D

Daily Pivot Breakout 20% Trail Closes Only

Daily Pivot Breakout 20% Trail Closes Only · Shared on Aug 21, 2026 · 1378 closed trades

1 Month
-3.32%
YTD
+4.38%
1 Year
+25.66%
Total
+1360.32%
CAGR
+14.44%

Performance

Deposit-adjusted time-weighted return vs SPY

+1360.32%
Total return
Daily Pivot Breakout 20% Trail Closes Only
SPY

Monthly Returns

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2026
+6.4%
+3.7%
-8.9%
+5.6%
+6.0%
-3.0%
-4.6%
+0.1%
+4.4%
2025
+6.1%
-2.4%
-8.2%
-5.5%
-1.0%
+1.2%
-0.5%
+9.5%
+14%
-3.2%
+9.8%
-3.0%
+15%
2024
+4.7%
+6.2%
+3.1%
-8.1%
+9.3%
+5.0%
+3.2%
+1.5%
+3.1%
+2.4%
+15%
-10%
+39%
2023
+6.1%
+1.4%
+1.5%
+0.8%
-0.1%
+11%
+2.1%
+1.2%
-8.4%
-3.0%
+11%
+7.9%
+34%
2022
-13%
+4.1%
+6.7%
-5.6%
+4.8%
-5.0%
-0.4%
+6.4%
-7.4%
+5.4%
+1.5%
-4.2%
-8.9%
2021
+1.3%
+6.5%
-0.3%
+6.5%
+1.3%
+0.2%
-1.4%
+6.1%
-6.7%
+6.4%
-1.3%
+1.5%
+21%
2020
+4.4%
-7.2%
-8.0%
+1.6%
+0.3%
+2.8%
+13%
-0.5%
-7.4%
-1.4%
+15%
+4.5%
+15%
2019
+1.3%
-0.7%
-0.9%
+2.3%
+0.8%
+4.0%
+7.0%
+1.6%
-4.2%
+1.9%
+1.9%
+2.9%
+19%
2018
+7.9%
-3.3%
-0.7%
+2.1%
+6.3%
-2.5%
+1.5%
+8.8%
-2.9%
-10%
+2.2%
-4.4%
+2.9%
2017
+4.6%
+3.9%
-0.3%
+4.6%
+1.4%
+4.1%
+3.9%
+1.1%
+5.7%
+2.4%
+4.2%
-0.1%
+42%
2016
-7.1%
-1.8%
+3.0%
+8.0%
-1.9%
+4.4%
+8.6%
-1.5%
+3.3%
-8.8%
+4.0%
-1.1%
+7.9%
2015
-1.1%
+4.9%
+2.2%
-3.4%
-0.6%
+0.3%
+0.5%
-4.1%
-4.1%
+4.7%
+1.3%
-5.3%
-5.3%
2014
-3.1%
+8.5%
-1.1%
-5.8%
+1.5%
+4.9%
-6.0%
+6.5%
-4.8%
-1.8%
+3.6%
-0.4%
+0.7%
2013
+6.7%
-0.0%
+7.2%
+0.4%
+7.4%
+0.2%
+7.0%
-1.3%
+14%
+1.5%
+3.1%
+4.0%
+62%
2012
+5.2%
+7.8%
+5.9%
+0.2%
-5.7%
+4.1%
-0.4%
+3.5%
+3.6%
-3.3%
+2.4%
+2.5%
+28%
2011
-1.4%
+3.0%
+2.4%
+4.8%
-4.2%
-0.7%
-1.7%
-17%
-0.1%
+1.3%
-1.1%
+0.6%
-14%
2010
-4.1%
+2.9%
+8.1%
+2.5%
-13%
-0.4%
+5.2%
-0.5%
+6.6%
+1.1%
+3.2%
+5.0%
+15%
2009
0.0%
0.0%
0.0%
+0.2%
+1.9%
-7.8%
+6.9%
+1.5%
+8.0%
-3.1%
+5.2%
+9.1%
+23%
2008
-8.9%
+3.5%
-2.9%
+2.7%
+4.4%
-0.5%
-6.8%
-3.5%
-3.7%
-0.5%
0.0%
0.0%
-16%
2007
+1.1%
-0.5%
+2.2%
+1.7%
+5.9%
+3.2%
-4.5%
-4.8%
+7.3%
+11%
-7.7%
+0.5%
+15%
2006
+6.0%
+5.8%
+6.5%
+19%
Avg
+0.8%
+2.0%
+0.6%
+0.8%
+1.2%
+1.3%
+1.6%
+0.8%
+0.8%
+0.4%
+4.0%
+0.8%

Daily Activity

Trade opens and closes over the last 12 months

Aug 2025 – Aug 2026

M
W
F
AugSepOctNovDecJanFebMarAprMayJunJulAug
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-30.12% Max Drawdown

Daily Pivot Breakout 20% Trail Closes Only Drawdown

Portfolio Info

Current Positions0
Avg Trades / Month7.4
Avg Hold Time5.6 months
Last ActiveAug 18, 2026
Start DateOct 2, 2006

Risk Metrics

Sharpe Ratio0.82
Sortino Ratio0.74
Volatility18.7%
Max Drawdown-30.12%
Correlation to S&P 5000.60

Return Statistics

Avg Daily Return+0.06%
Best Day+6.96%
% Green Days54.1%
Longest Win Streak13 days
No open positions
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Closed Trades(1378)

SymbolSide
HUTlong
ACHClong
BEAMlong
CGNXlong
DAVElong
BGClong
COCOlong
CAMTlong
DVAlong
CRDOlong

Returns are time-weighted and adjusted for deposits/withdrawals. Trade stats use closed trades only. Not financial advice.