Assumptions
- Three month window to profit even though LEAPS is 6-12 months. Want
to avoid time decay.
- Premium is about 1/4 of entry price.
- Only 1 contract is placed (100 shares is controlled).
- You will put on another LEAPS immediately after closing previous
one.
- There will be 100% loss of premium if no price increase during 3
months (unlikely to be true).
- All returns are % of profit made from capital used for trade.
Individual Stock Output
## Processing: MSFT
## Start End Exit PriceIn PriceOut Prem Ret PnL
## 1 2000-01-31 2000-04-30 2000-03-24 30.23 57.50 755.72 271 2045.33
## 2 2000-03-31 2000-06-30 2000-06-21 32.82 41.09 820.39 76 620.86
## 3 2000-06-30 2000-09-30 2000-08-09 24.71 37.44 617.71 155 954.70
## 4 2000-08-31 2000-11-30 2000-11-08 21.56 36.19 539.04 203 1096.93
## 5 2000-11-30 2001-02-28 2001-02-07 17.72 32.53 443.01 251 1110.81
## 6 2001-02-28 2001-05-31 2001-05-07 18.22 36.08 455.56 294 1338.95
## 7 2001-05-31 2001-08-31 2001-07-02 21.37 36.58 534.16 214 1140.64
## 8 2001-07-31 2001-10-31 2001-10-26 20.44 31.82 511.07 167 852.90
## 9 2001-10-31 2002-01-31 2002-01-09 17.96 35.31 448.99 290 1301.27
## 10 2002-01-31 2002-04-30 2002-03-11 19.68 32.50 491.93 196 961.72
## 11 2002-04-30 2002-07-31 2002-06-17 16.14 28.22 403.52 225 905.95
## 12 2002-07-31 2002-10-31 2002-10-31 14.82 27.03 370.47 247 916.22
## 13 2002-12-31 2003-03-31 2003-03-21 15.97 26.80 399.19 204 812.42
## 14 2003-03-31 2003-06-30 2003-06-26 15.00 26.51 375.07 230 863.05
## 15 2003-06-30 2003-09-30 2003-09-22 15.89 30.00 397.22 266 1058.33
## 16 2003-09-30 2003-12-31 2003-12-19 17.23 27.55 430.69 180 774.19
## 17 2003-12-31 2004-03-31 2004-02-02 17.06 27.80 426.40 189 805.79
## 18 2004-03-31 2004-06-30 2004-06-30 15.54 28.80 388.39 256 994.83
## 19 2004-08-31 2004-11-30 2004-11-12 17.06 30.20 426.57 231 985.30
## 20 2004-11-30 2005-02-28 2005-01-04 18.68 27.10 466.89 135 631.82
## 21 2005-01-31 2005-04-30 2005-03-07 18.31 25.79 457.66 123 561.26
## 22 2005-03-31 2005-06-30 2005-05-27 16.89 26.09 422.22 163 690.10
## 23 2005-05-31 2005-08-31 2005-08-05 18.08 27.94 452.12 163 739.14
## 24 2005-08-31 2005-11-30 2005-11-18 19.25 28.25 481.23 140 675.06
## 25 2005-11-30 2006-02-28 2006-01-31 19.52 28.38 487.93 136 664.71
## 26 2006-02-28 2006-05-31 2006-04-05 19.01 27.94 475.26 141 669.73
## 27 2006-05-31 2006-08-31 2006-08-22 16.09 26.25 402.18 190 762.21
## 28 2006-08-31 2006-11-30 2006-11-20 18.32 30.00 458.02 191 875.95
## 29 2006-11-30 2007-02-28 2007-01-25 21.00 31.48 525.03 150 785.91
## 30 2007-01-31 2007-04-30 2007-04-27 22.07 30.74 551.86 118 649.93
## 31 2007-04-30 2007-07-31 2007-07-19 21.49 31.84 537.26 144 776.22
## 32 2007-07-31 2007-10-31 2007-10-31 20.88 37.00 521.90 232 1209.31
## 33 2007-11-30 2008-02-29 2007-12-31 24.36 35.99 609.02 143 872.20
## 34 2008-01-31 2008-04-30 2008-04-24 23.64 32.10 590.89 107 634.83
## 35 2008-04-30 2008-07-31 2008-06-13 20.76 29.57 518.95 127 660.91
## 36 2008-06-30 2008-09-30 2008-08-13 20.10 28.50 502.41 125 630.26
## 37 2008-09-30 2008-12-31 2008-11-04 19.58 23.66 489.38 63 306.36
## 38 2008-12-31 2009-03-31 2009-02-06 14.35 19.93 358.86 117 418.17
## 39 2009-03-31 2009-06-30 2009-06-19 13.66 24.34 341.43 235 801.20
## 40 2009-06-30 2009-09-30 2009-09-23 17.78 26.25 444.61 143 634.93
## 41 2009-09-30 2009-12-31 2009-12-29 19.35 31.50 483.79 188 911.14
## 42 2009-12-31 2010-03-31 2010-03-25 23.03 30.57 575.86 98 565.18
## 43 2010-03-31 2010-06-30 2010-04-30 22.24 31.08 555.96 119 663.12
## 44 2010-06-30 2010-09-30 2010-08-02 17.55 26.38 438.73 151 662.31
## 45 2010-08-31 2010-11-30 2010-11-08 18.00 28.87 449.89 181 815.59
## 46 2010-11-30 2011-02-28 2011-01-27 19.49 29.46 487.17 154 747.98
## 47 2011-01-31 2011-04-30 2011-04-28 21.39 26.87 534.81 77 410.82
## 48 2011-05-31 2011-08-31 2011-07-26 19.54 28.15 488.38 132 646.10
## 49 2011-08-31 2011-11-30 2011-10-14 20.91 27.50 522.71 95 494.37
## 50 2011-10-31 2012-01-31 2012-01-23 20.93 29.95 523.30 129 676.35
## 51 2012-01-31 2012-04-30 2012-03-16 23.39 32.95 584.66 123 717.28
## 52 2012-04-30 2012-07-31 2012-06-21 25.53 31.14 638.13 66 421.11
## 53 2012-07-31 2012-10-31 2012-09-21 23.65 31.61 591.16 101 597.26
## 54 2012-10-31 2013-01-31 2013-01-25 23.05 28.23 576.30 67 388.35
## 55 2013-01-31 2013-04-30 2013-04-30 22.35 33.11 558.85 144 806.71
## 56 2013-05-31 2013-08-31 2013-07-16 28.86 36.43 721.42 79 567.98
## 57 2013-07-31 2013-10-31 2013-10-25 26.33 36.29 658.17 114 747.24
## 58 2013-10-31 2014-01-31 2013-12-04 29.48 38.98 737.12 97 712.13
## 59 2013-12-31 2014-03-31 2014-03-31 31.39 41.50 784.66 97 758.51
## 60 2014-04-30 2014-07-31 2014-07-17 34.15 45.71 853.73 102 867.05
## 61 2014-07-31 2014-10-31 2014-09-19 36.74 47.57 918.49 88 812.28
## 62 2014-09-30 2014-12-31 2014-11-14 39.71 50.05 992.75 78 775.49
## 63 2014-12-31 2015-03-31 2015-02-24 40.04 44.30 1000.95 32 319.64
## 64 2015-03-31 2015-06-30 2015-04-30 35.30 49.54 882.42 121 1068.24
## 65 2015-06-30 2015-09-30 2015-08-05 38.58 48.41 964.39 76 737.58
## 66 2015-08-31 2015-11-30 2015-11-06 38.28 54.98 956.90 131 1252.81
## 67 2015-11-30 2016-02-29 2015-12-31 48.12 56.19 1203.08 50 605.02
## 68 2016-02-29 2016-05-31 2016-04-19 45.37 56.77 1134.35 75 854.70
## 69 2016-05-31 2016-08-31 2016-08-26 47.60 58.70 1189.88 70 832.86
## 70 2016-08-31 2016-11-30 2016-11-29 51.92 61.41 1298.05 55 711.60
## 71 2016-11-30 2017-02-28 2017-01-27 54.82 65.91 1370.50 61 831.75
## 72 2017-01-31 2017-04-30 2017-04-28 58.81 69.14 1470.34 53 774.47
## 73 2017-05-31 2017-08-31 2017-08-31 64.29 74.96 1607.17 50 800.49
## 74 2017-10-31 2018-01-31 2018-01-29 76.97 95.45 1924.35 72 1385.70
## 75 2018-01-31 2018-04-30 2018-04-27 88.36 97.90 2209.07 32 715.28
## 76 2018-04-30 2018-07-31 2018-07-25 87.39 111.15 2184.64 82 1782.32
## 77 2018-07-31 2018-10-31 2018-10-03 99.55 116.18 2488.79 50 1247.14
## 78 2018-10-31 2019-01-31 2018-12-03 100.62 113.42 2515.56 38 959.83
## 79 2018-12-31 2019-03-31 2019-03-21 96.10 120.82 2402.48 77 1854.06
## 80 2019-04-30 2019-07-31 2019-07-26 124.09 141.68 3102.33 43 1319.00
## 81 2019-07-31 2019-10-31 2019-10-28 129.96 145.67 3249.00 36 1178.24
## 82 2019-10-31 2020-01-31 2020-01-30 137.19 174.05 3429.67 81 2764.75
## 83 2020-01-31 2020-04-30 2020-04-30 163.44 180.40 4086.06 31 1271.81
## 84 2020-06-30 2020-09-30 2020-09-02 196.47 232.86 4911.87 56 2728.88
## 85 2020-09-30 2020-12-31 2020-11-09 203.55 228.12 5088.75 36 1842.75
## 86 2020-11-30 2021-02-28 2021-02-16 207.71 246.13 5192.80 55 2881.36
## 87 2021-03-31 2021-06-30 2021-06-29 229.29 271.65 5732.35 55 3176.69
## 88 2021-06-30 2021-09-30 2021-08-20 264.07 305.84 6601.69 47 3132.93
## 89 2021-08-31 2021-11-30 2021-11-22 294.83 349.67 7370.74 56 4113.03
## 90 2021-11-30 2022-02-28 2021-12-31 323.46 339.36 8086.50 15 1192.51
## 91 2022-01-31 2022-04-30 2022-03-30 304.27 315.95 7606.82 12 875.79
## 92 2022-03-31 2022-06-30 2022-05-04 302.28 290.88 7557.10 -100 -7557.10
## 93 2022-05-31 2022-08-31 2022-08-15 267.18 294.18 6679.43 30 2025.22
## 94 2022-08-31 2022-11-30 2022-11-30 257.50 255.33 6437.55 -100 -6437.55
## 95 2023-01-31 2023-04-30 2023-04-28 244.74 308.93 6118.43 79 4814.46
## 96 2023-05-31 2023-08-31 2023-07-18 325.84 366.78 8146.03 38 3070.42
## 97 2023-07-31 2023-10-31 2023-10-25 333.31 346.20 8332.82 12 966.55
## 98 2023-10-31 2024-01-31 2024-01-31 336.20 415.32 8404.90 71 5934.31
## 99 2024-02-29 2024-05-31 2024-05-23 412.90 433.60 10322.38 15 1552.86
## AvgReturn MaxReturn MinReturn AvgProfit MaxProfit MinProfit TotalProfit
## 1 115 294 -100 975.1 5934.31 -7557.1 96535.15
## CountLosses NumberOfTrades
## 1 2 99
## Processing: AAPL
## Start End Exit PriceIn PriceOut Prem Ret PnL
## 1 2000-01-31 2000-04-30 2000-03-23 0.78 1.34 19.58 214 41.96
## 2 2000-03-31 2000-06-30 2000-05-02 1.03 1.13 25.63 30 7.65
## 3 2000-05-31 2000-08-31 2000-08-31 0.63 1.10 15.85 220 34.81
## 4 2000-10-31 2001-01-31 2001-01-31 0.30 0.40 7.38 108 7.98
## 5 2001-02-28 2001-05-31 2001-04-30 0.28 0.48 6.89 227 15.66
## 6 2001-05-31 2001-08-31 2001-07-17 0.30 0.45 7.53 149 11.19
## 7 2001-07-31 2001-10-31 2001-10-23 0.28 0.35 7.09 67 4.73
## 8 2001-10-31 2002-01-31 2002-01-31 0.27 0.44 6.63 200 13.24
## 9 2002-02-28 2002-05-31 2002-04-17 0.33 0.47 8.19 128 10.48
## 10 2002-04-30 2002-07-31 2002-05-31 0.37 0.43 9.16 55 5.00
## 11 2002-07-31 2002-10-31 2002-10-31 0.23 0.29 5.76 82 4.74
## 12 2002-12-31 2003-03-31 2003-02-18 0.22 0.27 5.41 79 4.27
## 13 2003-02-28 2003-05-31 2003-05-16 0.23 0.34 5.67 149 8.46
## 14 2003-06-30 2003-09-30 2003-09-03 0.29 0.42 7.19 134 9.65
## 15 2003-09-30 2003-12-31 2003-10-31 0.31 0.42 7.82 100 7.81
## 16 2003-12-31 2004-03-31 2004-03-10 0.32 0.50 8.07 167 13.49
## 17 2004-03-31 2004-06-30 2004-06-28 0.41 0.61 10.21 149 15.17
## 18 2004-06-30 2004-09-30 2004-09-30 0.49 0.70 12.28 128 15.75
## 19 2004-11-30 2005-02-28 2005-02-17 1.01 1.62 25.31 181 45.79
## 20 2005-02-28 2005-05-31 2005-04-08 1.35 1.59 33.86 52 17.47
## 21 2005-05-31 2005-08-31 2005-08-15 1.20 1.73 30.01 131 39.41
## 22 2005-08-31 2005-11-30 2005-11-28 1.42 2.54 35.40 238 84.18
## 23 2005-11-30 2006-02-28 2006-01-12 2.05 3.09 51.20 152 77.84
## 24 2006-01-31 2006-04-30 2006-02-28 2.28 2.59 57.00 40 22.93
## 25 2006-03-31 2006-06-30 2006-05-08 1.89 2.64 47.35 118 55.64
## 26 2006-05-31 2006-08-31 2006-08-03 1.80 2.50 45.12 116 52.14
## 27 2006-08-31 2006-11-30 2006-11-27 2.05 3.33 51.22 187 95.88
## 28 2006-11-30 2007-02-28 2007-01-10 2.77 3.49 69.19 79 54.39
## 29 2007-01-31 2007-04-30 2007-04-26 2.59 3.66 64.71 124 80.41
## 30 2007-04-30 2007-07-31 2007-07-27 3.01 5.32 75.34 229 172.89
## 31 2007-07-31 2007-10-31 2007-10-31 3.98 6.79 99.46 212 210.87
## 32 2007-11-30 2008-02-29 2007-12-31 5.50 7.16 137.55 90 124.40
## 33 2008-01-31 2008-04-30 2008-04-30 4.09 6.43 102.18 172 175.61
## 34 2008-06-30 2008-09-30 2008-08-14 5.06 6.44 126.40 82 104.16
## 35 2008-09-30 2008-12-31 2008-11-04 3.43 3.99 85.80 49 42.04
## 36 2008-12-31 2009-03-31 2009-03-26 2.58 3.93 64.43 157 101.31
## 37 2009-03-31 2009-06-30 2009-06-05 3.17 5.23 79.35 194 154.09
## 38 2009-06-30 2009-09-30 2009-09-23 4.30 6.75 107.52 171 183.43
## 39 2009-09-30 2009-12-31 2009-12-28 5.60 7.64 139.91 110 153.34
## 40 2009-12-31 2010-03-31 2010-03-30 6.36 8.48 159.07 100 158.89
## 41 2010-03-31 2010-06-30 2010-06-21 7.10 9.96 177.39 121 215.17
## 42 2010-06-30 2010-09-30 2010-09-27 7.59 10.53 189.87 116 219.84
## 43 2010-09-30 2010-12-31 2010-12-28 8.57 11.67 214.19 108 232.40
## 44 2010-12-31 2011-03-31 2011-02-16 9.74 13.03 243.49 101 246.94
## 45 2011-02-28 2011-05-31 2011-04-21 10.67 12.68 266.63 57 151.36
## 46 2011-05-31 2011-08-31 2011-07-26 10.50 14.45 262.57 113 295.78
## 47 2011-08-31 2011-11-30 2011-10-17 11.62 15.24 290.50 93 271.46
## 48 2011-10-31 2012-01-31 2012-01-31 12.22 16.37 305.56 102 310.76
## 49 2012-02-29 2012-05-31 2012-04-10 16.38 23.00 409.47 121 496.59
## 50 2012-04-30 2012-07-31 2012-07-10 17.63 22.14 440.83 77 337.88
## 51 2012-07-31 2012-10-31 2012-09-21 18.44 25.18 461.04 110 505.45
## 52 2012-10-31 2013-01-31 2012-12-03 18.05 21.24 451.32 53 238.70
## 53 2012-12-31 2013-03-31 2013-02-11 16.21 17.32 405.29 21 83.09
## 54 2013-02-28 2013-05-31 2013-05-07 13.52 16.63 338.12 69 233.19
## 55 2013-05-31 2013-08-31 2013-08-19 13.87 18.35 346.78 97 335.75
## 56 2013-09-30 2013-12-31 2013-12-05 14.80 20.54 370.04 116 430.43
## 57 2013-12-31 2014-03-31 2014-02-18 17.52 19.69 437.99 37 162.43
## 58 2014-02-28 2014-05-31 2014-05-30 16.53 23.01 413.30 117 485.57
## 59 2014-06-30 2014-09-30 2014-09-02 20.55 25.93 513.75 79 403.88
## 60 2014-09-30 2014-12-31 2014-11-25 22.39 29.94 559.75 101 566.06
## 61 2014-12-31 2015-03-31 2015-02-24 24.64 33.40 615.91 107 657.26
## 62 2015-03-31 2015-06-30 2015-05-22 27.88 33.24 697.05 58 402.03
## 63 