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Daily Pivot Backtest 15% Trail
Daily Pivot Backtest 15% Trail · Shared on Aug 20, 2026 · 2504 closed trades
1 Month
-1.52%
YTD
-11.61%
1 Year
+4.17%
Total
+433.61%
CAGR
+8.79%
Performance
Deposit-adjusted time-weighted return vs SPY
+433.61%
Total return
Daily Pivot Backtest 15% Trail
SPY
Monthly Returns
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +9.9% | -3.3% | -10% | +2.1% | -3.3% | +0.5% | -7.9% | +1.5% | -12% | ||||
| 2025 | +6.5% | -6.2% | -5.2% | -1.4% | -0.4% | -1.3% | -1.1% | +8.3% | +10% | +2.2% | +3.9% | -2.4% | +12% |
| 2024 | +3.0% | +4.7% | +5.6% | -6.6% | +3.3% | -0.6% | +8.7% | -4.0% | +2.7% | +2.0% | +15% | -8.0% | +26% |
| 2023 | -0.8% | +0.6% | -2.2% | -0.1% | -0.0% | +9.2% | +8.2% | +1.2% | -4.7% | -2.7% | +6.9% | +10% | +27% |
| 2022 | -12% | -0.7% | +1.1% | -0.4% | -0.5% | 0.0% | 0.0% | +2.7% | -1.8% | +1.9% | +0.5% | -1.0% | -10% |
| 2021 | +1.5% | +4.0% | -2.8% | +2.8% | +3.4% | +1.3% | -1.2% | +4.8% | -3.0% | +4.8% | -2.9% | +2.4% | +16% |
| 2020 | +2.1% | -7.2% | -1.4% | 0.0% | -0.2% | +2.6% | +3.7% | +0.5% | -10% | +0.2% | +11% | +8.2% | +8.2% |
| 2019 | 0.0% | -0.6% | +0.6% | +0.2% | +1.8% | +3.1% | -0.2% | +0.8% | -5.4% | +1.6% | +3.7% | -0.1% | +5.5% |
| 2018 | +7.3% | -5.3% | +2.2% | +1.4% | +3.3% | -2.7% | +3.2% | +9.9% | -1.1% | -12% | -0.6% | -0.8% | +2.7% |
| 2017 | +0.9% | +2.9% | +0.3% | +2.6% | +0.0% | -1.0% | +5.9% | +2.6% | +2.9% | +4.5% | +1.0% | -2.2% | +22% |
| 2016 | -1.4% | -0.3% | -0.1% | +2.7% | -3.7% | +1.3% | +9.8% | -2.7% | -0.1% | -1.1% | +7.8% | +3.3% | +16% |
| 2015 | -1.8% | +6.6% | +4.0% | -4.9% | +3.8% | +2.4% | +1.9% | -8.3% | -0.3% | +0.3% | -0.3% | -1.0% | +1.6% |
| 2014 | -0.9% | +3.7% | -3.1% | -4.0% | +3.4% | +4.8% | -3.7% | +7.3% | -3.7% | -2.4% | +0.3% | -0.6% | +0.3% |
| 2013 | +7.4% | -0.1% | +5.6% | -0.4% | +4.5% | +0.2% | +11% | -1.6% | +8.6% | +3.3% | +6.0% | +1.4% | +55% |
| 2012 | +0.7% | +0.8% | +5.5% | -1.9% | -9.0% | +0.6% | +0.3% | +0.2% | +6.5% | -3.1% | -3.9% | +2.3% | -1.9% |
| 2011 | -2.2% | +2.9% | +2.1% | +0.7% | -7.3% | -4.9% | -1.3% | -5.8% | 0.0% | -0.0% | -0.4% | +1.3% | -15% |
| 2010 | -1.7% | +0.2% | +9.6% | +4.0% | -11% | -0.3% | +1.4% | -0.2% | +2.3% | +1.5% | +0.9% | +2.2% | +8.5% |
| 2009 | 0.0% | 0.0% | 0.0% | +0.5% | +3.3% | -5.0% | +7.6% | +0.2% | +8.6% | -6.9% | +4.2% | +3.7% | +16% |
| 2008 | -3.0% | 0.0% | 0.0% | -0.0% | +1.6% | +0.8% | -2.4% | -0.5% | 0.0% | 0.0% | 0.0% | 0.0% | -3.6% |
| 2007 | +2.8% | +0.8% | +0.8% | +6.1% | +6.2% | +1.3% | -2.7% | -4.2% | +1.5% | +6.6% | -7.7% | +0.6% | +12% |
| 2006 | +0.7% | +1.5% | +5.4% | +7.8% | |||||||||
| Avg | +0.9% | +0.2% | +0.6% | +0.2% | -0.0% | +0.6% | +2.1% | +0.6% | +0.7% | +0.1% | +2.3% | +1.2% | — |
Daily Activity
Trade opens and closes over the last 12 months
Aug 2025 – Aug 2026
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W
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AugSepOctNovDecJanFebMarAprMayJunJulAug
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-26.58% Max Drawdown
Daily Pivot Backtest 15% Trail Drawdown
Portfolio Info
Current Positions0
Avg Trades / Month13.8
Avg Hold Time2.2 months
Last ActiveAug 18, 2026
Start DateOct 2, 2006
Risk Metrics
Sharpe Ratio0.61
Sortino Ratio0.54
Volatility15.8%
Max Drawdown-26.58%
Correlation to S&P 5000.46
Return Statistics
Avg Daily Return+0.04%
Best Day+4.61%
% Green Days50.0%
Longest Win Streak13 days
No open positions
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Closed Trades(2504)
| Symbol | Side |
|---|---|
| AUR | long |
| ALAB | long |
| HUT | long |
| CRWD | long |
| EXTR | long |
| CROX | long |
| FFIV | long |
| ACHC | long |
| IBRX | long |
| BB | long |
Returns are time-weighted and adjusted for deposits/withdrawals. Trade stats use closed trades only. Not financial advice.