Results of our GEWC Technical Analyses

Extended EWT in practice

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Results of our GEWC Portfolio.

2016-2022 GEWC Portfolio results & data.

GEWC portfolio performance during 2016-2022: +396.39%.
MSCI All-Countries World index during 2016-2022: +50.49%.

GEWC portfolio value (including all open positions) vs. MSCI All-Countries World Index - 2016-2022 - EWT Investing

Comments on 2016-2022.

The result of our GEWC portfolio trades, which are a direct result of our analysis process, has over the 2016-2022 period outperformed a buy-and-hold strategy of global equities as represented by the MSCI All-Countries World Index by 345.9%-points or a 7.85-fold greater result. The MSCI All-Countries World Index is a reasonable comparison as our analysis work and methodology is best applied to broad stock market indices rather than single stock names. It should be noted, however, that our GEWC package includes coverage and trades on some commodities and FX crosses, and that very small minority of trades are found in single stock names and other instruments.

Looking back at the 2016-2022 period, the GEWC analysis process has continuously churned out GEWC portfolio trades at a high profit-vs-loss ratio, but during both 2019 and 2021, as market structures indicated large declines were likely to occur, some GEWC portfolio short positions were in a retrospective analysis entered too early, suppressing the year-end liquidation value of the GEWC portfolio for 2019 and 2021, ahead of outsized returns in 2020 and 2022 respectively when the financial markets turned and completed the patterns that were indicated. This highlights the fact that while the Extended EWT analysis process we utilize tends to yield trade ideas that are quite likely to turn into profits at some point, sometimes signals to this effect are issued a bit early. As with other  market timing and position & risk management methods, nothing is ever 100% perfect, but all drawdown periods have nonetheless been kept below 5% during the 2016-2022 time frame.

 

Results summary.
Year GEWC Portfolio MSCI AC WI GEWC Over/Under
2016-2022 +396.39% +50.49% +345.9 pp.
2022 +61.12% -18.33% +79.45 pp.
2021 +1.57% +16.82% -15.25 pp.
2020 +63.69% +14.31% +49.38 pp.
2019 +3.45% +24.36% -20.91 pp.
2018 +35.29% -11.18% +46.47 pp.
2017 +22.73% +21.51% +1.22 pp.
2016 +7.88% +4.86% +3.02 pp.
 
Drawdown summary.

The below table contains GEWC Portfolio drawdowns that were longer than 1 month in duration.

Approx. date range Drawdown max. Approx. duration
2018-04 to 2018-05 -1.63% ~2 months
2018-07 to 2018-08 -2.23% ~2 months
2019-02 to 2019-05 -1.49% ~4 months
2019-06 to 2019-08 -1.31% ~2 months
2019-09 to 2020-02 -4.75% ~6 months
2020-05 to 2020-07 -1.47% ~3 months
2020-09 to 2020-12 -0.66% ~4 months
2021-02 to 2022-01 -4.13% ~11 months
2022-10 to 2022-11 -0.72% ~1 months
 
2016-2022 charts.

Chart #1: GEWC portfolio value (including all open positions) vs. MSCI All-Countries World Index.

GEWC portfolio value (including all open positions) vs. MSCI All-Countries World Index - 2016-2022 - EWT Investing

Chart #2: Cumulative result (+/-) of GEWC Trades for 2016-2022. This chart does not accurately reflect what real-life trading results would be attainable using our GEWC portfolio trades, as it is simply a straight addition/subtraction of GEWC portfolio trading results.

Cumulative result (+/-) of GEWC Trades - 2016-2022.

Chart #3: Cumulative value of GEWC Trades portfolio for 2016-2022, closed out positions. Position size 2.5-5% per trade.

Value after closed positions (2.5-5% PS) - 2016-2022 - EWT Investing

Chart #4: Capital Utilization 2016-2022. Values above 100% indicate utilization of leverage in some form or fashion.

Capital Utilization for the GEWC Portfolio - 2016-2022 - EWT Investing

Profit % since the GEWC portfolio start in 2016-06 until 2022-12: 80.32%.
Loss % since the GEWC portfolio start in 2016-06 until 2022-12: 19.68%.

 

2022 GEWC portfolio results & data.

GEWC portfolio performance during 2022: +61.12%.
MSCI All-Countries World index during 2022: -18.33%.

GEWC portfolio maximum drawdown (measured at monthly intervals) during 2022: -0.72%.

2022 charts.

Chart #1: GEWC portfolio value (including all open positions) vs. MSCI All-Countries World Index.

GEWC portfolio value (including all open positions) vs. MSCI All-Countries World Index - 2022 - EWT Investing

Chart #2: Cumulative value of GEWC Trades portfolio for 2022, closed out positions. Position size 2.5-5% per trade.

Value after closed positions (5% PS) - 2022 - EWT Investing

Chart #3: Capital Utilization 2022. Values above 100% indicate utilization of leverage in some form or fashion.

Capital Utilization for the GEWC Portfolio - 2022 - EWT Investing

Position data & summary.

The table below contains data for GEWC trades closed out during 2022. Current positions not closed out are not revealed for any calendar year.

% of trades closed out during 2022 at a profit: 91.67%.
% of trades closed out during 2022 at a loss: 8.33%.