2015-06-30 2015-09-30 2015-07-31 28.22 30.66 705.59 26 182.73
## 64 2015-08-31 2015-11-30 2015-11-04 25.49 30.95 637.19 64 410.07
## 65 2015-11-30 2016-02-29 2015-12-31 26.85 26.76 671.35 -100 -671.35
## 66 2016-02-29 2016-05-31 2016-04-14 22.07 28.10 551.69 82 452.23
## 67 2016-05-31 2016-08-31 2016-08-16 22.93 27.56 573.25 61 347.06
## 68 2016-08-31 2016-11-30 2016-10-11 24.49 29.67 612.37 63 388.32
## 69 2016-10-31 2017-01-31 2017-01-26 26.21 30.61 655.31 50 329.81
## 70 2017-01-31 2017-04-30 2017-04-05 28.16 36.37 703.98 87 615.42
## 71 2017-05-31 2017-08-31 2017-08-31 35.75 41.13 893.72 45 403.60
## 72 2017-10-31 2018-01-31 2018-01-18 39.71 45.03 992.85 40 398.33
## 73 2018-01-31 2018-04-30 2018-03-13 39.48 45.88 986.93 49 479.85
## 74 2018-04-30 2018-07-31 2018-07-26 39.12 48.99 978.11 76 739.93
## 75 2018-07-31 2018-10-31 2018-10-03 45.22 58.37 1130.59 87 985.79
## 76 2018-10-31 2019-01-31 2018-12-03 52.20 46.24 1304.90 -100 -1304.90
## 77 2018-12-31 2019-03-31 2019-03-22 37.75 49.42 943.77 93 875.38
## 78 2019-04-30 2019-07-31 2019-07-31 48.23 55.34 1205.77 44 533.38
## 79 2019-09-30 2019-12-31 2019-12-27 54.24 73.49 1356.09 106 1443.67
## 80 2019-12-31 2020-03-31 2020-02-12 71.33 81.81 1783.32 44 785.41
## 81 2020-03-31 2020-06-30 2020-06-23 61.92 93.10 1547.96 151 2338.26
## 82 2020-06-30 2020-09-30 2020-09-02 89.07 137.98 2226.68 165 3668.45
## 83 2020-09-30 2020-12-31 2020-12-29 113.31 138.79 2832.64 67 1911.32
## 84 2020-12-31 2021-03-31 2021-02-09 130.04 137.88 3251.12 18 587.65
## 85 2021-03-31 2021-06-30 2021-06-30 119.89 137.41 2997.34 44 1313.72
## 86 2021-08-31 2021-11-30 2021-11-22 149.50 165.70 3737.56 33 1214.83
## 87 2021-11-30 2022-02-28 2022-01-04 163.00 182.94 4075.08 37 1495.25
## 88 2022-01-31 2022-04-30 2022-03-30 172.35 179.61 4308.79 13 544.38
## 89 2022-03-31 2022-06-30 2022-05-04 172.40 166.48 4310.08 -100 -4310.08
## 90 2022-05-31 2022-08-31 2022-08-17 147.17 176.15 3679.37 59 2173.13
## 91 2022-08-31 2022-11-30 2022-10-28 155.68 157.50 3891.93 4 136.72
## 92 2022-10-31 2023-01-31 2022-12-05 151.84 150.92 3795.88 -100 -3795.88
## 93 2023-01-31 2023-04-30 2023-04-28 143.11 169.85 3577.77 56 2005.43
## 94 2023-05-31 2023-08-31 2023-07-19 176.31 198.23 4407.84 37 1643.73
## 95 2023-07-31 2023-10-31 2023-09-05 195.41 189.98 4885.31 -100 -4885.31
## 96 2023-10-31 2024-01-31 2023-12-14 170.10 199.62 4252.43 52 2214.21
## 97 2024-01-31 2024-04-30 2024-02-29 183.92 182.57 4597.89 -100 -4597.89
## 98 2024-04-30 2024-07-31 2024-07-03 170.10 221.55 4252.48 91 3858.80
## AvgReturn MaxReturn MinReturn AvgProfit MaxProfit MinProfit TotalProfit
## 1 88 238 -100 251.35 3858.8 -4885.31 24632.62
## CountLosses NumberOfTrades
## 1 6 98
## Processing: GOOGL
## Start End Exit PriceIn PriceOut Prem Ret PnL
## 1 2004-08-31 2004-11-30 2004-11-03 2.56 5.05 63.97 291 186.46
## 2 2004-11-30 2005-02-28 2005-02-02 4.55 5.43 113.72 58 65.74
## 3 2005-02-28 2005-05-31 2005-05-31 4.70 6.97 117.48 145 170.09
## 4 2005-06-30 2005-09-30 2005-09-26 7.35 8.03 183.82 28 50.93
## 5 2005-09-30 2005-12-31 2005-12-19 7.91 11.17 197.76 123 244.21
## 6 2006-01-31 2006-04-30 2006-04-21 10.81 11.28 270.37 13 34.83
## 7 2006-05-31 2006-08-31 2006-07-07 9.29 10.71 232.35 46 106.04
## 8 2006-07-31 2006-10-31 2006-10-26 9.66 12.31 241.59 82 198.58
## 9 2006-10-31 2007-01-31 2007-01-16 11.91 12.84 297.70 23 69.74
## 10 2007-01-31 2007-04-30 2007-04-20 12.54 12.32 313.39 -100 -313.39
## 11 2007-04-30 2007-07-31 2007-07-16 11.78 13.98 294.57 56 164.68
## 12 2007-07-31 2007-10-31 2007-10-31 12.75 17.69 318.70 116 370.84
## 13 2007-11-30 2008-02-29 2007-12-31 17.32 17.58 433.06 4 19.30
## 14 2008-01-31 2008-04-30 2008-04-30 14.11 14.64 352.64 11 39.80
## 15 2008-06-30 2008-09-30 2008-08-15 13.16 12.78 328.96 -100 -328.96
## 16 2008-09-30 2008-12-31 2008-11-04 10.01 9.32 250.29 -100 -250.29
## 17 2008-12-31 2009-03-31 2009-02-09 7.69 9.53 192.25 72 138.33
## 18 2009-03-31 2009-06-30 2009-06-05 8.70 11.19 217.51 86 187.09
## 19 2009-06-30 2009-09-30 2009-09-23 10.54 12.69 263.46 61 161.21
## 20 2009-09-30 2009-12-31 2009-12-28 12.39 15.67 309.86 79 245.32
## 21 2009-12-31 2010-03-31 2010-03-12 15.50 14.72 387.43 -100 -387.43
## 22 2010-03-31 2010-06-30 2010-04-30 14.18 13.46 354.40 -100 -354.40
## 23 2010-06-30 2010-09-30 2010-09-27 11.12 13.43 278.05 62 173.44
## 24 2010-09-30 2010-12-31 2010-11-09 13.14 15.79 328.57 60 198.32
## 25 2010-11-30 2011-02-28 2011-01-19 13.89 16.09 347.27 48 164.95
## 26 2011-01-31 2011-04-30 2011-03-01 15.01 15.50 375.17 10 36.69
## 27 2011-03-31 2011-06-30 2011-05-02 14.67 13.66 366.67 -100 -366.67
## 28 2011-05-31 2011-08-31 2011-07-26 13.22 15.70 330.59 56 185.97
## 29 2011-08-31 2011-11-30 2011-11-16 13.52 15.47 338.05 43 146.32
## 30 2011-11-30 2012-02-29 2012-01-04 14.98 16.77 374.56 36 134.29
## 31 2012-01-31 2012-04-30 2012-03-28 14.50 16.48 362.52 41 148.55
## 32 2012-04-30 2012-07-31 2012-07-30 15.12 16.08 377.98 19 72.15
## 33 2012-07-31 2012-10-31 2012-10-05 15.82 19.38 395.55 67 266.77
## 34 2012-10-31 2013-01-31 2013-01-30 17.01 19.04 425.13 36 152.83
## 35 2013-01-31 2013-04-30 2013-03-06 18.89 21.12 472.24 35 167.37
## 36 2013-04-30 2013-07-31 2013-07-15 20.61 23.22 515.28 38 195.90
## 37 2013-07-31 2013-10-31 2013-10-31 22.19 26.06 554.76 52 290.52
## 38 2013-12-31 2014-03-31 2014-02-26 28.01 30.75 700.34 29 205.43
## 39 2014-02-28 2014-05-31 2014-04-03 30.39 29.42 759.67 -100 -759.67
## 40 2014-04-30 2014-07-31 2014-07-24 26.71 30.45 667.83 42 279.91
## 41 2014-07-31 2014-10-31 2014-09-19 28.94 30.27 723.61 14 99.43
## 42 2014-09-30 2014-12-31 2014-10-31 29.39 28.44 734.67 -100 -734.67
## 43 2014-12-31 2015-03-31 2015-03-05 26.50 29.16 662.56 30 199.31
## 44 2015-03-31 2015-06-30 2015-06-22 27.70 28.28 692.58 6 43.30
## 45 2015-06-30 2015-09-30 2015-08-11 26.97 35.20 674.28 92 617.17
## 46 2015-08-31 2015-11-30 2015-11-23 32.35 39.15 808.85 63 509.34
## 47 2015-11-30 2016-02-29 2016-02-02 38.10 40.52 952.47 19 181.40
## 48 2016-02-29 2016-05-31 2016-04-19 35.82 39.55 895.50 31 279.57
## 49 2016-05-31 2016-08-31 2016-08-11 37.40 40.69 934.99 26 247.08
## 50 2016-08-31 2016-11-30 2016-10-28 39.45 41.95 986.18 19 187.71
## 51 2016-10-31 2017-01-31 2017-01-27 40.45 43.35 1011.21 22 217.61
## 52 2017-01-31 2017-04-30 2017-04-28 40.96 46.79 1024.06 43 437.44
## 53 2017-05-31 2017-08-31 2017-07-24 49.30 50.31 1232.45 6 75.87
## 54 2017-07-31 2017-10-31 2017-10-27 47.22 53.18 1180.52 38 447.01
## 55 2017-10-31 2018-01-31 2018-01-29 51.59 59.90 1289.82 48 623.04
## 56 2018-01-31 2018-04-30 2018-03-12 59.04 58.91 1476.08 -100 -1476.08
## 57 2018-04-30 2018-07-31 2018-07-27 50.87 64.57 1271.77 81 1027.60
## 58 2018-07-31 2018-10-31 2018-08-31 61.29 62.63 1532.27 7 100.26
## 59 2018-10-31 2019-01-31 2018-12-03 54.47 56.75 1361.66 13 171.26
## 60 2018-12-31 2019-03-31 2019-03-21 52.19 61.82 1304.70 55 722.54
## 61 2019-04-30 2019-07-31 2019-07-26 59.88 63.42 1496.98 18 265.52
## 62 2019-07-31 2019-10-31 2019-10-28 60.84 64.96 1521.00 20 309.14
## 63 2019-10-31 2020-01-31 2020-01-22 62.87 75.03 1571.70 58 912.09
## 64 2020-01-31 2020-04-30 2020-03-03 71.56 70.41 1788.92 -100 -1788.92
## 65 2020-03-31 2020-06-30 2020-06-24 58.03 73.79 1450.77 81 1181.89
## 66 2020-06-30 2020-09-30 2020-09-02 70.82 86.31 1770.53 66 1161.28
## 67 2020-09-30 2020-12-31 2020-12-03 73.20 92.19 1829.90 78 1424.66
## 68 2020-12-31 2021-03-31 2021-02-16 87.53 107.26 2188.29 68 1479.41
## 69 2021-03-31 2021-06-30 2021-06-23 103.01 123.10 2575.19 59 1506.58
## 70 2021-06-30 2021-09-30 2021-09-01 121.95 146.25 3048.74 60 1822.83
## 71 2021-09-30 2021-12-31 2021-11-19 133.52 150.97 3338.07 39 1308.28
## 72 2021-11-30 2022-02-28 2022-02-02 141.73 151.55 3543.37 21 735.87
## 73 2022-02-28 2022-05-31 2022-04-04 134.90 143.71 3372.55 20 660.74
## 74 2022-05-31 2022-08-31 2022-08-16 113.63 122.43 2840.79 23 659.88
## 75 2022-08-31 2022-11-30 2022-10-25 108.10 104.82 2702.40 -100 -2702.40
## 76 2022-10-31 2023-01-31 2022-12-01 94.40 102.25 2360.04 25 588.63
## 77 2023-01-31 2023-04-30 2023-04-06 98.73 109.17 2468.17 32 783.25
## 78 2023-05-31 2023-08-31 2023-08-31 122.73 138.00 3068.23 37 1145.31
## 79 2023-10-31 2024-01-31 2024-01-29 123.94 153.78 3098.44 72 2238.17
## 80 2024-01-31 2024-04-30 2024-04-26 139.94 174.71 3498.48 75 2607.80
## 81 2024-04-30 2024-07-31 2024-07-03 162.59 186.09 4064.83 43 1762.24
## AvgReturn MaxReturn MinReturn AvgProfit MaxProfit MinProfit TotalProfit
## 1 29 291 -100 303.09 2607.8 -2702.4 24550.23
## CountLosses NumberOfTrades
## 1 11 81
## Processing: SMCI
## Start End Exit PriceIn PriceOut Prem Ret PnL
## 1 2007-04-30 2007-07-31 2007-06-05 10.41 11.85 260.25 41 108.00
## 2 2007-07-31 2007-10-31 2007-10-31 8.95 10.37 223.75 48 106.50
## 3 2007-11-30 2008-02-29 2008-01-31 8.26 10.00 206.50 63 130.50
## 4 2008-02-29 2008-05-31 2008-04-07 8.98 9.76 224.50 26 58.50
## 5 2008-04-30 2008-07-31 2008-07-31 7.46 7.91 186.50 18 33.75
## 6 2008-09-30 2008-12-31 2008-12-18 9.01 7.25 225.25 -100 -225.25
## 7 2008-12-31 2009-03-31 2009-02-04 6.33 5.72 158.25 -100 -158.25
## 8 2009-03-31 2009-06-30 2009-06-12 4.92 8.46 123.00 216 265.50
## 9 2009-06-30 2009-09-30 2009-09-15 7.66 8.90 191.50 49 93.00
## 10 2009-09-30 2009-12-31 2009-12-23 8.46 11.50 211.50 108 228.00
## 11 2009-12-31 2010-03-31 2010-03-23 11.12 18.13 278.00 189 525.75
## 12 2010-03-31 2010-06-30 2010-04-30 17.28 15.32 432.00 -100 -432.00
## 13 2010-06-30 2010-09-30 2010-08-02 13.50 14.95 337.50 32 108.75
## 14 2010-08-31 2010-11-30 2010-11-04 9.04 11.79 226.00 91 206.25
## 15 2010-11-30 2011-02-28 2011-02-10 10.30 16.08 257.50 168 433.50
## 16 2011-02-28 2011-05-31 2011-04-26 14.95 19.30 373.75 87 326.25
## 17 2011-05-31 2011-08-31 2011-07-07 16.78 16.43 419.50 -100 -419.50
## 18 2011-08-31 2011-11-30 2011-10-27 13.72 16.77 343.00 67 228.75
## 19 2011-10-31 2012-01-31 2012-01-25 16.00 17.70 400.00 32 127.50
## 20 2012-01-31 2012-04-30 2012-04-25 16.87 18.87 421.75 36 150.00
## 21 2012-04-30 2012-07-31 2012-06-08 17.65 16.57 441.25 -100 -441.25
## 22 2012-07-31 2012-10-31 2012-09-18 12.41 13.75 310.25 32 100.50
## 23 2012-10-31 2013-01-31 2013-01-24 7.90 13.15 197.50 199 393.75
## 24 2013-01-31 2013-04-30 2013-03-20 12.38 12.27 309.50 -100 -309.50
## 25 2013-04-30 2013-07-31 2013-07-26 9.62 12.45 240.50 88 212.25
## 26 2013-07-31 2013-10-31 2013-10-22 11.59 14.50 289.75 75 218.25
## 27 2013-10-31 2014-01-31 2014-01-22 13.92 23.54 348.00 207 721.50
## 28 2014-01-31 2014-04-30 2014-04-23 20.56 21.97 514.00 21 105.75
## 29 2014-04-30 2014-07-31 2014-07-22 20.36 27.28 509.00 102 519.00
## 30 2014-07-31 2014-10-31 2014-10-31 26.17 32.43 654.25 72 469.50
## 31 2014-12-31 2015-03-31 2015-02-26 34.88 42.00 872.00 61 534.00
## 32 2015-03-31 2015-06-30 2015-06-01 33.21 35.51 830.25 21 172.50
## 33 2015-06-30 2015-09-30 2015-09-17 29.58 29.93 739.50 4 26.25
## 34 2015-09-30 2015-12-31 2015-11-09 27.26 30.84 681.50 39 268.50
## 35 2015-11-30 2016-02-29 2016-02-04 24.56 33.28 614.00 107 654.00
## 36 2016-02-29 2016-05-31 2016-04-01 32.47 34.69 811.75 21 166.50
## 37 2016-05-31 2016-08-31 2016-07-18 26.24 26.56 656.00 4 24.00
## 38 2016-08-31 2016-11-30 2016-11-30 21.63 27.70 540.75 84 455.25
## 39 2017-01-31 2017-04-30 2017-03-03 26.45 26.80 661.25 4 26.25
## 40 2017-03-31 2017-06-30 2017-06-14 25.35 25.45 633.75 1 7.50
## 41 2017-06-30 2017-09-30 2017-08-25 24.65 27.90 616.25 40 243.75
## 42 2017-08-31 2017-11-30 2017-10-03 26.63 23.50 665.75 -100 -665.75
## 43 2017-10-31 2018-01-31 2018-01-30 19.90 24.80 497.50 74 367.50
## 44 2018-01-31 2018-04-30 2018-03-12 22.83 19.95 570.75 -100 -570.75
## 45 2018-04-30 2018-07-31 2018-06-12 17.70 27.15 442.50 160 708.75
## 46 2018-07-31 2018-10-31 2018-10-01 22.10 21.60 552.50 -100 -552.50
## 47 2018-10-31 2019-01-31 