Trading Performance
Please note:
- All model calculations on this day use intraday market data from prior to the closing auction.
- All prices & return calculations on this page use the final closing auction price from the ASX.
- Closing prices are adjusted for capital actions and dividents.
- This site is updated every day, so prices may change due to adjustments but relative returns will not.
Model vs S&P/ASX 200 Total Return Index (XJOA) Summary
Strategy Benchmark
------------------------- ---------- -----------
Start Period 2021-05-27 2021-05-27
End Period 2022-01-06 2022-01-06
Risk-Free Rate 0.0% 0.0%
Time in Market 57.0% 68.0%
Cumulative Return 0.07% 6.46%
CAGR﹪ 0.11% 10.75%
Sharpe 0.07 0.84
Smart Sharpe 0.06 0.76
Sortino 0.09 1.16
Smart Sortino 0.08 1.05
Sortino/√2 0.06 0.82
Smart Sortino/√2 0.06 0.74
Omega 1.02 1.02
Max Drawdown -14.26% -4.82%
Longest DD Days 108 145
Volatility (ann.) 12.72% 8.77%
R^2 0.02 0.02
Calmar 0.01 2.23
Skew -2.7 -0.68
Kurtosis 26.38 3.42
Expected Daily % 0.0% 0.03%
Expected Monthly % 0.01% 0.7%
Expected Yearly % 0.03% 3.18%
Kelly Criterion 7.76% 7.33%
Risk of Ruin 0.0% 0.0%
Daily Value-at-Risk -1.31% -0.88%
Expected Shortfall (cVaR) -1.31% -0.88%
Gain/Pain Ratio 0.02 0.19
Gain/Pain (1M) 0.07 2.07
Payoff Ratio 0.86 0.87
Profit Factor 1.02 1.19
Common Sense Ratio 0.9 1.45
CPC Index 0.5 0.59
Tail Ratio 0.89 1.22
Outlier Win Ratio 6.1 6.01
Outlier Loss Ratio 2.66 4.02
MTD -6.86% 0.0%
3M -10.66% 3.06%
6M -6.54% 3.98%
YTD -6.86% 0.0%
1Y 0.07% 6.46%
3Y (ann.) 0.11% 10.75%
5Y (ann.) 0.11% 10.75%
10Y (ann.) 0.11% 10.75%
All-time (ann.) 0.11% 10.75%
Best Day 3.59% 1.85%
Worst Day -6.86% -2.15%
Best Month 5.15% 2.67%
Worst Month -6.86% -2.03%
Best Year 7.44% 6.46%
Worst Year -6.86% 0.0%
Avg. Drawdown -2.07% -1.09%
Avg. Drawdown Days 14 25
Recovery Factor 0.0 1.34
Ulcer Index 0.05 0.02
Serenity Index 0.0 0.51
Avg. Up Month 2.39% 1.85%
Avg. Down Month -0.76% -1.65%
Win Days % 57.48% 56.86%
Win Month % 55.56% 75.0%
Win Quarter % 50.0% 100.0%
Win Year % 50.0% 100.0%
Beta 0.19 -
Alpha -0.0 -
Current Holdings
Currently holding 10 positions for an average of 25.5 days with a total portfolio return of -0.92%.
| Ticker | Buy Date | Current Date | Days Held | Buy Price | Current Price | Return (Total) |
|---|---|---|---|---|---|---|
| WTC | 2021-11-23 | 2021-12-31 | 38 | 53 | 58.58 | +10.53% |
| CHC | 2021-12-22 | 2021-12-31 | 9 | 19.7993 | 20.58 | + 3.94% |
| SUN | 2021-12-08 | 2021-12-31 | 23 | 10.85 | 11.07 | + 2.03% |
| RMD | 2021-12-16 | 2021-12-31 | 15 | 35.56 | 35.78 | + 0.62% |
| AEF | 2021-11-11 | 2021-12-31 | 50 | 13.85 | 13.79 | - 0.43% |
| IMU | 2021-12-22 | 2021-12-31 | 9 | 0.405 | 0.4 | - 1.23% |
| LOV | 2021-12-09 | 2021-12-31 | 22 | 20.46 | 20.09 | - 1.81% |
| CUV | 2021-12-23 | 2021-12-31 | 8 | 28.44 | 27.21 | - 4.32% |
| JHG | 2021-11-30 | 2021-12-31 | 31 | 62.7 | 58.27 | - 7.07% |
| PNI | 2021-11-11 | 2021-12-31 | 50 | 17.63 | 15.61 | -11.46% |
Realised Returns
Average trade return is +0.033% (-0.127% after transaction costs ) over 295 trades. For reporting purposes all open positions are counted as sold at the last market closing price at the end of the reporting period.
| Sell Date | Sold Positions | Days Held (Avg) | Return (Avg) | Return (Portfolio) |
|---|---|---|---|---|
| 2022-01-06 | 10 | 31.5 | - 6.86% | - 6.86% |
| 2021-12-23 | 1 | 7 | + 0.65% | + 0.07% |
| 2021-12-22 | 2 | 6.5 | - 1.61% | - 0.32% |
| 2021-12-16 | 3 | 6 | + 0.71% | + 0.21% |
| 2021-12-15 | 2 | 4.5 | + 1.92% | + 0.38% |
| 2021-12-14 | 2 | 3 | + 1.80% | + 0.36% |
| 2021-12-13 | 1 | 10 | + 1.16% | + 0.12% |
| 2021-12-09 | 2 | 2 | + 3.64% | + 0.73% |
| 2021-12-08 | 1 | 2 | +10.48% | + 1.05% |
| 2021-12-07 | 3 | 13.7 | + 2.68% | + 0.81% |
| 2021-12-06 | 1 | 4 | - 1.71% | - 0.17% |
| 2021-12-03 | 3 | 9.3 | - 3.64% | - 1.09% |
| 2021-12-02 | 1 | 2 | - 1.72% | - 0.17% |
| 2021-12-01 | 2 | 40 | - 8.13% | - 1.63% |
| 2021-11-30 | 3 | 2 | + 5.95% | + 1.78% |
| 2021-11-29 | 3 | 4 | - 4.85% | - 1.46% |
| 2021-11-26 | 1 | 9 | - 4.22% | - 0.42% |
| 2021-11-25 | 3 | 1.3 | + 3.17% | + 0.95% |
| 2021-11-24 | 2 | 5.5 | - 8.70% | - 1.74% |
| 2021-11-23 | 2 | 13 | - 0.20% | - 0.04% |
| 2021-11-22 | 2 | 11 | - 2.21% | - 0.44% |
| 2021-11-19 | 1 | 7 | + 0.33% | + 0.03% |
| 2021-11-17 | 1 | 1 | + 4.52% | + 0.45% |
| 2021-11-16 | 1 | 1 | + 0.91% | + 0.09% |
| 2021-11-15 | 2 | 4 | + 2.95% | + 0.59% |
| 2021-11-12 | 1 | 7 | - 9.35% | - 0.94% |
| 2021-11-11 | 4 | 6.5 | - 2.03% | - 0.81% |
| 2021-11-10 | 1 | 6 | - 5.00% | - 0.50% |
| 2021-11-08 | 2 | 4 | + 3.98% | + 0.80% |