Exit Entry Type Market Exit price Entry price % Result
2022-12-19 2022-11-21 Short BRENT $79.09 $83.25 +5.26%
2022-12-12 2022-10-03 Long BSESN 61770.56 57403.92 +7.61%
2022-11-15 2022-08-30 Long XAU/USD $1775.1 $1734 +2.37%
2022-11-15 2022-11-09 Long BRENT $91.69 $95 -3.48%
2022-11-03 2020-11-30 Short GOOGL $85 $87.685 +3.16%
2022-10-24 2020-11-30 Short META $127.25 $274.5 +115.72%
2022-10-24 2021-10-21 Short 10Y-UST 109.13 130 +19.12%
2022-10-17 2022-08-01 Short S&P 500 3664 4112.38 +12.24%
2022-10-17 2022-08-15 Short OMXSPI 712.71 825 +15.76%
2022-10-04 2022-08-08 Short DAX 30 12545 13703.38 +9.23%
2022-10-04 2022-07-28 Short CAC 40 5933 6304.13 +6.26%
2022-10-03 2022-08-08 Short WIG 45840.63 54237.15 +18.32%
2022-09-28 2020-11-17 Short AEX 630 599.57 -4.83%
2022-08-15 2022-06-27 Long OMXSPI 825 751.87 +9.73%
2022-08-08 2022-07-11 Long BVSP 107500 100282 +7.20%
2022-08-01 2021-08-09 Long USD/JPY 132 110.26 +19.72%
2022-07-29 2022-07-04 Long DAX 30 13500 12904.09 +4.62%
2022-07-25 2022-04-25 Short XAU/USD $1731.95 $1918.7 +10.78%
2022-07-25 2022-07-11 Long CAC 40 6198.83 5923.83 +4.64%
2022-07-12 2021-08-23 Short EUR/USD 1 1.1694 +16.94%
2022-07-04 2022-03-28 Short DAX 30 12904.09 14376 +11.41%
2022-06-27 2022-05-30 Short WIG 53401.86 57167.21 +7.05%
2022-06-27 2022-05-30 Short OMXSPI 844.32 751.87 +12.30%
2022-06-27 2022-03-21 Short CAC 40 6105.2 6608.79 +8.25%
2022-06-27 2022-05-30 Short BVSP 98673 111944 +13.45%
2022-06-20 2022-05-31 Short S&P 500 3715.31 4151.09 +11.73%
2022-05-30 2022-05-23 Long S&P 500 4151.09 3919.42 +5.91%
2022-05-30 2022-05-10 Long OMXSPI 844.32 773.9 +9.10%
2022-05-30 2021-05-31 Short BSESN 55507.75 51476.2 -7.26%
2022-05-26 2022-02-21 Short BVSP 111825 112880 +0.94%
2022-05-16 2021-12-08 Short WIG 55079.8 69350 +25.91%
2022-05-16 2022-03-28 Short S&P 500 4309 4541.09 +13.16%
2022-05-11 2020-11-30 Short AMZN $105 $157 +49.52%
2022-05-10 2022-03-21 Short OMXSPI 773.9 904.42 +16.87%
2022-05-06 2021-03-08 Long USDX 104 91.94 +13.12%
2022-03-17 2022-03-07 Long BSESN 58000 53172.51 +9.08%
2022-03-16 2022-02-14 Short N225 25730 27305.92 +6.12%
2022-03-14 2021-09-20 Short S&P 500 4202.75 4402.95 +4.76%
2022-03-07 2020-11-30 Short DAX 30 12614.08 13270.51 +5.20%
2022-03-07 2022-01-30 Short OMXSPI 790.9 1017.61 +28.66%
2022-03-07 2021-11-15 Short OMXSPI 790.9 1019.85 +28.95%
2022-03-07 2021-08-27 Short MRNA $135.12 $389.46 +188.23%
2022-03-07 2020-12-07 Short CAC 40 5800 5594.5 -3.54%
2022-02-28 2022-01-24 Long XAU/USD $1903.3 $1838.25 +3.54%
2022-02-25 2021-06-14 Short MOEX 2261.33 2845.81 +70.07%
2022-02-24 2021-08-09 Short COMPQ 12587.88 14855.8 +18.02%
2022-02-10 2021-10-25 Short N255 27875 28527.13 +2.34%
2022-01-24 2022-01-10 Long BVSP 108941 102000 +6.80%

 

2021 GEWC portfolio results & data.

GEWC portfolio performance during 2021: +1.57%.
MSCI All-Countries World index during 2021: +16.82%.

GEWC portfolio maximum drawdown (measured at monthly intervals) during 2021: -4.11%.

2021 charts.

Chart #1: GEWC portfolio value (including all open positions) vs. MSCI All-Countries World Index.

GEWC portfolio value (including all open positions) vs. MSCI All-Countries World Index - 2021 - EWT Investing

Chart #2: Cumulative value of GEWC Trades portfolio for 2021, closed out positions. Position size 2.5-5% per trade.

Value after closed positions (5% PS) - 2021 - EWT Investing

Chart #3: Capital Utilization 2021. Values above 100% indicate utilization of leverage in some form or fashion.

Capital Utilization for the GEWC Portfolio - 2021 - EWT Investing

Position data & summary.

The table below contains data for GEWC trades closed out during 2021. Current positions not closed out are not revealed for any calendar year.

% of trades closed out during 2021 at a profit: 83.78%.
% of trades closed out during 2021 at a loss: 16.22%.

Exit Entry Type Market Exit price Entry price % Result
2021-11-30 2020-11-30 Short TWTR 43 45.8 +6.51%
2021-11-02 2021-08-27 Short PFE 45.15 47.29 +4.74%
2021-11-01 2020-11-16 Short BVSP 103514 106000 +2.40%
2021-10-18 2021-08-03 Long 10Y-UST 130.25 134.29 -3.01%
2021-10-14 2021-06-01 Short XAG/USD 23.34 28.21 +20.87%
2021-10-11 2021-09-27 Short Nikkei 225 27977.57 30277.82 +8.22%
2021-10-04 2021-08-09 Short OMXSPI 922.028 991.867 +7.57%
2021-09-13 2021-08-23 Long Nikkei 225 30372.02 27193.1 +11.69%
2021-09-13 2021-08-09 Long Nikkei 225 30372.02 27887.03 +8.91%
2021-08-19 2021-02-11 Short Brent 66 61 -7.58%
2021-08-12 2020-04-14 Long WIG 69000 45015.42 +53.28%
2021-08-12 2020-03-16 Long WIG 69000 38031.23 +81.43%
2021-08-09 2021-03-08 Short FTSE 100 7122.95 6630.52 -6.91%
2021-07-15 2021-07-01 Long XAU/USD 1832 1774 +3.27%
2021-07-08 2021-06-28 Short CAC 40 6400 6611.99 +3.31%
2021-07-07 2021-06-04 Short 10Y-UST 133.18 131.2 -1.49%
2021-06-17 2021-03-30 Long XAU/USD 1843 1687 +9.25%
2021-06-11 2021-05-04 Long EUR/USD 1.2103 1.2000 +0.86%
2021-06-01 2021-05-17 Short OMXSPI 923.75 900.216 -2.55%
2021-05-31 2021-01-11 Short JKSE 5869.22 6278.41 +6.97%
2021-05-21 2021-02-08 Short BSESN 50376 51146.7 +1.53%
2021-05-11 2021-03-08 Long COMPQ 13115.85 12904.3 +1.64%
2021-05-03 2021-02-23 Long SMI 11072.54 10535.3 +5.10%
2021-05-03 2020-08-07 Short 10Y-UST 132.015 140.05 +6.09%
2021-04-28 2021-03-29 Long S&P 500 4200 3969.31 +5.81%
2021-04-19 2021-01-11 Long USD/JPY 108.35 103.89 +4.29%
2021-04-19 2021-03-22 Short MOEX 3598.47 3479.06 -3.32%
2021-03-16 2021-02-22 Long MOEX 3600.68 3447.57 +4.44%
2021-03-04 2020-04-06 Short USDX 91.61 100.865 +10.10%
2021-02-23 2020-12-14 Long COMPQ 13262.61 12477.44 +6.29%
2021-02-08 2020-11-06 Long XAG/USD 27.18 25.25 +7.64%
2021-01-27 2021-01-11 Short FTSE 100 6515 6873.26 +5.50%
2021-01-25 2020-06-22 Long SMI 10980.34 10196 +7.69%
2020-01-20 2020-12-07 Long S&P 500 3855 3694.73 +4.34%
2021-01-18 2020-10-12 Long Nikkei 225 28238.68 23588.7 +19.71%
2021-01-11 2020-11-30 Long XAU/USD 1847.8 1771.95 +4.28%
2021-01-11 2020-10-12 Long EUR/USD 1.2217 1.1819 +3.37%

 

2020 GEWC portfolio results & data.

GEWC portfolio performance during 2020: +63.69%.
MSCI All-Countries World index during 2020: +14.31%.

GEWC portfolio maximum drawdown (measured at monthly intervals) during 2020: -1.01%.

2020 charts.

Chart #1: GEWC portfolio value (including all open positions) vs. MSCI All-Countries World Index.

