| Transaction Start Date | Transaction End Date | Transaction Type | Entry Price | Exit Price | [+]=Profit / [-]=Loss | Volume at Entry Date |
|---|---|---|---|---|---|---|
2024-01-24 |
2024-01-29 |
Short |
107.97 |
107.5 |
0.47 |
11634 |
2024-01-30 |
2024-01-31 |
Long |
107.31 |
105.55 |
-1.76 |
13763 |
2024-02-01 |
2024-02-01 |
Long |
105.07 |
105.07 |
0.26 |
19838 |
2024-02-02 |
2024-02-02 |
Short |
104.8 |
104.8 |
1.08 |
16520 |
2024-02-05 |
2024-02-15 |
Short |
103.54 |
99.31 |
4.23 |
14146 |
2024-02-16 |
2024-02-21 |
Long |
100 |
102.05 |
2.05 |
8887 |
2024-02-22 |
2024-02-22 |
Long |
102.5 |
102.5 |
0.3 |
17417 |
2024-02-23 |
2024-02-26 |
Long |
103.72 |
104.58 |
0.86 |
17686 |
2024-02-27 |
2024-03-01 |
Short |
103.09 |
102.01 |
1.08 |
12690 |
2024-03-04 |
2024-03-07 |
Long |
101.45 |
100.5 |
-0.95 |
8364 |
2024-03-08 |
2024-03-08 |
Long |
100.01 |
100.01 |
0.7 |
8884 |
2024-03-11 |
2024-03-12 |
Long |
101.05 |
99.8 |
-1.25 |
15921 |
2024-03-13 |
2024-03-22 |
Short |
99.7 |
96.24 |
3.46 |
9160 |
2024-03-25 |
2024-03-25 |
Short |
96.15 |
96.15 |
0.42 |
36417 |
2024-03-26 |
2024-03-27 |
Short |
95.5 |
95.5 |
0 |
9442 |
2024-03-28 |
2024-04-01 |
Long |
96.28 |
96.83 |
0.55 |
15247 |
2024-04-02 |
2024-04-04 |
Short |
94.64 |
97.25 |
-2.61 |
14686 |
2024-04-05 |
2024-04-05 |
Short |
95.3 |
95.3 |
-0.49 |
19169 |
2024-04-08 |
2024-04-15 |
Short |
95.74 |
94.2 |
1.54 |
15351 |
2024-04-16 |
2024-04-16 |
Short |
92.85 |
92.85 |
-0.35 |
19148 |
2024-04-17 |
2024-04-19 |
Short |
93.63 |
93.2 |
0.43 |
11687 |
2024-04-22 |
2024-04-26 |
Long |
94.76 |
97.76 |
3 |
24477 |
2024-04-29 |
2024-05-02 |
Short |
97.76 |
97.21 |
0.55 |
21686 |
2024-05-03 |
2024-05-15 |
Long |
97.75 |
103.25 |
5.5 |
10456 |
2024-05-16 |
2024-05-20 |
Short |
102.5 |
102.7 |
-0.2 |
8120 |
2024-05-21 |
2024-05-21 |
Short |
102.8 |
102.8 |
-0.04 |
8820 |
2024-05-22 |
2024-05-30 |
Short |
101.81 |
100.34 |
1.47 |
10517 |
2024-05-31 |
2024-06-03 |
Long |
102.14 |
103.23 |
1.09 |
19814 |
2024-06-04 |
2024-06-04 |
Long |
103.82 |
103.82 |
1.1 |
16856 |
2024-06-05 |
2024-06-10 |
Long |
105.47 |
105.07 |
-0.4 |
11091 |
2024-06-11 |
2024-06-12 |
Short |
104.98 |
106.33 |
-1.35 |
15232 |
2024-06-13 |
2024-06-17 |
Long |
105.78 |
104.44 |
-1.34 |
10776 |
2024-06-18 |
2024-06-20 |
Short |
105.33 |
104.66 |
0.67 |
10518 |
2024-06-21 |
2024-06-21 |
Short |
105.39 |
105.39 |
0.17 |
13021 |
2024-06-24 |
2024-06-24 |
Long |
107.47 |
107.47 |
-0.52 |
15511 |
2024-06-25 |
2024-06-26 |
Long |
107.22 |
106.76 |
-0.46 |
8193 |