2018-12-17 13.10 17.00 327.50 89 292.50
## 48 2018-12-31 2019-03-31 2019-03-29 13.80 21.15 345.00 160 551.25
## 49 2019-04-30 2019-07-31 2019-05-31 22.42 20.00 560.50 -100 -560.50
## 50 2019-07-31 2019-10-31 2019-10-29 18.31 21.44 457.75 51 234.75
## 51 2019-10-31 2020-01-31 2020-01-14 20.68 30.00 517.00 135 699.00
## 52 2020-01-31 2020-04-30 2020-03-04 27.96 27.23 699.00 -100 -699.00
## 53 2020-03-31 2020-06-30 2020-06-19 21.28 33.30 532.00 169 901.50
## 54 2020-06-30 2020-09-30 2020-08-03 28.39 31.18 709.75 29 209.25
## 55 2020-08-31 2020-11-30 2020-11-16 27.39 30.00 684.75 29 195.75
## 56 2020-11-30 2021-02-28 2021-01-25 28.21 35.08 705.25 73 515.25
## 57 2021-03-31 2021-06-30 2021-04-30 39.06 38.19 976.50 -100 -976.50
## 58 2021-06-30 2021-09-30 2021-08-11 35.18 39.63 879.50 38 333.75
## 59 2021-08-31 2021-11-30 2021-11-04 36.54 47.14 913.50 87 795.00
## 60 2021-11-30 2022-02-28 2022-01-05 41.40 47.99 1035.00 48 494.25
## 61 2022-01-31 2022-04-30 2022-04-20 40.52 46.84 1013.00 47 474.00
## 62 2022-05-31 2022-08-31 2022-08-25 50.06 74.93 1251.50 149 1865.25
## 63 2022-08-31 2022-11-30 2022-11-28 65.08 95.22 1627.00 139 2260.50
## 64 2022-11-30 2023-02-28 2023-02-27 90.23 103.98 2255.75 46 1031.25
## 65 2023-02-28 2023-05-31 2023-05-30 97.97 242.99 2449.25 444 10876.50
## 66 2023-05-31 2023-08-31 2023-08-07 223.95 357.00 5598.75 178 9978.75
## 67 2023-08-31 2023-11-30 2023-10-10 275.08 317.50 6877.00 46 3181.50
## 68 2023-10-31 2024-01-31 2024-01-30 239.47 554.44 5986.75 395 23622.75
## 69 2024-01-31 2024-04-30 2024-03-08 529.61 1229.00 13240.25 396 52454.25
## 70 2024-04-30 2024-07-31 2024-06-20 858.80 1014.02 21470.00 54 11641.50
## AvgReturn MaxReturn MinReturn AvgProfit MaxProfit MinProfit TotalProfit
## 1 61 444 -100 1801.76 52454.25 -976.5 126123.5
## CountLosses NumberOfTrades
## 1 12 70
## Processing: TSLA
## Start End Exit PriceIn PriceOut Prem Ret PnL
## 1 2010-06-30 2010-09-30 2010-09-16 1.59 1.54 39.72 -100 -39.72
## 2 2010-09-30 2010-12-31 2010-12-01 1.36 2.43 34.02 235 80.05
## 3 2010-12-31 2011-03-31 2011-03-31 1.78 1.91 44.38 23 10.40
## 4 2011-05-31 2011-08-31 2011-07-20 2.01 2.03 50.23 3 1.50
## 5 2011-08-31 2011-11-30 2011-11-16 1.65 2.33 41.23 124 51.30
## 6 2011-11-30 2012-02-29 2012-02-17 2.18 2.33 54.57 20 11.15
## 7 2012-02-29 2012-05-31 2012-04-03 2.23 2.56 55.68 45 25.30
## 8 2012-04-30 2012-07-31 2012-07-16 2.21 2.40 55.22 26 14.35
## 9 2012-07-31 2012-10-31 2012-09-17 1.83 2.19 45.70 59 26.80
## 10 2012-10-31 2013-01-31 2013-01-28 1.88 2.58 46.88 113 52.90
## 11 2013-01-31 2013-04-30 2013-04-30 2.50 3.88 62.52 165 103.35
## 12 2013-05-31 2013-08-31 2013-08-26 6.52 11.53 162.93 231 376.20
## 13 2013-09-30 2013-12-31 2013-11-05 12.89 12.10 322.28 -100 -322.28
## 14 2013-12-31 2014-03-31 2014-02-26 10.03 17.67 250.72 228 572.85
## 15 2014-02-28 2014-05-31 2014-04-03 16.32 15.72 408.02 -100 -408.02
## 16 2014-04-30 2014-07-31 2014-06-30 13.86 16.30 346.48 53 183.00
## 17 2014-07-31 2014-10-31 2014-09-04 14.89 19.43 372.17 92 340.60
## 18 2014-09-30 2014-12-31 2014-11-18 16.18 17.33 404.47 21 86.55
## 19 2014-12-31 2015-03-31 2015-02-05 14.83 15.03 370.68 4 15.35
## 20 2015-03-31 2015-06-30 2015-06-25 12.58 18.09 314.62 131 413.20
## 21 2015-06-30 2015-09-30 2015-09-21 17.88 18.10 447.10 4 16.55
## 22 2015-09-30 2015-12-31 2015-12-30 16.56 16.24 414.00 -100 -414.00
## 23 2015-12-31 2016-03-31 2016-03-21 16.00 15.99 400.02 -100 -400.02
## 24 2016-03-31 2016-06-30 2016-05-02 15.32 16.21 382.95 18 67.10
## 25 2016-05-31 2016-08-31 2016-08-01 14.88 15.78 372.05 18 67.00
## 26 2016-08-31 2016-11-30 2016-10-03 14.13 14.38 353.35 5 18.30
## 27 2016-10-31 2017-01-31 2017-01-25 13.18 17.23 329.55 92 303.65
## 28 2017-01-31 2017-04-30 2017-04-28 16.80 20.99 419.88 75 314.35
## 29 2017-05-31 2017-08-31 2017-07-03 22.73 24.76 568.35 27 151.70
## 30 2017-07-31 2017-10-31 2017-09-18 21.56 25.97 539.12 61 330.70
## 31 2017-10-31 2018-01-31 2018-01-23 22.10 24.03 552.55 26 144.85
## 32 2018-01-31 2018-04-30 2018-02-28 23.62 23.68 590.52 1 4.65
## 33 2018-04-30 2018-07-31 2018-06-18 19.59 24.92 489.83 81 399.15
## 34 2018-07-31 2018-10-31 2018-10-29 19.88 23.14 496.90 49 245.10
## 35 2018-10-31 2019-01-31 2018-12-07 22.49 25.30 562.20 38 210.85
## 36 2018-12-31 2019-03-31 2019-02-06 22.19 21.62 554.67 -100 -554.67
## 37 2019-02-28 2019-05-31 2019-04-03 21.33 19.74 533.13 -100 -533.13
## 38 2019-04-30 2019-07-31 2019-07-24 15.91 17.74 397.82 34 136.90
## 39 2019-07-31 2019-10-31 2019-10-28 16.11 22.72 402.68 123 496.15
## 40 2019-10-31 2020-01-31 2020-01-31 20.99 43.53 524.87 322 1690.40
## 41 2020-03-31 2020-06-30 2020-06-30 34.93 72.51 873.33 323 2818.45
## 42 2020-07-31 2020-10-31 2020-09-01 95.38 167.50 2384.60 227 5408.45
## 43 2020-09-30 2020-12-31 2020-12-31 143.00 239.57 3575.08 203 7242.75
## 44 2021-03-31 2021-06-30 2021-04-30 222.64 238.49 5566.08 21 1188.50
## 45 2021-06-30 2021-09-30 2021-09-27 226.57 266.33 5664.17 53 2982.50
## 46 2021-09-30 2021-12-31 2021-11-04 258.49 414.50 6462.33 181 11700.25
## 47 2021-11-30 2022-02-28 2022-01-04 381.59 402.67 9539.67 17 1581.00
## 48 2022-01-31 2022-04-30 2022-04-05 312.24 384.29 7806.00 69 5403.75
## 49 2022-05-31 2022-08-31 2022-08-16 252.75 314.67 6318.83 73 4643.50
## 50 2022-08-31 2022-11-30 2022-09-30 275.61 275.57 6890.25 -100 -6890.25
## 51 2022-10-31 2023-01-31 2022-12-01 227.54 198.92 5688.50 -100 -5688.50
## 52 2023-01-31 2023-04-30 2023-02-28 173.22 211.23 4330.50 66 2850.75
## 53 2023-03-31 2023-06-30 2023-06-21 207.46 276.99 5186.50 101 5214.75
## 54 2023-06-30 2023-09-30 2023-09-15 261.77 278.98 6544.25 20 1290.75
## 55 2023-10-31 2024-01-31 2023-12-28 200.84 265.13 5021.00 96 4821.75
## 56 2024-01-31 2024-04-30 2024-02-29 187.29 205.28 4682.25 29 1349.25
## 57 2024-04-30 2024-07-31 2024-07-03 183.28 248.35 4582.00 107 4880.25
## AvgReturn MaxReturn MinReturn AvgProfit MaxProfit MinProfit TotalProfit
## 1 57 323 -100 966.46 11700.25 -6890.25 55088.31
## CountLosses NumberOfTrades
## 1 9 57
## Processing: LLY
## Start End Exit PriceIn PriceOut Prem Ret PnL
## 1 2000-01-31 2000-04-30 2000-04-24 33.61 78.50 840.34 401 3366.47
## 2 2000-05-31 2000-08-31 2000-08-08 38.55 108.94 963.83 548 5278.83
## 3 2000-08-31 2000-11-30 2000-11-30 37.10 97.12 927.59 485 4501.62
## 4 2001-01-31 2001-04-30 2001-04-30 40.16 85.19 1003.96 336 3377.38
## 5 2001-05-31 2001-08-31 2001-08-24 43.46 83.76 1086.47 278 3022.58
## 6 2001-08-31 2001-11-30 2001-11-21 39.97 83.79 999.37 329 3286.15
## 7 2001-11-30 2002-02-28 2001-12-31 42.72 79.35 1068.06 257 2747.07
## 8 2002-01-31 2002-04-30 2002-03-19 38.81 81.09 970.26 327 3170.97
## 9 2002-04-30 2002-07-31 2002-05-31 34.27 65.49 856.84 273 2341.22
## 10 2002-07-31 2002-10-31 2002-10-16 30.46 65.00 761.51 340 2590.47
## 11 2002-10-31 2003-01-31 2002-12-02 29.09 69.70 727.34 419 3045.49
## 12 2002-12-31 2003-03-31 2003-02-03 33.46 62.76 836.40 263 2197.80
## 13 2003-02-28 2003-05-31 2003-04-29 29.97 64.94 749.17 350 2622.99
## 14 2003-04-30 2003-07-31 2003-06-17 33.81 71.40 845.33 333 2819.00
## 15 2003-06-30 2003-09-30 2003-07-31 36.73 67.31 918.33 250 2293.27
## 16 2003-09-30 2003-12-31 2003-12-19 31.81 73.89 795.14 397 3156.33
## 17 2003-12-31 2004-03-31 2004-02-10 37.85 74.71 946.32 292 2764.28
## 18 2004-03-31 2004-06-30 2004-05-07 36.18 76.95 904.48 338 3057.81
## 19 2004-06-30 2004-09-30 2004-09-15 37.99 67.30 949.74 231 2198.28
## 20 2004-09-30 2004-12-31 2004-11-03 32.82 58.79 820.56 237 1947.57
## 21 2004-11-30 2005-02-28 2005-01-12 29.33 57.83 733.34 291 2137.23
## 22 2005-01-31 2005-04-30 2005-04-15 29.83 59.89 745.85 302 2254.19
## 23 2005-05-31 2005-08-31 2005-07-20 32.50 57.40 812.50 230 1867.50
## 24 2005-08-31 2005-11-30 2005-10-06 30.89 54.40 772.23 228 1763.30
## 25 2005-10-31 2006-01-31 2006-01-10 27.95 59.00 698.83 333 2328.52
## 26 2006-01-31 2006-04-30 2006-03-24 32.02 59.24 800.54 255 2041.39
## 27 2006-03-31 2006-06-30 2006-06-30 31.50 55.66 787.48 230 1812.06
## 28 2006-07-31 2006-10-31 2006-10-18 32.59 58.48 814.67 238 1941.98
## 29 2006-10-31 2007-01-31 2006-12-06 32.38 54.92 809.62 209 1690.13
## 30 2007-01-31 2007-04-30 2007-04-20 31.53 61.00 788.13 280 2210.62
## 31 2007-04-30 2007-07-31 2007-05-31 34.71 59.39 867.87 213 1850.65
## 32 2007-07-31 2007-10-31 2007-10-05 31.99 59.82 799.68 261 2087.46
## 33 2007-10-31 2008-01-31 2008-01-14 32.26 57.52 806.56 235 1894.31
## 34 2008-01-31 2008-04-30 2008-04-07 30.87 53.40 771.70 219 1689.90
## 35 2008-04-30 2008-07-31 2008-06-05 29.18 49.82 729.62 212 1547.64
## 36 2008-06-30 2008-09-30 2008-08-12 28.26 49.78 706.42 229 1614.24
## 37 2008-09-30 2008-12-31 2008-12-31 27.21 40.50 680.31 146 996.56
## 38 2009-03-31 2009-06-30 2009-05-08 21.22 36.65 530.50 218 1157.24
## 39 2009-06-30 2009-09-30 2009-08-03 22.31 35.63 557.64 179 999.32
## 40 2009-08-31 2009-11-30 2009-11-25 21.86 37.54 546.60 215 1175.69
## 41 2009-11-30 2010-02-28 2010-01-19 24.34 37.92 608.46 167 1018.61
## 42 2010-03-31 2010-06-30 2010-05-10 24.34 35.80 608.49 141 859.54
## 43 2010-06-30 2010-09-30 2010-08-10 22.83 37.92 570.72 198 1131.85
## 44 2010-08-31 2010-11-30 2010-10-18 23.19 38.08 579.77 193 1116.69
## 45 2010-11-30 2011-02-28 2011-02-08 23.56 35.92 589.05 157 926.85
## 46 2011-02-28 2011-05-31 2011-05-16 24.53 39.40 613.23 182 1115.30
## 47 2011-05-31 2011-08-31 2011-07-21 27.66 39.78 691.54 131 908.87
## 48 2011-08-31 2011-11-30 2011-11-08 27.35 39.04 683.83 128 876.52
## 49 2011-11-30 2012-02-29 2012-01-03 27.96 42.03 699.07 151 1055.03
## 50 2012-01-31 2012-04-30 2012-04-30 29.36 41.52 733.98 124 912.06
## 51 2012-05-31 2012-08-31 2012-08-28 31.00 45.45 774.97 140 1083.83
## 52 2012-08-31 2012-11-30 2012-10-17 34.38 53.99 859.57 171 1470.53
## 53 2012-10-31 2013-01-31 2013-01-29 37.23 54.87 930.78 142 1322.92
## 54 2013-01-31 2013-04-30 2013-04-23 41.53 58.40 1038.16 122 1265.53
## 55 2013-04-30 2013-07-31 2013-05-31 43.23 54.06 1080.68 75 812.47
## 56 2013-07-31 2013-10-31 2013-09-18 41.82 54.25 1045.48 89 932.30
## 57 2013-09-30 2013-12-31 2013-11-25 39.99 51.62 999.82 87 872.04
## 58 2013-12-31 2014-03-31 2014-02-28 40.93 60.12 1023.15 141 1439.56
## 59 2014-03-31 2014-06-30 2014-06-30 47.66 63.38 1191.54 99 1178.88
## 60 2014-07-31 2014-10-31 2014-10-31 49.85 67.43 1246.36 106 1318.18
## 61 2014-12-31 2015-03-31 2015-03-23 57.20 77.46 1429.88 106 1519.85
## 62 2015-03-31 2015-06-30 2015-06-11 60.66 87.24 1516.50 131 1993.51
## 63 2015-06-30 2015-09-30 2015-09-17 70.19 92.85 1754.82 97 1699.29
## 64 2015-09-30 2015-12-31 2015-12-07 70.78 88.16 1769.62 74 1303.15
## 65 2015-12-31 2016-03-31 2016-02-01 71.72 79.16 1792.97 31 558.10
## 66 2016-02-29 2016-05-31 2016-05-17 61.71 78.71 1542.76 83 1274.98
## 67 2016-05-31 2016-08-31 2016-08-01 64.74 83.79 1618.42 88 1429.00
## 68 2016-08-31 2016-11-30 2016-10-10 67.51 83.24 1687.77 70 1179.68
## 69 2016-10-31 2017-01-31 2017-01-13 64.12 78.12 1602.90 66 1050.31
## 70 2017-01-31 2017-04-30 2017-04-05 67.32 86.72 1683.09 86 1454.72
## 71 2017-05-31 2017-08-31 2017-07-24 70.46 85.53 1761.59 64 1129.97
## 72 2017-07-31 2017-10-31 2017-10-05 73.20 89.09 1830.00 65 1191.74
## 73 2017-10-31 2018-01-31 2017-12-13 73.03 89.09 1825.63 66 1204.85
## 74 2018-01-31 2018-04-30 2018-04-26 73.05 83.56 1826.18 43 788.47
## 75 2018-04-30 2018-07-31 2018-07-31 73.25 99.20 1831.18 106 1946.45
## 76 2018-08-31 2018-11-30 2018-11-30 96.64 118.71 2416.12 68 1654.88
## 77 2018-12-31 2019-03-31 2019-03-26 106.39 132.13 2659.74 73 1930.53
## 78 2019-04-30 2019-07-31 2019-06-06 108.19 118.94 2704.66 30 806.52
## 79 2019-07-31 2019-10-31 2019-09-20 101.27 117.23 2531.83 47 1196.75
## 80 2019-09-30 2019-12-31 2019-12-20 104.53 137.00 2613.33 93 2435.01
## 81 2019-12-31 2020-03-31 2020-02-06 123.56 147.87 3089.02 59 1823.19
## 82 2020-03-31 