GEWC portfolio value (including all open positions) vs. MSCI All-Countries World Index - 2020 - EWT Investing

Chart #2: Cumulative value of GEWC Trades portfolio for 2020, closed out positions. Position size 2.5-5% per trade.

Value after closed positions (5% PS) - 2020.

Chart #3: Capital Utilization 2020. Values above 100% indicate utilization of leverage in some form or fashion.

Capital Utilization for the GEWC Portfolio - 2020 - EWT Investing

Position data & summary.

The table below contains data for GEWC trades closed out during 2020. Current positions not closed out are not revealed for any calendar year.

% of trades closed out during 2020 at a profit: 80.00%.
% of trades closed out during 2020 at a loss: 20.00%.

Exit Entry Type Market Exit price Entry price % Result
2020-12-21 2020-10-26 Long JKSE 6131.62 5113.15 +19.92%
2020-12-21 2020-11-24 Short BRENT 52.31 47 -10.15%
2020-12-15 2020-11-18 Short BSESN 46287.4 43978.58 -4.98%
2020-12-04 2020-11-09 Long FTSE 100 6515 5910.02 +10.24%
2020-11-30 2020-11-09 Short XAU/USD 1771.95 1957.45 +10.47%
2020-11-25 2020-11-09 Long MOEX 3111.75 2919.08 +6.60%
2020-11-09 2020-11-09 Long DAX 30 13250 12713.2 +4.22%
2020-11-09 2020-07-13 Short OMXSPI 739.26 674.72 -8.73%
2020-11-09 2020-09-28 Long USD/JPY 103.35 105.51 -2.05%
2020-11-05 2020-08-04 Short XAU/USD 1922 1972.25 +2.61%
2020-11-04 2020-07-20 Short DAX 30 12125 12898.11 +6.38%
2020-10-26 2020-08-17 Short MOEX 2812.48 3070.81 +9.19%
2020-10-26 2020-10-05 Long BRENT 40.5 39.22 +3.26%
2020-10-15 2020-04-28 Short FTSE 100 5900 5975 +1.27%
2020-10-12 2020-08-18 Short JKSE 5078.13 5247.69 +3.34%
2020-10-12 2020-08-10 Short COMPQ 11732.3 11033.72 -5.95%
2020-10-06 2020-08-26 Short CAC 40 4881.8 4991.63 +2.25%
2020-10-06 2020-08-03 Short BSESN 39336.3 37595.7 -4.42%
2020-10-06 2020-07-06 Short BVSP 96091.1 99000 +3.03%
2020-10-05 2020-05-07 Short Nikkei 225 23254.2 19468.52 -16.28%
2020-10-01 2020-08-27 Short S&P 500 3395 3500 +3.00%
2020-09-24 2020-03-23 Long Silver/USD 22.25 12.51 +77.86%
2020-09-22 2020-04-23 Long EUR/USD 1.173 1.0824 +8.37%
2020-09-07 2020-07-06 Short SSEC 3349.92 3187.84 -4.84%
2020-08-05 2020-06-16 Long BRENT 45 39.77 +13.15%
2020-08-04 2020-07-21 Long Gold/USD 1972.25 1823.2 +8.18%
2020-07-20 2020-05-26 Short S&P 500 3224.29 3004.08 -6.83%
2020-06-08 2020-05-08 Short OMXSPI 668.61 596.28 -10.82%
2020-06-02 2020-04-27 Short COMPQ 9566.63 8717.98 -8.87%
2020-05-21 2020-05-06 Shprt BSESN 31025 31577.63 +1.78%
2020-05-18 2020-04-20 Short S&P 500 2913.86 2845.62 -2.34%
2020-04-30 2019-11-18 Long Gold/USD 1716.75 1458.4 +17.71%
2020-04-14 2020-03-24 Long OMXSPI 585.03 501.93 +16.56%
2020-04-14 2020-03-24 Long FTSE 100 5842.66 4993.89 +16.99%
2020-04-14 2020-03-19 Long DAX 30 10743.48 8495.94 +26.45%
2020-04-14 2020-03-23 Long CAC 40 4553.55 3939.16 +15.60%
2020-04-14 2020-03-24 Long AEX 512.17 441.27 +16.07%
2020-04-13 2020-03-24 Long COMPQ 8127.69 7196.15 +12.94%
2020-04-13 2020-04-06 Long Nikkei 225 19312.04 17857.99 +8.14%
2020-04-13 2020-04-02 Long S&P 500 2782.46 2458.54 +13.18%
2020-04-07 2020-03-20 Long BRENT 33.31 28 +18.96%
2020-03-30 2020-03-19 Long S&P 500 2558.98 2393.48 +6.91%
2020-03-26 2020-03-24 Long EUR/USD 1.1 1.0726 +2.55%
2020-03-26 2019-12-12 Short JKSE 4240 6185.42 +45.88%
2020-03-24 2019-02-20 Short AEX 441.27 539.2 +22.19%
2020-03-24 2019-10-10 Short BSESN 27027.88 38130.2 +41.08%
2020-03-24 2019-09-02 Short FTSE 100 4993.89 7250 +45.18%
2020-03-24 2019-02-20 Short OMXSPI 501.93 589.1 +17.34%
2020-03-24 2020-02-13 Short OMXSPI 501.93 722.81 +44.01%
2020-03-20 2019-06-21 Short BVSP 68344.38 100305 +46.76%
2020-03-20 2019-06-12 Short CAC 40 4066.79 5379.15 +32.27%
2020-03-19 2019-12-13 Short Nikkei 225 16995.77 23810.6 +40.10%
2020-03-17 2020-01-23 Short COMPQ 7072 9377.72 +32.60%
2020-03-17 2019-11-05 Short COMPQ 7072 8446.92 +19.44%
2020-03-16 2019-09-23 Short WIG 38031.23 56915 +49.65%
2020-03-16 2019-05-22 Short Nikkei 225 17586.08 21373.5 +21.54%
2020-03-16 2020-01-14 Short S&P 500 2400 3285.35 +36.89%
2020-03-16 2019-10-28 Short S&P 500 2400 3032.12 +26.34%
2020-03-16 2019-06-07 Short S&P 500 2400 2878 +19.92%
2020-03-16 2020-02-03 Short SMI 8360.09 10650.02 +27.39%
2020-03-12 2019-04-12 Short MOEX 2290 2550.87 +11.39%
2020-03-12 2019-05-09 Short COMPQ 7398.58 7823 +5.74%
2020-03-12 2020-02-13 Short CAC 40 4374.67 6076.92 +38.91%
2020-03-12 2019-02-26 Short DAX 30 9863.99 11446.3 +16.04%
2020-03-12 2019-12-23 Short DAX 30 9863.99 13304.8 +34.88%
2020-03-12 2020-02-13 Short DAX 30 9863.99 13695.93 +38.85%
2020-03-02 2020-01-20 Long USDX 97.985 97.4 +0.60%
2020-02-28 2019-11-12 Long Silver/USD 17.88 17.175 +4.10%
2020-02-06 2019-10-22 Short SSEC 2826.89 2945.6 +4.20%
2020-01-30 2019-12-16 Long USD/JPY 108.6 109.38 -0.71%
2020-01-30 2020-01-17 Short BRENT 59.61 64.75 +8.62%
2020-01-10 2019-12-06 Long BRENT 65.41 63.29 +3.35%
2020-01-10 2019-10-18 Long EUR/USD 1.1106 1.1126 -0.18%
2020-01-08 2019-10-02 Short SMI 10628.06 9930.3 -6.57%
2020-01-03 2019-11-25 Short 10Y-UST 129 129.14 +0.11%

 

2019 GEWC portfolio results & data.

GEWC portfolio performance during 2019: +3.45%.
MSCI All-Countries World index during 2019: +24.36%.

