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

-42

-39

-85

-8

+89

+172

+193

+445

+39

+764

2008

+287

+61

+182

+10

+94

+34

-96

+19

-27

-21

+60

-39

+564

2009

+189

+145

+59

-40

+229

-46

-51

-57

-9

+7

+115

+180

+721

2010

+116

-31

+289

+49

+25

+77

+257

+198

+125

+7

+158

+173

+1 443

2011

+79

+137

+42

+132

+42

-85

+2

-173

+144

+97

+221

+157

+795

2012

+287

+64

+489

-104

+76

+71

+228

+327

-128

+420

+70

+56

+1 856

2013

+33

+219

+26

-176

-207

+369

+256

-85

-47

-5

-50

-90

+243

2014

-130

-153

+174

+85

+13

+199

+72

-44

+133

+70

+194

+129

+742

2015

+413

+65

+433

-47

+166

-64

+129

+82

-28

-29

+138

+222

+1 480

2016

+62

+129

+20

+121

-133

+68

+116

+20

-14

-110

+67

-35

+311

2017

+164

-97

+158

0

+201

-174

+66

-98

-58

-47

-102

-3

+10

2018

-104

-40

+4

-47

+49

-42

-61

-171

+16

-396

pairs: 3, The strategy trades breakout on the eighth hour