2020-06-30 2020-06-16 131.09 167.43 3277.26 83 2725.47
## 83 2020-06-30 2020-09-30 2020-08-05 155.88 157.49 3897.01 3 120.72
## 84 2020-08-31 2020-11-30 2020-10-09 141.58 157.15 3539.38 33 1168.10
## 85 2020-11-30 2021-02-28 2021-01-29 139.68 218.00 3491.88 168 5874.36
## 86 2021-03-31 2021-06-30 2021-06-24 179.90 239.37 4497.62 99 4459.90
## 87 2021-06-30 2021-09-30 2021-08-17 222.00 275.87 5550.02 73 4040.20
## 88 2021-08-31 2021-11-30 2021-11-04 250.63 271.11 6265.87 25 1535.64
## 89 2021-11-30 2022-02-28 2021-12-31 241.47 278.73 6036.75 46 2794.50
## 90 2022-01-31 2022-04-30 2022-04-07 238.89 314.00 5972.26 94 5633.23
## 91 2022-05-31 2022-08-31 2022-07-15 307.44 335.33 7686.10 27 2091.44
## 92 2022-08-31 2022-11-30 2022-11-30 296.43 372.35 7410.81 77 5693.83
## 93 2023-01-31 2023-04-30 2023-04-28 339.61 404.31 8490.34 57 4852.24
## 94 2023-05-31 2023-08-31 2023-08-30 426.28 557.75 10656.90 93 9860.55
## 95 2023-08-31 2023-11-30 2023-10-13 551.27 629.97 13781.76 43 5902.47
## 96 2023-10-31 2024-01-31 2024-01-31 551.00 663.55 13775.04 61 8441.12
## 97 2024-02-29 2024-05-31 2024-05-31 752.40 826.21 18809.94 29 5535.94
## AvgReturn MaxReturn MinReturn AvgProfit MaxProfit MinProfit TotalProfit
## 1 172 548 3 2234.68 9860.55 120.72 216763.7
## CountLosses NumberOfTrades
## 1 0 97
## Processing: AMZN
## Start End Exit PriceIn PriceOut Prem Ret PnL
## 1 2000-01-31 2000-04-30 2000-03-24 3.23 3.76 80.70 50 40.08
## 2 2000-03-31 2000-06-30 2000-05-17 3.35 3.12 83.75 -100 -83.75
## 3 2000-05-31 2000-08-31 2000-08-30 2.42 2.20 60.39 -100 -60.39
## 4 2000-08-31 2000-11-30 2000-11-03 2.08 2.04 51.88 -100 -51.88
## 5 2000-11-30 2001-02-28 2001-01-24 1.23 1.12 30.86 -100 -30.86
## 6 2001-01-31 2001-04-30 2001-04-18 0.87 0.91 21.64 15 3.18
## 7 2001-04-30 2001-07-31 2001-06-05 0.79 0.90 19.72 41 8.03
## 8 2001-07-31 2001-10-31 2001-10-17 0.62 0.50 15.61 -100 -15.61
## 9 2001-10-31 2002-01-31 2002-01-28 0.35 0.79 8.73 378 32.96
## 10 2002-01-31 2002-04-30 2002-04-25 0.71 0.85 17.74 60 10.73
## 11 2002-04-30 2002-07-31 2002-06-18 0.83 0.96 20.86 44 9.26
## 12 2002-07-31 2002-10-31 2002-10-24 0.72 1.01 18.06 121 21.79
## 13 2002-10-31 2003-01-31 2002-12-02 0.97 1.25 24.20 87 21.15
## 14 2002-12-31 2003-03-31 2003-03-27 0.94 1.40 23.61 145 34.31
## 15 2003-03-31 2003-06-30 2003-06-18 1.30 1.86 32.54 129 42.04
## 16 2003-06-30 2003-09-30 2003-09-24 1.82 2.57 45.40 124 56.18
## 17 2003-09-30 2003-12-31 2003-11-04 2.42 2.87 60.54 56 33.98
## 18 2003-12-31 2004-03-31 2004-02-02 2.63 2.53 65.78 -100 -65.78
## 19 2004-03-31 2004-06-30 2004-06-30 2.16 2.73 54.10 79 42.82
## 20 2004-08-31 2004-11-30 2004-10-07 1.91 2.13 47.67 36 17.10
## 21 2004-11-30 2005-02-28 2004-12-31 1.98 2.27 49.60 44 21.79
## 22 2005-01-31 2005-04-30 2005-03-08 2.16 1.82 54.03 -100 -54.03
## 23 2005-03-31 2005-06-30 2005-06-01 1.71 1.85 42.84 24 10.20
## 24 2005-06-30 2005-09-30 2005-08-02 1.65 2.35 41.36 126 52.05
## 25 2005-08-31 2005-11-30 2005-11-29 2.13 2.47 53.37 47 25.24
## 26 2005-11-30 2006-02-28 2006-01-06 2.42 2.43 60.58 1 0.45
## 27 2006-01-31 2006-04-30 2006-04-06 2.24 1.94 56.02 -100 -56.02
## 28 2006-05-31 2006-08-31 2006-06-30 1.73 1.94 43.26 37 15.86
## 29 2006-07-31 2006-10-31 2006-10-31 1.34 1.93 33.61 131 43.88
## 30 2006-11-30 2007-02-28 2007-02-22 2.02 2.10 50.42 12 6.22
## 31 2007-02-28 2007-05-31 2007-05-23 1.96 3.67 48.93 262 128.14
## 32 2007-05-31 2007-08-31 2007-07-26 3.46 4.45 86.43 86 74.47
## 33 2007-07-31 2007-10-31 2007-10-23 3.93 5.05 98.18 86 84.56
## 34 2007-10-31 2008-01-31 2008-01-02 4.46 4.87 111.44 28 31.05
## 35 2008-01-31 2008-04-30 2008-04-23 3.88 4.13 97.12 19 18.52
## 36 2008-04-30 2008-07-31 2008-06-05 3.93 4.24 98.29 24 23.44
## 37 2008-06-30 2008-09-30 2008-08-11 3.67 4.59 91.66 75 69.08
## 38 2008-09-30 2008-12-31 2008-11-04 3.64 2.94 90.95 -100 -90.95
## 39 2008-12-31 2009-03-31 2009-03-23 2.56 3.78 64.10 142 91.24
## 40 2009-03-31 2009-06-30 2009-06-10 3.67 4.43 91.80 62 56.70
## 41 2009-06-30 2009-09-30 2009-09-23 4.18 4.72 104.58 39 40.65
## 42 2009-09-30 2009-12-31 2009-12-03 4.67 7.30 116.70 169 197.06
## 43 2009-12-31 2010-03-31 2010-03-30 6.73 6.91 168.15 8 13.76
## 44 2010-03-31 2010-06-30 2010-04-30 6.79 7.07 169.71 12 21.11
## 45 2010-06-30 2010-09-30 2010-09-29 5.46 8.09 136.57 144 196.95
## 46 2010-09-30 2010-12-31 2010-12-21 7.85 9.28 196.33 55 107.21
## 47 2010-12-31 2011-03-31 2011-02-14 9.00 9.57 225.00 19 42.75
## 48 2011-02-28 2011-05-31 2011-05-13 8.66 10.32 216.61 57 124.12
## 49 2011-05-31 2011-08-31 2011-08-01 9.83 11.37 245.86 47 115.35
## 50 2011-08-31 2011-11-30 2011-10-14 10.76 12.34 269.04 44 118.05
## 51 2011-10-31 2012-01-31 2011-12-02 10.68 9.98 266.89 -100 -266.89
## 52 2012-01-31 2012-04-30 2012-04-30 9.72 11.69 243.05 61 147.75
## 53 2012-05-31 2012-08-31 2012-08-30 10.65 12.50 266.14 52 139.09
## 54 2012-08-31 2012-11-30 2012-10-05 12.41 13.10 310.34 16 51.11
## 55 2012-10-31 2013-01-31 2013-01-25 11.64 14.24 291.11 67 194.36
## 56 2013-01-31 2013-04-30 2013-03-12 13.27 13.87 331.87 13 44.63
## 57 2013-04-30 2013-07-31 2013-07-26 12.69 15.68 317.26 71 224.29
## 58 2013-07-31 2013-10-31 2013-10-25 15.06 18.42 376.52 67 251.93
## 59 2013-10-31 2014-01-31 2014-01-22 18.20 20.40 455.04 36 165.11
## 60 2014-01-31 2014-04-30 2014-03-13 17.93 19.16 448.36 20 91.58
## 61 2014-03-31 2014-06-30 2014-06-11 16.82 17.04 420.46 4 16.31
## 62 2014-06-30 2014-09-30 2014-09-04 16.24 17.47 405.98 23 92.25
## 63 2014-09-30 2014-12-31 2014-11-28 16.12 17.06 403.05 18 70.57
## 64 2014-12-31 2015-03-31 2015-02-26 15.52 19.47 387.94 76 296.33
## 65 2015-03-31 2015-06-30 2015-06-23 18.60 22.35 465.12 60 281.02
## 66 2015-06-30 2015-09-30 2015-09-21 21.70 27.49 542.61 80 433.84
## 67 2015-09-30 2015-12-31 2015-12-29 25.59 34.82 639.86 108 692.06
## 68 2015-12-31 2016-03-31 2016-03-30 33.79 30.16 844.86 -100 -844.86
## 69 2016-03-31 2016-06-30 2016-06-06 29.68 36.58 742.05 70 516.98
## 70 2016-06-30 2016-09-30 2016-09-30 35.78 42.00 894.52 52 466.24
## 71 2016-10-31 2017-01-31 2017-01-26 39.49 42.19 987.28 21 202.58
## 72 2017-01-31 2017-04-30 2017-04-28 41.17 47.48 1029.35 46 472.91
## 73 2017-05-31 2017-08-31 2017-07-27 49.73 54.17 1243.27 27 332.59
## 74 2017-07-31 2017-10-31 2017-10-30 49.39 56.14 1234.72 41 506.29
## 75 2017-10-31 2018-01-31 2018-01-31 55.26 73.63 1381.60 100 1377.37
## 76 2018-02-28 2018-05-31 2018-04-27 75.62 81.90 1890.56 25 471.19
## 77 2018-04-30 2018-07-31 2018-07-27 78.31 94.00 1957.66 60 1177.20
## 78 2018-07-31 2018-10-31 2018-09-04 88.87 102.53 2221.80 46 1023.97
## 79 2018-10-31 2019-01-31 2018-12-03 79.90 88.92 1997.51 34 676.24
## 80 2018-12-31 2019-03-31 2019-03-21 75.10 91.19 1877.46 64 1206.67
## 81 2019-04-30 2019-07-31 2019-07-11 96.33 101.79 2408.15 17 409.80
## 82 2019-07-31 2019-10-31 2019-09-12 93.34 92.68 2333.47 -100 -2333.47
## 83 2019-09-30 2019-12-31 2019-12-27 86.80 95.07 2169.89 29 620.59
## 84 2019-12-31 2020-03-31 2020-02-11 92.39 109.30 2309.80 55 1267.91
## 85 2020-03-31 2020-06-30 2020-06-24 97.49 139.80 2437.15 130 3173.55
## 86 2020-06-30 2020-09-30 2020-09-02 137.94 177.61 3448.52 86 2975.36
## 87 2020-09-30 2020-12-31 2020-11-05 157.44 168.34 3935.91 21 817.76
## 88 2020-11-30 2021-02-28 2021-02-03 158.40 171.70 3960.05 25 997.35
## 89 2021-03-31 2021-06-30 2021-04-30 154.70 177.70 3867.60 45 1724.70
## 90 2021-06-30 2021-09-30 2021-09-09 172.01 177.50 4300.20 10 411.86
## 91 2021-09-30 2021-12-31 2021-11-19 164.25 188.11 4106.30 44 1789.16
## 92 2021-11-30 2022-02-28 2022-01-04 175.35 171.40 4383.84 -100 -4383.84
## 93 2022-01-31 2022-04-30 2022-03-29 149.57 170.83 3739.34 43 1594.35
## 94 2022-03-31 2022-06-30 2022-06-06 163.00 128.99 4074.94 -100 -4074.94
## 95 2022-06-30 2022-09-30 2022-08-16 106.21 146.57 2655.25 114 3027.00
## 96 2022-08-31 2022-11-30 2022-10-04 126.77 123.00 3169.25 -100 -3169.25
## 97 2022-10-31 2023-01-31 2023-01-27 102.44 103.49 2561.00 3 78.75
## 98 2023-01-31 2023-04-30 2023-04-27 103.13 110.86 2578.25 22 579.75
## 99 2023-05-31 2023-08-31 2023-08-04 120.58 143.63 3014.50 57 1728.75
## 100 2023-08-31 2023-11-30 2023-11-27 138.01 149.26 3450.25 24 843.75
## 101 2023-11-30 2024-02-29 2024-02-29 146.09 177.22 3652.25 64 2334.75
## 102 2024-04-30 2024-07-31 2024-07-02 175.00 200.43 4375.00 44 1907.25
## AvgReturn MaxReturn MinReturn AvgProfit MaxProfit MinProfit TotalProfit
## 1 38 378 -100 239.47 3173.55 -4383.84 24425.84
## CountLosses NumberOfTrades
## 1 15 102
## Processing: META
## Start End Exit PriceIn PriceOut Prem Ret PnL
## 1 2012-05-31 2012-08-31 2012-07-09 29.54 32.88 738.48 34 250.55
## 2 2012-07-31 2012-10-31 2012-10-24 21.67 24.25 541.64 36 193.84
## 3 2012-10-31 2013-01-31 2013-01-28 21.07 32.51 526.67 163 858.25
## 4 2013-01-31 2013-04-30 2013-03-07 30.92 28.68 772.91 -100 -772.91
## 5 2013-04-30 2013-07-31 2013-07-31 27.71 38.31 692.83 115 794.77
## 6 2013-09-30 2013-12-31 2013-12-24 50.13 58.58 1253.17 51 633.98
## 7 2013-12-31 2014-03-31 2014-03-11 54.54 72.59 1363.45 99 1353.91
## 8 2014-03-31 2014-06-30 2014-06-26 60.12 68.00 1502.91 39 591.27
## 9 2014-06-30 2014-09-30 2014-09-30 67.15 79.71 1678.80 56 941.85
## 10 2014-10-31 2015-01-31 2014-12-23 74.84 82.17 1870.91 29 550.03
## 11 2014-12-31 2015-03-31 2015-03-24 77.86 86.07 1946.50 32 615.75
## 12 2015-03-31 2015-06-30 2015-06-25 82.05 89.40 2051.28 27 551.15
## 13 2015-06-30 2015-09-30 2015-08-06 85.59 98.74 2139.85 46 985.94
## 14 2015-08-31 2015-11-30 2015-11-05 89.25 110.65 2231.17 72 1605.25
## 15 2015-11-30 2016-02-29 2016-02-02 104.03 117.59 2600.66 39 1017.28
## 16 2016-02-29 2016-05-31 2016-05-11 106.70 121.08 2667.52 40 1078.45
## 17 2016-05-31 2016-08-31 2016-07-28 118.57 128.33 2964.16 25 732.27
## 18 2016-08-31 2016-11-30 2016-10-25 125.86 133.50 3146.53 18 572.90
## 19 2016-10-31 2017-01-31 2017-01-26 130.72 133.14 3268.03 6 181.40
## 20 2017-01-31 2017-04-30 2017-04-28 130.05 151.53 3251.32 50 1610.79
## 21 2017-05-31 2017-08-31 2017-07-27 151.15 175.49 3778.73 48 1825.55
## 22 2017-07-31 2017-10-31 2017-10-31 168.90 180.80 4222.57 21 892.28
## 23 2017-11-30 2018-02-28 2018-02-01 176.82 195.32 4420.42 31 1387.75
## 24 2018-02-28 2018-05-31 2018-05-31 177.95 192.72 4448.86 25 1107.43
## 25 2018-07-31 2018-10-31 2018-08-31 172.23 177.62 4305.65 9 404.54
## 26 2018-10-31 2019-01-31 2019-01-31 151.48 171.68 3786.97 40 1515.09
## 27 2019-02-28 2019-05-31 2019-04-25 161.12 198.48 4027.97 70 2802.08
## 28 2019-04-30 2019-07-31 2019-07-25 193.00 208.66 4825.08 24 1174.25
## 29 2019-07-31 2019-10-31 2019-10-31 193.83 198.09 4845.79 7 319.37
## 30 2019-12-31 2020-03-31 2020-02-20 204.83 218.77 5120.73 20 1045.57
## 31 2020-03-31 2020-06-30 2020-06-23 166.46 245.19 4161.45 142 5904.90
## 32 2020-06-30 2020-09-30 2020-08-26 226.60 304.67 5665.11 103 5854.92
## 33 2020-08-31 2020-11-30 2020-11-05 292.60 297.38 7314.97 5 358.59
## 34 2020-11-30 2021-02-28 2021-01-28 276.40 286.79 6910.05 11 779.10
## 35 2021-03-31 2021-06-30 2021-06-28 293.93 358.14 7348.15 66 4816.05
## 36 2021-06-30 2021-09-30 2021-09-01 347.00 384.33 8674.92 32 2799.98
## 37 2021-09-30 2021-12-31 2021-11-22 338.69 353.83 8467.35 13 1135.20
## 38 2021-11-30 2022-02-28 2021-12-31 323.79 343.44 8094.87 18 1473.40
## 39 2022-01-31 2022-04-30 2022-04-05 312.62 236.86 7815.44 -100 -7815.44
## 40 2022-05-31 2022-08-31 2022-07-21 193.24 183.85 4831.07 -100 -4831.07
## 41 2022-08-31 2022-11-30 2022-10-04 162.60 142.39 4064.90 -100 -4064.90
## 42 2022-10-31 2023-01-31 2023-01-27 92.97 153.19 2324.22 194 4516.58
## 43 2023-01-31 2023-04-30 2023-04-27 148.66 241.69 3716.61 188 6976.91
## 44 2023-05-31 2023-08-31 2023-07-28 264.18 326.20 6604.43 70 4651.72
## 45 2023-07-31 2023-10-31 2023-10-12 317.95 330.54 7948.67 12 944.50
## 46 2023-10-31 2024-01-31 2024-01-30 300.65 406.36 