| 2021-11-05 | 1 | 7 | +14.83% | + 1.48% |
| 2021-11-04 | 4 | 5.2 | + 0.27% | + 0.11% |
| 2021-11-03 | 2 | 5.5 | - 8.27% | - 1.65% |
| 2021-11-02 | 1 | 14 | + 5.54% | + 0.55% |
| 2021-11-01 | 3 | 18.3 | - 0.68% | - 0.20% |
| 2021-10-29 | 3 | 3.3 | - 3.68% | - 1.10% |
| 2021-10-28 | 1 | 1 | + 0.90% | + 0.09% |
| 2021-10-27 | 2 | 10.5 | - 4.70% | - 0.94% |
| 2021-10-26 | 2 | 3 | - 2.39% | - 0.48% |
| 2021-10-25 | 2 | 7 | + 2.65% | + 0.53% |
| 2021-10-21 | 2 | 4.5 | - 1.40% | - 0.28% |
| 2021-10-20 | 2 | 1 | + 5.57% | + 1.11% |
| 2021-10-19 | 4 | 10.5 | - 7.30% | - 2.92% |
| 2021-10-18 | 1 | 3 | + 7.41% | + 0.74% |
| 2021-10-15 | 4 | 10.8 | + 0.45% | + 0.18% |
| 2021-10-14 | 1 | 1 | + 2.29% | + 0.23% |
| 2021-10-13 | 3 | 6 | - 1.84% | - 0.55% |
| 2021-10-11 | 3 | 6 | + 1.32% | + 0.40% |
| 2021-10-08 | 3 | 1 | + 2.79% | + 0.84% |
| 2021-10-07 | 3 | 2 | - 2.05% | - 0.61% |
| 2021-10-06 | 2 | 9.5 | - 0.82% | - 0.16% |
| 2021-10-05 | 1 | 1 | - 1.04% | - 0.10% |
| 2021-10-04 | 2 | 5 | + 0.64% | + 0.13% |
| 2021-10-01 | 3 | 1.7 | - 0.12% | - 0.04% |
| 2021-09-30 | 2 | 4.5 | + 1.36% | + 0.27% |
| 2021-09-29 | 3 | 5 | - 5.15% | - 1.55% |
| 2021-09-28 | 1 | 1 | - 1.29% | - 0.13% |
| 2021-09-27 | 3 | 10.7 | - 2.06% | - 0.62% |
| 2021-09-24 | 2 | 7 | + 2.56% | + 0.51% |
| 2021-09-23 | 1 | 2 | + 1.47% | + 0.15% |
| 2021-09-22 | 4 | 4 | - 4.07% | - 1.63% |
| 2021-09-21 | 2 | 4 | - 3.66% | - 0.73% |
| 2021-09-20 | 2 | 4 | - 1.76% | - 0.35% |
| 2021-09-17 | 3 | 5.7 | + 1.04% | + 0.31% |
| 2021-09-16 | 5 | 7.6 | + 0.36% | + 0.18% |
| 2021-09-14 | 5 | 6.4 | + 0.69% | + 0.34% |
| 2021-09-13 | 1 | 12 | + 1.07% | + 0.11% |
| 2021-09-09 | 1 | 1 | + 0.54% | + 0.05% |
| 2021-09-08 | 3 | 3.7 | + 1.24% | + 0.37% |
| 2021-09-07 | 2 | 26.5 | - 1.28% | - 0.26% |
| 2021-09-06 | 1 | 3 | + 4.36% | + 0.44% |
| 2021-09-03 | 3 | 5.3 | + 6.18% | + 1.85% |
| 2021-09-02 | 3 | 6 | + 2.30% | + 0.69% |
| 2021-09-01 | 3 | 4 | - 0.14% | - 0.04% |
| 2021-08-30 | 2 | 4 | - 4.77% | - 0.95% |
| 2021-08-27 | 3 | 7.7 | + 0.63% | + 0.19% |
| 2021-08-26 | 5 | 10.2 | - 5.14% | - 2.57% |
| 2021-08-23 | 2 | 17.5 | + 3.82% | + 0.76% |
| 2021-08-20 | 2 | 2 | - 1.52% | - 0.30% |
| 2021-08-19 | 2 | 17 | + 3.58% | + 0.72% |
| 2021-08-18 | 3 | 32.3 | +11.97% | + 3.59% |
| 2021-08-17 | 1 | 1 | - 1.26% | - 0.13% |
| 2021-08-16 | 2 | 6.5 | - 2.28% | - 0.46% |
| 2021-08-13 | 2 | 6 | + 1.48% | + 0.30% |
| 2021-08-12 | 2 | 3.5 | + 1.59% | + 0.32% |
| 2021-08-11 | 1 | 2 | - 2.16% | - 0.22% |
| 2021-08-09 | 1 | 10 | -14.79% | - 1.48% |
| 2021-08-06 | 2 | 8 | +12.56% | + 2.51% |
| 2021-08-03 | 1 | 6 | +10.46% | + 1.05% |
| 2021-08-02 | 1 | 7 | - 6.00% | - 0.60% |
| 2021-07-30 | 4 | 5.2 | - 1.06% | - 0.43% |
| 2021-07-29 | 3 | 17.7 | + 3.63% | + 1.09% |
| 2021-07-28 | 3 | 7.7 | - 1.54% | - 0.46% |
| 2021-07-26 | 2 | 4 | + 2.54% | + 0.51% |
| 2021-07-23 | 1 | 2 | + 1.76% | + 0.18% |
| 2021-07-22 | 2 | 9.5 | - 0.80% | - 0.16% |
| 2021-07-21 | 3 | 3 | + 0.64% | + 0.19% |
| 2021-07-20 | 1 | 1 | + 0.00% | + 0.00% |
| 2021-07-19 | 4 | 16 | + 1.72% | + 0.69% |
| 2021-07-16 | 4 | 4.2 | + 0.92% | + 0.37% |
| 2021-07-14 | 3 | 4.3 | + 1.40% | + 0.42% |
| 2021-07-13 | 2 | 2.5 | + 3.57% | + 0.71% |
| 2021-07-12 | 2 | 7.5 | - 4.42% | - 0.88% |
| 2021-07-09 | 3 | 2.3 | - 1.39% | - 0.42% |
| 2021-07-08 | 1 | 14 | + 0.90% | + 0.09% |
| 2021-07-07 | 2 | 2 | + 0.73% | + 0.15% |
| 2021-07-06 | 1 | 1 | - 1.00% | - 0.10% |
| 2021-07-05 | 5 | 9 | + 1.80% | + 0.90% |
| 2021-06-30 | 2 | 2 | + 3.41% | + 0.68% |
| 2021-06-29 | 1 | 8 | + 6.10% | + 0.61% |
| 2021-06-28 | 3 | 6.3 | - 0.85% | - 0.26% |
| 2021-06-25 | 2 | 2 | - 0.62% | - 0.12% |
| 2021-06-24 | 2 | 7 | + 3.95% | + 0.79% |
| 2021-06-23 | 1 | 1 | + 0.00% | + 0.00% |
| 2021-06-22 | 3 | 4.3 | + 3.08% | + 0.92% |
| 2021-06-21 | 3 | 12.7 | - 1.86% | - 0.56% |
| 2021-06-18 | 1 | 1 | + 4.28% | + 0.43% |
| 2021-06-17 | 2 | 2 | - 4.09% | - 0.82% |
| 2021-06-15 | 4 | 6.2 | + 3.07% | + 1.23% |
| 2021-06-11 | 4 | 4.5 | + 2.96% | + 1.18% |
| 2021-06-10 | 2 | 5 | - 3.79% | - 0.76% |
| 2021-06-09 | 1 | 1 | + 5.86% | + 0.59% |
| 2021-06-08 | 3 | 4.3 | - 2.26% | - 0.68% |
| 2021-06-07 | 3 | 9.3 | + 1.11% | + 0.33% |
| 2021-06-04 | 2 | 2 | + 3.77% | + 0.75% |
| 2021-06-03 | 2 | 4 | + 0.74% | + 0.15% |
| 2021-06-02 | 1 | 1 | + 5.33% | + 0.53% |
| 2021-06-01 | 2 | 1 | + 0.29% | + 0.06% |
| 2021-05-31 | 3 | 4 | + 1.52% | + 0.46% |
| 2021-05-28 | 2 | 1 | + 2.85% | + 0.57% |
Unrealised Returns
| Current Date | Held Positions | Days Held (Avg) | Return (Avg) | Return (Portfolio) |
