| Transaction Start Date | Transaction End Date | Transaction Type | Entry Price | Exit Price | [+]=Profit / [-]=Loss | Volume at Entry Date |
|---|---|---|---|---|---|---|
2023-12-29 |
2023-12-29 |
Long |
49.56 |
49.56 |
0.17 |
6390 |
2024-01-04 |
2024-01-09 |
Long |
50.62 |
51.9 |
1.28 |
12076 |
2024-01-10 |
2024-01-10 |
Long |
51.93 |
51.93 |
0.48 |
20844 |
2024-01-11 |
2024-01-12 |
Long |
52.39 |
52.36 |
-0.03 |
22005 |
2024-01-16 |
2024-01-18 |
Short |
51.75 |
51.07 |
0.68 |
14984 |
2024-01-19 |
2024-01-19 |
Short |
51.24 |
51.24 |
0.21 |
16896 |
2024-01-22 |
2024-01-26 |
Short |
51.21 |
50.16 |
1.05 |
20763 |
2024-01-29 |
2024-01-31 |
Long |
50.19 |
51.05 |
0.86 |
11114 |
2024-02-01 |
2024-02-15 |
Short |
48.52 |
46.27 |
2.25 |
31972 |
2024-02-16 |
2024-02-26 |
Long |
46.23 |
48.86 |
2.63 |
23375 |
2024-02-27 |
2024-02-27 |
Long |
48.25 |
48.25 |
-0.04 |
9486 |
2024-02-28 |
2024-02-28 |
Short |
48.07 |
48.07 |
0.07 |
13472 |
2024-02-29 |
2024-03-05 |
Short |
48.04 |
47.56 |
0.48 |
16459 |
2024-03-06 |
2024-03-13 |
Long |
47.33 |
48.3 |
0.97 |
18621 |
2024-03-14 |
2024-03-15 |
Short |
48.47 |
48.35 |
0.12 |
10503 |
2024-03-18 |
2024-03-18 |
Short |
48.04 |
48.04 |
0.21 |
9612 |
2024-03-19 |
2024-03-20 |
Short |
47.32 |
47.33 |
-0.01 |
6337 |
2024-03-21 |
2024-03-21 |
Short |
47.4 |
47.4 |
-0.33 |
15810 |
2024-03-22 |
2024-03-22 |
Long |
48.16 |
48.16 |
-0.09 |
23331 |
2024-03-25 |
2024-03-28 |
Long |
48.23 |
49.25 |
1.02 |
36495 |
2024-04-01 |
2024-04-09 |
Short |
49.07 |
47.14 |
1.93 |
12977 |
2024-04-10 |
2024-04-10 |
Short |
47.38 |
47.38 |
0.25 |
29470 |
2024-04-11 |
2024-04-17 |
Short |
47.4 |
46.33 |
1.07 |
12179 |
2024-04-18 |
2024-04-18 |
Short |
45.47 |
45.47 |
0.08 |
43595 |
2024-04-19 |
2024-04-19 |
Long |
45.89 |
45.89 |
0.41 |
32720 |
2024-04-22 |
2024-04-24 |
Long |
46.14 |
47.56 |
1.42 |
20863 |
2024-04-25 |
2024-04-25 |
Long |
48.8 |
48.8 |
0.56 |
64698 |
2024-04-26 |
2024-04-26 |
Short |
48.84 |
48.84 |
-0.29 |
41481 |
2024-04-29 |
2024-04-30 |
Short |
49.17 |
49.57 |
-0.4 |
32861 |
2024-05-01 |
2024-05-02 |
Long |
49.17 |
49.04 |
-0.13 |
13634 |
2024-05-03 |
2024-05-06 |
Short |
49.48 |
49.25 |
0.23 |
11139 |
2024-05-07 |
2024-05-09 |
Long |
49.42 |
48.19 |
-1.23 |
12432 |
2024-05-10 |
2024-05-13 |
Short |
48.8 |
49.82 |
-1.02 |
10627 |
2024-05-14 |
2024-05-14 |
Short |
49.09 |
49.09 |
-0.41 |
27574 |
2024-05-15 |
2024-05-21 |
Short |
49.53 |
48.6 |
0.93 |
42580 |
2024-05-22 |
2024-05-23 |
Long |
48.71 |
49.5 |
0.79 |
21199 |
2024-05-24 |
2024-05-31 |
Short |
48.69 |
48.14 |
0.55 |
14238 |
2024-06-03 |
2024-06-05 |
Long |
48.52 |
49.63 |
1.11 |
19761 |
2024-06-06 |
2024-06-06 |
Long |
49.09 |
49.09 |
