You'll begin to notice something if you play a strategy similar to mine. During a Bull market bears are easy to find, and visa versa. During a bull market the strong companies are making new highs which scares me because "what goes up......." and all that. Of course I love it when they hit resistance a few times and then break through for new highs. In that case you have to be quick because of all the short covering. During a bear market the weak companies are alread starting to crash and companies are making double bottoms are all over the place, IF it really is a double bottom.
What returns ? There are some charts only. If you want to see how performance should be reported see NFA website or check databases like IASG, Barclay`s, Autumn Gold etc.