|---|---|---|---|---|
| 2021-12-31 | 10 | 25.5 | - 0.92% | - 0.92% |
| 2021-12-30 | 10 | 24.5 | + 0.06% | + 0.06% |
| 2021-12-24 | 10 | 18.5 | - 1.13% | - 1.13% |
| 2021-12-23 | 10 | 17.5 | - 2.07% | - 2.07% |
| 2021-12-22 | 10 | 17.2 | - 1.87% | - 1.87% |
| 2021-12-21 | 10 | 17.5 | - 3.62% | - 3.62% |
| 2021-12-17 | 10 | 13.5 | - 3.22% | - 3.22% |
| 2021-12-16 | 10 | 12.5 | - 1.53% | - 1.53% |
| 2021-12-15 | 10 | 13.3 | - 3.52% | - 3.52% |
| 2021-12-14 | 10 | 13.2 | - 0.82% | - 0.82% |
| 2021-12-13 | 10 | 12.8 | - 2.18% | - 2.18% |
| 2021-12-09 | 10 | 9.8 | - 2.51% | - 2.51% |
| 2021-12-08 | 10 | 9.2 | - 1.91% | - 1.91% |
| 2021-12-07 | 10 | 8.4 | - 3.55% | - 3.55% |
| 2021-12-06 | 10 | 11.5 | - 5.32% | - 5.32% |
| 2021-12-03 | 10 | 8.9 | - 2.36% | - 2.36% |
| 2021-12-02 | 10 | 10.7 | - 4.30% | - 4.30% |
| 2021-12-01 | 10 | 9.9 | - 3.10% | - 3.10% |
| 2021-11-30 | 10 | 16.9 | - 2.15% | - 2.15% |
| 2021-11-29 | 10 | 16.5 | - 3.94% | - 3.94% |
| 2021-11-26 | 10 | 14.7 | - 5.27% | - 5.27% |
| 2021-11-25 | 10 | 14.6 | - 2.47% | - 2.47% |
| 2021-11-24 | 10 | 14 | - 2.17% | - 2.17% |
| 2021-11-23 | 10 | 14.1 | - 2.96% | - 2.96% |
| 2021-11-22 | 10 | 15.7 | - 3.88% | - 3.88% |
| 2021-11-19 | 10 | 14.9 | - 2.61% | - 2.61% |
| 2021-11-18 | 10 | 14.6 | - 2.57% | - 2.57% |
| 2021-11-17 | 10 | 13.6 | - 2.22% | - 2.22% |
| 2021-11-16 | 10 | 12.7 | - 2.11% | - 2.11% |
| 2021-11-15 | 10 | 11.8 | - 0.78% | - 0.78% |
| 2021-11-12 | 10 | 9.6 | - 1.47% | - 1.47% |
| 2021-11-11 | 10 | 9.3 | - 3.05% | - 3.05% |
| 2021-11-10 | 10 | 10.9 | - 3.98% | - 3.98% |
| 2021-11-09 | 10 | 10.5 | - 3.38% | - 3.38% |
| 2021-11-08 | 10 | 9.5 | - 2.37% | - 2.37% |
| 2021-11-05 | 10 | 7.3 | - 1.90% | - 1.90% |
| 2021-11-04 | 10 | 7 | - 0.60% | - 0.60% |
| 2021-11-03 | 10 | 8.1 | - 3.11% | - 3.11% |
| 2021-11-02 | 10 | 8.2 | - 6.18% | - 6.18% |
| 2021-11-01 | 10 | 8.6 | - 2.63% | - 2.63% |
| 2021-10-29 | 10 | 11.1 | - 4.06% | - 4.06% |
| 2021-10-28 | 10 | 11.1 | - 4.58% | - 4.58% |
| 2021-10-27 | 10 | 10.2 | - 2.78% | - 2.78% |
| 2021-10-26 | 10 | 11.3 | - 3.52% | - 3.52% |
| 2021-10-25 | 10 | 10.9 | - 2.38% | - 2.38% |
| 2021-10-22 | 10 | 9.3 | - 1.45% | - 1.45% |
| 2021-10-21 | 10 | 8.3 | - 0.76% | - 0.76% |
| 2021-10-20 | 10 | 8.2 | - 0.92% | - 0.92% |
| 2021-10-19 | 10 | 7.4 | - 0.99% | - 0.99% |
| 2021-10-18 | 10 | 10.6 | - 4.54% | - 4.54% |
| 2021-10-15 | 10 | 7.9 | - 4.81% | - 4.81% |
| 2021-10-14 | 10 | 11.2 | - 4.49% | - 4.49% |
| 2021-10-13 | 10 | 10.3 | - 6.65% | - 6.65% |
| 2021-10-11 | 10 | 10.1 | - 7.08% | - 7.08% |
| 2021-10-08 | 10 | 8.9 | - 6.21% | - 6.21% |
| 2021-10-07 | 10 | 8.2 | - 6.48% | - 6.48% |
| 2021-10-06 | 10 | 7.8 | - 9.79% | - 9.79% |
| 2021-10-05 | 10 | 8.7 | - 8.76% | - 8.76% |
| 2021-10-04 | 10 | 7.8 | - 6.24% | - 6.24% |
| 2021-10-01 | 10 | 5.8 | - 6.41% | - 6.41% |
| 2021-09-30 | 10 | 5.3 | - 4.77% | - 4.77% |
| 2021-09-29 | 10 | 5.2 | - 4.83% | - 4.83% |
| 2021-09-28 | 10 | 5.7 | - 5.08% | - 5.08% |
| 2021-09-27 | 10 | 4.8 | - 3.24% | - 3.24% |
| 2021-09-24 | 10 | 5 | - 4.09% | - 4.09% |
| 2021-09-23 | 10 | 5.4 | - 1.31% | - 1.31% |
| 2021-09-22 | 10 | 4.6 | - 2.20% | - 2.20% |
| 2021-09-21 | 10 | 5.2 | - 6.23% | - 6.23% |
| 2021-09-20 | 10 | 5 | - 7.97% | - 7.97% |
| 2021-09-17 | 10 | 2.8 | - 4.23% | - 4.23% |
| 2021-09-16 | 10 | 3.5 | - 0.75% | - 0.75% |
| 2021-09-15 | 10 | 6.3 | - 0.90% | - 0.90% |
| 2021-09-14 | 10 | 5.3 | + 0.10% | + 0.10% |
| 2021-09-13 | 10 | 7.5 | - 1.92% | - 1.92% |
| 2021-09-10 | 10 | 5.7 | - 1.30% | - 1.30% |
| 2021-09-09 | 10 | 4.7 | - 3.26% | - 3.26% |
| 2021-09-08 | 10 | 3.8 | - 1.17% | - 1.17% |
| 2021-09-07 | 10 | 3.9 | - 1.07% | - 1.07% |
| 2021-09-06 | 10 | 8.2 | - 1.64% | - 1.64% |
| 2021-09-03 | 10 | 5.5 | + 0.33% | + 0.33% |
| 2021-09-02 | 10 | 6.1 | + 1.40% | + 1.40% |
| 2021-09-01 | 10 | 6.9 | + 0.76% | + 0.76% |
| 2021-08-31 | 10 | 7.1 | + 1.03% | + 1.03% |
| 2021-08-30 | 10 | 6.1 | + 0.01% | + 0.01% |
| 2021-08-27 | 10 | 3.9 | - 0.77% | - 0.77% |
| 2021-08-26 | 10 | 5.2 | + 0.85% | + 0.85% |
| 2021-08-25 | 10 | 9.3 | - 2.09% | - 2.09% |
| 2021-08-24 | 10 | 8.3 | - 2.82% | - 2.82% |
| 2021-08-23 | 10 | 7.3 | - 2.57% | - 2.57% |
| 2021-08-20 | 10 | 7.8 | - 2.96% | - 2.96% |
| 2021-08-19 | 10 | 7.2 | - 3.48% | - 3.48% |
| 2021-08-18 | 10 | 9.6 | - 0.65% | - 0.65% |
| 2021-08-17 | 10 | 18.3 | + 0.25% | + 0.25% |
| 2021-08-16 | 10 | 17.4 | + 1.21% | + 1.21% |
| 2021-08-13 | 10 | 15.7 | + 1.11% | + 1.11% |
| 2021-08-12 | 10 | 15.9 | + 0.49% | + 0.49% |
| 2021-08-11 | 10 | 15.6 | + 0.89% | + 0.89% |
