Moving Average (50/200)
ABT
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
ABT Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 10.93% | 13.95% | 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 | 0.53 | 0.51 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -47.20% | -45.66% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 71.4% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.3 | 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 |
|---|---|---|---|---|---|---|---|
| 2024-09-13 | 2025-11-17 | COMPLETED | 100% | $112.76 | $130.02 | 15.31% | Signal |
| 2024-05-29 | 2024-09-13 | INTEREST | 100% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2024-01-11 | 2024-05-29 | COMPLETED | 100% | $108.95 | $97.73 | -10.30% | Stop |
| 2023-09-26 | 2024-01-11 | INTEREST | 100% | $1.00 | $1.01 | 1.28% | Interest Income |
| 2023-05-19 | 2023-09-26 | COMPLETED | 100% | $103.26 | $92.40 | -10.52% | Stop |
| 2023-03-30 | 2023-05-19 | INTEREST | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2023-01-23 | 2023-03-30 | COMPLETED | 100% | $106.00 | $93.70 | -11.61% | Signal |
| 2022-03-24 | 2023-01-23 | INTEREST | 100% | $1.00 | $1.03 | 2.70% | Interest Income |
| 2022-02-18 | 2022-03-24 | COMPLETED | 100% | $111.16 | $108.73 | -2.18% | Signal |
| 2022-01-27 | 2022-02-18 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-06-24 | 2022-01-27 | COMPLETED | 100% | $102.14 | $112.07 | 9.72% | Stop |
| 2021-06-02 | 2021-06-24 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-05-13 | 2021-06-02 | COMPLETED | 100% | $84.18 | $96.91 | 15.12% | Stop |
| 2020-03-26 | 2020-05-13 | INTEREST | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-03-24 | 2020-03-26 | COMPLETED | 100% | $58.34 | $63.88 | 9.51% | Signal |
| 2020-03-02 | 2020-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2017-03-03 | 2020-03-02 | COMPLETED | 100% | $38.62 | $69.99 | 81.22% | Stop |
| 2017-02-08 | 2017-03-03 | INTEREST | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2017-02-06 | 2017-02-08 | COMPLETED | 100% | $36.20 | $36.28 | 0.21% | Signal |
| 2016-12-01 | 2017-02-06 | INTEREST | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2016-08-25 | 2016-12-01 | COMPLETED | 100% | $36.24 | $32.21 | -11.14% | Signal |
| 2016-08-03 | 2016-08-25 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2016-07-29 | 2016-08-03 | COMPLETED | 100% | $37.26 | $37.84 | 1.55% | Signal |
| 2015-11-03 | 2016-07-29 | INTEREST | 100% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2015-10-30 | 2015-11-03 | COMPLETED | 100% | $37.24 | $37.38 | 0.38% | Signal |
| 2015-09-30 | 2015-10-30 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2015-09-17 | 2015-09-30 | COMPLETED | 100% | $35.93 | $32.64 | -9.14% | Signal |
| 2015-08-25 | 2015-09-17 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2013-11-15 | 2015-08-25 | COMPLETED | 100% | $29.81 | $36.77 | 23.32% | Stop |
| 2013-10-04 | 2013-11-15 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2011-04-26 | 2013-10-04 | COMPLETED | 100% | $18.13 | $26.18 | 44.40% | Signal |
| 2010-12-23 | 2011-04-26 | INTEREST | 100% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2010-10-06 | 2010-12-23 | COMPLETED | 100% | $18.27 | $16.60 | -9.15% | Signal |