GEWC portfolio maximum drawdown (measured at monthly intervals) during 2019: -4.75%. The GEWC portfolio ended 2019 in this drawdown.

2019 charts.

Chart #1: GEWC portfolio value (including all open positions) vs. MSCI All-Countries World Index.

GEWC portfolio value (including all open positions) vs. MSCI All-Countries World Index - 2019 - EWT Investing

Chart #2: Cumulative value of GEWC Trades portfolio, closed out positions. Position size 5% per trade.

Value after closed positions (5% PS) - 2019.

Chart #3: Capital Utilization 2019. Values above 100% indicate utilization of leverage in some form or fashion.

Capital Utilization for the GEWC Portfolio - 2019 - EWT Investing

Position data & summary.

The table below contains data for GEWC trades closed out during 2019. Current positions not closed out are not revealed for any calendar year.

% of trades closed out during 2019 at a profit: 88.14%.
% of trades closed out during 2019 at a loss: 11.86%.

Exit Entry Type Market Exit price Entry price % Result
2019-12-05 2019-10-24 Short JKSE 6149 6271.51 +1.99%
2019-12-03 2019-10-21 Long USD/JPY 108.75 108.47 +0.26%
2019-11-29 2019-11-01 Long BRENT 62.15 59.55 +4.37%
2019-10-31 2019-10-11 Long BRENT 59.95 59.58 +0.62%
2019-10-14 2019-09-05 Short SSEC 3018 2975 -1.42%
2019-10-10 2019-09-16 Short JKSE 6023.98 6215 +3.17%
2019-10-02 2019-09-02 Long USD/JPY 107.25 106.25 +0.94%
2019-09-27 2019-08-23 Long BRENT 61.2 60.04 +1.93%
2019-09-27 2019-09-20 Long XAG/USD 17.52 17.88 -2.01%
2019-09-20 2019-08-22 Short BSESN 36900 37087.6 +0.51%
2019-09-06 2019-04-26 Long XAG/USD 18.145 15 +20.97%
2019-09-06 2019-06-17 Long XAU/USD 1514 1333.2 +13.56%
2019-09-03 2019-08-13 Long WIG 56841.52 55939.5 +1.61%
2019-08-26 2019-08-19 Long USD/JPY 105.04 106.34 -1.22%
2019-08-19 2019-07-02 Short SSEC 2880 3042.58 +5.65%
2019-08-15 2019-03-28 Short FTSE 100 7147.88 7194.2 +0.65%
2019-08-12 2019-06-19 Short SMI 9810 9969.29 +1.62%
2019-08-09 2019-05-23 Short BSESN 37577 39591.8 +5.36%
2019-08-08 2019-07-18 Short JKSE 6265 6385.06 +1.92%
2019-08-07 2019-05-09 Short S&P 500 2840 2854 +0.49%
2019-08-07 2019-03-19 Short COMPQ 7720 7747.4 +0.35%
2019-08-05 2019-06-27 Long USD/JPY 106.59 108.1 -1.40%
2019-07-16 2019-07-10 Long BRENT 66.25 66.15 +0.15%
2019-06-18 2019-06-04 Short SSEC 2878 2887.64 +0.33%
2019-06-05 2019-04-05 Short CAC 40 5285 5485 +3.78%
2019-06-04 2019-05-09 Short S&P 500 2770 2825 +1.73%
2019-05-30 2019-05-24 Short BVSP 97905 93912 -4.08%
2019-05-27 2019-05-02 Short SMI 9723.13 97777.9 -0.56%
2019-05-23 2019-05-02 Short JKSE 5974 6458.12 +8.10%
2019-05-21 2019-04-01 Short SSEC 2916 3135 +7.51%
2019-05-20 2019-04-12 Short BVSP 91622 94746.9 +3.41%
2019-05-17 2019-04-04 Short BSESN 37722 38935.8 +3.22%
2019-05-17 2019-04-25 Long XAU/USD 1287 1277.85 +0.72%
2019-05-17 2019-04-30 Short USD/JPY 110.13 111.3 +1.06%
2019-05-14 2019-05-07 Short WIG 56632.7 59133.03 +4.41%
2019-04-22 2018-11-01 Long BRENT 72.85 72.79 +0.08%
2019-04-08 2019-03-31 Long USD/JPY 111.33 111.1 +0.21%
2019-04-05 2019-03-18 Short BVSP 97175 99500 +2.39%
2019-04-01 2019-03-20 Short CAC 40 5394.5 5417.21 +0.42%
2019-03-28 2019-03-08 Long XAG/USD 15.22 15.115 +0.69%
2019-03-27 2017-12-18 Short BTC/USD 4070 19019 +467.30%
2019-03-14 2019-02-21 Long BSESN 37840.6 35837 +5.59%
2019-03-11 2019-02-21 Short S&P 500 2747.61 2780.24 +1.19%
2019-03-08 2018-12-21 Long BRENT 64.56 54 +19.56%
2019-03-08 2019-02-10 Long USD/JPY 111 109.82 +1.07%
2019-03-07 2019-02-06 Long N225 21456.9 20928.9 +2.52%
2019-03-06 2019-01-08 Long COMPQ 7535 6893.44 +9.31%
2019-03-01 2018-10-10 Long CAC 40 5267.14 5230 +0.71%
2019-02-28 2018-08-23 Long XAG/USD 15.61 14.625 +6.74%
2019-02-28 2018-11-16 Long XAU/USD 1322 1220 +8.36%
2019-02-28 2018-07-03 Long XAU/USD 1322 1245.85 +6.11%
2019-02-26 2019-01-08 Long SSEC 2969 2530.3 +17.34%
2019-02-14 2018-12-20 Long JKSE 6425.81 6144.94 +4.57%
2019-02-08 2019-01-09 Long OMXSPI 568 546.79 +3.88%
2019-02-08 2019-01-09 Long AEX 527 497.05 +6.03%
2019-02-07 2018-12-24 Long S&P 500 2712 2400.56 +12.97%
2019-01-31 2019-01-03 Long DAX 30 11125 10467.1 +6.29%
2019-01-30 2019-01-07 Long USD/JPY 109.13 108.55 +0.53%
2019-01-02 2018-12-28 Long EUR/USD 1.1342 1.1429 -0.76%

2018 GEWC portfolio results & data.

GEWC portfolio performance during 2018: +35.29%.
MSCI All-Countries World index during 2018: -11.18%.

GEWC portfolio maximum drawdown (measured at monthly intervals) during 2018: -2.66%.

2018 charts.

Chart #1: GEWC portfolio value (including all open positions) vs. MSCI All-Countries World Index.

 GEWC portfolio value (including all open positions) vs. MSCI All-Countries World Index - 2018 - EWT Investing

Chart #2: Cumulative value of GEWC Trades portfolio, closed out positions. Position size 5% per trade.

