Try our mobile app
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:365.425

Insiders purchases:7966

Insiders sales:45835


Strategy index:2.133

SP500 index:2.001

Strategy return:+113.3%

SP500 return:+100.1%

Annualized Strategy return:+12.1%

Annualized SP500 return:+11.0%


Sharpe ratio:0.67

Volatility:20.0%


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):18.49

avg daily companies amount (S):66.87

avg daily companies amount (both):85.36

Quarter Strategy change S&P500 change
2017 q1 1.1% 5.5%
2017 q2 -1.6% 2.6%
2017 q3 1.5% 4.0%
2017 q4 -0.2% 6.1%
2018 q1 -2.7% -1.2%
2018 q2 3.9% 2.9%
2018 q3 5.9% 7.2%
2018 q4 0.4% -14.0%
2019 q1 6.0% 13.1%
2019 q2 -0.2% 3.8%
2019 q3 -1.9% 1.2%
2019 q4 17.1% 8.5%
2020 q1 -19.3% -20.0%
2020 q2 5.8% 20.0%
2020 q3 0.8% 8.5%
2020 q4 11.4% 11.6%
2021 q1 0.1% 5.8%
2021 q2 -0.9% 8.2%
2021 q3 10.1% 0.2%
2021 q4 1.5% 11.0%
2022 q1 5.9% -5.3%
2022 q2 5.8% -16.4%
2022 q3 26.9% -5.3%
2022 q4 11.4% 7.1%
2023 q1 -6.5% 7.0%
2023 q2 -3.2% 8.3%
last quarter 6.2% 0.7%