| 2021-08-10 | 10 | 14.8 | + 1.11% | + 1.11% |
| 2021-08-09 | 10 | 13.8 | + 0.84% | + 0.84% |
| 2021-08-06 | 10 | 11.8 | - 0.34% | - 0.34% |
| 2021-08-05 | 10 | 12.4 | + 1.24% | + 1.24% |
| 2021-08-04 | 10 | 11.4 | + 1.50% | + 1.50% |
| 2021-08-03 | 10 | 10.4 | + 1.23% | + 1.23% |
| 2021-08-02 | 10 | 10 | + 2.67% | + 2.67% |
| 2021-07-30 | 10 | 7.7 | + 2.37% | + 2.37% |
| 2021-07-29 | 10 | 8.8 | + 1.54% | + 1.54% |
| 2021-07-28 | 10 | 13.1 | + 0.10% | + 0.10% |
| 2021-07-27 | 10 | 14.4 | + 0.74% | + 0.74% |
| 2021-07-26 | 10 | 13.4 | + 1.41% | + 1.41% |
| 2021-07-23 | 10 | 11.2 | + 1.54% | + 1.54% |
| 2021-07-22 | 10 | 10.4 | + 1.05% | + 1.05% |
| 2021-07-21 | 9 | 12.7 | + 0.05% | + 0.05% |
| 2021-07-20 | 10 | 11.3 | - 1.26% | - 1.26% |
| 2021-07-19 | 10 | 10.4 | + 0.08% | + 0.08% |
| 2021-07-16 | 10 | 13.8 | + 1.43% | + 1.43% |
| 2021-07-15 | 10 | 14.5 | + 1.57% | + 1.57% |
| 2021-07-14 | 10 | 13.5 | + 1.13% | + 1.13% |
| 2021-07-13 | 10 | 13.8 | + 2.69% | + 2.69% |
| 2021-07-12 | 10 | 13.3 | + 2.14% | + 2.14% |
| 2021-07-09 | 10 | 11.8 | + 0.89% | + 0.89% |
| 2021-07-08 | 10 | 11.5 | + 2.19% | + 2.19% |
| 2021-07-07 | 10 | 11.9 | + 2.07% | + 2.07% |
| 2021-07-06 | 10 | 11.3 | + 1.11% | + 1.11% |
| 2021-07-05 | 10 | 10.4 | + 2.73% | + 2.73% |
| 2021-07-02 | 10 | 11.9 | + 4.25% | + 4.25% |
| 2021-07-01 | 10 | 10.9 | + 2.14% | + 2.14% |
| 2021-06-30 | 10 | 9.9 | + 2.03% | + 2.03% |
| 2021-06-29 | 10 | 9.3 | + 3.47% | + 3.47% |
| 2021-06-28 | 10 | 9.1 | + 4.68% | + 4.68% |
| 2021-06-25 | 10 | 8 | + 5.32% | + 5.32% |
| 2021-06-24 | 10 | 7.4 | + 4.03% | + 4.03% |
| 2021-06-23 | 10 | 7.8 | + 2.79% | + 2.79% |
| 2021-06-22 | 10 | 6.9 | + 2.99% | + 2.99% |
| 2021-06-21 | 10 | 7.2 | + 2.00% | + 2.00% |
| 2021-06-18 | 10 | 8 | + 2.91% | + 2.91% |
| 2021-06-17 | 10 | 7.1 | + 1.14% | + 1.14% |
| 2021-06-16 | 10 | 6.5 | + 0.73% | + 0.73% |
| 2021-06-15 | 10 | 5.5 | + 1.76% | + 1.76% |
| 2021-06-11 | 10 | 4 | + 1.88% | + 1.88% |
| 2021-06-10 | 10 | 4.8 | + 1.99% | + 1.99% |
| 2021-06-09 | 10 | 4.8 | - 0.79% | - 0.79% |
| 2021-06-08 | 10 | 3.9 | - 0.44% | - 0.44% |
| 2021-06-07 | 10 | 4.2 | - 0.36% | - 0.36% |
| 2021-06-04 | 10 | 4 | - 1.18% | - 1.18% |
| 2021-06-03 | 10 | 3.4 | + 0.06% | + 0.06% |
| 2021-06-02 | 10 | 3.2 | - 1.16% | - 1.16% |
| 2021-06-01 | 10 | 2.3 | - 1.83% | - 1.83% |
| 2021-05-31 | 10 | 1.5 | - 0.23% | - 0.23% |
| 2021-05-28 | 7 | 0.9 | - 0.53% | - 0.37% |
| 2021-05-27 | 8 | 0 | + 0.00% | + 0.00% |
Model Trades
| Ticker | Buy Date | Sell Date | Days Held | Buy Price | Sell Price | Return |
|---|---|---|---|---|---|---|
| CUV | 2021-12-23 | 2022-01-06 | 14 | 28.44 | 26.88 | - 5.49% |
| IMU | 2021-12-22 | 2022-01-06 | 15 | 0.405 | 0.36 | -11.11% |
| CHC | 2021-12-22 | 2022-01-06 | 15 | 19.7993 | 19.4 | - 2.02% |
| RMD | 2021-12-16 | 2022-01-06 | 21 | 35.56 | 33.64 | - 5.40% |
| INA | 2021-12-16 | 2021-12-23 | 7 | 6.12 | 6.16 | + 0.65% |
| 360 | 2021-12-16 | 2021-12-22 | 6 | 10.35 | 9.75 | - 5.80% |
| PPK | 2021-12-15 | 2021-12-16 | 1 | 9.46 | 9.53 | + 0.74% |
| HUB | 2021-12-15 | 2021-12-22 | 7 | 27.12 | 27.82 | + 2.58% |
| WOW | 2021-12-14 | 2021-12-15 | 1 | 37.45 | 37.4 | - 0.13% |
| IMU | 2021-12-14 | 2021-12-16 | 2 | 0.485 | 0.47 | - 3.09% |
| JIN | 2021-12-13 | 2021-12-14 | 1 | 18.32 | 18.58 | + 1.42% |
| LOV | 2021-12-09 | 2022-01-06 | 28 | 20.46 | 18.4 | -10.07% |
| CCX | 2021-12-09 | 2021-12-14 | 5 | 5.48 | 5.6 | + 2.19% |
| SUN | 2021-12-08 | 2022-01-06 | 29 | 10.85 | 11.32 | + 4.33% |
| IGO | 2021-12-07 | 2021-12-09 | 2 | 9.93 | 10.36 | + 4.33% |
| ASX | 2021-12-07 | 2021-12-15 | 8 | 88.02 | 91.52 | + 3.98% |
| ARB | 2021-12-07 | 2021-12-09 | 2 | 50.48 | 51.97 | + 2.95% |
| 360 | 2021-12-06 | 2021-12-08 | 2 | 10.21 | 11.28 | +10.48% |
| TPG | 2021-12-03 | 2021-12-13 | 10 | 6.05 | 6.12 | + 1.16% |
| NVX | 2021-12-03 | 2021-12-07 | 4 | 8.21 | 8.58 | + 4.51% |
| AVZ | 2021-12-03 | 2021-12-07 | 4 | 0.615 | 0.645 | + 4.88% |
| GRR | 2021-12-02 | 2021-12-06 | 4 | 0.507 | 0.498333 | - 1.71% |
| PME | 2021-12-01 | 2021-12-16 | 15 | 57.86 | 60.45 | + 4.48% |
| PDN | 2021-12-01 | 2021-12-03 | 2 | 0.88 | 0.84 | - 4.55% |
| JHG | 2021-11-30 | 2022-01-06 | 37 | 62.7 | 55.93 | -10.80% |
| IEL | 2021-11-30 | 2021-12-03 | 3 | 34.98 | 33.7 | - 3.66% |
| COH | 2021-11-30 | 2021-12-02 | 2 | 217.8 | 214.05 | - 1.72% |
| VCX | 2021-11-29 | 2021-12-01 | 2 | 1.695 | 1.68 | - 0.88% |
| URW | 2021-11-29 | 2021-11-30 | 1 | 4.7 | 4.8 | + 2.13% |
| PGH | 2021-11-29 | 2021-11-30 | 1 | 2.56 | 2.65 | + 3.52% |
| AVZ | 2021-11-26 | 2021-11-30 | 4 | 0.615 | 0.69 | +12.20% |