0.42 |
10652 |
2024-06-07 |
2024-06-07 |
Short |
49.26 |
49.26 |
0.28 |
12841 |
2024-06-10 |
2024-06-17 |
Short |
48.24 |
46.69 |
1.55 |
35700 |
2024-06-18 |
2024-06-26 |
Long |
47.58 |
48.22 |
0.64 |
29477 |
2024-06-27 |
2024-06-28 |
Short |
48.4 |
48.12 |
0.28 |
10971 |
2024-07-01 |
2024-07-02 |
Long |
49.38 |
48.85 |
-0.53 |
30453 |
2024-07-03 |
2024-07-03 |
Long |
48.72 |
48.72 |
0.14 |
16623 |
2024-07-05 |
2024-07-15 |
Long |
49.39 |
50.94 |
1.55 |
29024 |
2024-07-16 |
2024-07-17 |
Short |
50.02 |
49.76 |
0.26 |
15315 |
2024-07-18 |
2024-07-23 |
Long |
50.38 |
50.57 |
0.19 |
33660 |
2024-07-24 |
2024-07-24 |
Long |
50.48 |
50.48 |
0.72 |
21222 |
2024-07-25 |
2024-07-26 |
Long |
52.7 |
52.67 |
-0.03 |
45915.9 |
2024-07-29 |
2024-08-02 |
Short |
51.99 |
53.24 |
-1.25 |
28890.8 |
2024-08-05 |
2024-08-05 |
Short |
52.04 |
52.04 |
0.59 |
18489 |
2024-08-06 |
2024-08-07 |
Short |
50.59 |
51.39 |
-0.8 |
15705.8 |
2024-08-08 |
2024-08-12 |
Long |
51.81 |
52.51 |
0.7 |
17127.9 |
2024-08-13 |
2024-08-13 |
Long |
52.92 |
52.92 |
0.66 |
15277 |
2024-08-14 |
2024-08-28 |
Long |
53.43 |
56.12 |
2.69 |
16227 |
2024-08-29 |
2024-08-29 |
Long |
56.2 |
56.2 |
0.13 |
13387 |
2024-08-30 |
2024-08-30 |
Short |
56.24 |
56.24 |
-0.02 |
16696 |
2024-09-03 |
2024-09-03 |
Long |
57.79 |
57.79 |
-0.26 |
35619 |
2024-09-04 |
2024-09-06 |
Long |
58.04 |
58.53 |
0.49 |
19928.3 |
2024-09-09 |
2024-09-09 |
Long |
58.08 |
58.08 |
0.43 |
9079 |
2024-09-10 |
2024-09-10 |
Short |
58.19 |
58.19 |
0.06 |
9649 |
2024-09-11 |
2024-09-13 |
Short |
58.1 |
57.12 |
0.98 |
16453 |
2024-09-16 |
2024-09-17 |
Long |
57.47 |
57.33 |
-0.14 |
13524 |
2024-09-18 |
2024-09-18 |
Long |
57.28 |
57.28 |
0.19 |
13549 |
2024-09-19 |
2024-09-20 |
Long |
57.8 |
57.95 |
0.15 |
14088 |
2024-09-23 |
2024-09-24 |
Short |
57.75 |
57.32 |
0.43 |
15870 |
2024-09-25 |
2024-09-25 |
Short |
57.4 |
57.4 |
0.75 |
13765 |
2024-09-26 |
2024-09-27 |
Short |
56.74 |
57.16 |
-0.42 |
12240 |
2024-09-30 |
2024-10-01 |
Long |
57.83 |
57.55 |
-0.28 |
13339 |
2024-10-02 |
2024-10-09 |
Short |
56.75 |
54.9 |
1.85 |
15810 |
2024-10-10 |
2024-10-10 |
Short |
55.43 |
55.43 |
0.66 |
14314 |
2024-10-11 |
2024-10-11 |
Long |
54.91 |
54.91 |
0.05 |
15746 |
2024-10-14 |
2024-10-14 |
Short |
55.24 |
55.24 |
0.32 |
18750 |
2024-10-15 |
2024-10-17 |
Short |
54.01 |
54.56 |
-0.55 |
22605 |
2024-10-18 |
2024-10-21 |
Long |
54.57 |
54.55 |
-0.02 |
11966 |
2024-10-22 |
2024-10-25 |
Short |
53.05 |
53.9 |
-0.85 |
16989 |
2024-10-28 |
2024-10-29 |
Long |
54.18 |
54.53 |
0.35 |
34618 |
2024-10-30 |
2024-11-07 |
Short |
53.32 |
51.48 |
1.84 |
26090 |
2024-11-08 |
2024-11-08 |
Short |
51.52 |
51.52 |
0.2 |
12836 |
2024-11-11 |