2024-06-27 |
2024-07-03 |
Short |
106.65 |
106.57 |
0.08 |
12686 |
2024-07-05 |
2024-07-08 |
Long |
108.18 |
108.68 |
0.5 |
14659 |
2024-07-09 |
2024-07-09 |
Long |
108.88 |
108.88 |
-0.65 |
15305 |
2024-07-10 |
2024-07-15 |
Long |
108.29 |
112.04 |
3.75 |
12536 |
2024-07-16 |
2024-07-17 |
Short |
110.03 |
111.18 |
-1.15 |
11421 |
2024-07-18 |
2024-07-18 |
Short |
107.81 |
107.81 |
0.59 |
34610 |
2024-07-19 |
2024-07-22 |
Short |
106.35 |
107.96 |
-1.61 |
16832 |
2024-07-23 |
2024-07-31 |
Long |
108.12 |
112.2 |
4.08 |
13194 |
2024-08-01 |
2024-08-01 |
Long |
112 |
112 |
0.1 |
10545 |
2024-08-02 |
2024-08-05 |
Long |
112.3 |
111.03 |
-1.27 |
16789 |
2024-08-06 |
2024-08-08 |
Short |
108.53 |
110.6 |
-2.07 |
13850 |
2024-08-09 |
2024-09-03 |
Long |
111.56 |
119.13 |
7.57 |
10375 |
2024-09-04 |
2024-09-04 |
Long |
118.29 |
118.29 |
1.09 |
11609.7 |
2024-09-05 |
2024-09-05 |
Short |
117.74 |
117.74 |
1.25 |
13175 |
2024-09-06 |
2024-09-06 |
Long |
117.24 |
117.24 |
-0.59 |
11513 |
2024-09-09 |
2024-09-11 |
Long |
116.88 |
114.98 |
-1.9 |
11830.9 |
2024-09-12 |
2024-09-12 |
Long |
115.35 |
115.35 |
0.37 |
15434 |
2024-09-13 |
2024-09-13 |
Short |
115.81 |
115.81 |
0.15 |
18660 |
2024-09-16 |
2024-09-16 |
Long |
116.41 |
116.41 |
0.54 |
9249 |
2024-09-17 |
2024-09-17 |
Short |
116.1 |
116.1 |
0.4 |
8727 |
2024-09-18 |
2024-09-23 |
Short |
116.3 |
116.34 |
-0.04 |
7713 |
2024-09-24 |
2024-09-26 |
Long |
115.84 |
115.11 |
-0.73 |
9558 |
2024-09-27 |
2024-10-07 |
Short |
115.86 |
114.59 |
1.27 |
9191 |
2024-10-08 |
2024-10-08 |
Short |
114.12 |
114.12 |
0.35 |
6971 |
2024-10-09 |
2024-10-09 |
Long |
115.14 |
115.14 |
0.5 |
13306 |
2024-10-10 |
2024-10-21 |
Long |
115.64 |
116.77 |
1.13 |
7627 |
2024-10-22 |
2024-10-25 |
Short |
114.16 |
113.65 |
0.51 |
8589 |
2024-10-28 |
2024-10-29 |
Long |
114.28 |
111.81 |
-2.47 |
16028 |
2024-10-30 |
2024-11-04 |
Short |
110.63 |
110.9 |
-0.27 |
28456 |
2024-11-05 |
2024-11-05 |
Short |
108.97 |
108.97 |
-0.41 |
7451.22 |
2024-11-06 |
2024-11-07 |
Short |
107.81 |
106.57 |
1.24 |
13695 |
2024-11-08 |
2024-11-08 |
Short |
106.61 |
106.61 |
0.16 |
11769 |
2024-11-11 |
2024-11-19 |
Short |
106.23 |
102.58 |
3.65 |
10810 |
2024-11-20 |
2024-11-20 |
Short |
102.8 |
102.8 |
-0.29 |
10597 |
2024-11-21 |
2024-11-21 |
Long |
103.16 |
103.16 |
0.69 |
15280 |
2024-11-22 |
2024-11-25 |
Long |
104.44 |
103.95 |
-0.49 |
13372 |
2024-11-26 |
2024-11-26 |
Long |
104.07 |
104.07 |
-0.26 |
13364 |
2024-11-27 |
2024-12-02 |
Long |
104.64 |
105.33 |
0.69 |
