Note: The percentage drawdown is calculated from the beginning of the equity with the expected return of 33 % p.a. of the initial endowment.
2007   00+501+612+2 132-398-1 021+730-50+2 506
2008-1 700-385+247-565-318-1 478-7-323+167+1 857-81+1 473-1 113
2009+169+291+846+1 438-657-220-496-252-385+1 200-1 614+2 027+2 347
2010+473+1 052-715+520+4 335-182-86+48-299-278+2 267+2 425+9 560
2011+380+1 008+876-775-293+112+2 405+2 568+2 225-1 014+15+930+8 437
2012+23+801+1 805+385-31+757-255+1 405-188+1 787+1 305+1 917+9 711
2013+1 839+1 093+1 986+76+1 684+1 050-268+64+529-1 104+4 559-107+11 401
2014+1 502-514+836+320-1 061+666-78-1 216+2 466-460+3 603+155+6 219
2015+1 716-447-266-786-1 954-1 692-1 020-389-866+81+49-642-6 216
2016+352-326-717-455-389-551+125+667-126-5-1 532-1 551-4 508
2017-1 363           -1 363
pairs: 17, The strategy performs puncturing the daily range and is set to the selected pairs