2024-11-15 |
Short |
51.08 |
47.88 |
3.2 |
20593 |
2024-11-18 |
2024-11-19 |
Long |
47.99 |
47.98 |
-0.01 |
26139 |
2024-11-20 |
2024-11-21 |
Short |
47.95 |
47.64 |
0.31 |
17375 |
2024-11-22 |
2024-11-26 |
Long |
47.99 |
48.57 |
0.58 |
35493 |
2024-11-27 |
2024-11-27 |
Long |
48.45 |
48.45 |
0.27 |
15235 |
2024-12-02 |
2024-12-02 |
Short |
48.12 |
48.12 |
0.16 |
16225 |
2024-12-03 |
2024-12-03 |
Long |
48.21 |
48.21 |
-0.04 |
25551 |
2024-12-04 |
2024-12-04 |
Short |
47.86 |
47.86 |
-0.15 |
22978 |
2024-12-05 |
2024-12-05 |
Long |
48.21 |
48.21 |
0.3 |
20192 |
2024-12-09 |
2024-12-10 |
Long |
48.35 |
48.54 |
0.19 |
8842.64 |
2024-12-11 |
2024-12-17 |
Short |
48.1 |
47.65 |
0.45 |
14543.1 |
2024-12-18 |
2024-12-18 |
Short |
47.74 |
47.74 |
0.73 |
25222.8 |
2024-12-19 |
2024-12-23 |
Short |
47.32 |
47.75 |
-0.43 |
26723.3 |
2024-12-24 |
2024-12-30 |
Long |
47.84 |
48.65 |
0.81 |
16411.5 |
2024-12-31 |
2025-01-06 |
Short |
48.06 |
48.57 |
-0.51 |
6375.18 |
2025-01-07 |
2025-01-08 |
Long |
49.66 |
49.13 |
-0.53 |
28165 |
2025-01-10 |
2025-01-15 |
Short |
49.35 |
49.58 |
-0.23 |
28333 |
2025-01-16 |
2025-02-27 |
Long |
49.89 |
54.45 |
4.56 |
51711 |
2025-03-03 |
2025-03-03 |
Long |
56.27 |
56.27 |
0.25 |
43144 |
2025-03-04 |
2025-03-13 |
Long |
57.35 |
57.37 |
0.02 |
44308 |
2025-03-17 |
2025-03-17 |
Long |
58.33 |
58.33 |
0.59 |
35129 |
2025-03-18 |
2025-03-18 |
Short |
58.94 |
58.94 |
-0.17 |
33813 |
2025-03-19 |
2025-03-31 |
Short |
59.13 |
54.95 |
4.18 |
32488 |
2025-04-01 |
2025-04-01 |
Short |
55.5 |
55.5 |
1.16 |
38103 |
2025-04-02 |
2025-04-03 |
Short |
53.87 |
55.66 |
-1.79 |
16826 |
2025-04-07 |
2025-04-07 |
Short |
50.19 |
50.19 |
-0.57 |
40103 |
2025-04-08 |
2025-04-09 |
Short |
51.33 |
48.19 |
3.14 |
42670 |
2025-04-10 |
2025-04-10 |
Short |
50.21 |
50.21 |
0.55 |
26578 |
2025-04-14 |
2025-04-14 |
Long |
51.44 |
51.44 |
0.4 |
26499 |
2025-04-15 |
2025-04-15 |
Short |
51.28 |
51.28 |
0.68 |
65237 |
2025-04-16 |
2025-04-22 |
Short |
51.59 |
51.25 |
0.34 |
0 |
2025-04-23 |
2025-05-06 |
Long |
52.46 |
54.74 |
2.28 |
30518 |
2025-05-07 |
2025-05-15 |
Short |
52.32 |
50.04 |
2.28 |
21288 |
2025-05-19 |
2025-05-22 |
Long |
51.65 |
52.53 |
0.88 |
15009 |
2025-05-27 |
2025-05-29 |
Short |
52.9 |
52.18 |
0.72 |
19255 |
2025-06-02 |
2025-06-02 |
Short |
48.99 |
48.99 |
-0.2 |
21209 |
2025-06-03 |
2025-06-04 |
Short |
49.01 |
49.37 |
-0.36 |
35764 |
2025-06-05 |
2025-06-11 |
Long |
49.91 |
49.86 |
-0.05 |
18873 |
2025-06-12 |
2025-06-12 |
Long |
50.16 |
50.16 |
0.67 |
19475 |
2025-06-16 |
2025-06-16 |
Short |
50.02 |
50.02 |
0.61 |
19460 |
2025-06-17 |
2025-06-23 |
Short |
48.98 |
47.64 |
1.34 |
21445 |
2025-06-24 |
2025-06-25 |