7516.30 105 7928.08
## 47 2024-01-31 2024-04-30 2024-04-08 389.34 531.49 9733.50 110 10661.25
## 48 2024-04-30 2024-07-31 2024-06-27 429.74 522.88 10743.58 65 6985.25
## AvgReturn MaxReturn MinReturn AvgProfit MaxProfit MinProfit TotalProfit
## 1 42 194 -100 1581.16 10661.25 -7815.44 75895.65
## CountLosses NumberOfTrades
## 1 4 48
## Processing: GOOG
## Start End Exit PriceIn PriceOut Prem Ret PnL
## 1 2004-08-31 2004-11-30 2004-11-03 2.55 5.02 63.67 291 185.58
## 2 2004-11-30 2005-02-28 2005-02-02 4.53 5.40 113.18 58 65.43
## 3 2005-02-28 2005-05-31 2005-05-31 4.68 6.93 116.92 145 169.28
## 4 2005-06-30 2005-09-30 2005-09-26 7.32 7.99 182.95 28 50.69
## 5 2005-09-30 2005-12-31 2005-12-19 7.87 11.11 196.82 123 243.04
## 6 2006-01-31 2006-04-30 2006-04-21 10.76 11.23 269.10 13 34.65
## 7 2006-05-31 2006-08-31 2006-07-07 9.25 10.66 231.26 46 105.53
## 8 2006-07-31 2006-10-31 2006-10-26 9.62 12.25 240.45 82 197.63
## 9 2006-10-31 2007-01-31 2007-01-16 11.85 12.78 296.29 23 69.40
## 10 2007-01-31 2007-04-30 2007-04-20 12.48 12.27 311.91 -100 -311.91
## 11 2007-04-30 2007-07-31 2007-07-16 11.73 13.91 293.18 56 163.89
## 12 2007-07-31 2007-10-31 2007-10-31 12.69 17.61 317.20 116 369.08
## 13 2007-11-30 2008-02-29 2007-12-31 17.24 17.50 431.02 4 19.20
## 14 2008-01-31 2008-04-30 2008-04-30 14.04 14.57 350.97 11 39.60
## 15 2008-06-30 2008-09-30 2008-08-15 13.10 12.72 327.41 -100 -327.41
## 16 2008-09-30 2008-12-31 2008-11-04 9.96 9.27 249.11 -100 -249.11
## 17 2008-12-31 2009-03-31 2009-02-09 7.65 9.49 191.35 72 137.67
## 18 2009-03-31 2009-06-30 2009-06-05 8.66 11.14 216.48 86 186.19
## 19 2009-06-30 2009-09-30 2009-09-23 10.49 12.63 262.21 61 160.44
## 20 2009-09-30 2009-12-31 2009-12-28 12.34 15.59 308.40 79 244.15
## 21 2009-12-31 2010-03-31 2010-03-12 15.42 14.65 385.60 -100 -385.60
## 22 2010-03-31 2010-06-30 2010-04-30 14.11 13.39 352.73 -100 -352.73
## 23 2010-06-30 2010-09-30 2010-09-27 11.07 13.37 276.74 62 172.61
## 24 2010-09-30 2010-12-31 2010-11-09 13.08 15.71 327.02 60 197.37
## 25 2010-11-30 2011-02-28 2011-01-19 13.83 16.01 345.63 47 164.16
## 26 2011-01-31 2011-04-30 2011-03-01 14.94 15.42 373.40 10 36.51
## 27 2011-03-31 2011-06-30 2011-05-02 14.60 13.59 364.94 -100 -364.94
## 28 2011-05-31 2011-08-31 2011-07-26 13.16 15.63 329.03 56 185.08
## 29 2011-08-31 2011-11-30 2011-11-16 13.46 15.40 336.45 43 145.62
## 30 2011-11-30 2012-02-29 2012-01-04 14.91 16.69 372.80 36 133.64
## 31 2012-01-31 2012-04-30 2012-03-28 14.43 16.40 360.80 41 147.83
## 32 2012-04-30 2012-07-31 2012-07-30 15.05 16.01 376.19 19 71.80
## 33 2012-07-31 2012-10-31 2012-10-05 15.75 19.29 393.68 67 265.50
## 34 2012-10-31 2013-01-31 2013-01-30 16.92 18.95 423.12 36 152.10
## 35 2013-01-31 2013-04-30 2013-03-06 18.80 21.02 470.01 35 166.57
## 36 2013-04-30 2013-07-31 2013-07-15 20.51 23.11 512.85 38 194.96
## 37 2013-07-31 2013-10-31 2013-10-31 22.09 25.94 552.14 52 289.13
## 38 2013-12-31 2014-03-31 2014-02-26 27.88 30.61 697.03 29 204.44
## 39 2014-02-28 2014-05-31 2014-04-02 30.24 30.16 756.08 -100 -756.08
## 40 2014-04-30 2014-07-31 2014-07-22 26.23 29.90 655.78 42 275.20
## 41 2014-07-31 2014-10-31 2014-09-19 28.47 29.74 711.73 13 95.47
## 42 2014-09-30 2014-12-31 2014-10-31 28.76 27.90 718.91 -100 -718.91
## 43 2014-12-31 2015-03-31 2015-03-05 26.22 28.82 655.45 30 194.87
## 44 2015-03-31 2015-06-30 2015-04-30 27.29 27.43 682.35 1 10.17
## 45 2015-06-30 2015-09-30 2015-08-11 26.00 33.74 649.90 89 581.18
## 46 2015-08-31 2015-11-30 2015-11-23 30.88 38.14 771.93 71 544.35
## 47 2015-11-30 2016-02-29 2016-02-02 37.09 39.49 927.19 19 180.43
## 48 2016-02-29 2016-05-31 2016-04-19 34.85 38.49 871.22 31 273.46
## 49 2016-05-31 2016-08-31 2016-08-11 36.74 39.49 918.60 22 205.75
## 50 2016-08-31 2016-11-30 2016-10-25 38.31 40.83 957.72 20 189.38
## 51 2016-10-31 2017-01-31 2017-01-27 39.18 42.10 979.56 22 218.63
## 52 2017-01-31 2017-04-30 2017-04-28 39.79 45.84 994.86 46 453.62
## 53 2017-05-31 2017-08-31 2017-07-24 48.19 49.31 1204.70 7 84.14
## 54 2017-07-31 2017-10-31 2017-10-27 46.47 52.42 1161.80 38 446.05
## 55 2017-10-31 2018-01-31 2018-01-29 50.77 59.34 1269.36 51 642.77
## 56 2018-01-31 2018-04-30 2018-03-12 58.43 58.85 1460.76 2 31.65
## 57 2018-04-30 2018-07-31 2018-07-27 50.81 63.69 1270.22 76 966.44
## 58 2018-07-31 2018-10-31 2018-08-31 60.79 61.93 1519.85 6 85.44
## 59 2018-10-31 2019-01-31 2018-12-03 53.78 56.23 1344.43 14 184.14
## 60 2018-12-31 2019-03-31 2019-03-21 51.72 61.59 1293.04 57 740.09
## 61 2019-04-30 2019-07-31 2019-07-26 59.36 63.28 1483.91 20 294.08
## 62 2019-07-31 2019-10-31 2019-10-28 60.76 64.97 1519.12 21 315.05
## 63 2019-10-31 2020-01-31 2020-01-22 62.93 75.16 1573.35 58 917.01
## 64 2020-01-31 2020-04-30 2020-03-03 71.63 70.51 1790.75 -100 -1790.75
## 65 2020-03-31 2020-06-30 2020-06-23 58.07 73.80 1451.86 81 1179.20
## 66 2020-06-30 2020-09-30 2020-09-02 70.60 86.66 1765.00 68 1204.41
## 67 2020-09-30 2020-12-31 2020-12-03 73.40 92.36 1834.91 78 1422.26
## 68 2020-12-31 2021-03-31 2021-02-16 87.49 107.63 2187.36 69 1510.47
## 69 2021-03-31 2021-06-30 2021-06-23 103.31 127.80 2582.85 71 1836.15
## 70 2021-06-30 2021-09-30 2021-09-01 125.17 146.82 3129.34 52 1623.52
## 71 2021-09-30 2021-12-31 2021-11-19 133.11 151.85 3327.85 42 1405.20
## 72 2021-11-30 2022-02-28 2022-02-02 142.29 152.10 3557.25 21 735.75
## 73 2022-02-28 2022-05-31 2022-04-04 134.74 144.04 3368.44 21 697.95
## 74 2022-05-31 2022-08-31 2022-08-15 113.91 123.26 2847.73 25 701.30
## 75 2022-08-31 2022-11-30 2022-10-25 109.03 105.10 2725.65 -100 -2725.65
## 76 2022-10-31 2023-01-31 2022-12-01 94.55 102.59 2363.81 26 602.82
## 77 2023-01-31 2023-04-30 2023-04-06 99.76 109.63 2493.91 30 740.51
## 78 2023-05-31 2023-08-31 2023-08-31 123.23 138.40 3080.74 37 1137.77
## 79 2023-10-31 2024-01-31 2024-01-29 125.16 155.20 3128.94 72 2253.18
## 80 2024-01-31 2024-04-30 2024-04-26 141.64 176.42 3540.97 74 2608.59
## 81 2024-04-30 2024-07-31 2024-07-03 164.45 187.62 4111.32 42 1737.53
## AvgReturn MaxReturn MinReturn AvgProfit MaxProfit MinProfit TotalProfit
## 1 31 291 -100 324.84 2608.59 -2725.65 26311.66
## CountLosses NumberOfTrades
## 1 10 81
## Processing: NFLX
## Start End Exit PriceIn PriceOut Prem Ret PnL
## 1 2002-05-31 2002-08-31 2002-07-05 1.08 1.30 26.91 62 16.71
## 2 2002-07-31 2002-10-31 2002-09-11 0.95 0.98 23.84 7 1.71
## 3 2002-09-30 2002-12-31 2002-12-11 0.69 0.93 17.32 102 17.68
## 4 2002-12-31 2003-03-31 2003-03-28 0.79 1.60 19.66 308 60.64
## 5 2003-03-31 2003-06-30 2003-06-06 1.45 1.88 36.34 88 32.14
## 6 2003-06-30 2003-09-30 2003-09-22 1.83 2.87 45.63 172 78.70
## 7 2003-09-30 2003-12-31 2003-11-04 2.40 4.32 59.93 241 144.59
## 8 2003-12-31 2004-03-31 2004-02-09 3.91 5.64 97.66 133 129.96
## 9 2004-03-31 2004-06-30 2004-06-30 4.87 5.22 121.86 22 26.25
## 10 2004-08-31 2004-11-30 2004-10-05 1.99 2.80 49.82 122 60.54
## 11 2004-11-30 2005-02-28 2005-01-25 1.63 1.87 40.64 46 18.64
## 12 2005-01-31 2005-04-30 2005-04-15 1.64 1.86 41.07 39 16.07
## 13 2005-05-31 2005-08-31 2005-08-16 2.04 3.25 51.04 177 90.54
## 14 2005-08-31 2005-11-30 2005-11-10 3.08 4.32 77.00 121 93.11
## 15 2005-11-30 2006-02-28 2006-01-25 3.93 4.27 98.36 26 25.50
## 16 2006-01-31 2006-04-30 2006-04-25 3.94 4.73 98.39 61 59.68
## 17 2006-05-31 2006-08-31 2006-07-03 3.96 3.94 98.89 -100 -98.89
## 18 2006-07-31 2006-10-31 2006-10-31 2.96 4.06 73.89 112 82.61
## 19 2006-11-30 2007-02-28 2007-01-04 4.18 3.83 104.57 -100 -104.57
## 20 2007-01-31 2007-04-30 2007-04-10 3.26 3.57 81.46 29 23.36
## 21 2007-04-30 2007-07-31 2007-06-07 3.17 3.71 79.18 52 40.93
## 22 2007-07-31 2007-10-31 2007-10-30 2.46 3.80 61.54 163 100.39
## 23 2007-10-31 2008-01-31 2007-12-21 3.78 4.16 94.54 30 28.61
## 24 2007-12-31 2008-03-31 2008-03-24 3.80 5.66 95.07 147 139.61
## 25 2008-03-31 2008-06-30 2008-05-20 4.95 4.91 123.75 -100 -123.75
## 26 2008-06-30 2008-09-30 2008-09-19 3.72 4.85 93.11 91 84.64
## 27 2008-09-30 2008-12-31 2008-12-31 4.41 4.34 110.29 -100 -110.29
## 28 2009-03-31 2009-06-30 2009-04-30 6.13 6.71 153.29 28 43.18
## 29 2009-06-30 2009-09-30 2009-09-22 5.91 6.89 147.64 50 73.50
## 30 2009-09-30 2009-12-31 2009-11-18 6.60 8.81 164.89 101 165.86
## 31 2009-11-30 2010-02-28 2010-02-22 8.38 9.61 209.39 44 92.89
## 32 2010-03-31 2010-06-30 2010-06-14 10.53 18.28 263.36 221 580.93
## 33 2010-06-30 2010-09-30 2010-09-30 15.52 24.91 388.04 182 704.46
## 34 2010-11-30 2011-02-28 2011-02-14 29.41 35.36 735.36 61 446.25
## 35 2011-02-28 2011-05-31 2011-05-31 29.52 38.69 738.11 93 687.11
## 36 2011-06-30 2011-09-30 2011-08-01 37.53 38.50 938.18 8 72.96
## 37 2011-08-31 2011-11-30 2011-10-10 33.57 18.36 839.32 -100 -839.32
## 38 2011-10-31 2012-01-31 2012-01-30 11.73 18.50 293.14 173 507.86
## 39 2012-01-31 2012-04-30 2012-03-22 17.17 17.64 429.29 8 35.14
## 40 2012-04-30 2012-07-31 2012-07-13 11.45 12.38 286.21 24 69.75
## 41 2012-07-31 2012-10-31 2012-10-31 8.12 12.14 203.04 148 301.07
## 42 2012-11-30 2013-02-28 2013-02-20 11.67 28.23 291.82 426 1241.89
## 43 2013-02-28 2013-05-31 2013-05-16 26.87 35.55 671.71 97 651.11
## 44 2013-05-31 2013-08-31 2013-08-29 32.32 41.46 808.04 85 685.50
## 45 2013-09-30 2013-12-31 2013-12-24 44.17 54.85 1104.32 73 800.89
## 46 2013-12-31 2014-03-31 2014-03-06 52.60 65.43 1314.89 73 962.46
## 47 2014-03-31 2014-06-30 2014-06-18 50.29 64.40 1257.25 84 1058.46
## 48 2014-06-30 2014-09-30 2014-09-09 62.94 69.90 1573.57 33 521.68
## 49 2014-09-30 2014-12-31 2014-11-03 64.45 56.50 1611.36 -100 -1611.36
## 50 2014-12-31 2015-03-31 2015-02-26 48.80 69.50 1220.04 127 1552.39
## 51 2015-03-31 2015-06-30 2015-06-24 59.53 100.89 1488.18 208 3102.32
## 52 2015-06-30 2015-09-30 2015-08-05 93.85 129.29 2346.21 113 2658.11
## 53 2015-08-31 2015-11-30 2015-11-30 115.03 126.60 2875.75 30 867.75
## 54 2015-12-31 2016-03-31 2016-03-30 114.38 104.91 2859.50 -100 -2859.50
## 55 2016-03-31 2016-06-30 2016-05-26 102.23 104.00 2555.75 5 132.75
## 56 2016-05-31 2016-08-31 2016-07-05 102.57 101.27 2564.25 -100 -2564.25
## 57 2016-08-31 2016-11-30 2016-10-24 97.45 129.29 2436.25 98 2388.00
## 58 2016-10-31 2017-01-31 2017-01-19 124.87 143.46 3121.75 45 1394.25
## 59 2017-01-31 2017-04-30 2017-04-25 140.71 153.52 3517.75 27 960.75
## 60 2017-05-31 2017-08-31 2017-07-21 163.07 191.50 4076.75 52 2132.25
## 61 2017-07-31 2017-10-31 2017-10-17 181.66 204.38 4541.50 38 1704.00
## 62 2017-10-31 2018-01-31 2018-01-29 196.43 286.81 4910.75 138 6778.50
## 63 2018-01-31 2018-04-30 2018-04-18 270.30 338.82 6757.50 76 5139.00
## 64 2018-04-30 2018-07-31 2018-06-21 312.46 423.21 7811.50 106 8306.25
## 65 2018-07-31 2018-10-31 2018-10-02 337.45 386.80 8436.25 44 3701.25
## 66 2018-10-31 2019-01-31 2019-01-16 301.78 358.85 7544.50 57 4280.25
## 67 2019-01-31 2019-04-30 2019-04-23 339.50 384.80 8487.50 40 3397.50
## 68 2019-04-30 2019-07-31 2019-07-09 370.54 384.76 9263.50 12 1066.50
## 69 2019-07-31 2019-10-31 2019-10-17 322.99 308.75 8074.75 -100 -8074.75
## 70 2019-10-31 2020-01-31 2020-01-24 287.41 359.85 7185.25 76 5433.00
## 71 2020-01-31 2020-04-30 2020-04-16 345.09 449.52 8627.25 91 7832.25
## 72 2020-04-30 2020-07-31 2020-07-13 419.85 575.37 10496.25 111 11664.00
## 73 2020-07-31 2020-10-31 2020-10-14 488.88 572.49 12222.00 51 6270.75
## 74 2020-11-30 2021-02-28 2021-01-20 490.70 593.29 12267.50 63 7694.25
## 75 2021-03-31 2021-06-30 2021-06-29 521.66 536.13 13041.50 8 1085.25
## 76 2021-06-30 2021-09-30 2021-09-30 528.21 619.00 13205.25 52 6809.25
## 77 2021-11-30 2022-02-28 2021-12-31 641.90 614.08 16047.50 -100 -16047.50
## 78 2022-01-31 2022-04-30 2022-02-28 427.14 397.75 10678.50 -100 -10678.50
## 79 2022-03-31 2022-06-30 2022-06-08 374.59 207.38 9364.75 -100 -9364.75
## 80 2022-06-30 2022-09-30 2022-08-15 174.87 251.99 4371.75 132 5784.00
## 81 2022-08-31 