| 2010-05-07 | 2010-10-06 | INTEREST | 100% | $1.00 | $1.01 | 1.22% | Interest Income |
| 2009-10-16 | 2010-05-07 | COMPLETED | 100% | $17.37 | $16.75 | -3.54% | Stop |
| 2009-02-06 | 2009-10-16 | INTEREST | 100% | $1.00 | $1.02 | 2.27% | Interest Income |
| 2009-02-04 | 2009-02-06 | COMPLETED | 100% | $18.73 | $18.51 | -1.17% | Signal |
| 2008-11-24 | 2009-02-04 | INTEREST | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2008-11-03 | 2008-11-24 | COMPLETED | 100% | $17.94 | $16.91 | -5.75% | Stop |
| 2008-10-10 | 2008-11-03 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2008-07-17 | 2008-10-10 | COMPLETED | 100% | $18.45 | $15.61 | -15.38% | Stop |
| 2008-04-17 | 2008-07-17 | INTEREST | 100% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2008-04-02 | 2008-04-17 | COMPLETED | 100% | $17.64 | $16.55 | -6.15% | Signal |
| 2008-03-10 | 2008-04-02 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2007-11-28 | 2008-03-10 | COMPLETED | 100% | $17.79 | $16.33 | -8.21% | Stop |
| 2007-11-02 | 2007-11-28 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2007-10-31 | 2007-11-02 | COMPLETED | 100% | $17.34 | $17.66 | 1.85% | Signal |
| 2007-09-06 | 2007-10-31 | INTEREST | 100% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2007-08-21 | 2007-09-06 | COMPLETED | 100% | $16.36 | $16.38 | 0.10% | Signal |
| 2007-07-30 | 2007-08-21 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-03-31 | 2007-07-30 | COMPLETED | 100% | $12.95 | $16.22 | 25.30% | Stop |
| 2005-09-14 | 2006-03-31 | INTEREST | 100% | $1.00 | $1.02 | 2.42% | Interest Income |
| 2004-05-07 | 2005-09-14 | COMPLETED | 100% | $12.22 | $13.38 | 9.55% | Signal |
| 2004-04-15 | 2004-05-07 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2004-04-13 | 2004-04-15 | COMPLETED | 100% | $10.38 | $10.61 | 2.20% | Signal |
| 2004-03-19 | 2004-04-13 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2003-08-20 | 2004-03-19 | COMPLETED | 100% | $9.76 | $10.12 | 3.72% | Stop |
| 2003-07-29 | 2003-08-20 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2003-05-20 | 2003-07-29 | COMPLETED | 100% | $10.15 | $9.83 | -3.11% | Stop |
| 2002-05-15 | 2003-05-20 | INTEREST | 100% | $1.00 | $1.04 | 4.21% | Interest Income |
| 2001-05-30 | 2002-05-15 | COMPLETED | 100% | $12.26 | $11.71 | -4.45% | Signal |
| 2001-05-04 | 2001-05-30 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2001-04-17 | 2001-05-04 | COMPLETED | 100% | $11.00 | $10.77 | -2.05% | Signal |
| 2001-03-23 | 2001-04-17 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-01-11 | 2001-03-23 | COMPLETED | 100% | $10.13 | $10.08 | -0.50% | Stop |
| 2000-12-18 | 2001-01-11 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2000-05-24 | 2000-12-18 | COMPLETED | 100% | $10.03 | $11.29 | 12.58% | Stop |
| 2000-02-08 | 2000-05-24 | INTEREST | 100% | $1.00 | $1.02 | 1.81% | Interest Income |
| 2000-02-04 | 2000-02-08 | COMPLETED | 100% | $7.86 | $7.94 | 1.11% | Signal |
| 1999-07-01 | 2000-02-04 | INTEREST | 100% | $1.00 | $1.04 | 3.62% | Interest Income |
| 1999-06-18 | 1999-07-01 | COMPLETED | 100% | $10.13 | $10.29 | 1.56% | Signal |
| 1999-05-26 | 1999-06-18 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1998-09-24 | 1999-05-26 | COMPLETED | 100% | $10.06 | $10.28 | 2.14% | Stop |
