| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Yr% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | 1.6% | 0.2% | 4.1% | -3.1% | 1.8% | 1.3% | 3.2% | 8.2% | 2.7% | -5.4% | 5.4% | 5.3% | 27.4% |
| 2017 | 10.8% | 2.0% | 5.7% | 3.7% | 6.8% | -3.4% | 6.3% | 5.8% | 5.7% | 11.0% | -4.3% | -4.8% | 53.7% |
| 2018 | 15.0% | -0.5% | -3.4% | 0.2% | 10.8% | 1.7% | 1.8% | 12.7% | 0.6% | -3.4% | -1.0% | -5.0% | 31.1% |
| 2019 | 2.1% | 0.6% | 1.1% | 2.6% | -4.1% | 9.8% | 4.1% | 1.5% | -9.4% | 13.8% | -2.9% | 11.1% | 31.7% |
| 2020 | 14.2% | 3.4% | -11.0% | 23.5% | 14.7% | 16.0% | 16.5% | 32.7% | -9.8% | -7.2% | 26.9% | 13.7% | 222.8% |
| 2021 | 7.3% | -0.9% | 1.1% | 3.3% | -1.5% | 3.8% | 2.0% | 6.2% | -5.9% | 22.0% | 7.0% | 1.0% | 52.3% |
| 2022 | -19.0% | 0.9% | 3.8% | -4.3% | 0.1% | -4.8% | 0.2% | -6.0% | -2.6% | 9.4% | 7.9% | -3.7% | -19.2% |
| 2023 | 5.9% | -3.0% | 6.1% | -0.9% | 14.5% | 7.4% | 7.3% | -2.6% | -7.6% | -3.6% | 14.4% | 3.8% | 46.8% |
| 2024 | 11.0% | 15.7% | 7.9% | -4.4% | 12.1% | 5.5% | -8.1% | 4.7% | -2.5% | 24.4% | 9.2% | -6.0% | 87.7% |
| 2025 | 6.8% | -4.1% | -9.4% | 6.8% | 2.1% | 5.7% | 5.2% | 2.2% | 9.0% | 23.4% | 3.7% | 4.4% | 67.2% |
| 2026 | 25.8% | 6.3% | -8.6% | 47.8% | 30.4% | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 135.3% |
| Avg | 7.4% | 1.9% | -0.2% | 6.9% | 8.0% | 3.9% | 3.8% | 6.5% | -2.0% | 8.4% | 6.6% | 2.0% |
As of the end of May. Past performance is not an indicator of future performance. Returns since Jan 2026 are real time. Prior years are simulated using our static filtering formula. No subjective decisions were included, strictly mechanical. A slippage cost of 3bps round trip was applied to all trades. There were 5 stocks held at all times.
Compound Annual Return: 57.3%