3818.06 |
2024-12-03 |
2024-12-03 |
Long |
105.28 |
105.28 |
-0.72 |
8576 |
2024-12-04 |
2024-12-04 |
Short |
102.2 |
102.2 |
0.36 |
16212 |
2024-12-05 |
2024-12-05 |
Long |
102.78 |
102.78 |
-0.26 |
9918 |
2024-12-06 |
2024-12-06 |
Short |
102.79 |
102.79 |
0.8 |
8016.61 |
2024-12-09 |
2024-12-17 |
Short |
101.55 |
98.41 |
3.14 |
11188.3 |
2024-12-18 |
2024-12-18 |
Short |
98.37 |
98.37 |
1.54 |
9403.44 |
2024-12-19 |
2024-12-23 |
Short |
97.02 |
97.72 |
-0.7 |
12080.5 |
2024-12-24 |
2024-12-30 |
Long |
98.21 |
98.09 |
-0.12 |
3373.83 |
2024-12-31 |
2025-01-03 |
Short |
97.33 |
97.39 |
-0.06 |
6877.61 |
2025-01-06 |
2025-01-10 |
Long |
97.83 |
99.47 |
1.64 |
13773 |
2025-01-13 |
2025-01-14 |
Short |
98.56 |
98.75 |
-0.19 |
14672 |
2025-01-15 |
2025-01-15 |
Short |
99.48 |
99.48 |
0.41 |
13038 |
2025-01-16 |
2025-01-21 |
Short |
99.21 |
98.3 |
0.91 |
31118 |
2025-01-22 |
2025-01-22 |
Short |
99.24 |
99.24 |
1.07 |
15918 |
2025-01-23 |
2025-01-23 |
Long |
99.45 |
99.45 |
0.58 |
16774 |
2025-01-27 |
2025-01-29 |
Long |
102.08 |
102.96 |
0.88 |
23056 |
2025-01-30 |
2025-01-30 |
Long |
103.41 |
103.41 |
1.34 |
27070 |
2025-02-03 |
2025-02-06 |
Long |
104.47 |
108.43 |
3.96 |
31228 |
2025-02-10 |
2025-02-13 |
Short |
106.52 |
106.96 |
-0.44 |
16645 |
2025-02-18 |
2025-02-18 |
Short |
106.28 |
106.28 |
-0.33 |
12705 |
2025-02-19 |
2025-02-20 |
Short |
106.46 |
106.11 |
0.35 |
12554 |
2025-02-24 |
2025-02-26 |
Long |
109.41 |
108.76 |
-0.65 |
17574 |
2025-02-27 |
2025-03-03 |
Short |
107.67 |
109.7 |
-2.03 |
18433 |
2025-03-04 |
2025-03-13 |
Long |
111.47 |
109.81 |
-1.66 |
28317 |
2025-03-17 |
2025-03-17 |
Long |
110.62 |
110.62 |
1.6 |
49494 |
2025-03-18 |
2025-03-18 |
Short |
112.02 |
112.02 |
-0.2 |
39581 |
2025-03-19 |
2025-03-20 |
Short |
111.77 |
112.85 |
-1.08 |
21746 |
2025-03-24 |
2025-03-24 |
Short |
111.94 |
111.94 |
0.85 |
15434 |
2025-03-25 |
2025-03-27 |
Short |
112 |
111.17 |
0.83 |
25884 |
2025-03-31 |
2025-04-01 |
Long |
110.89 |
112.48 |
1.59 |
29494 |
2025-04-02 |
2025-04-02 |
Long |
110.01 |
110.01 |
0.76 |
27520 |
2025-04-03 |
2025-04-07 |
Long |
114.35 |
101.59 |
-12.76 |
29297 |
2025-04-08 |
2025-04-09 |
Short |
105.39 |
98.21 |
7.18 |
23480 |
2025-04-10 |
2025-04-10 |
Short |
102.33 |
102.33 |
-1.07 |
42073 |
2025-04-14 |
2025-04-14 |
Long |
107.15 |
107.15 |
2.31 |
23834 |
2025-04-15 |
2025-05-01 |
Long |
109.69 |
112.6 |
2.91 |
16108 |
2025-05-05 |
2025-05-05 |
Long |
114.1 |
114.1 |
-1.02 |
11906 |
2025-05-06 |
2025-05-06 |
Short |
113.32 |
