -1.9% 2.6%
2017 q3 1.0% 4.0%
2017 q4 0.1% 6.1%
2018 q1 -4.5% -1.2%
2018 q2 7.9% 2.9%
2018 q3 -7.6% 7.2%
2018 q4 1.7% -14.0%
2019 q1 -3.4% 13.1%
2019 q2 2.3% 3.8%
2019 q3 0.9% 1.2%
2019 q4 4.1% 8.5%
2020 q1 -27.7% -20.0%
2020 q2 4.5% 20.0%
2020 q3 -9.6% 8.5%
2020 q4 3.9% 11.6%
2021 q1 8.6% 5.8%
2021 q2 5.1% 8.2%
2021 q3 0.2% 0.2%
2021 q4 8.9% 11.0%
2022 q1 4.8% -5.3%
2022 q2 4.8% -16.4%
2022 q3 0.5% -5.3%
2022 q4 13.6% 7.1%
2023 q1 -2.3% 7.0%
2023 q2 -2.3% 8.3%
last quarter 7.1% 0.9%