| HSN | 2021-11-25 | 2021-11-29 | 4 | 5.7 | 5.32 | - 6.67% |
| AMP | 2021-11-25 | 2021-11-29 | 4 | 1.045 | 1.005 | - 3.83% |
| 360 | 2021-11-25 | 2021-11-29 | 4 | 12.3 | 11.8 | - 4.07% |
| TNE | 2021-11-24 | 2021-11-25 | 1 | 11.3745 | 11.8604 | + 4.27% |
| PDN | 2021-11-24 | 2021-11-25 | 1 | 0.92 | 0.935 | + 1.63% |
| WTC | 2021-11-23 | 2022-01-06 | 44 | 53 | 54.09 | + 2.06% |
| VUL | 2021-11-23 | 2021-11-25 | 2 | 10.25 | 10.62 | + 3.61% |
| IMU | 2021-11-22 | 2021-11-23 | 1 | 0.53 | 0.55 | + 3.77% |
| ADI | 2021-11-22 | 2021-11-24 | 2 | nan | nan | + nan% |
| ALQ | 2021-11-19 | 2021-11-22 | 3 | 12.3597 | 12.2906 | - 0.56% |
| CBA | 2021-11-17 | 2021-11-26 | 9 | 98.99 | 94.81 | - 4.22% |
| LTR | 2021-11-16 | 2021-11-17 | 1 | 1.55 | 1.62 | + 4.52% |
| WEB | 2021-11-15 | 2021-11-24 | 9 | 6.21 | 5.67 | - 8.70% |
| TGR | 2021-11-15 | 2021-11-16 | 1 | 3.29 | 3.32 | + 0.91% |
| PWH | 2021-11-12 | 2021-11-19 | 7 | 9.17 | 9.2 | + 0.33% |
| XRO | 2021-11-11 | 2021-11-15 | 4 | 138.12 | 145.84 | + 5.59% |
| PNI | 2021-11-11 | 2022-01-06 | 56 | 17.63 | 13.68 | -22.40% |
| LTR | 2021-11-11 | 2021-11-15 | 4 | 1.64 | 1.645 | + 0.30% |
| AEF | 2021-11-11 | 2022-01-06 | 56 | 13.85 | 12.78 | - 7.73% |
| LOV | 2021-11-10 | 2021-12-03 | 23 | 20.95 | 20.38 | - 2.72% |
| VUL | 2021-11-08 | 2021-11-11 | 3 | 11.01 | 10.65 | - 3.27% |
| DHG | 2021-11-08 | 2021-11-11 | 3 | 5.59 | 5.41 | - 3.22% |
| CUV | 2021-11-05 | 2021-11-12 | 7 | 35.5 | 32.18 | - 9.35% |
| ING | 2021-11-04 | 2021-11-10 | 6 | 3.6 | 3.42 | - 5.00% |
| GRR | 2021-11-04 | 2021-11-08 | 4 | 0.459333 | 0.481 | + 4.72% |
| DMP | 2021-11-04 | 2021-11-08 | 4 | 116.12 | 119.89 | + 3.25% |
| ARF | 2021-11-04 | 2021-12-07 | 33 | 4.46328 | 4.40376 | - 1.33% |
| UWL | 2021-11-03 | 2021-11-04 | 1 | 4.03 | 4.15 | + 2.98% |
| COF | 2021-11-03 | 2021-11-22 | 19 | 2.29069 | 2.20221 | - 3.86% |
| IGO | 2021-11-02 | 2021-11-04 | 2 | 8.92 | 9.11 | + 2.13% |
| WBC | 2021-11-01 | 2021-11-11 | 10 | 23.165 | 22.68 | - 2.09% |
| RMD | 2021-11-01 | 2021-11-11 | 10 | 35.2996 | 35.47 | + 0.48% |
| PDN | 2021-11-01 | 2021-11-04 | 3 | 0.855 | 0.94 | + 9.94% |
| VUL | 2021-10-29 | 2021-11-03 | 5 | 12.51 | 11.51 | - 7.99% |
| SUN | 2021-10-29 | 2021-11-23 | 25 | 11.72 | 11.23 | - 4.18% |
| PME | 2021-10-29 | 2021-11-05 | 7 | 53.28 | 61.18 | +14.83% |
| WHC | 2021-10-28 | 2021-11-03 | 6 | 2.69 | 2.46 | - 8.55% |
| CDA | 2021-10-27 | 2021-11-01 | 5 | 10.95 | 10.43 | - 4.75% |
| ARB | 2021-10-27 | 2021-10-28 | 1 | 48.78 | 49.22 | + 0.90% |
| PDN | 2021-10-26 | 2021-10-29 | 3 | 0.915 | 0.88 | - 3.83% |
| MIN | 2021-10-26 | 2021-10-29 | 3 | 39.89 | 38.59 | - 3.26% |
| SIQ | 2021-10-25 | 2021-10-29 | 4 | 8.35 | 8.02 | - 3.95% |
| PPT | 2021-10-25 | 2021-10-26 | 1 | 38.83 | 38.32 | - 1.31% |
| SUL | 2021-10-21 | 2021-10-25 | 4 | 12.65 | 13.08 | + 3.40% |
| OML | 2021-10-21 | 2021-10-26 | 5 | 1.875 | 1.81 | - 3.47% |
| WHC | 2021-10-20 | 2021-10-27 | 7 | 3.05 | 2.83 | - 7.21% |
| NHC | 2021-10-20 | 2021-11-04 | 15 | 2.31881 | 1.995 | -13.96% |
| URW | 2021-10-19 | 2021-10-20 | 1 | 4.78 | 4.95 | + 3.56% |
| JHG | 2021-10-19 | 2021-11-02 | 14 | 58.8944 | 62.1581 | + 5.54% |
| CDA | 2021-10-19 | 2021-10-20 | 1 | 12.39 | 13.33 | + 7.59% |
| BSL | 2021-10-19 | 2021-10-21 | 2 | 20.03 | 20.28 | + 1.25% |
| ABP | 2021-10-18 | 2021-10-19 | 1 | 3.48033 | 3.49011 | + 0.28% |
| TWE | 2021-10-15 | 2021-10-19 | 4 | 11.63 | 11.73 | + 0.86% |
| PDN | 2021-10-15 | 2021-10-18 | 3 | 0.81 | 0.87 | + 7.41% |
| PDL | 2021-10-15 | 2021-10-25 | 10 | 6.57 | 6.69487 | + 1.90% |
| ARF | 2021-10-15 | 2021-10-19 | 4 | 4.23515 | 4.4236 | + 4.45% |
| PTM | 2021-10-14 | 2021-10-21 | 7 | 3.21 | 3.08 | - 4.05% |
| UMG | 2021-10-13 | 2021-10-27 | 14 | 4.07525 | 3.98601 | - 2.19% |
| MIN | 2021-10-13 | 2021-10-15 | 2 | 42.28 | 43.37 | + 2.58% |
| FMG | 2021-10-13 | 2021-10-14 | 1 | 14 | 14.32 | + 2.29% |
| TGR | 2021-10-11 | 2021-10-13 | 2 | 3.45 | 3.5 | + 1.45% |
| PTM | 2021-10-11 | 2021-10-13 | 2 | 3.2 | 3.25 | + 1.56% |
| LOV | 2021-10-11 | 2021-10-15 | 4 | 18.38 | 19.97 | + 8.65% |
| NVX | 2021-10-08 | 2021-10-11 | 3 | 5.22 | 5.21 | - 0.19% |
| DMP | 2021-10-08 | 2021-10-11 | 3 | 142.18 | 143.28 | + 0.77% |
| CUV | 2021-10-08 | 2021-11-01 | 24 | 40.72 | 39.36 | - 3.34% |
| FMG | 2021-10-07 | 2021-10-08 | 1 | 13.91 | 14.25 | + 2.44% |
| ALG | 2021-10-07 | 2021-10-08 | 1 | 1.475 | 1.525 | + 3.39% |
| AEF | 2021-10-07 | 2021-10-08 | 1 | 10.21 | 10.47 | + 2.55% |
| WTC | 2021-10-06 | 2021-11-01 | 26 | 50.8 | 53.87 | + 6.04% |