Value after closed positions (5% PS) - 2018.

Chart #3: Capital Utilization 2018. Values above 100% indicate utilization of leverage in some form or fashion.

Capital Utilization for the GEWC Portfolio - 2018.

Position data & summary.

The table below contains data for GEWC trades closed out during 2018. Current positions not closed out are not revealed for any calendar year.

% of trades closed out during 2018 at a profit: 79.37%.
% of trades closed out during 2018 at a loss: 20.63%.

Exit Entry Type Market Exit price Entry price % Result
2018-12-21 2018-12-10 Short BVSP 85268.82 86700 +1.68%
2018-12-21 2018-11-16 Long EUR/USD 1.1416 1.1395 +0.18%
2018-12-19 2018-12-05 Short BSESN 36447 36036 -1.13%
2018-12-18 2018-11-29 Long BRENT 58.25 59.5 -2.10%
2018-12-07 2018-12-03 Short S&P 500 2630 2800 +6.46%
2018-12-06 2018-10-05 Short JKSE 6123 5725 -6.50%
2018-12-04 2018-11-22 Long DAX 30 11335 11200 +1.21%
2018-12-03 2018-11-14 Long OMXSPI 566.81 556.75 +1.81%
2018-11-27 2018-11-19 Long SSEC 2585 2690 -3.90%
2018-11-27 2018-11-02 Short S&P 500 2660 2720 +2.26%
2018-11-26 2018-10-05 Short USDX 96.805 95.305 -1.55%
2018-11-26 2018-09-28 Long 10Y-UST 119.11 118.25 +0.73%
2018-11-26 2018-11-02 Short AEX 519.25 525 +1.11%
2018-11-22 2018-11-14 Short FTSE 100 6960 6980 +0.29%
2018-11-16 2018-11-05 Short BVSP 87500 88418.4 +1.05%
2018-11-14 2018-11-02 Short OMXSPI 556.75 573 +2.92%
2018-11-13 2018-08-15 Long XAU/USD 1202.1 1182 +1.70%
2018-11-12 2018-09-28 Long EUR/USD 1.1313 1.1585 -2.35%
2018-10-31 2018-09-26 Short BSESN 34400 36542.3 +6.23%
2018-10-29 2018-09-18 Short S&P 500 2688 2900 +7.89%
2018-10-29 2018-07-18 Short FTSE 100 7010 7676.28 +9.50%
2018-10-24 2018-10-17 Short AEX 512 530 +3.52%
2018-10-17 2018-09-28 Short Nikkei 225 22806 24250 +6.33%
2018-10-16 2018-08-28 Short OMXSPI 568 616.66 +8.57%
2018-10-16 2018-08-27 Short COMPQ 7625 8017.9 +5.15%
2018-10-15 2018-09-28 Short DAX 30 11600 12325 +6.25%
2018-10-11 2018-08-07 Short AEX 517.89 573.91 +10.82%
2018-10-11 2018-10-04 Short S&P 500 2780 2893 +4.32%
2018-10-11 2018-09-24 Long SSEC 2640 2775 -4.86%
2018-10-08 2018-09-20 Long BRENT 83.65 78.7 +6.29%
2018-09-27 2018-08-28 Short AEX 554 564.33 +1.86%
2018-09-27 2018-09-13 Long EUR/USD 1.1715 1.1695 +0.17%
2018-09-26 2018-09-05 Short SMI 9005.79 8919.58 -0.96%
2018-09-21 2018-05-17 Short FTSE 100 7415 7734.2 +4.30%
2018-09-20 2018-08-28 Short CAC 40 5425 5484.99 +1.11%
2018-09-20 2018-09-06 Short BRENT 78.7 76.5 -2.79%
2018-09-14 2018-08-22 Short BVSP 75561 76902.3 +1.77%
2018-09-12 2018-08-23 Short FTSE 100 7313.36 7574.2 +3.57%
2018-09-12 2018-08-22 Short BSESN 38374.6 37718 +1.74%
2018-09-12 2018-08-22 Short DAX 30 12032.3 12385.7 +2.94%
2018-09-12 2018-08-04 Short DAX 30 12032.3 12631.4 +4.98%
2018-09-07 2018-08-10 Short USDX 95.329 96.218 +0.93%
2018-09-06 2018-08-29 Short JKSE 5705.92 6065.15 +6.30%
2018-08-31 2018-08-24 Short USD/JPY 111.09 111.27 +0.16%
2018-08-29 2018-08-02 Short SMI 9087.41 9128.14 +0.45%
2018-08-27 2018-08-16 Long S&P 500 2884.69 2831.44 +1.88%
2018-08-23 2018-08-16 Long EUR/USD 1.1543 1.1376 +1.47%
2018-08-22 2018-08-01 Long OMXSPI 605 597.83 +1.20%
2018-08-16 2018-07-05 Short S&P 500 2831.44 2724.19 -3.79%
2018-08-15 2016-07-18 Long USD/TRY 6.1 3.02 +102%
2018-08-15 2018-07-11 Short CAC 40 5380 5393.41 +0.25%
2018-08-14 2018-07-20 Short BRENT 73.6 72.59 -1.37%
2018-08-10 2018-06-22 Long BVSP 78766.1 70076.5 +12.40%
2018-08-10 2018-08-03 Short EUR/USD 1.14 1.1583 +1.61%
2018-08-10 2018-07-06 Long XAG/USD 15.375 15.995 -3.88%
2018-07-27 2018-07-13 Long 10Y-UST 119.14 120.12 -0.82%
2018-07-20 2018-06-22 Long MOEX 2269.97 2250.99 +0.84%
2018-07-19 2018-04-04 Long BSESN 36509.1 33500 +8.98%