2022-11-30 2022-11-15 223.56 312.71 5589.00 120 6686.25
## 82 2022-11-30 2023-02-28 2023-02-03 305.53 379.43 7638.25 73 5542.50
## 83 2023-02-28 2023-05-31 2023-05-30 322.13 405.11 8053.25 77 6223.50
## 84 2023-05-31 2023-08-31 2023-07-19 395.23 485.00 9880.75 68 6732.75
## 85 2023-07-31 2023-10-31 2023-09-05 438.97 453.45 10974.25 10 1086.00
## 86 2023-10-31 2024-01-31 2024-01-26 411.69 579.64 10292.25 122 12596.25
## 87 2024-01-31 2024-04-30 2024-04-08 564.11 639.00 14102.75 40 5616.75
## 88 2024-04-30 2024-07-31 2024-06-20 550.64 689.88 13766.00 76 10443.00
## AvgReturn MaxReturn MinReturn AvgProfit MaxProfit MinProfit TotalProfit
## 1 63 426 -100 1314.31 12596.25 -16047.5 115659.7
## CountLosses NumberOfTrades
## 1 12 88
## Processing: COST
## Start End Exit PriceIn PriceOut Prem Ret PnL
## 1 2000-01-31 2000-04-30 2000-04-12 32.96 60.50 823.88 251 2065.86
## 2 2000-05-31 2000-08-31 2000-08-08 21.51 38.06 537.68 231 1241.65
## 3 2000-08-31 2000-11-30 2000-11-27 23.19 37.38 579.77 183 1063.82
## 4 2000-11-30 2001-02-28 2001-01-31 21.97 46.38 549.25 333 1830.36
## 5 2001-02-28 2001-05-31 2001-04-18 28.12 40.37 702.88 131 919.12
## 6 2001-04-30 2001-07-31 2001-07-23 23.52 44.70 588.06 270 1588.32
## 7 2001-07-31 2001-10-31 2001-10-26 28.99 40.55 724.76 120 866.96
## 8 2001-10-31 2002-01-31 2002-01-31 25.48 46.02 636.88 242 1540.85
## 9 2002-02-28 2002-05-31 2002-04-17 27.79 43.05 694.63 165 1144.87
## 10 2002-04-30 2002-07-31 2002-06-19 27.07 41.35 676.78 158 1070.91
## 11 2002-07-31 2002-10-31 2002-10-24 23.48 37.00 587.05 173 1013.85
## 12 2002-10-31 2003-01-31 2002-12-02 22.85 34.43 571.22 152 868.58
## 13 2002-12-31 2003-03-31 2003-03-26 18.90 31.49 472.40 200 944.55
## 14 2003-03-31 2003-06-30 2003-05-28 20.22 39.02 505.57 279 1409.80
## 15 2003-06-30 2003-09-30 2003-07-31 24.65 37.71 616.17 159 979.73
## 16 2003-09-30 2003-12-31 2003-12-30 20.98 37.40 524.42 235 1231.74
## 17 2003-12-31 2004-03-31 2004-03-02 25.04 40.42 625.94 184 1153.68
## 18 2004-03-31 2004-06-30 2004-06-23 25.33 43.00 633.18 209 1325.47
## 19 2004-06-30 2004-09-30 2004-08-20 27.81 42.79 695.14 162 1123.84
## 20 2004-08-31 2004-11-30 2004-11-05 27.87 50.46 696.67 243 1694.50
## 21 2004-11-30 2005-02-28 2005-01-18 32.96 49.18 824.09 148 1216.22
## 22 2005-01-31 2005-04-30 2005-03-01 32.06 47.27 801.54 142 1140.62
## 23 2005-03-31 2005-06-30 2005-06-03 30.03 46.73 750.77 167 1252.45
## 24 2005-06-30 2005-09-30 2005-08-01 30.49 46.06 762.20 153 1167.91
## 25 2005-08-31 2005-11-30 2005-11-30 29.66 51.21 741.41 218 1616.51
## 26 2006-01-31 2006-04-30 2006-04-07 34.17 57.38 854.28 204 1740.67
## 27 2006-05-31 2006-08-31 2006-07-05 36.42 57.94 910.54 177 1613.88
## 28 2006-07-31 2006-10-31 2006-10-12 36.40 54.35 909.91 148 1346.51
## 29 2006-10-31 2007-01-31 2007-01-18 36.82 57.25 920.61 166 1531.93
## 30 2007-01-31 2007-04-30 2007-03-02 38.84 56.74 970.96 138 1342.62
## 31 2007-04-30 2007-07-31 2007-07-13 37.23 63.07 930.82 208 1937.78
## 32 2007-07-31 2007-10-31 2007-10-11 41.66 70.55 1041.59 208 2166.49
## 33 2007-10-31 2008-01-31 2007-12-07 46.86 72.68 1171.52 165 1936.43
## 34 2007-12-31 2008-03-31 2008-01-31 48.71 69.58 1217.74 129 1565.27
## 35 2008-02-29 2008-05-31 2008-05-14 43.33 75.23 1083.33 221 2392.27
## 36 2008-06-30 2008-09-30 2008-09-19 49.19 71.00 1229.80 133 1635.60
## 37 2008-09-30 2008-12-31 2008-10-31 45.65 58.43 1141.28 84 958.42
## 38 2008-12-31 2009-03-31 2009-03-26 37.03 49.35 925.63 100 924.37
## 39 2009-03-31 2009-06-30 2009-06-02 32.79 50.14 819.65 159 1301.55
## 40 2009-06-30 2009-09-30 2009-09-22 32.53 58.86 813.22 243 1974.85
## 41 2009-09-30 2009-12-31 2009-11-16 40.21 61.25 1005.21 157 1578.13
## 42 2009-11-30 2010-02-28 2010-02-25 42.86 61.52 1071.41 131 1399.78
## 43 2010-03-31 2010-06-30 2010-05-05 42.84 60.83 1071.11 126 1348.91
## 44 2010-06-30 2010-09-30 2010-09-29 39.48 65.22 986.95 196 1930.65
## 45 2010-09-30 2010-12-31 2010-12-29 46.60 73.16 1165.06 171 1991.83
## 46 2010-12-31 2011-03-31 2011-02-18 52.35 75.48 1308.74 133 1734.79
## 47 2011-02-28 2011-05-31 2011-05-20 54.37 83.95 1359.22 163 2218.58
## 48 2011-05-31 2011-08-31 2011-07-07 60.13 83.45 1503.37 116 1748.65
## 49 2011-08-31 2011-11-30 2011-10-27 57.44 86.14 1436.10 150 2152.21
## 50 2011-10-31 2012-01-31 2011-12-02 60.89 88.68 1522.22 137 2084.34
## 51 2012-01-31 2012-04-30 2012-04-02 60.34 92.10 1508.60 158 2381.70
## 52 2012-04-30 2012-07-31 2012-07-27 64.86 97.76 1621.58 152 2467.27
## 53 2012-07-31 2012-10-31 2012-10-10 70.98 104.43 1774.54 141 2508.62
## 54 2012-10-31 2013-01-31 2012-12-05 72.85 105.97 1821.29 136 2483.89
## 55 2012-12-31 2013-03-31 2013-03-28 78.47 107.06 1961.71 109 2144.37
## 56 2013-04-30 2013-07-31 2013-07-24 86.41 119.39 2160.19 115 2473.67
## 57 2013-07-31 2013-10-31 2013-09-19 93.83 119.47 2345.83 82 1922.78
## 58 2013-09-30 2013-12-31 2013-11-25 92.27 126.12 2306.86 110 2538.42
## 59 2013-12-31 2014-03-31 2014-02-28 95.60 117.47 2390.02 69 1640.18
## 60 2014-03-31 2014-06-30 2014-06-09 89.95 118.85 2248.69 96 2167.67
## 61 2014-06-30 2014-09-30 2014-09-24 93.03 127.78 2325.86 112 2605.91
## 62 2014-09-30 2014-12-31 2014-12-10 101.55 146.82 2538.74 134 3395.29
## 63 2014-12-31 2015-03-31 2015-02-04 115.16 156.85 2879.03 109 3126.65
## 64 2015-03-31 2015-06-30 2015-05-08 127.47 147.56 3186.64 47 1507.09
## 65 2015-06-30 2015-09-30 2015-08-06 113.94 147.59 2848.61 89 2523.41
## 66 2015-08-31 2015-11-30 2015-11-20 118.48 164.47 2961.98 116 3449.31
## 67 2015-11-30 2016-02-29 2015-12-31 136.91 164.00 3422.77 59 2031.70
## 68 2016-02-29 2016-05-31 2016-03-31 127.60 159.80 3189.88 76 2415.37
## 69 2016-05-31 2016-08-31 2016-08-11 126.90 169.59 3172.44 101 3201.92
## 70 2016-08-31 2016-11-30 2016-09-30 138.63 154.85 3465.78 35 1216.42
## 71 2016-10-31 2017-01-31 2016-12-20 126.47 164.95 3161.73 91 2886.07
## 72 2017-01-31 2017-04-30 2017-03-01 140.65 178.71 3516.34 81 2854.24
## 73 2017-03-31 2017-06-30 2017-05-04 144.25 183.18 3606.24 81 2919.79
## 74 2017-05-31 2017-08-31 2017-08-03 161.95 162.35 4048.76 1 29.97
## 75 2017-08-31 2017-11-30 2017-11-30 141.14 184.90 3528.41 93 3282.26
## 76 2018-01-31 2018-04-30 2018-04-30 175.99 199.04 4399.78 39 1728.65
## 77 2018-05-31 2018-08-31 2018-08-31 180.04 233.52 4500.94 89 4011.19
## 78 2018-10-31 2019-01-31 2018-12-06 208.15 233.86 5203.81 37 1928.06
## 79 2018-12-31 2019-03-31 2019-03-29 185.91 242.44 4647.63 91 4240.10
## 80 2019-04-30 2019-07-31 2019-07-19 224.68 284.31 5616.89 80 4472.59
## 81 2019-07-31 2019-10-31 2019-09-09 252.90 307.34 6322.50 65 4083.00
## 82 2019-09-30 2019-12-31 2019-11-07 264.94 307.10 6623.39 48 3162.34
## 83 2019-12-31 2020-03-31 2020-02-21 270.87 325.26 6771.63 60 4079.60
## 84 2020-03-31 2020-06-30 2020-06-04 263.32 315.35 6582.97 59 3902.33
## 85 2020-06-30 2020-09-30 2020-09-03 280.66 363.67 7016.39 89 6226.09
## 86 2020-09-30 2020-12-31 2020-11-30 329.30 393.15 8232.50 58 4788.76
## 87 2020-12-31 2021-03-31 2021-02-09 359.35 361.67 8983.68 2 174.21
## 88 2021-03-31 2021-06-30 2021-06-30 336.84 400.47 8420.88 57 4772.61
## 89 2021-08-31 2021-11-30 2021-11-29 437.02 560.78 10925.58 85 9281.75
## 90 2021-11-30 2022-02-28 2022-01-04 518.35 568.72 12958.74 29 3777.79
## 91 2022-01-31 2022-04-30 2022-04-07 485.43 612.27 12135.87 78 9512.64
## 92 2022-05-31 2022-08-31 2022-08-18 449.45 564.75 11236.28 77 8647.42
## 93 2022-08-31 2022-11-30 2022-11-30 504.19 542.58 12604.75 23 2879.26
## 94 2023-01-31 2023-04-30 2023-04-25 494.50 513.13 12362.42 11 1397.48
## 95 2023-05-31 2023-08-31 2023-07-27 496.80 571.16 12419.97 45 5577.09
## 96 2023-07-31 2023-10-31 2023-10-18 544.49 577.30 13612.29 18 2460.62
## 97 2023-10-31 2024-01-31 2024-01-31 537.51 705.52 13437.83 94 12600.53
## 98 2024-02-29 2024-05-31 2024-05-30 742.70 819.50 18567.45 31 5760.15
## AvgReturn MaxReturn MinReturn AvgProfit MaxProfit MinProfit TotalProfit
## 1 128 333 1 2486.4 12600.53 29.97 243666.9
## CountLosses NumberOfTrades
## 1 0 98
## Processing: NVDA
## Start End Exit PriceIn PriceOut Prem Ret PnL
## 1 2000-01-31 2000-04-30 2000-03-13 0.07 0.31 1.77 1024 18.13
## 2 2000-03-31 2000-06-30 2000-06-21 0.16 0.37 4.04 381 15.39
## 3 2000-06-30 2000-09-30 2000-09-27 0.24 0.36 6.07 139 8.46
## 4 2000-10-31 2001-01-31 2001-01-19 0.24 0.24 5.94 0 0.00
## 5 2001-01-31 2001-04-30 2001-04-20 0.20 0.37 4.93 270 13.32
## 6 2001-04-30 2001-07-31 2001-06-07 0.32 0.41 7.96 91 7.25
## 7 2001-07-31 2001-10-31 2001-10-26 0.31 0.42 7.73 108 8.34
## 8 2001-10-31 2002-01-31 2002-01-04 0.33 0.61 8.19 254 20.84
## 9 2002-01-31 2002-04-30 2002-03-05 0.50 0.50 12.56 1 0.12
## 10 2002-04-30 2002-07-31 2002-05-31 0.27 0.29 6.65 27 1.76
## 11 2002-07-31 2002-10-31 2002-10-31 0.08 0.10 2.12 54 1.14
## 12 2002-12-31 2003-03-31 2003-03-21 0.09 0.12 2.20 121 2.67
## 13 2003-03-31 2003-06-30 2003-06-06 0.10 0.23 2.46 405 9.96
## 14 2003-06-30 2003-09-30 2003-08-05 0.18 0.18 4.38 7 0.29
## 15 2003-09-30 2003-12-31 2003-12-30 0.12 0.20 3.05 196 5.97
## 16 2003-12-31 2004-03-31 2004-03-31 0.18 0.22 4.43 76 3.38
## 17 2004-04-30 2004-07-31 2004-06-02 0.16 0.20 3.92 84 3.31
## 18 2004-06-30 2004-09-30 2004-08-03 0.16 0.13 3.91 -100 -3.91
## 19 2004-08-31 2004-11-30 2004-11-19 0.10 0.17 2.38 239 5.69
## 20 2004-11-30 2005-02-28 2005-02-22 0.15 0.24 3.66 201 7.34
## 21 2005-02-28 2005-05-31 2005-05-26 0.22 0.23 5.54 15 0.82
## 22 2005-05-31 2005-08-31 2005-08-31 0.21 0.26 5.18 75 3.88
## 23 2005-09-30 2005-12-31 2005-11-28 0.26 0.32 6.55 67 4.41
## 24 2005-11-30 2006-02-28 2006-02-17 0.28 0.42 6.91 159 10.98
## 25 2006-02-28 2006-05-31 2006-05-08 0.36 0.53 9.01 142 12.83
## 26 2006-05-31 2006-08-31 2006-08-30 0.35 0.49 8.78 120 10.55
## 27 2006-08-31 2006-11-30 2006-11-30 0.45 0.62 11.13 119 13.24
## 28 2007-01-31 2007-04-30 2007-04-30 0.47 0.57 11.71 62 7.28
## 29 2007-05-31 2007-08-31 2007-08-31 0.53 0.86 13.24 185 24.47
## 30 2007-10-31 2008-01-31 2007-12-27 0.81 0.91 20.28 37 7.40
## 31 2007-12-31 2008-03-31 2008-02-04 0.78 0.69 19.50 -100 -19.50
## 32 2008-02-29 2008-05-31 2008-05-19 0.49 0.63 12.26 87 10.67
## 33 2008-06-30 2008-09-30 2008-08-20 0.43 0.35 10.73 -100 -10.73
## 34 2008-09-30 2008-12-31 2008-12-17 0.25 0.24 6.14 -100 -6.14
## 35 2008-12-31 2009-03-31 2009-03-11 0.19 0.30 4.63 180 8.34
## 36 2009-03-31 2009-06-30 2009-05-04 0.23 0.31 5.65 111 6.27
## 37 2009-06-30 2009-09-30 2009-09-15 0.26 0.41 6.47 180 11.67
## 38 2009-09-30 2009-12-31 2009-12-31 0.34 0.47 8.62 112 9.68
## 39 2010-03-31 2010-06-30 2010-04-30 0.40 0.41 9.97 10 0.98
## 40 2010-06-30 2010-09-30 2010-09-27 0.23 0.31 5.85 96 5.62
## 41 2010-09-30 2010-12-31 2010-12-31 0.27 0.39 6.70 132 8.83
## 42 2011-01-31 2011-04-30 2011-02-28 0.55 0.59 13.71 21 2.94
## 43 2011-03-31 2011-06-30 2011-05-12 0.42 0.51 10.58 64 6.73
## 44 2011-05-31 2011-08-31 2011-07-05 0.46 0.41 11.49 -100 -11.49
## 45 2011-08-31 2011-11-30 2011-10-14 0.31 0.40 7.63 90 6.90
## 46 2011-10-31 2012-01-31 2011-12-02 0.34 0.40 8.48 55 4.64
## 47 2012-01-31 2012-04-30 2012-02-29 0.34 0.39 8.47 46 3.92
## 48 2012-04-30 2012-07-31 2012-07-02 0.30 0.35 7.45 50 3.71
## 49 2012-07-31 2012-10-31 2012-08-31 0.31 0.36 7.76 44 3.43
## 50 2012-10-31 2013-01-31 2013-01-04 0.27 0.33 6.87 60 4.13
## 51 2013-01-31 2013-04-30 2013-04-30 0.28 0.34 7.07 65 4.60
## 52 2013-05-31 2013-08-31 2013-08-16 0.34 0.38 8.44 42 3.55
## 53 2013-09-30 2013-12-31 2013-11-14 0.36 0.41 9.12 35 3.23
## 54 2013-12-31 2014-03-31 2014-02-24 0.38 0.48 9.44 78 7.38
## 55 2014-02-28 2014-05-31 2014-04-24 0.44 0.49 10.89 35 3.83
## 56 2014-04-30 2014-07-31 2014-06-13 0.44 0.49 10.94 38 4.18
## 57 2014-06-30 2014-09-30 2014-09-04 0.44 0.50 11.03 43 4.69
## 58 2014-09-30 2014-12-31 2014-12-08 0.44 0.53 11.03 61 6.77
## 59 2014-12-31 2015-03-31 2015-03-20 0.48 0.59 12.03 68 8.17
## 60 2015-03-31 2015-06-30 