| PDN | 2021-10-06 | 2021-10-07 | 1 | 0.705 | 0.71 | + 0.71% |
| VUL | 2021-10-05 | 2021-10-07 | 2 | 11.5 | 11.6 | + 0.87% |
| NVX | 2021-10-04 | 2021-10-07 | 3 | 5.7 | 5.26 | - 7.72% |
| AEF | 2021-10-04 | 2021-10-05 | 1 | 10.56 | 10.45 | - 1.04% |
| VUK | 2021-10-01 | 2021-10-06 | 5 | 3.74 | 3.77 | + 0.80% |
| REH | 2021-10-01 | 2021-10-15 | 14 | 17.9874 | 17.64 | - 1.93% |
| MIN | 2021-10-01 | 2021-10-04 | 3 | 41.74 | 42.98 | + 2.97% |
| PDN | 2021-09-30 | 2021-10-01 | 1 | 0.69 | 0.72 | + 4.35% |
| MYR | 2021-09-30 | 2021-10-01 | 1 | 0.57 | 0.56 | - 1.75% |
| PNI | 2021-09-29 | 2021-10-13 | 14 | 16.29 | 14.9 | - 8.53% |
| BSL | 2021-09-29 | 2021-10-11 | 12 | 20.14 | 20.82 | + 3.38% |
| ARF | 2021-09-29 | 2021-09-30 | 1 | 4.09629 | 4.18556 | + 2.18% |
| LOV | 2021-09-28 | 2021-10-01 | 3 | 19.22 | 18.65 | - 2.97% |
| SFR | 2021-09-27 | 2021-09-28 | 1 | 5.41 | 5.34 | - 1.29% |
| HMC | 2021-09-27 | 2021-09-29 | 2 | 7.77 | 7.56 | - 2.70% |
| ALX | 2021-09-27 | 2021-10-04 | 7 | 6.54 | 6.43 | - 1.68% |
| LOV | 2021-09-24 | 2021-09-27 | 3 | 19.35 | 19.94 | + 3.05% |
| CIP | 2021-09-24 | 2021-09-27 | 3 | 3.68812 | 3.72725 | + 1.06% |
| PDN | 2021-09-23 | 2021-09-29 | 6 | 0.85 | 0.785 | - 7.65% |
| VUL | 2021-09-22 | 2021-09-29 | 7 | 13.51 | 12.82 | - 5.11% |
| PME | 2021-09-22 | 2021-10-15 | 23 | 57.92 | 53.57 | - 7.51% |
| IPH | 2021-09-22 | 2021-09-30 | 8 | 9.18 | 9.23 | + 0.54% |
| ALQ | 2021-09-22 | 2021-10-06 | 14 | 12.5571 | 12.2511 | - 2.44% |
| JLG | 2021-09-21 | 2021-09-22 | 1 | 6.01217 | 6.0721 | + 1.00% |
| JHG | 2021-09-21 | 2021-09-23 | 2 | 55.9681 | 56.7914 | + 1.47% |
| NWH | 2021-09-20 | 2021-09-22 | 2 | 1.6103 | 1.62 | + 0.60% |
| LYC | 2021-09-20 | 2021-09-24 | 4 | 6.65 | 6.92 | + 4.06% |
| WHC | 2021-09-17 | 2021-09-21 | 4 | 2.89 | 2.85 | - 1.38% |
| IRE | 2021-09-17 | 2021-09-22 | 5 | 12.08 | 11.73 | - 2.90% |
| GRR | 2021-09-17 | 2021-09-21 | 4 | 0.437667 | 0.411667 | - 5.94% |
| VUL | 2021-09-16 | 2021-09-17 | 1 | 14.62 | 15.17 | + 3.76% |
| SOL | 2021-09-16 | 2021-09-20 | 4 | 36.7813 | 35.2887 | - 4.06% |
| PPK | 2021-09-16 | 2021-10-19 | 33 | 20.55 | 13.4 | -34.79% |
| PLS | 2021-09-16 | 2021-09-17 | 1 | 2.33 | 2.29 | - 1.72% |
| LIC | 2021-09-16 | 2021-09-20 | 4 | 20.26 | 20.37 | + 0.54% |
| MGX | 2021-09-14 | 2021-09-24 | 10 | 0.47 | 0.475 | + 1.06% |
| ILU | 2021-09-14 | 2021-12-01 | 78 | 10.4 | 8.8 | -15.38% |
| FMG | 2021-09-14 | 2021-09-22 | 8 | 18.08 | 15.37 | -14.99% |
| ALK | 2021-09-14 | 2021-09-16 | 2 | 0.8 | 0.81 | + 1.25% |
| AEF | 2021-09-14 | 2021-09-16 | 2 | 9.59 | 9.91 | + 3.34% |
| PPK | 2021-09-13 | 2021-09-14 | 1 | 20 | 21.8 | + 9.00% |
| VUK | 2021-09-09 | 2021-09-16 | 7 | 3.6 | 3.64 | + 1.11% |
| NCK | 2021-09-08 | 2021-09-14 | 6 | 11.6186 | 11.5305 | - 0.76% |
| HSN | 2021-09-08 | 2021-09-09 | 1 | 5.55 | 5.58 | + 0.54% |
| APE | 2021-09-08 | 2021-09-14 | 6 | 16.0135 | 15.7385 | - 1.72% |
| LOV | 2021-09-07 | 2021-09-14 | 7 | 18.4671 | 19.22 | + 4.08% |
| JLG | 2021-09-07 | 2021-09-08 | 1 | 5.69259 | 5.80245 | + 1.93% |
| JHG | 2021-09-06 | 2021-09-16 | 10 | 57.6346 | 57.6445 | + 0.02% |
| RFF | 2021-09-03 | 2021-09-08 | 5 | 2.56815 | 2.61716 | + 1.91% |
| BSL | 2021-09-03 | 2021-09-08 | 5 | 23.4782 | 23.45 | - 0.12% |
| AEF | 2021-09-03 | 2021-09-06 | 3 | 9.87 | 10.3 | + 4.36% |
| URW | 2021-09-02 | 2021-09-14 | 12 | 5.86 | 5.44 | - 7.17% |
| UMG | 2021-09-02 | 2021-09-03 | 1 | 4.09508 | 4.16449 | + 1.69% |
| PNI | 2021-09-02 | 2021-09-17 | 15 | 16.9 | 17.08 | + 1.07% |
| PME | 2021-09-01 | 2021-09-13 | 12 | 60.2077 | 60.85 | + 1.07% |
| MIN | 2021-09-01 | 2021-09-27 | 26 | 53.1 | 47.64 | -10.28% |
| ALQ | 2021-09-01 | 2021-09-02 | 1 | 12.2906 | 12.6657 | + 3.05% |
| WES | 2021-08-30 | 2021-09-16 | 17 | 57.3338 | 55.0942 | - 3.91% |
| ALU | 2021-08-30 | 2021-09-01 | 2 | 29.6547 | 29.7541 | + 0.34% |
| HMC | 2021-08-27 | 2021-09-03 | 7 | 6.0934 | 7.09 | +16.36% |
| GRR | 2021-08-27 | 2021-09-01 | 5 | 0.468153 | 0.505773 | + 8.04% |
| DDR | 2021-08-27 | 2021-09-01 | 5 | 14.5989 | 13.3169 | - 8.78% |
| REH | 2021-08-26 | 2021-09-02 | 7 | 20.5003 | 20.1527 | - 1.70% |
| PTM | 2021-08-26 | 2021-09-03 | 8 | 3.82121 | 3.84 | + 0.49% |
| NTO | 2021-08-26 | 2021-08-27 | 1 | 3.24188 | 3.18239 | - 1.83% |
| LNK | 2021-08-26 | 2021-08-30 | 4 | 4.44375 | 4.345 | - 2.22% |
| JIN | 2021-08-26 | 2021-08-30 | 4 | 16.2175 | 15.0323 | - 7.31% |
| HMC | 2021-08-23 | 2021-08-26 | 3 | 6.01414 | 6.40055 | + 6.43% |
| AVN | 2021-08-23 | 2021-09-02 | 10 | 3.1523 | 3.32743 | + 5.56% |
| SGP | 2021-08-20 | 2021-09-07 | 18 | 4.39756 | 4.51431 | + 2.65% |