2018-07-10 2018-05-28 Short OMXSPI 574 581 +1.22%
2018-07-06 2018-07-03 Short COMPQ 7665 7593.63 -0.93%
2018-07-05 2018-05-22 Short AEX 555.25 572.05 +3.03%
2018-07-04 2018-05-23 Short CAC 40 5313.96 5626.02 +5.87%
2018-07-04 2018-06-13 Short SMI 8606.55 8654.26 +0.55%
2018-07-03 2018-05-24 Short SSEC 2774.57 3165 +14.07%
2018-07-02 2018-05-21 Short USDX 94.3 93.585 -0.76%
2018-06-28 2018-04-30 Long S&P 500 2698.69 2679 +0.73%
2018-06-26 2018-05-18 Short BRENT 75.85 79.51 +4.83%
2018-06-26 2018-05-09 Long COMPQ 7553.74 7355.9 +2.69%
2018-06-22 2018-05-04 Short MOEX 2250.99 2278.9 +1.24%
2018-06-18 2018-06-15 Long XAG/USD 16.72 17.225 -2.93%
2018-06-18 2018-04-12 Long XAU/USD 1281.25 1345.9 -4.80%
2018-05-31 2018-05-30 Short SMI 8501 8629.79 +1.51%
2018-05-29 2018-05-18 Long 10Y-UST 121 118.27 +2.31%
2018-05-28 2018-03-29 Long OMXSPI 581 553.61 +4.95%
2018-05-24 2018-03-05 Long DAX 30 12955.9 11831.6 +9.50%
2018-05-23 2018-04-17 Long CAC 40 5626.02 5370 +4.77%
2018-05-22 2018-03-27 Long SSEC 3211.25 3164.8 +1.47%
2018-05-18 2018-05-11 Long EUR/USD 1.1796 1.1917 -1.02%
2018-05-17 2018-04-12 Long FTSE 100 7734.2 7257.1 +6.57%
2018-05-07 2018-03-12 Long USD/JPY 109.12 106.81 +2.16%
2018-05-04 2018-04-23 Short EUR/USD 1.1989 1.228 +2.43%
2018-05-04 2018-05-01 Short COMPQ 7198 7053.65 -2.00%
2018-05-02 2018-04-24 Long BVSP 85325 86250 -1.07%
2018-04-30 2018-04-24 Short S&P 500 2679 2635 -1.64%
2018-04-24 2018-03-27 Long COMPQ 7160.77 7255.47 -1.31%
2018-04-24 2018-02-09 Long XAG/USD 16.72 16.355 +2.23%
2018-04-23 2018-03-30 Long EUR/USD 1.228 1.2301 -0.17%
2018-04-17 2018-04-11 Short CAC 40 5370 5301.44 -1.28%
2018-04-17 2018-03-24 Long S&P 500 2700 2619.35 +3.08%
2018-04-09 2018-02-26 Short MOEX 2100 2353.89 +12.09%
2018-04-09 2018-02-19 Long USDX 89.85 89.005 +0.95%
2018-03-29 2018-03-01 Short BSESN 33030.9 34141.2 +3.36%
2018-03-29 2018-03-01 Short FTSE 100 7044.7 7155 +1.57%
2018-03-29 2018-01-10 Short CAC 40 5152.03 5518.32 +7.11%
2018-03-29 2018-02-21 Short Nikkei 225 21251 21942.4 +3.25%
2018-03-29 2018-02-28 Short OMXSPI 553.61 574.47 +3.77%
2018-03-27 2018-02-27 Short SSEC 3164.8 3328.67 +5.18%
2018-03-23 2018-02-10 Long XAU/USD 1342.35 1321.7 +1.56%
2018-03-20 2018-02-20 Long COMPQ 7353.25 7209.03 +2.00%
2018-03-20 2018-01-23 Short S&P 500 2715.05 2835.05 +4.42%
2018-03-08 2018-01-30 Short SMI 8895 9394 +5.61%
2018-03-06 2018-02-23 Short BVSP 86925 86690 -0.27%
2018-02-23 2018-01-12 Short 10Y-UST 120.235 122.3 +1.72%
2018-02-14 2018-01-04 Short Nikkei 225 21251.2 23382.2 +10.03%
2018-02-13 2018-01-23 Short SSEC 3176.11 3504.34 +10.33%
2018-02-12 2018-01-23 Short DAX 30 12238.6 13577.1 +10.94%
2018-02-12 2017-12-20 Short DAX 30 12238.6 13100 +7.04%
2018-02-09 2018-01-18 Short BVSP 80800 80965 +0.20%
2018-02-09 2018-02-02 Short COMPQ 6750 7280 +7.85%
2018-02-08 2018-01-25 Short FTSE 100 7279.4 7643.43 +5.00%
2018-02-07 2018-01-25 Short OMXSPI 554.81 586 +6.16%
2018-02-06 2018-01-16 Short AEX 526.2 561.18 +6.65%
2018-02-06 2018-01-11 Short S&P 500 2614.78 2752.97 +5.28%
2018-01-30 2017-10-09 Long XAU/USD 1345.7 1282.15 +4.96%
2018-01-26 2018-01-12 Long EUR/USD 1.2395 1.2033 +3.01%
2018-01-26 2017-12-08 Long XAG/USD 17.4 15.825 +9.95%
2018-01-25 2018-01-11 Short BSESN 36208.4 34471.5 -4.80%
2018-01-19 2017-06-23 Long MOEX 2298.07 1859.63 +23.58%
2018-01-16 2017-12-12 Long AEX 561.18 549 +2.22%
2018-01-12 2017-10-06 Long BRENT 69.13 56.98 +21.32%
2018-01-11 2017-12-11 Long BSESN 34471.5 33333 +3.42%
2018-01-11 2018-01-03 Long S&P 500 2752.97 2699.5 +1.98%
2018-01-10 2017-12-26 Long BVSP 78200 75350 +3.78%
2018-01-09 2017-11-01 Short OMXSPI 591 600 +1.52%
2018-01-03 2017-11-09 Short CAC 40 5330 5410 +1.50%
2018-01-03 2017-11-17 Short SSEC 3371 3380 +0.27%