Long |
48.45 |
48.15 |
-0.3 |
24256 |
2025-06-26 |
2025-06-26 |
Long |
48.31 |
48.31 |
0.06 |
19281 |
2025-06-30 |
2025-06-30 |
Short |
48.43 |
48.43 |
0.12 |
17458 |
2025-07-01 |
2025-07-01 |
Long |
48.19 |
48.19 |
0.86 |
16027 |
2025-07-02 |
2025-07-03 |
Long |
48.98 |
48.7 |
-0.28 |
21274 |
2025-07-07 |
2025-07-09 |
Short |
48.23 |
48.72 |
-0.49 |
23055 |
2025-07-10 |
2025-07-14 |
Long |
48.92 |
48.56 |
-0.36 |
22189 |
2025-07-15 |
2025-07-16 |
Short |
48.75 |
48.41 |
0.34 |
14965 |
2025-07-17 |
2025-07-17 |
Short |
48.1 |
48.1 |
-0.29 |
11254.3 |
2025-07-21 |
2025-07-22 |
Short |
48.08 |
48.15 |
-0.07 |
12365 |
2025-07-23 |
2025-07-28 |
Long |
49.43 |
49.93 |
0.5 |
22312 |
2025-07-29 |
2025-08-04 |
Short |
49.43 |
46.83 |
2.6 |
29207 |
2025-08-05 |
2025-08-06 |
Long |
47.78 |
47.29 |
-0.49 |
27552 |
2025-08-07 |
2025-08-07 |
Long |
46.9 |
46.9 |
0.53 |
36421 |
2025-08-11 |
2025-08-11 |
Short |
47.27 |
47.27 |
0.06 |
27710 |
-------------------------------------------- |
Symbol: SNY |
Country: USA |
Financial Market: XNAS |
ISIN: US80105N1054 |
-------------------------------------------- |
HARP - Historical Annualized Return Percent: 3.59023 (per share traded over duration above) |
Average Transaction Price: $50.8547 |
-------------------------------------------- |
Total Transactions (Long): 64 (per share traded over duration above) |
Average Profit Per Transaction (Long): $0.4700 |
Total Transaction Profit (Long): $30.11 (per share traded over duration above) |
Theoretical Max Profits (Long): $0 |
Available % of Max Profit Captured (Long): inf% |
-------------------------------------------- |
Total Transactions (Short): 72 (per share traded over duration above) |
Average Profit Per Transaction (Short): $0.4400 |
Total Transaction Profit (Short): $31.52 (per share traded over duration above) |
Theoretical Max Profits (Short): $0 |
Available % of Max Profit Captured (Short): inf% |
-------------------------------------------- |
Total Profit (non-Transactions): 0 |
-------------------------------------------- |
Available % of Max Profit Captured (Avg): inf% |
Total transactions in Window (Long + Short): 136 (per share traded over duration above) |
Average Profit per trade (ALL Transactions): $0.450 (per share traded over duration above) |
Total Profit in Window (ALL Transactions): $61.63 (per share traded over duration above) |
-------------------------------------------- |
Average transition width (in milli-seconds): 228750000.00 |
Average transition width (in seconds): 228750.00 |
Average transition width (in minutes): 3812.50 |
Average transition width (in days): 9.78 |
-------------------------------------------- |