2015-05-04 0.50 0.57 12.61 40 5.07
## 61 2015-06-30 2015-09-30 2015-09-30 0.49 0.62 12.17 80 9.76
## 62 2015-11-30 2016-02-29 2015-12-31 0.77 0.84 19.35 24 4.74
## 63 2016-02-29 2016-05-31 2016-05-31 0.77 1.17 19.20 157 30.18
## 64 2016-06-30 2016-09-30 2016-09-30 1.15 1.73 28.86 150 43.15
## 65 2016-10-31 2017-01-31 2016-12-28 1.75 3.00 43.76 214 93.57
## 66 2017-01-31 2017-04-30 2017-03-30 2.69 2.75 67.25 7 4.50
## 67 2017-03-31 2017-06-30 2017-06-09 2.69 4.21 67.18 170 114.40
## 68 2017-06-30 2017-09-30 2017-09-18 3.57 4.78 89.25 102 90.76
## 69 2017-10-31 2018-01-31 2018-01-31 5.11 6.23 127.79 66 84.01
## 70 2018-02-28 2018-05-31 2018-05-10 5.99 6.51 149.73 26 39.24
## 71 2018-05-31 2018-08-31 2018-08-30 6.25 7.04 156.13 38 59.83
## 72 2018-08-31 2018-11-30 2018-10-02 6.95 7.32 173.87 16 27.33
## 73 2018-10-31 2019-01-31 2018-12-03 5.22 4.37 130.60 -100 -130.60
## 74 2018-12-31 2019-03-31 2019-03-21 3.31 4.62 82.78 119 98.54
## 75 2019-04-30 2019-07-31 2019-07-24 4.49 4.47 112.35 -100 -112.35
## 76 2019-07-31 2019-10-31 2019-10-28 4.19 5.22 104.84 74 77.15
## 77 2019-10-31 2020-01-31 2020-01-24 5.00 6.49 125.04 89 111.44
## 78 2020-01-31 2020-04-30 2020-04-28 5.89 7.61 147.17 88 128.85
## 79 2020-04-30 2020-07-31 2020-07-13 7.28 10.79 182.05 145 263.27
## 80 2020-07-31 2020-10-31 2020-09-02 10.58 14.73 264.58 117 310.76
## 81 2020-09-30 2020-12-31 2020-11-09 13.49 14.69 337.36 27 89.79
## 82 2020-11-30 2021-02-28 2021-02-16 13.37 15.37 334.14 45 150.51
## 83 2021-03-31 2021-06-30 2021-06-30 13.32 20.16 333.03 154 513.10
## 84 2021-08-31 2021-11-30 2021-11-22 22.35 34.65 558.71 165 922.38
## 85 2021-11-30 2022-02-28 2022-01-03 32.62 30.71 815.57 -100 -815.57
## 86 2022-01-31 2022-04-30 2022-03-29 24.45 28.95 611.23 55 337.27
## 87 2022-03-31 2022-06-30 2022-05-04 27.25 20.40 681.24 -100 -681.24
## 88 2022-05-31 2022-08-31 2022-08-04 18.65 19.27 466.18 10 47.02
## 89 2022-08-31 2022-11-30 2022-11-15 15.08 17.00 376.93 38 144.07
## 90 2022-11-30 2023-02-28 2023-02-23 16.91 23.89 422.83 124 523.10
## 91 2023-02-28 2023-05-31 2023-05-30 23.20 41.94 580.07 242 1405.15
## 92 2023-05-31 2023-08-31 2023-08-24 37.82 50.27 945.47 99 933.54
## 93 2023-08-31 2023-11-30 2023-11-20 49.34 50.55 1233.51 7 90.58
## 94 2023-11-30 2024-02-29 2024-02-23 46.76 82.39 1169.00 229 2672.56
## 95 2024-02-29 2024-05-31 2024-05-30 79.10 115.82 1977.54 139 2753.79
## AvgReturn MaxReturn MinReturn AvgProfit MaxProfit MinProfit TotalProfit
## 1 91 1024 -100 113.28 2753.79 -815.57 10761.96
## CountLosses NumberOfTrades
## 1 9 95
## Processing: SPY
## Start End Exit PriceIn PriceOut Prem Ret PnL
## 1 2000-01-31 2000-04-30 2000-03-24 89.52 155.75 2238.04 222 4967.12
## 2 2000-03-31 2000-06-30 2000-06-19 96.70 149.16 2417.56 163 3934.04
## 3 2000-06-30 2000-09-30 2000-09-01 93.65 153.59 2341.17 192 4496.03
## 4 2000-10-31 2001-01-31 2000-12-11 92.38 139.56 2309.44 153 3538.87
## 5 2001-01-31 2001-04-30 2001-03-06 88.82 127.75 2220.38 132 2920.12
## 6 2001-04-30 2001-07-31 2001-06-05 82.32 129.23 2058.02 171 3518.18
## 7 2001-07-31 2001-10-31 2001-09-04 79.09 116.17 1977.35 141 2780.69
## 8 2001-10-31 2002-01-31 2001-12-05 69.22 118.00 1730.44 211 3658.68
## 9 2001-12-31 2002-03-31 2002-03-08 75.04 117.90 1875.89 171 3214.82
## 10 2002-04-30 2002-07-31 2002-05-31 71.01 108.56 1775.27 159 2816.19
## 11 2002-07-31 2002-10-31 2002-09-11 60.23 93.33 1505.66 165 2482.78
## 12 2002-09-30 2002-12-31 2002-12-02 54.28 96.05 1356.95 231 3132.90
## 13 2002-12-31 2003-03-31 2003-03-21 58.84 89.88 1470.99 158 2328.03
## 14 2003-03-31 2003-06-30 2003-06-17 56.74 102.18 1418.50 240 3408.00
## 15 2003-06-30 2003-09-30 2003-09-18 65.61 104.70 1640.17 179 2931.98
## 16 2003-09-30 2003-12-31 2003-12-31 67.42 111.52 1685.60 196 3307.21
## 17 2004-03-31 2004-06-30 2004-06-25 76.92 114.94 1923.09 148 2851.22
## 18 2004-06-30 2004-09-30 2004-09-13 78.18 113.74 1954.52 136 2666.95
## 19 2004-09-30 2004-12-31 2004-12-31 76.61 121.66 1915.18 176 3378.95
## 20 2005-01-31 2005-04-30 2005-03-07 81.62 123.25 2040.45 153 3122.39
## 21 2005-03-31 2005-06-30 2005-06-22 81.80 121.94 2045.00 147 3010.50
## 22 2005-06-30 2005-09-30 2005-08-03 82.98 124.74 2074.49 151 3132.03
## 23 2005-08-31 2005-11-30 2005-11-23 85.35 127.41 2133.67 148 3154.74
## 24 2005-11-30 2006-02-28 2006-02-27 87.69 130.04 2192.22 145 3176.33
## 25 2006-02-28 2006-05-31 2006-05-05 90.14 132.80 2253.40 142 3199.80
## 26 2006-05-31 2006-08-31 2006-08-30 89.99 131.04 2249.66 137 3079.02
## 27 2006-08-31 2006-11-30 2006-11-22 92.60 141.16 2315.07 157 3641.79
## 28 2006-11-30 2007-02-28 2007-02-22 100.05 146.42 2501.28 139 3477.65
## 29 2007-02-28 2007-05-31 2007-05-31 100.90 153.89 2522.38 158 3974.62
## 30 2007-07-31 2007-10-31 2007-10-11 105.19 157.52 2629.74 149 3924.78
## 31 2007-10-31 2008-01-31 2007-12-11 112.17 152.89 2804.13 109 3054.35
## 32 2007-12-31 2008-03-31 2008-02-01 106.61 139.61 2665.17 93 2475.24
## 33 2008-02-29 2008-05-31 2008-05-19 97.57 144.30 2439.32 144 3504.54
## 34 2008-06-30 2008-09-30 2008-08-11 94.25 131.51 2356.14 119 2794.82
## 35 2008-09-30 2008-12-31 2008-11-04 85.91 100.86 2147.76 52 1121.21
## 36 2008-12-31 2009-03-31 2009-02-09 67.38 87.74 1684.52 91 1526.94
## 37 2009-03-31 2009-06-30 2009-06-11 59.80 96.11 1495.03 182 2723.15
## 38 2009-06-30 2009-09-30 2009-09-17 69.54 108.06 1738.49 166 2889.03
## 39 2009-09-30 2009-12-31 2009-12-29 80.24 113.03 2005.89 123 2459.58
## 40 2009-12-31 2010-03-31 2010-03-25 85.14 118.17 2128.42 116 2477.49
## 41 2010-03-31 2010-06-30 2010-04-30 89.75 121.01 2243.82 104 2344.31
## 42 2010-06-30 2010-09-30 2010-09-30 79.56 115.79 1988.96 137 2717.36
## 43 2010-11-30 2011-02-28 2011-02-18 91.82 134.69 2295.42 140 3215.48
## 44 2011-02-28 2011-05-31 2011-05-02 103.72 137.18 2592.99 97 2509.54
## 45 2011-05-31 2011-08-31 2011-07-07 105.54 135.70 2638.48 86 2262.06
## 46 2011-08-31 2011-11-30 2011-10-27 96.09 129.42 2402.33 104 2499.52
## 47 2011-10-31 2012-01-31 2012-01-26 99.18 133.40 2479.56 103 2566.32
## 48 2012-01-31 2012-04-30 2012-04-02 104.44 142.21 2611.00 108 2832.74
## 49 2012-04-30 2012-07-31 2012-07-30 111.73 139.34 2793.19 74 2070.94
## 50 2012-07-31 2012-10-31 2012-09-14 110.57 148.11 2764.30 102 2815.34
## 51 2012-10-31 2013-01-31 2013-01-30 114.10 150.94 2852.52 97 2762.95
## 52 2013-01-31 2013-04-30 2013-04-30 121.70 159.72 3042.45 94 2851.65
## 53 2013-05-31 2013-08-31 2013-08-02 133.47 170.97 3336.67 84 2812.73
## 54 2013-09-30 2013-12-31 2013-12-31 138.59 184.69 3464.72 100 3457.60
## 55 2014-01-31 2014-04-30 2014-04-04 147.78 189.70 3694.39 85 3144.32
## 56 2014-04-30 2014-07-31 2014-07-24 156.87 199.06 3921.66 81 3164.52
## 57 2014-07-31 2014-10-31 2014-09-19 161.62 201.90 4040.48 75 3021.07
## 58 2014-09-30 2014-12-31 2014-12-18 165.68 212.97 4141.98 86 3546.80
## 59 2014-12-31 2015-03-31 2015-02-25 173.80 212.24 4344.95 66 2883.15
## 60 2015-03-31 2015-06-30 2015-05-20 175.33 213.78 4383.24 66 2883.78
## 61 2015-06-30 2015-09-30 2015-07-31 175.69 211.45 4392.19 61 2682.19
## 62 2015-08-31 2015-11-30 2015-11-03 168.71 211.66 4217.65 76 3221.54
## 63 2015-11-30 2016-02-29 2015-12-31 179.04 205.89 4475.93 45 2013.95
## 64 2016-02-29 2016-05-31 2016-04-20 167.05 210.92 4176.14 79 3290.59
## 65 2016-05-31 2016-08-31 2016-08-23 182.03 219.60 4550.73 62 2817.80
## 66 2016-08-31 2016-11-30 2016-11-30 189.55 221.82 4738.77 51 2420.20
## 67 2017-01-31 2017-04-30 2017-03-01 200.58 240.32 5014.47 59 2980.59
## 68 2017-03-31 2017-06-30 2017-06-09 208.72 245.01 5218.01 52 2721.72
## 69 2017-06-30 2017-09-30 2017-09-29 215.13 251.32 5378.25 50 2714.26
## 70 2017-10-31 2018-01-31 2018-01-26 229.92 286.63 5748.05 74 4253.09
## 71 2018-01-31 2018-04-30 2018-03-13 253.34 280.41 6333.50 32 2030.26
## 72 2018-04-30 2018-07-31 2018-07-25 238.66 284.37 5966.60 57 3427.96
## 73 2018-07-31 2018-10-31 2018-09-20 254.98 293.94 6374.50 46 2922.00
## 74 2018-10-31 2019-01-31 2018-12-03 246.39 280.40 6159.82 41 2550.55
## 75 2018-12-31 2019-03-31 2019-03-21 228.87 285.18 5721.65 74 4223.54
## 76 2019-04-30 2019-07-31 2019-07-26 270.44 302.23 6760.93 35 2384.47
## 77 2019-07-31 2019-10-31 2019-10-30 274.90 304.55 6872.60 32 2223.45
## 78 2019-10-31 2020-01-31 2020-01-22 281.65 332.95 7041.30 55 3847.36
## 79 2020-01-31 2020-04-30 2020-03-03 300.21 313.84 7505.14 14 1022.58
## 80 2020-03-31 2020-06-30 2020-06-08 241.92 323.41 6048.01 101 6111.73
## 81 2020-06-30 2020-09-30 2020-09-02 290.70 358.75 7267.39 70 5104.07
## 82 2020-09-30 2020-12-31 2020-12-21 316.97 378.46 7924.24 58 4611.78
## 83 2020-12-31 2021-03-31 2021-03-17 355.38 398.12 8884.55 36 3205.36
## 84 2021-03-31 2021-06-30 2021-06-30 377.95 428.78 9448.87 40 3811.88
## 85 2021-08-31 2021-11-30 2021-11-22 432.03 473.54 10800.82 29 3113.03
## 86 2021-11-30 2022-02-28 2022-01-04 437.26 479.98 10931.41 29 3204.27
## 87 2022-01-31 2022-04-30 2022-03-29 433.35 462.07 10833.76 20 2153.96
## 88 2022-03-31 2022-06-30 2022-05-04 436.37 429.66 10909.21 -100 -10909.21
## 89 2022-05-31 2022-08-31 2022-08-16 398.97 431.73 9974.18 25 2457.21
## 90 2022-08-31 2022-11-30 2022-11-30 383.47 407.68 9586.67 19 1815.99
## 91 2023-01-31 2023-04-30 2023-04-28 397.87 415.94 9946.77 14 1355.19
## 92 2023-05-31 2023-08-31 2023-07-27 410.56 459.44 10264.02 36 3665.93
## 93 2023-07-31 2023-10-31 2023-09-01 451.48 453.67 11286.88 1 164.62
## 94 2023-10-31 2024-01-31 2024-01-30 413.89 491.62 10347.15 56 5830.05
## 95 2024-01-31 2024-04-30 2024-03-28 479.84 524.61 11995.91 28 3358.02
## 96 2024-04-30 2024-07-31 2024-07-03 500.37 551.83 12509.14 31 3859.82
## AvgReturn MaxReturn MinReturn AvgProfit MaxProfit MinProfit TotalProfit
## 1 99 240 -100 2888.3 6111.73 -10909.21 277276.7
## CountLosses NumberOfTrades
## 1 1 96
## Processing: QQQ
## Start End Exit PriceIn PriceOut Prem Ret PnL
## 1 2000-01-31 2000-04-30 2000-03-24 76.37 120.50 1909.16 173 3310.02
## 2 2000-03-31 2000-06-30 2000-06-21 93.24 99.72 2330.91 21 486.19
## 3 2000-06-30 2000-09-30 2000-09-01 79.56 103.52 1988.99 90 1796.72
## 4 2000-10-31 2001-01-31 2000-12-11 69.57 74.78 1739.20 22 391.00
## 5 2001-01-31 2001-04-30 2001-03-06 54.75 50.66 1368.74 -100 -1368.74
## 6 2001-04-30 2001-07-31 2001-06-07 39.30 49.49 982.39 78 764.59
## 7 2001-07-31 2001-10-31 2001-09-04 35.56 37.50 888.94 16 145.69
## 8 2001-10-31 2002-01-31 2001-12-06 28.86 43.24 721.62 149 1078.13
## 9 2001-12-31 2002-03-31 2002-03-11 33.13 39.19 828.27 55 454.44
## 10 2002-04-30 2002-07-31 2002-05-31 27.02 31.04 675.43 45 301.71
## 11 2002-07-31 2002-10-31 2002-10-28 20.31 25.04 507.69 70 354.93
## 12 2002-10-31 2003-01-31 2002-12-02 20.90 28.79 522.59 113 591.48
## 13 2002-12-31 2003-03-31 2003-03-21 20.75 27.38 518.76 96 497.22
## 14 2003-03-31 2003-06-30 2003-06-06 21.50 31.47 537.49 139 747.77
## 15 2003-06-30 2003-09-30 2003-09-18 25.50 34.86 637.54 110 701.88
## 16 2003-09-30 2003-12-31 2003-12-31 27.60 36.64 690.12 98 677.65
## 17 2004-03-31 2004-06-30 2004-06-30 30.53 37.90 763.22 72 552.85
## 18 2004-08-31 2004-11-30 2004-11-29 28.98 39.64 724.46 110 799.62
## 19 2004-11-30 2005-02-28 2005-01-03 33.32 40.29 833.07 63 522.55
## 20 2005-01-31 2005-04-30 2005-03-07 32.16 38.29 804.07 57 459.55
## 21 2005-03-31 2005-06-30 2005-06-01 31.45 38.68 786.22 69 542.34
## 22 2005-06-30 2005-09-30 2005-08-02 31.66 40.14 791.47 80 636.10
## 23 2005-08-31 2005-11-30 2005-11-23 33.55 42.02 838.81 76 635.07
## 24 2005-11-30 2006-02-28 2006-01-11 35.50 43.31 887.44 66 585.93
## 25 2006-01-31 2006-04-30 2006-04-07 36.24 43.05 905.98 56 510.82
## 26 2006-05-31 2006-08-31 2006-06-30 33.52 39.14 837.97 50 421.60
## 27 2006-07-31 2006-10-31 2006-10-26 32.06 42.92 801.38 102 814.86
## 28 2006-10-31 2007-01-31 2007-01-16 36.81 45.40 920.28 70 644.16
## 29 2007-01-31 2007-04-30 2007-04-27 38.15 46.70 953.64 