| COH | 2021-08-20 | 2021-08-26 | 6 | 235.644 | 226.936 | - 3.70% |
| JHG | 2021-08-19 | 2021-08-27 | 8 | 57.1684 | 59.5491 | + 4.16% |
| CDA | 2021-08-19 | 2021-08-26 | 7 | 16.0074 | 15.5 | - 3.17% |
| MIN | 2021-08-18 | 2021-08-26 | 8 | 56 | 52.89 | - 5.55% |
| LOV | 2021-08-18 | 2021-08-20 | 2 | 15.594 | 16.2181 | + 4.00% |
| BHP | 2021-08-18 | 2021-08-20 | 2 | 44.8237 | 41.6663 | - 7.04% |
| SWM | 2021-08-17 | 2021-08-18 | 1 | 0.43 | 0.44 | + 2.33% |
| BEN | 2021-08-16 | 2021-08-19 | 3 | 9.73736 | 9.72763 | - 0.10% |
| AX1 | 2021-08-16 | 2021-08-17 | 1 | 2.35485 | 2.32529 | - 1.26% |
| GRR | 2021-08-13 | 2021-08-16 | 3 | 0.572652 | 0.576832 | + 0.73% |
| CBA | 2021-08-13 | 2021-08-27 | 14 | 102.001 | 101.54 | - 0.45% |
| XRO | 2021-08-12 | 2021-08-13 | 1 | 141.59 | 142.85 | + 0.89% |
| IEL | 2021-08-12 | 2021-08-23 | 11 | 27.49 | 28.02 | + 1.93% |
| AX1 | 2021-08-11 | 2021-08-12 | 1 | 2.57162 | 2.61103 | + 1.53% |
| NWS | 2021-08-09 | 2021-08-11 | 2 | 32.2938 | 31.5961 | - 2.16% |
| REA | 2021-08-06 | 2021-08-16 | 10 | 158.686 | 150.305 | - 5.28% |
| CDA | 2021-08-06 | 2021-08-12 | 6 | 16.2548 | 16.5219 | + 1.64% |
| HSN | 2021-08-03 | 2021-09-07 | 35 | 6.14064 | 5.82 | - 5.22% |
| MIN | 2021-08-02 | 2021-08-13 | 11 | 58.5171 | 59.7307 | + 2.07% |
| PDL | 2021-07-30 | 2021-08-23 | 24 | 7.73224 | 8.17408 | + 5.71% |
| GRR | 2021-07-30 | 2021-08-09 | 10 | 0.70641 | 0.601912 | -14.79% |
| FMG | 2021-07-30 | 2021-08-26 | 27 | 22.3891 | 17.976 | -19.71% |
| CUV | 2021-07-30 | 2021-08-06 | 7 | 27.8409 | 26.7017 | - 4.09% |
| RSG | 2021-07-29 | 2021-07-30 | 1 | 0.525 | 0.54 | + 2.86% |
| IMU | 2021-07-29 | 2021-07-30 | 1 | 0.3 | 0.295 | - 1.67% |
| AVZ | 2021-07-29 | 2021-07-30 | 1 | 0.195 | 0.185 | - 5.13% |
| PPK | 2021-07-28 | 2021-07-29 | 1 | 13.37 | 13.69 | + 2.39% |
| PNI | 2021-07-28 | 2021-08-06 | 9 | 12.0314 | 15.5468 | +29.22% |
| LOV | 2021-07-28 | 2021-08-03 | 6 | 15.158 | 16.7432 | +10.46% |
| PLL | 2021-07-26 | 2021-07-29 | 3 | 0.685 | 0.735 | + 7.30% |
| CWN | 2021-07-26 | 2021-08-02 | 7 | 9.5 | 8.93 | - 6.00% |
| CDA | 2021-07-23 | 2021-07-28 | 5 | 16.8385 | 16.5812 | - 1.53% |
| NCK | 2021-07-22 | 2021-07-26 | 4 | 11.9217 | 12.2249 | + 2.54% |
| DTL | 2021-07-22 | 2021-07-28 | 6 | 4.86779 | 4.66169 | - 4.23% |
| ARF | 2021-07-22 | 2021-07-26 | 4 | 3.49903 | 3.58749 | + 2.53% |
| PME | 2021-07-21 | 2021-08-18 | 28 | 58.0906 | 65.2608 | +12.34% |
| HUB | 2021-07-21 | 2021-07-23 | 2 | 24.374 | 24.8032 | + 1.76% |
| SKC | 2021-07-20 | 2021-07-22 | 2 | 2.92657 | 3.01466 | + 3.01% |
| PPK | 2021-07-19 | 2021-07-21 | 2 | 13.99 | 13.95 | - 0.29% |
| PDN | 2021-07-19 | 2021-07-20 | 1 | 0.435 | 0.435 | + 0.00% |
| NAB | 2021-07-19 | 2021-08-19 | 31 | 25.0747 | 26.8929 | + 7.25% |
| APE | 2021-07-19 | 2021-07-21 | 2 | 14.7371 | 15.2182 | + 3.26% |
| URW | 2021-07-16 | 2021-07-21 | 5 | 5.64 | 5.58 | - 1.06% |
| SGP | 2021-07-16 | 2021-07-28 | 12 | 4.27108 | 4.31973 | + 1.14% |
| CQE | 2021-07-16 | 2021-07-19 | 3 | 3.47402 | 3.53273 | + 1.69% |
| ALU | 2021-07-16 | 2021-07-19 | 3 | 36.3109 | 34.9399 | - 3.78% |
| LYC | 2021-07-14 | 2021-07-16 | 2 | 6.04 | 6.17 | + 2.15% |
| LTR | 2021-07-14 | 2021-07-16 | 2 | 0.779268 | 0.789009 | + 1.25% |
| APT | 2021-07-14 | 2021-07-19 | 5 | 107 | 104.9 | - 1.96% |
| PTM | 2021-07-13 | 2021-07-16 | 3 | 4.09276 | 4.20915 | + 2.84% |
| ALK | 2021-07-13 | 2021-07-14 | 1 | 1.125 | 1.15 | + 2.22% |
| SLK | 2021-07-12 | 2021-07-13 | 1 | nan | nan | + nan% |
| HSN | 2021-07-12 | 2021-07-30 | 18 | 6.1704 | 6.15056 | - 0.32% |
| LOV | 2021-07-09 | 2021-07-13 | 4 | 15.2472 | 15.7921 | + 3.57% |
| CSR | 2021-07-09 | 2021-07-14 | 5 | 5.11828 | 5.21615 | + 1.91% |
| BBN | 2021-07-09 | 2021-07-12 | 3 | 5.35879 | 5.4376 | + 1.47% |
| ADH | 2021-07-08 | 2021-07-09 | 1 | 3.78467 | 3.7359 | - 1.29% |
| CPU | 2021-07-07 | 2021-07-14 | 7 | 16.0224 | 16.0322 | + 0.06% |
| BGA | 2021-07-07 | 2021-07-09 | 2 | 5.29198 | 5.34153 | + 0.94% |
| AVN | 2021-07-06 | 2021-07-16 | 10 | 3.05501 | 2.97717 | - 2.55% |
| VUK | 2021-07-05 | 2021-07-22 | 17 | 3.68 | 3.51 | - 4.62% |
| TAH | 2021-07-05 | 2021-07-09 | 4 | 4.89972 | 4.7124 | - 3.82% |
| PPS | 2021-07-05 | 2021-07-06 | 1 | 1 | 0.99 | - 1.00% |
| LTR | 2021-07-05 | 2021-07-07 | 2 | 0.818232 | 0.808491 | - 1.19% |
| AFG | 2021-07-05 | 2021-07-07 | 2 | 2.57466 | 2.64293 | + 2.65% |
| NEC | 2021-06-30 | 2021-07-12 | 12 | 2.85222 | 2.55818 | -10.31% |
| ADO | 2021-06-30 | 2021-07-05 | 5 | 0.255 | 0.25 | - 1.96% |
| URW | 2021-06-29 | 2021-07-05 | 6 | 5.86 | 6.04 | + 3.07% |