2017 GEWC portfolio results & data.

GEWC portfolio performance during 2017: +22.73%.
MSCI All-Countries World index during 2017: +21.51%.

GEWC portfolio maximum drawdown (measured at monthly intervals) during 2017: N/A
The GEWC portfolio on a monthly basis had no drawdowns during 2017.

2017 charts.

Chart #1: GEWC portfolio value (including all open positions) vs. MSCI All-Countries World Index.

GEWC portfolio value (including all open positions) vs. MSCI All-Countries World Index - 2017 - EWT Investing

Chart #2: Cumulative value of GEWC Trades portfolio, closed out positions. Position size 5% per trade.

Value after closed positions (5% PS) - 2017.

Chart #3: Capital Utilization 2017. Values above 100% indicate utilization of leverage in some form or fashion.

Capital Utilization for the GEWC Portfolio - 2017.

Position data & summary.

The table below contains data for GEWC trades closed out during 2017. Current positions not closed out are not revealed for any calendar year.

% of trades closed out during 2017 at a profit: 77.48%.
% of trades closed out during 2017 at a loss: 22.52%.

Exit Entry Type Market Exit price Entry price % Result
2017-12-28 2017-12-18 Long USDX 92.43 93.495 -1.14%
2017-12-26 2017-11-10 Short BVSP 75350 72930 -3.21%
2017-12-18 2017-10-30 Short DAX 30 13295 13227.8 -0.50%
2017-12-12 2017-12-01 Short COMPQ 6872.71 6742 -1.90%
2017-12-12 2017-10-31 Short AEX 549 553.38 +0.80%
2017-12-08 2017-11-09 Short FTSE 100 7403 7529.7 +1.71%
2017-12-01 2017-11-17 Short EUR/USD 1.1904 1.1771 -1.12%
2017-12-01 2017-11-22 Short Nikkei 225 22916.6 22601.6 -1.37%
2017-11-28 2017-09-05 Long COMPQ 6893.72 6414.82 +7.47%
2017-11-28 2017-10-20 Short S&P 500 2605.94 2565.56 -1.47%
2017-11-22 2017-11-10 Short SMI 9323.23 9130 -2.07%
2017-11-22 2017-09-11 Long USDX 93.305 91.390 +2.10%
2017-11-17 2017-09-04 Long USD/JPY 112.45 109.31 +2.87%
2017-11-09 2017-10-12 Long FTSE 100 7529.7 7533.81 -0.06%
2017-11-08 2017-09-28 Long BSESN 33164.3 31216.4 +6.24%
2017-11-08 2017-07-05 Long Nikkei 225 22849.9 20015.1 +14.16%
2017-11-07 2017-10-30 Short SSEC 3398 3360 -1.12%
2017-11-01 2017-07-05 Long CAC 40 5524.38 5174.79 +6.76%
2017-11-01 2017-08-25 Long OMXSPI 600 557 +7.72%
2017-10-31 2017-08-29 Long AEX 553.38 510.03 +8.50%
2017-10-30 2017-09-07 Long DAX 30 13227.8 12284.1 +7.68%
2017-10-30 2017-07-31 Long DAX 30 13227.8 12141.5 +8.95%
2017-10-30 2017-06-27 Long SSEC 3370 3190 +5.64%
2017-10-20 2017-07-10 Long S&P 500 2565.56 2424.51 +5.90%
2017-10-06 2017-07-21 Long BVSP 76600 64936 +17.96%
2017-10-05 2017-09-29 Long FTSE 100 7500 7350 +2.04%
2017-10-04 2017-08-02 Long OMXSPI 590.18 567.12 +4.07%
2017-10-02 2017-08-16 Long SMI 9200 9070 +1.43%
2017-10-02 2017-09-07 Short XAU/USD 1273.1 1340.45 +5.29%
2017-09-29 2017-06-16 Long BRENT 56.6 46.84 +20.84%
2017-09-22 2017-06-30 Long EUR/USD 1.1939 1.1440 +4.36%
2017-09-19 2017-05-02 Long XAG/USD 17.25 16.95 +1.77%
2017-09-15 2017-07-07 Long 10Y-UST 126.025 124.27 +1.41%
2017-09-15 2017-06-30 Long 10Y-UST 126.025 125.17 +0.68%
2017-09-11 2017-08-03 Short BSESN 31945 32140 +1.75%
2017-09-07 2017-07-04 Long XAU/USD 1340.45 1224.25 +9.49%
2017-08-10 2017-08-09 Long SMI 8955 9084.58 -1.43%
2017-08-10 2017-07-06 Long FTSE 100 7384 7367.6 +0.22%
2017-08-10 2017-07-04 Long AEX 524.5 511.73 +2.50%
2017-08-10 2017-07-05 Long IXIC 6220 6122.06 +1.60%
2017-08-09 2017-07-18 Long USD/JPY 109.8 112 -1.96%
2017-08-02 2017-05-04 Short OMXSPI 567.12 586.06 +3.34%
2017-07-12 2017-05-11 Short DAX 30 12585 12767.1 +1.45%
2017-07-05 2017-06-07 Short CAC 40 5174.79 5261.42 +1.67%
2017-07-05 2017-05-10 Short Nikkei 225 20015.1 19890.6 -0.62%
2017-07-04 2017-06-06 Short BSESN 31331.2 31400 +0.22%
2017-06-27 2017-06-21 Short S&P 500 2420 2434 +0.58%
2017-06-26 2017-06-01 Short BVSP 61625 62289.2 +1.08%
2017-06-23 2017-05-02 Short MOEX 1859.63 2022.19 +8.74%
2017-06-22 2017-06-05 Short COMPQ 6255 6295.68 +0.65%
2017-06-20 2017-05-09 Short AEX 520.88 536.26 +2.95%
2017-06-19 2017-05-19 Long S&P 500 2450 2386 +2.68%
2017-06-19 2017-05-11 Long XAU/USD 1251 1221 +2.46%
2017-06-16 2017-04-23 Long EUR/USD 1.1147 1.0879 +2.46%
2017-06-07 2017-05-24 Long CAC 40 5261.42 5336.98 -1.42%
2017-06-05 2017-05-22 Long COMPQ 6295.68 6133.92 +2.64%
2017-05-25 2017-04-25 Long FTSE 100 7514.9 7290 +3.09%
2017-05-25 2017-05-04 Long BRENT 52.35 48.38 +8.21%
2017-05-24 2017-05-10 Short CAC 40 5336.98 5398.81 +1.16%
2017-05-19 2017-05-08 Short S&P 500 2386 2401 +0.63%
2017-05-18 2017-05-01 Short COMPQ 6055.13 6091.6 +0.60%
2017-05-18 2017-05-11 Long BVSP 66275 67540 -1.87%
2017-05-13 2017-03-10 Long USD/JPY 113.16 115.139 -1.72%
2017-05-11 2017-04-20 Long DAX 30 12767.1 11968.1 +6.68%
2017-05-10 2017-02-02 Long CAC 40 5398.81 4785.14 +12.82%
2017-05-10 2017-04-19 Long Nikkei 225 19890.6 18327.3 +8.53%
2017-05-08 2017-02-01 Long S&P 500 2401 2285.59 +5.05%
2017-05-05 2017-03-15 Long 10Y-UST 125.1 123.235 +1.51%
2017-05-03 2017-04-11 Long OMXSPI 585.4 561.25 +4.30%
2017-05-03 2017-04-04 Long OMXSPI 585.4 557.92 +4.93%
2017-05-03 2017-03-23 Long OMXSPI 585.4 559.12 +4.70%
2017-05-01 2017-04-11 Long COMPQ 6091.6 5866.77 +3.83%
2017-04-26 2017-03-15 Long XAG/USD 17.77 16.91 +5.09%
2017-04-25 2017-04-18 Long AEX 524.05 509.73 +2.81%
2017-04-25 2017-04-18 Short FTSE 100 7290 7255 -0.48%
2017-04-25 2017-03-29 Long SMI 8735 8635.8 +1.15%
2017-04-21 2017-02-08 Short MOEX 1932.82 2185 +13.05%
2017-04-19 2017-03-02 Short Nikkei 225 18327.3 19624.8 +7.08%
2017-04-18 2017-03-14 Long BRENT 55 50.92 +8.01%
2017-04-14 2017-01-24 Long 10Y-UST 126.08 124.07 +1.62%
2017-04-13 2017-03-16 Long XAU/USD 1286.1 1225.6 +4.94%
2017-04-11 2017-03-16 Short COMPQ 5866.77 5900.76 +0.58%
2017-04-11 2017-02-11 Long DAX 30 12050 11775 +2.34%
2017-03-29 2017-03-16 Long EUR/USD 1.075 1.07 +0.47%
2017-03-29 2017-03-22 Short SMI 8635.8 8559.57 -0.88%
2017-03-28 2017-02-03 Long AEX 512.15 485 +5.60%
2017-03-27 2017-03-03 Short BVSP 64125 65860.4 +2.71%
2017-03-27 2017-03-16 Long USDX 99.195 100.345 -1.15%
2017-03-22 2017-02-22 Short COMPQ 5821.64 5860.63 +0.67%
2017-03-17 2017-02-13 Long FTSE 100 7425 7278.92 +2.01%
2017-03-17 2017-02-23 Long FTSE 100 7425 7271.37 +2.11%
2017-03-08 2017-01-27 Short BRENT 53.11 55.52 +4.54%
2017-03-03 2017-01-03 Long XAG/USD 17.9 15.95 +12.23%
2017-03-03 2016-12-15 Long XAU/USD 1235 1132.45 +9.06%
2017-02-27 2017-02-11 Long SSEC 3230 3215 +0.47%
2017-02-17 2017-01-02 Long BVSP 67430 60227 +11.96%
2017-02-11 2017-01-31 Short DAX 30 11775 11698 -0.65%
2017-02-11 2016-12-16 Short SSEC 3215 3111.51 -3.22%
2017-02-02 2017-01-03 Long EUR/USD 1.08 1.0385 +4.00%
2017-02-02 2016-08-05 Short CAC 40 4785.14 4362.94 -8.82%
2017-01-31 2017-01-20 Long DAX 30 11620 11568.9 +0.44%
2017-01-26 2016-12-22 Short OMXSPI 532.1 546.36 -2.61%
2017-01-26 2016-12-16 Short COMPQ 5666.28 5467.82 -3.50%
2017-01-25 2016-12-29 Long S&P 500 2288.88 2249.5 +1.75%
2017-01-20 2016-12-16 Short DAX 30 11568.9 11368.9 -1.73%
2017-01-12 2016-10-10 Long USD/JPY 114.25 103.058 +10.86%
2017-01-11 2016-12-23 Long SMI 8450 8235.5 +2.60%
2017-01-04 2016-12-22 Long FTSE 100 7189.74 7063.68 +1.78%
2017-01-04 2016-12-22 Long FTSE 100 7189.74 7063.38 +1.78%
2017-01-03 2016-11-16 Long MOEX 2260 2024.74 +11.62%
2017-01-03 2016-10-05 Short XAG/USD 15.95 18.5 +15.99%