113.32 |
2.77 |
22324.4 |
2025-05-07 |
2025-05-07 |
Long |
112.03 |
112.03 |
-0.33 |
14760 |
2025-05-08 |
2025-05-08 |
Short |
111.44 |
111.44 |
1.31 |
16568 |
2025-05-12 |
2025-05-15 |
Short |
106.82 |
107.16 |
-0.34 |
34160 |
2025-05-19 |
2025-05-28 |
Long |
109.31 |
112.02 |
2.71 |
11604 |
2025-05-29 |
2025-05-29 |
Long |
111.5 |
111.5 |
1.08 |
11115 |
2025-06-02 |
2025-06-11 |
Long |
116.09 |
118.51 |
2.42 |
13720 |
2025-06-12 |
2025-06-12 |
Long |
119.97 |
119.97 |
0.8 |
12045 |
2025-06-16 |
2025-06-16 |
Short |
119 |
119 |
0.91 |
12997.6 |
2025-06-17 |
2025-06-23 |
Short |
117.71 |
115.96 |
1.75 |
13063 |
2025-06-24 |
2025-07-03 |
Long |
117.88 |
122.36 |
4.48 |
10402.1 |
2025-07-07 |
2025-07-09 |
Short |
122.23 |
122.35 |
-0.12 |
10039 |
2025-07-10 |
2025-07-14 |
Long |
123.77 |
120.43 |
-3.34 |
16674 |
2025-07-15 |
2025-07-22 |
Short |
121.44 |
114.89 |
6.55 |
14840 |
2025-07-23 |
2025-07-28 |
Long |
116.72 |
117.25 |
0.53 |
26538 |
2025-07-29 |
2025-08-04 |
Short |
116.69 |
116.19 |
0.5 |
14491 |
2025-08-05 |
2025-08-06 |
Long |
118.05 |
115 |
-3.05 |
14472 |
-------------------------------------------- |
Symbol: NVS |
Country: USA |
Financial Market: XNYS |
ISIN: US66987V1098 |
-------------------------------------------- |
HARP - Historical Annualized Return Percent: 1.91917 (per share traded over duration above) |
Average Transaction Price: $107.2593 |
-------------------------------------------- |
Total Transactions (Long): 63 (per share traded over duration above) |
Average Profit Per Transaction (Long): $0.4300 |
Total Transaction Profit (Long): $27.06 (per share traded over duration above) |
Theoretical Max Profits (Long): $0 |
Available % of Max Profit Captured (Long): inf% |
-------------------------------------------- |
Total Transactions (Short): 65 (per share traded over duration above) |
Average Profit Per Transaction (Short): $0.6000 |
Total Transaction Profit (Short): $39.01 (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): 128 (per share traded over duration above) |
Average Profit per trade (ALL Transactions): $0.510 (per share traded over duration above) |
Total Profit in Window (ALL Transactions): $66.07 (per share traded over duration above) |
-------------------------------------------- |
Average transition width (in milli-seconds): 240780659.34 |
Average transition width (in seconds): 240780.66 |
Average transition width (in minutes): 4013.01 |
Average transition width (in days): 10.29 |
-------------------------------------------- |