| WEB | 2021-06-28 | 2021-07-05 | 7 | 4.82 | 5.21 | + 8.09% |
| SLK | 2021-06-28 | 2021-06-30 | 2 | nan | nan | + nan% |
| ADH | 2021-06-28 | 2021-06-30 | 2 | 4.00902 | 4.14558 | + 3.41% |
| WTC | 2021-06-25 | 2021-06-28 | 3 | 31.3647 | 31.4546 | + 0.29% |
| HSN | 2021-06-25 | 2021-06-28 | 3 | 6.20016 | 6.1704 | - 0.48% |
| WOW | 2021-06-24 | 2021-06-25 | 1 | 37.2448 | 36.2878 | - 2.57% |
| BOQ | 2021-06-24 | 2021-07-08 | 14 | 8.68741 | 8.76549 | + 0.90% |
| ADH | 2021-06-23 | 2021-06-24 | 1 | 3.96025 | 4.11631 | + 3.94% |
| SWM | 2021-06-22 | 2021-06-23 | 1 | 0.45 | 0.45 | + 0.00% |
| OZL | 2021-06-22 | 2021-06-25 | 3 | 22.2386 | 22.5363 | + 1.34% |
| ADN | 2021-06-22 | 2021-07-05 | 13 | 0.19 | 0.155 | -18.42% |
| MIN | 2021-06-21 | 2021-07-05 | 14 | 46.3612 | 54.8082 | +18.22% |
| FMG | 2021-06-21 | 2021-06-29 | 8 | 19.6028 | 20.7983 | + 6.10% |
| CHN | 2021-06-21 | 2021-06-22 | 1 | 6.49069 | 6.94238 | + 6.96% |
| PDN | 2021-06-18 | 2021-06-21 | 3 | 0.46 | 0.46 | + 0.00% |
| HSN | 2021-06-17 | 2021-06-22 | 5 | 6.09104 | 6.19024 | + 1.63% |
| CNI | 2021-06-17 | 2021-06-18 | 1 | 2.52996 | 2.63824 | + 4.28% |
| VRT | 2021-06-15 | 2021-06-22 | 7 | 6.12002 | 6.15919 | + 0.64% |
| PDN | 2021-06-15 | 2021-06-17 | 2 | 0.505 | 0.48 | - 4.95% |
| LOV | 2021-06-15 | 2021-06-17 | 2 | 14.4249 | 13.9593 | - 3.23% |
| CDA | 2021-06-15 | 2021-06-28 | 13 | 17.9861 | 17.5607 | - 2.37% |
| HMC | 2021-06-11 | 2021-08-18 | 68 | 4.89454 | 5.93488 | +21.26% |
| DDR | 2021-06-11 | 2021-06-24 | 13 | 10.2233 | 10.6283 | + 3.96% |
| CPU | 2021-06-11 | 2021-06-15 | 4 | 15.835 | 16.1308 | + 1.87% |
| ADO | 2021-06-11 | 2021-06-15 | 4 | 0.255 | 0.265 | + 3.92% |
| NTO | 2021-06-10 | 2021-07-29 | 49 | 3.27162 | 3.31128 | + 1.21% |
| ANN | 2021-06-10 | 2021-06-11 | 1 | 37.8002 | 38.5576 | + 2.00% |
| FMG | 2021-06-09 | 2021-06-15 | 6 | 20.3578 | 20.969 | + 3.00% |
| PPK | 2021-06-08 | 2021-06-09 | 1 | 13.32 | 14.1 | + 5.86% |
| IMU | 2021-06-08 | 2021-06-11 | 3 | 0.32 | 0.345 | + 7.81% |
| AX1 | 2021-06-08 | 2021-06-11 | 3 | 2.68985 | 2.76868 | + 2.93% |
| SKC | 2021-06-07 | 2021-06-08 | 1 | 3.11254 | 3.12232 | + 0.31% |
| PDN | 2021-06-07 | 2021-06-10 | 3 | 0.56 | 0.565 | + 0.89% |
| NCK | 2021-06-07 | 2021-06-21 | 14 | 10.8459 | 10.4743 | - 3.43% |
| LIC | 2021-06-04 | 2021-06-15 | 11 | 13.7847 | 14.2634 | + 3.47% |
| CNI | 2021-06-04 | 2021-06-08 | 4 | 2.6284 | 2.66778 | + 1.50% |
| PDN | 2021-06-03 | 2021-06-04 | 1 | 0.57 | 0.6 | + 5.26% |
| ADO | 2021-06-03 | 2021-06-10 | 7 | 0.295 | 0.27 | - 8.47% |
| PPK | 2021-06-02 | 2021-06-03 | 1 | 14.88 | 15 | + 0.81% |
| PRN | 2021-06-01 | 2021-06-04 | 3 | 0.644096 | 0.658735 | + 2.27% |
| IMU | 2021-06-01 | 2021-06-02 | 1 | 0.375 | 0.395 | + 5.33% |
| NWS | 2021-05-31 | 2021-06-11 | 11 | 32.9616 | 32.6626 | - 0.91% |
| MIN | 2021-05-31 | 2021-06-01 | 1 | 44.0602 | 45.3612 | + 2.95% |
| LNK | 2021-05-31 | 2021-06-21 | 21 | 5.0165 | 4.90787 | - 2.17% |
| BET | 2021-05-31 | 2021-06-08 | 8 | 1.165 | 1.065 | - 8.58% |
| AEF | 2021-05-31 | 2021-06-07 | 7 | 8.42043 | 7.48483 | -11.11% |
| ADN | 2021-05-31 | 2021-06-01 | 1 | 0.21 | 0.205 | - 2.38% |
| HSN | 2021-05-28 | 2021-06-07 | 10 | 5.35694 | 6.29936 | +17.59% |
| UWL | 2021-05-27 | 2021-06-03 | 7 | 2.98 | 3 | + 0.67% |
| SZL | 2021-05-27 | 2021-07-19 | 53 | 7.42 | 8.23 | +10.92% |
| RHC | 2021-05-27 | 2021-05-28 | 1 | 61.4081 | 62.453 | + 1.70% |
| PDN | 2021-05-27 | 2021-05-28 | 1 | 0.5 | 0.52 | + 4.00% |
| PBH | 2021-05-27 | 2021-06-07 | 11 | 12.6314 | 12.2333 | - 3.15% |
| FPH | 2021-05-27 | 2021-05-31 | 4 | 27.5913 | 27.5815 | - 0.04% |
| DMP | 2021-05-27 | 2021-05-31 | 4 | 105.744 | 109.661 | + 3.70% |
| CGC | 2021-05-27 | 2021-05-31 | 4 | 3.27417 | 3.30331 | + 0.89% |
Transaction Cost Analysis
For starting analysis we will use the fixed tier IB offers (ref: https://www.interactivebrokers.com.au/en/index.php?f=39753&p=stocks1 ) which is 0.08% of trade value with a minimum cost of $6
Note at higher volumes the tiered structure makes more sense (ref: https://www.interactivebrokers.com.au/en/index.php?f=39753&p=stocks2 )
Since every position is bought and also eventually sold, our transaction costs are doubled.
We've bought 295 stocks and sold 295 stocks over 590 trades for a total transaction cost of $3,540 on $20,000 invested capital (0.60% per round trip trade; 0.16% at $100,000 invested capital).
We need to trade $7500+ per position with IB for the minimum trade value to no longer apply.
Transaction Costs ($) vs Trade Value
Transaction Costs (%) vs Trade Value