 

2016 GEWC portfolio results & data.

Special note for 2016: Our international analysis service (the site you are on currently) commenced operations on 2016-06-01. This means that any reference to the year 2016 here does not refer to the full calendary year.

GEWC portfolio performance during 2016: +7.88%.
MSCI All-Countries World index during 2016: +4.86%.

GEWC portfolio maximum drawdown (measured at monthly intervals) during 2016: N/A
The GEWC portfolio on a monthly basis had no drawdowns during 2016.

2016 charts.

Chart #1: GEWC portfolio value (including all open positions) vs. MSCI All-Countries World Index.

GEWC portfolio value (including all open positions) vs. MSCI All-Countries World Index - 2016 - EWT Investing

Chart #2: Cumulative value of GEWC Trades portfolio, closed out positions. Position size 5% per trade.

Value after closed positions (5% PS) - 2016 - EWT Investing

Chart #3: Capital Utilization 2016. Values above 100% indicate utilization of leverage in some form or fashion.

Capital Utilization for the GEWC Portfolio - 2016.

Position data & summary.

The table below contains data for GEWC trades closed out during 2016. Current positions not closed out are not revealed for any calendar year.

% of trades closed out during 2016 at a profit: 65.22%.
% of trades closed out during 2016 at a loss: 34.78%.

Exit Entry Type Market Exit price Entry price % Result
2016-12-29 2016-10-21 Short BVSP 60050 64108 +6.76%
2016-12-16 2016-11-09 Long COMPQ 5467.82 5225 +4.65%
2016-12-14 2016-11-09 Short 10Y-UST 123 126.15 +4.89%
2016-12-13 2016-11-09 Long BRENT 55.72 45.95 +21.26%
2016-12-13 2016-10-18 Long BRENT 55.72 51.69 +7.80%
2016-12-09 2016-10-06 Short XAU/USD 1168.9 1267 +8.39%
2016-12-08 2016-11-07 Long USDX 99.685 97.34 +2.41%
2016-12-07 2016-09-12 Short AEX 462.8 446.12 -3.60%
2016-12-07 2016-11-03 Short FTSE 100 6880 6825 -0.80%
2016-12-04 2016-10-10 Short EUR/USD 1.068 1.116 +4.49%
2016-11-14 2016-10-17 Short DAX 30 10750.6 10544.7 -1.92%
2016-11-14 2016-11-02 Short Nikkei 225 17467.5 17238 -1.31%
2016-11-09 2016-09-19 Short COMPQ 5225 5263.55 +0.74%
2016-11-09 2016-09-09 Short MICEX 1987 2044.93 +2.92%
2016-11-09 2016-09-05 Short OMXSPI 490 515.305 +5.16%
2016-11-09 2016-08-17 Short SMI 7898 8228.16 +4.18%
2016-11-08 2016-09-13 Short S&P 500 2145 2150.47 +0.26%
2016-11-04 2016-07-12 Long USDX 97.00 96.55 +0.47%
2016-11-03 2016-10-24 Long BSESN 27480 28179.1 -2.48%
2016-10-26 2016-08-02 Long 10Y-UST 129.3 132.175 -2.18%
2016-10-26 2016-09-14 Long FTSE 100 6925 6665.63 +3.89%
2016-10-11 2016-08-10 Short DAX 30 10600.9 10676.9 +0.72%
2016-10-11 2016-09-07 Short SSEC 3054 3091.33 +1.22%
2016-10-10 2016-09-28 Short USD/JPY 103.058 100.475 -2.51%
2016-10-04 2016-09-16 Long EUR/USD 1.1161 1.1226 -0.58%
2016-09-29 2016-06-10 Long BSESN 28150 26635.8 +5.68%
2016-09-22 2016-09-08 Short BVSP 58850 60231.70 +2.35%
2016-09-19 2016-06-13 Long COMPQ 5263.55 4875 +7.97%
2016-09-09 2016-06-29 Long MICEX 2044.93 1862.25 +9.81%
2016-09-08 2016-06-22 Long BVSP 60231.7 50156.3 +20.09%
2016-09-08 2016-08-11 Short FTSE 100 6840 6866.42 +0.39%
2016-09-06 2016-08-25 Long USD/JPY 103.527 100.549 +2.96%
2016-08-25 2016-07-27 Long XAG/USD 18.50 19.58 -5.52%
2016-08-18 2016-08-12 Long BRENT 49.72 46.17 +7.69%
2016-08-15 2016-08-10 Short SSEC 3069.50 3023.47 -1.50%
2016-08-09 2016-07-26 Short OMXSPI 499.10 495.572 -0.71%
2016-08-02 2016-06-20 Short XAU/USD 1358.15 1283.25 -5.51%
2016-07-27 2016-07-14 Long CAC 40 4450 3892.46 +1.70%
2016-07-25 2016-07-13 Long DAX 30 10155.2 9941.99 +2.14%
2016-07-12 2016-07-01 Short DAX 30 9915 9566.07 -3.52%
2016-07-12 2016-06-14 Short Nikkei 225 15961.3 15799.1 -1.02%
2016-07-11 2016-06-15 Long S&P 500 2132 2077.6 +2.62%
2016-06-29 2016-06-21 Short AEX 440.39 435 +1.24%
2016-06-28 2016-06-28 Short FTSE 100 6160 5982.2 -2.89%
2016-06-27 2016-06-16 Long OMXSPI 453.7 457.04 -0.73%
2016-06-22 2016-06-10 Long CAC 40 4415 4390.81 +0.55%

Notes: #1: The GEWC Trades portfolio was launched in 2016-06-01, hence all charts including 2016 data start at that date or later. #2: During 2020, the GEWC Trades portfolio started using 2.5% positions sizes for some position, in addition to the previously utilized 5%. #3: Any references to “10Y-UST” in the tables above is to the 10Y-UST futures contracts (continuous).