| 1998-09-01 | 1998-09-24 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1997-11-20 | 1998-09-01 | COMPLETED | 100% | $7.30 | $8.80 | 20.46% | Stop |
| 1997-10-29 | 1997-11-20 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1994-04-28 | 1997-10-29 | COMPLETED | 100% | $2.92 | $6.88 | 135.79% | Stop |
| 1994-04-05 | 1994-04-28 | INTEREST | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 1993-10-18 | 1994-04-05 | COMPLETED | 100% | $2.82 | $2.74 | -2.63% | Stop |
| 1993-01-20 | 1993-10-18 | INTEREST | 100% | $1.00 | $1.04 | 4.35% | Interest Income |
| 1992-12-23 | 1993-01-20 | COMPLETED | 100% | $3.20 | $2.71 | -15.18% | Stop |
| 1992-07-20 | 1992-12-23 | INTEREST | 100% | $1.00 | $1.03 | 2.85% | Interest Income |
| 1992-07-01 | 1992-07-20 | COMPLETED | 100% | $2.93 | $2.89 | -1.19% | Signal |
| 1992-06-09 | 1992-07-01 | INTEREST | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 1990-08-29 | 1992-06-09 | COMPLETED | 100% | $1.89 | $2.78 | 47.24% | Stop |
| 1990-08-07 | 1990-08-29 | INTEREST | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1988-09-30 | 1990-08-07 | COMPLETED | 100% | $1.11 | $1.86 | 68.54% | Stop |
| 1987-10-15 | 1988-09-30 | INTEREST | 100% | $1.00 | $1.08 | 7.65% | Interest Income |
| 1987-05-20 | 1987-10-15 | COMPLETED | 100% | $1.23 | $1.24 | 1.08% | Stop |
| 1987-04-28 | 1987-05-20 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-12-11 | 1987-04-28 | COMPLETED | 100% | $1.08 | $1.31 | 20.37% | Stop |
| 1986-11-13 | 1986-12-11 | INTEREST | 100% | $1.00 | $1.01 | 0.58% | Interest Income |
| 1986-10-01 | 1986-11-13 | COMPLETED | 100% | $0.92 | $1.04 | 13.06% | Signal |
| 1986-09-09 | 1986-10-01 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-02-28 | 1986-09-09 | COMPLETED | 100% | $0.51 | $1.02 | 102.54% | Stop |
| 1985-02-05 | 1985-02-28 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-02-01 | 1985-02-05 | COMPLETED | 100% | $0.50 | $0.50 | 0.80% | Signal |
| 1984-12-24 | 1985-02-01 | INTEREST | 100% | $1.00 | $1.01 | 0.82% | Interest Income |
| 1984-12-20 | 1984-12-24 | COMPLETED | 100% | $0.45 | $0.44 | -1.78% | Signal |
| 1984-11-09 | 1984-12-20 | INTEREST | 100% | $1.00 | $1.01 | 0.85% | Interest Income |
| 1984-10-23 | 1984-11-09 | COMPLETED | 100% | $0.44 | $0.46 | 3.57% | Signal |
| 1984-10-01 | 1984-10-23 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-08-14 | 1984-10-01 | COMPLETED | 100% | $0.49 | $0.43 | -11.35% | Stop |
| 1984-01-12 | 1984-08-14 | INTEREST | 100% | $1.00 | $1.05 | 4.62% | Interest Income |
| 1983-12-19 | 1984-01-12 | COMPLETED | 100% | $0.47 | $0.47 | 1.64% | Signal |
| 1983-11-25 | 1983-12-19 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-03-05 | 1983-11-25 | COMPLETED | 100% | $0.28 | $0.47 | 63.62% | Stop |
| 1982-01-22 | 1982-03-05 | INTEREST | 100% | $1.00 | $1.01 | 0.88% | Interest Income |
| 1981-12-31 | 1982-01-22 | COMPLETED | 100% | $0.27 | $0.27 | -2.29% | Signal |
| 1981-09-01 | 1981-12-31 | INTEREST | 100% | $1.00 | $1.03 | 2.58% | Interest Income |
| 1981-08-14 | 1981-09-01 | COMPLETED | 100% | $0.28 | $0.26 | -7.52% | Signal |
| 1981-07-23 | 1981-08-14 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1980-12-31 | 1981-07-23 | COMPLETED | 100% | $0.28 | $0.27 | -2.28% | Stop |
| 1980-12-29 | 1980-12-31 | INTEREST | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
