Entry Date | Entry Price | Exit Date | Exit Price | % Change | Draw Down % | Max Gain % | Bars Held |
---|---|---|---|---|---|---|---|
6/1/1994 | 991.60 | 6/30/1994 | 1011.58 | 2.01 | -4.36 | 5.08 | 21 |
6/1/1995 | 1058.13 | 6/30/1995 | 1026.62 | -2.98 | -3.32 | 3.13 | 21 |
6/3/1996 | 1139.78 | 6/28/1996 | 1136.31 | -0.3 | -2.08 | 1.37 | 19 |
6/2/1997 | 1107.55 | 6/30/1997 | 1077.30 | -2.73 | -4.13 | 2.77 | 20 |
6/1/1998 | 537.60 | 6/30/1998 | 455.64 | -15.25 | -19.03 | 0.18 | 21 |
6/1/1999 | 742.70 | 6/30/1999 | 811.10 | 9.21 | -1.81 | 12.07 | 21 |
6/1/2000 | 914.12 | 6/30/2000 | 833.37 | -8.83 | -12.82 | 0.25 | 18 |
6/1/2001 | 573.30 | 6/29/2001 | 592.99 | 3.43 | -1.84 | 5.88 | 19 |
6/3/2002 | 741.90 | 6/28/2002 | 725.44 | -2.22 | -5.12 | 1.94 | 19 |
6/2/2003 | 672.92 | 6/30/2003 | 691.96 | 2.83 | -0.42 | 3.41 | 20 |
6/1/2004 | 811.66 | 6/30/2004 | 819.86 | 1.01 | -2.31 | 2.04 | 21 |
6/1/2005 | 861.05 | 6/30/2005 | 888.32 | 3.17 | -0.26 | 5.22 | 21 |
6/1/2006 | 927.65 | 6/30/2006 | 914.69 | -1.4 | -4.78 | 0.83 | 21 |
6/1/2007 | 1348.36 | 6/29/2007 | 1354.38 | 0.45 | -0.16 | 3.20 | 20 |
The records are pretty even with 7 winners and 7 losers. However, the average winning size is less than the average losing size.
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