67 641.57
## 30 2007-04-30 2007-07-31 2007-07-19 39.81 50.66 995.17 82 813.99
## 31 2007-07-31 2007-10-31 2007-10-31 41.20 55.07 1029.97 101 1040.35
## 32 2007-11-30 2008-02-29 2007-12-31 44.50 51.68 1112.46 48 538.63
## 33 2008-01-31 2008-04-30 2008-04-30 39.18 48.06 979.49 68 666.03
## 34 2008-06-30 2008-09-30 2008-08-15 39.27 48.57 981.81 71 697.33
## 35 2008-09-30 2008-12-31 2008-11-04 33.85 34.01 846.31 1 11.82
## 36 2008-12-31 2009-03-31 2009-02-10 25.91 31.68 647.80 67 432.60
## 37 2009-03-31 2009-06-30 2009-06-11 26.46 37.23 661.52 122 807.68
## 38 2009-06-30 2009-09-30 2009-09-23 31.79 43.17 794.72 107 853.60
## 39 2009-09-30 2009-12-31 2009-12-28 36.95 46.30 923.84 76 700.98
## 40 2009-12-31 2010-03-31 2010-03-25 40.08 48.60 1002.04 64 638.88
## 41 2010-03-31 2010-06-30 2010-04-30 42.24 50.29 1055.95 57 603.89
## 42 2010-06-30 2010-09-30 2010-09-30 37.60 49.84 940.08 98 917.77
## 43 2010-11-30 2011-02-28 2011-02-16 45.97 59.04 1149.22 85 980.34
## 44 2011-02-28 2011-05-31 2011-05-02 51.08 59.34 1277.06 48 619.32
## 45 2011-05-31 2011-08-31 2011-07-26 51.68 59.83 1291.92 47 611.48
## 46 2011-08-31 2011-11-30 2011-10-27 48.86 59.20 1221.60 63 775.19
## 47 2011-10-31 2012-01-31 2012-01-31 51.52 60.86 1288.11 54 700.17
## 48 2012-02-29 2012-05-31 2012-04-03 57.49 68.55 1437.18 58 829.71
## 49 2012-04-30 2012-07-31 2012-07-19 59.69 65.31 1492.14 28 421.82
## 50 2012-07-31 2012-10-31 2012-09-19 58.07 70.58 1451.67 65 938.50
## 51 2012-10-31 2013-01-31 2013-01-23 58.37 67.79 1459.18 48 706.72
## 52 2013-01-31 2013-04-30 2013-04-30 60.43 70.73 1510.68 51 772.72
## 53 2013-05-31 2013-08-31 2013-08-26 66.35 77.28 1658.64 49 820.08
## 54 2013-09-30 2013-12-31 2013-12-31 71.89 87.96 1797.15 67 1205.54
## 55 2014-01-31 2014-04-30 2014-03-07 78.87 91.36 1971.77 48 936.70
## 56 2014-03-31 2014-06-30 2014-06-30 80.67 94.14 2016.68 50 1010.45
## 57 2014-07-31 2014-10-31 2014-10-31 87.67 101.75 2191.63 48 1056.36
## 58 2014-12-31 2015-03-31 2015-03-02 95.84 109.42 2396.01 43 1018.46
## 59 2015-03-31 2015-06-30 2015-06-24 98.25 111.13 2456.18 39 966.20
## 60 2015-06-30 2015-09-30 2015-08-05 99.84 113.00 2496.10 40 986.69
## 61 2015-08-31 2015-11-30 2015-11-04 97.27 115.47 2431.76 56 1364.97
## 62 2015-11-30 2016-02-29 2015-12-31 106.58 113.08 2664.60 18 487.22
## 63 2016-02-29 2016-05-31 2016-04-19 96.11 111.44 2402.69 48 1149.92
## 64 2016-05-31 2016-08-31 2016-08-23 103.77 118.01 2594.14 41 1068.32
## 65 2016-08-31 2016-11-30 2016-10-25 109.79 119.66 2744.85 27 739.96
## 66 2016-10-31 2017-01-31 2017-01-27 110.59 125.92 2764.72 42 1149.83
## 67 2017-01-31 2017-04-30 2017-04-28 118.10 136.34 2952.56 46 1367.82
## 68 2017-05-31 2017-08-31 2017-08-31 134.23 146.21 3355.82 27 898.28
## 69 2017-10-31 2018-01-31 2018-01-26 145.26 170.95 3631.54 53 1926.63
## 70 2018-01-31 2018-04-30 2018-03-13 162.07 175.21 4051.72 24 985.59
## 71 2018-04-30 2018-07-31 2018-07-25 154.22 182.93 3855.62 56 2152.89
## 72 2018-07-31 2018-10-31 2018-10-01 169.45 187.53 4236.24 32 1356.04
## 73 2018-10-31 2019-01-31 2018-12-03 163.38 173.31 4084.40 18 745.05
## 74 2018-12-31 2019-03-31 2019-03-21 148.83 182.83 3720.78 69 2549.92
## 75 2019-04-30 2019-07-31 2019-07-26 183.20 195.55 4580.05 20 926.09
## 76 2019-07-31 2019-10-31 2019-10-28 185.12 197.83 4627.96 21 953.37
## 77 2019-10-31 2020-01-31 2020-01-24 191.30 225.88 4782.41 54 2593.79
## 78 2020-01-31 2020-04-30 2020-04-30 213.10 220.04 5327.55 10 520.36
## 79 2020-06-30 2020-09-30 2020-09-02 241.79 303.50 6044.69 77 4628.42
## 80 2020-09-30 2020-12-31 2020-12-29 271.32 314.69 6782.94 48 3252.92
## 81 2020-12-31 2021-03-31 2021-02-16 306.93 338.19 7673.26 31 2344.47
## 82 2021-03-31 2021-06-30 2021-06-30 312.60 355.23 7814.94 41 3197.42
## 83 2021-08-31 2021-11-30 2021-11-22 372.60 408.71 9315.11 29 2707.92
## 84 2021-11-30 2022-02-28 2022-01-04 386.63 402.28 9665.86 12 1173.41
## 85 2022-01-31 2022-04-30 2022-03-29 356.88 371.83 8922.03 13 1121.16
## 86 2022-03-31 2022-06-30 2022-05-04 356.82 330.29 8920.51 -100 -8920.51
## 87 2022-05-31 2022-08-31 2022-08-16 303.42 334.42 7585.41 31 2325.27
## 88 2022-08-31 2022-11-30 2022-11-30 295.11 293.47 7377.87 -100 -7377.87
## 89 2023-01-31 2023-04-30 2023-04-28 291.75 322.65 7293.71 32 2317.63
## 90 2023-05-31 2023-08-31 2023-07-19 345.13 387.98 8628.29 37 3213.64
## 91 2023-07-31 2023-10-31 2023-09-01 381.05 380.83 9526.26 -100 -9526.26
## 92 2023-10-31 2024-01-31 2024-01-24 348.97 429.85 8724.24 70 6066.03
## 93 2024-01-31 2024-04-30 2024-03-21 415.76 449.34 10393.96 24 2518.61
## 94 2024-04-30 2024-07-31 2024-07-03 423.92 491.17 10597.90 48 5044.04
## AvgReturn MaxReturn MinReturn AvgProfit MaxProfit MinProfit TotalProfit
## 1 52 173 -100 848.94 6066.03 -9526.26 79800.05
## CountLosses NumberOfTrades
## 1 4 94
## Processing: AVGO
## Start End Exit PriceIn PriceOut Prem Ret PnL
## 1 2009-08-31 2009-11-30 2009-10-15 13.01 17.95 325.35 114 370.21
## 2 2009-11-30 2010-02-28 2010-01-11 11.34 19.55 283.52 217 615.70
## 3 2010-03-31 2010-06-30 2010-06-17 14.70 23.69 367.53 183 674.15
## 4 2010-06-30 2010-09-30 2010-09-30 15.06 23.00 376.47 158 595.58
## 5 2010-11-30 2011-02-28 2011-02-16 18.67 34.60 466.75 256 1194.76
## 6 2011-02-28 2011-05-31 2011-05-10 24.37 36.18 609.23 145 885.82
## 7 2011-05-31 2011-08-31 2011-07-07 24.29 39.45 607.21 187 1137.13
## 8 2011-08-31 2011-11-30 2011-10-18 23.86 35.97 596.56 152 908.08
## 9 2011-10-31 2012-01-31 2012-01-18 24.41 35.00 610.28 130 794.15
## 10 2012-01-31 2012-04-30 2012-03-30 24.64 39.22 615.93 178 1093.71
## 11 2012-04-30 2012-07-31 2012-07-31 25.12 37.64 627.93 150 939.21
## 12 2012-08-31 2012-11-30 2012-10-01 26.76 35.54 668.94 98 658.68
## 13 2012-10-31 2013-01-31 2013-01-31 24.28 36.09 606.94 146 885.94
## 14 2013-02-28 2013-05-31 2013-05-31 25.28 38.27 631.91 154 974.51
## 15 2013-07-31 2013-10-31 2013-10-21 27.40 47.21 684.94 217 1485.94
## 16 2013-10-31 2014-01-31 2014-01-15 34.13 57.18 853.33 203 1728.52
## 17 2014-01-31 2014-04-30 2014-03-21 41.25 65.83 1031.13 179 1843.85
## 18 2014-03-31 2014-06-30 2014-06-09 48.83 72.50 1220.70 145 1775.39
## 19 2014-06-30 2014-09-30 2014-09-19 54.86 90.88 1371.49 197 2701.54
## 20 2014-09-30 2014-12-31 2014-12-05 66.47 105.00 1661.65 174 2890.04
## 21 2014-12-31 2015-03-31 2015-03-23 77.13 136.28 1928.15 230 4436.55
## 22 2015-03-31 2015-06-30 2015-06-01 97.65 150.50 2441.19 162 3963.94
## 23 2015-06-30 2015-09-30 2015-09-15 102.51 134.95 2562.80 95 2432.86
## 24 2015-09-30 2015-12-31 2015-12-07 96.71 149.72 2417.66 164 3976.02
## 25 2015-12-31 2016-03-31 2016-03-31 112.63 157.37 2815.81 119 3355.32
## 26 2016-05-31 2016-08-31 2016-08-30 120.18 179.42 3004.39 148 4443.32
## 27 2016-08-31 2016-11-30 2016-11-08 137.78 178.02 3444.59 88 3017.73
## 28 2016-11-30 2017-02-28 2017-02-23 133.55 215.96 3338.85 185 6180.46
## 29 2017-02-28 2017-05-31 2017-05-31 166.18 242.89 4154.43 138 5753.45
## 30 2017-06-30 2017-09-30 2017-08-24 185.22 259.36 4630.56 120 5560.33
## 31 2017-08-31 2017-11-30 2017-11-27 200.34 285.68 5008.47 128 6400.58
## 32 2017-11-30 2018-02-28 2018-01-05 221.80 274.26 5545.07 71 3934.30
## 33 2018-01-31 2018-04-30 2018-03-13 199.25 273.85 4981.15 112 5595.30
## 34 2018-04-30 2018-07-31 2018-06-15 187.00 271.81 4674.92 136 6360.99
## 35 2018-07-31 2018-10-31 2018-10-01 183.19 252.14 4579.63 113 5171.60
## 36 2018-10-31 2019-01-31 2019-01-30 185.99 273.75 4649.80 142 6581.84
## 37 2019-01-31 2019-04-30 2019-04-18 225.59 322.45 5639.87 129 7264.15
## 38 2019-04-30 2019-07-31 2019-07-01 270.16 305.75 6754.05 40 2669.09
## 39 2019-07-31 2019-10-31 2019-09-12 248.42 302.33 6210.38 65 4043.60
## 40 2019-09-30 2019-12-31 2019-12-18 238.67 331.20 5966.68 116 6939.97
## 41 2019-12-31 2020-03-31 2020-02-14 275.97 325.70 6899.30 54 3729.61
## 42 2020-03-31 2020-06-30 2020-06-05 210.57 328.11 5264.32 167 8815.30
## 43 2020-06-30 2020-09-30 2020-09-02 283.19 378.96 7079.66 101 7183.02
## 44 2020-09-30 2020-12-31 2020-12-31 329.87 438.50 8246.81 99 8147.06
## 45 2021-03-31 2021-06-30 2021-06-30 426.71 478.59 10667.66 36 3891.27
## 46 2021-08-31 2021-11-30 2021-11-19 461.16 577.21 11529.11 75 8703.42
## 47 2021-11-30 2022-02-28 2022-01-04 517.30 672.19 12932.60 90 11616.44
## 48 2022-01-31 2022-04-30 2022-03-29 550.89 645.31 13772.25 51 7081.48
## 49 2022-03-31 2022-06-30 2022-05-17 596.08 609.00 14901.95 7 969.14
## 50 2022-05-31 2022-08-31 2022-08-18 549.17 560.56 13729.31 6 854.07
## 51 2022-08-31 2022-11-30 2022-11-30 476.39 551.66 11909.82 47 5645.04
## 52 2023-01-31 2023-04-30 2023-03-22 567.76 648.50 14194.08 43 6055.25
## 53 2023-03-31 2023-06-30 2023-05-30 627.11 921.78 15677.70 141 22100.40
## 54 2023-05-31 2023-08-31 2023-08-31 789.78 923.67 19744.61 51 10041.43
## 55 2023-10-31 2024-01-31 2024-01-24 831.33 1284.55 20783.19 164 33991.69
## 56 2024-01-31 2024-04-30 2024-03-04 1171.28 1438.17 29281.92 68 20016.99
## 57 2024-04-30 2024-07-31 2024-06-18 1296.15 1851.62 32403.86 129 41659.93
## AvgReturn MaxReturn MinReturn AvgProfit MaxProfit MinProfit TotalProfit
## 1 127 256 6 5662.03 41659.93 370.21 322735.9
## CountLosses NumberOfTrades
## 1 0 57
## Processing: AFRM
## Start End Exit PriceIn PriceOut Prem Ret PnL
## 1 2021-03-31 2021-06-30 2021-04-30 70.72 74.29 1768.00 15 268.12
## 2 2021-06-30 2021-09-30 2021-09-24 67.35 133.17 1683.75 293 4936.50
## 3 2021-09-30 2021-12-31 2021-11-08 119.13 176.65 2978.25 145 4314.00
## 4 2021-11-30 2022-02-28 2021-12-31 126.68 105.74 3167.00 -100 -3167.00
## 5 2022-01-31 2022-04-30 2022-03-30 64.07 51.49 1601.75 -100 -1601.75
## 6 2022-03-31 2022-06-30 2022-05-04 46.28 31.95 1157.00 -100 -1157.00
## 7 2022-05-31 2022-08-31 2022-08-16 28.50 40.97 712.50 131 935.25
## 8 2022-08-31 2022-11-30 2022-10-27 23.43 21.96 585.75 -100 -585.75
## 9 2022-10-31 2023-01-31 2023-01-27 20.07 16.59 501.75 -100 -501.75
## 10 2023-01-31 2023-04-30 2023-03-06 16.19 14.36 404.75 -100 -404.75
## 11 2023-03-31 2023-06-30 2023-06-09 11.27 19.58 281.75 221 623.25
## 12 2023-06-30 2023-09-30 2023-09-18 15.33 25.63 383.25 202 772.50
## 13 2023-10-31 2024-01-31 2023-12-27 17.61 52.48 440.25 594 2615.25
## 14 2024-01-31 2024-04-30 2024-03-13 40.51 40.32 1012.75 -100 -1012.75
## 15 2024-04-30 2024-07-31 2024-06-12 31.88 39.25 797.00 69 552.75
## AvgReturn MaxReturn MinReturn AvgProfit MaxProfit MinProfit TotalProfit
## 1 65 594 -100 439.12 4936.5 -3167 6586.87
## CountLosses NumberOfTrades
## 1 7 15
Summary Output
Summary Statistics for Stock Symbols
|
Symbol
|
AvgReturn
|
MaxReturn
|
MinReturn
|
AvgProfit
|
MaxProfit
|
MinProfit
|
TotalProfit
|
CountLosses
|
NumberOfTrades
|
|
AVGO
|
127
|
256
|
6
|
5,662.0
|
41,659.93
|
370
|
322,736
|
0
|
57
|
|
SPY
|
99
|
240
|
-100
|
2,888.3
|
6,111.73
|
-10,909
|
277,277
|
1
|
96
|
|
COST
|
128
|
333
|
1
|
2,486.4
|
12,600.53
|
30
|
243,667
|
0
|
98
|
|
LLY
|
172
|
548
|
3
|
2,234.7
|
9,860.55
|
121
|
216,764
|
0
|
97
|
|
SMCI
|
61
|
444
|
-100
|
1,801.8
|
52,454.25
|
-976
|
126,124
|
12
|
70
|
|
NFLX
|
63
|
426
|
-100
|
1,314.3
|
12,596.25
|
-16,048
|
115,660
|
12
|
88
|
|
MSFT
|
115
|
294
|
-100
|
975.1
|
5,934.31
|
-7,557
|
96,535
|
2
|
99
|
|
QQQ
|
52
|
173
|
-100
|
848.9
|
6,066.03
|
-9,526
|
79,800
|
4
|
94
|
|
META
|
42
|
194
|
-100
|
1,581.2
|
10,661.25
|
-7,815
|
75,896
|
4
|
48
|
|
TSLA
|
57
|
323
|
-100
|
966.5
|
11,700.25
|
-6,890
|
55,088
|
9
|
57
|
|
GOOG
|
31
|
291
|
-100
|
324.8
|
2,608.59
|
-2,726
|
26,312
|
10
|
81
|
|
AAPL
|
88
|
238
|
-100
|
251.4
|
3,858.80
|
-4,885
|
24,633
|
6
|
98
|
|
GOOGL
|
29
|
291
|
-100
|
303.1
|
2,607.80
|
-2,702
|
24,550
|
11
|
81
|
|
AMZN
|
38
|
378
|
-100
|
239.5
|
3,173.55
|
-4,384
|
24,426
|
15
|
102
|
|
NVDA
|
91
|
1,024
|
-100
|
113.3
|
2,753.79
|
-816
|
10,762
|
9
|
95
|
|
AFRM
|
65
|
594
|
-100
|
439.1
|
4,936.50
|
-3,167
|
6,587
|
7
|
15
|