Moving Average (50/200)
ABBV
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-08
Trading Style:
Methodology:
ABBV Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 12.73% | 17.07% | Compound Annual Growth Rate. Measures the mean annual growth rate of an investment over a specified period of time longer than one year. |
| Sharpe Ratio | 0.59 | 0.60 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -32.13% | -45.09% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 70.1% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 2.0 | 0.0 | The average number of trade executions per calendar year. Low turnover reduces slippage and tax drag. |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-03-02 | 2026-04-07 | OPEN | 100% | $233.66 | $206.37 | -11.68% | Mark-to-Market |
| 2026-02-05 | 2026-03-02 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-07-02 | 2026-02-05 | COMPLETED | 100% | $185.24 | $216.90 | 17.09% | Stop |
| 2025-06-06 | 2025-07-02 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2025-05-01 | 2025-06-06 | COMPLETED | 100% | $188.34 | $184.06 | -2.28% | Signal |
| 2025-04-08 | 2025-05-01 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-02-13 | 2025-04-08 | COMPLETED | 100% | $187.97 | $181.51 | -3.44% | Stop |
| 2025-01-22 | 2025-02-13 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2024-12-05 | 2025-01-22 | COMPLETED | 100% | $167.72 | $164.77 | -1.76% | Signal |
| 2024-11-12 | 2024-12-05 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-01-03 | 2024-11-12 | COMPLETED | 100% | $148.50 | $168.71 | 13.61% | Stop |
| 2023-11-28 | 2024-01-03 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2023-09-25 | 2023-11-28 | COMPLETED | 100% | $139.56 | $128.58 | -7.87% | Signal |
| 2023-05-26 | 2023-09-25 | INTEREST | 100% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2022-12-01 | 2023-05-26 | COMPLETED | 100% | $143.10 | $125.61 | -12.22% | Stop |
| 2022-09-16 | 2022-12-01 | INTEREST | 100% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2022-05-24 | 2022-09-16 | COMPLETED | 100% | $128.16 | $126.17 | -1.56% | Signal |
| 2022-05-02 | 2022-05-24 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2021-12-06 | 2022-05-02 | COMPLETED | 100% | $102.34 | $127.83 | 24.91% | Stop |
| 2021-11-11 | 2021-12-06 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-10-19 | 2021-11-11 | COMPLETED | 100% | $70.68 | $100.04 | 41.53% | Signal |
| 2020-09-25 | 2020-10-19 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-24 | 2020-09-25 | COMPLETED | 100% | $53.43 | $69.26 | 29.62% | Stop |
| 2020-03-02 | 2020-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-11-15 | 2020-03-02 | COMPLETED | 100% | $68.14 | $67.42 | -1.06% | Stop |
| 2019-10-24 | 2019-11-15 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-10-21 | 2019-10-24 | COMPLETED | 100% | $59.47 | $60.21 | 1.25% | Signal |
| 2018-07-17 | 2019-10-21 | INTEREST | 100% | $1.00 | $1.03 | 3.16% | Interest Income |
| 2018-04-17 | 2018-07-17 | COMPLETED | 100% | $66.83 | $69.74 | 4.35% | Signal |
| 2018-03-23 | 2018-04-17 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-03-02 | 2018-03-23 | COMPLETED | 100% | $80.15 | $70.25 | -12.35% | Stop |
| 2018-02-07 | 2018-03-02 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2017-02-23 | 2018-02-07 | COMPLETED | 100% | $42.36 | $79.15 | 86.86% | Stop |
| 2017-01-25 | 2017-02-23 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2017-01-23 | 2017-01-25 | COMPLETED | 100% | $41.90 | $41.61 | -0.69% | Signal |
| 2016-12-09 | 2017-01-23 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2016-11-22 | 2016-12-09 | COMPLETED | 100% | $41.12 | $41.60 | 1.16% | Signal |
| 2016-10-31 | 2016-11-22 | INTEREST | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2016-05-19 | 2016-10-31 | COMPLETED | 100% | $40.11 | $38.79 | -3.28% | Stop |
| 2016-04-27 | 2016-05-19 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-04-25 | 2016-04-27 | COMPLETED | 100% | $40.82 | $40.69 | -0.33% | Signal |
| 2015-11-05 | 2016-04-25 | INTEREST | 100% | $1.00 | $1.01 | 0.92% | Interest Income |
| 2015-11-03 | 2015-11-05 | COMPLETED | 100% | $41.31 | $41.69 | 0.92% | Signal |
| 2015-09-30 | 2015-11-03 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2015-09-17 | 2015-09-30 | COMPLETED | 100% | $38.63 | $34.72 | -10.11% | Stop |
| 2015-08-25 | 2015-09-17 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-05-01 | 2015-08-25 | COMPLETED | 100% | $41.90 | $42.23 | 0.77% | Stop |
| 2015-04-09 | 2015-05-01 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-02-26 | 2015-04-09 | COMPLETED | 100% | $38.53 | $37.80 | -1.91% | Signal |
| 2015-02-03 | 2015-02-26 | INTEREST | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2013-10-17 | 2015-02-03 | COMPLETED | 100% | $28.82 | $39.33 | 36.46% | Stop |
| 2013-10-15 | 2013-10-17 | INTEREST | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
