Moving Average (50/200)
ACN
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
ACN Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 8.88% | 11.66% | 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 | 0.45 | 0.39 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -30.73% | -51.43% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 65.3% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.6 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-04-01 | 2025-04-11 | COMPLETED | 100% | $308.52 | $281.17 | -8.86% | Signal |
| 2025-03-10 | 2025-04-01 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-09-24 | 2025-03-10 | COMPLETED | 100% | $331.83 | $335.54 | 1.12% | Stop |
| 2024-08-26 | 2024-09-24 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-08-22 | 2024-08-26 | COMPLETED | 100% | $327.86 | $327.06 | -0.24% | Signal |
| 2024-07-24 | 2024-08-22 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-07-22 | 2024-07-24 | COMPLETED | 100% | $324.74 | $323.43 | -0.41% | Signal |
| 2024-05-17 | 2024-07-22 | INTEREST | 100% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2024-05-03 | 2024-05-17 | COMPLETED | 100% | $295.76 | $302.81 | 2.39% | Signal |
| 2024-04-11 | 2024-05-03 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-06-16 | 2024-04-11 | COMPLETED | 100% | $313.80 | $318.76 | 1.58% | Stop |
| 2023-05-24 | 2023-06-16 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2023-05-19 | 2023-05-24 | COMPLETED | 100% | $277.87 | $275.40 | -0.89% | Signal |
| 2023-04-05 | 2023-05-19 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2023-04-03 | 2023-04-05 | COMPLETED | 100% | $271.79 | $274.52 | 1.01% | Signal |
| 2022-03-09 | 2023-04-03 | INTEREST | 100% | $1.00 | $1.04 | 3.52% | Interest Income |
| 2022-02-09 | 2022-03-09 | COMPLETED | 100% | $332.20 | $293.84 | -11.55% | Stop |
| 2022-01-18 | 2022-02-09 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-06-24 | 2022-01-18 | COMPLETED | 100% | $189.84 | $329.35 | 73.48% | Stop |
| 2020-03-26 | 2020-06-24 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2020-03-24 | 2020-03-26 | COMPLETED | 100% | $140.02 | $141.07 | 0.75% | Signal |
| 2020-03-02 | 2020-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-04-01 | 2020-03-02 | COMPLETED | 100% | $158.77 | $167.37 | 5.42% | Stop |
| 2018-12-20 | 2019-04-01 | INTEREST | 100% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2016-04-07 | 2018-12-20 | COMPLETED | 100% | $97.10 | $132.08 | 36.02% | Signal |
| 2016-03-15 | 2016-04-07 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2016-03-04 | 2016-03-15 | COMPLETED | 100% | $88.02 | $90.56 | 2.88% | Signal |
| 2016-02-10 | 2016-03-04 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-09-17 | 2016-02-10 | COMPLETED | 100% | $83.60 | $80.63 | -3.55% | Stop |
| 2015-08-25 | 2015-09-17 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-11-28 | 2015-08-25 | COMPLETED | 100% | $71.29 | $80.61 | 13.07% | Stop |
| 2014-11-05 | 2014-11-28 | INTEREST | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2014-11-03 | 2014-11-05 | COMPLETED | 100% | $67.73 | $68.12 | 0.58% | Signal |
| 2014-09-19 | 2014-11-03 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2013-12-23 | 2014-09-19 | COMPLETED | 100% | $65.60 | $66.50 | 1.37% | Signal |
| 2013-09-03 | 2013-12-23 | INTEREST | 100% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2013-07-24 | 2013-09-03 | COMPLETED | 100% | $59.98 | $58.48 | -2.51% | Signal |
| 2013-07-01 | 2013-07-24 | INTEREST | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2012-08-14 | 2013-07-01 | COMPLETED | 100% | $48.41 | $58.01 | 19.84% | Stop |
| 2012-07-23 | 2012-08-14 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-06-26 | 2012-07-23 | COMPLETED | 100% | $44.44 | $45.51 | 2.41% | Signal |
| 2012-06-04 | 2012-06-26 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-03-02 | 2012-06-04 | COMPLETED | 100% | $46.32 | $43.44 | -6.24% | Stop |
| 2012-01-18 | 2012-03-02 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2011-11-04 | 2012-01-18 | COMPLETED | 100% | $45.62 | $41.77 | -8.43% | Signal |
| 2011-10-03 | 2011-11-04 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2011-08-31 | 2011-10-03 | COMPLETED | 100% | $41.70 | $40.42 | -3.08% | Signal |
| 2011-08-09 | 2011-08-31 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-10-15 | 2011-08-09 | COMPLETED | 100% | $34.59 | $40.79 | 17.90% | Stop |
| 2010-09-22 | 2010-10-15 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2010-09-20 | 2010-09-22 | COMPLETED | 100% | $30.56 | $31.40 | 2.74% | Signal |
| 2010-06-28 | 2010-09-20 | INTEREST | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2010-06-15 | 2010-06-28 | COMPLETED | 100% | $28.29 | $30.48 | 7.74% | Signal |
| 2010-05-21 | 2010-06-15 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2009-07-08 | 2010-05-21 | COMPLETED | 100% | $23.85 | $28.13 | 17.94% | Stop |
| 2008-10-13 | 2009-07-08 | INTEREST | 100% | $1.00 | $1.02 | 2.25% | Interest Income |
| 2008-10-08 | 2008-10-13 | COMPLETED | 100% | $21.88 | $22.57 | 3.19% | Stop |
| 2008-09-16 | 2008-10-08 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2008-05-21 | 2008-09-16 | COMPLETED | 100% | $27.36 | $26.09 | -4.65% | Stop |
| 2007-11-06 | 2008-05-21 | INTEREST | 100% | $1.00 | $1.02 | 2.02% | Interest Income |
| 2006-10-19 | 2007-11-06 | COMPLETED | 100% | $22.69 | $27.16 | 19.72% | Stop |
| 2006-06-16 | 2006-10-19 | INTEREST | 100% | $1.00 | $1.02 | 1.67% | Interest Income |
| 2006-06-13 | 2006-06-16 | COMPLETED | 100% | $18.52 | $18.69 | 0.92% | Signal |
| 2006-05-19 | 2006-06-13 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2005-09-09 | 2006-05-19 | COMPLETED | 100% | $18.01 | $19.56 | 8.59% | Stop |
| 2005-03-09 | 2005-09-09 | INTEREST | 100% | $1.00 | $1.02 | 2.12% | Interest Income |
| 2004-11-05 | 2005-03-09 | COMPLETED | 100% | $17.50 | $17.65 | 0.88% | Signal |
| 2004-10-14 | 2004-11-05 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2004-09-07 | 2004-10-14 | COMPLETED | 100% | $18.08 | $16.88 | -6.61% | Stop |
| 2004-08-13 | 2004-09-07 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2004-02-06 | 2004-08-13 | COMPLETED | 100% | $15.83 | $16.25 | 2.65% | Stop |
| 2004-01-14 | 2004-02-06 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2003-06-17 | 2004-01-14 | COMPLETED | 100% | $12.22 | $15.97 | 30.65% | Stop |
| 2003-02-03 | 2003-06-17 | INTEREST | 100% | $1.00 | $1.01 | 1.37% | Interest Income |
| 2003-01-24 | 2003-02-03 | COMPLETED | 100% | $11.67 | $11.59 | -0.72% | Signal |
| 2002-06-12 | 2003-01-24 | INTEREST | 100% | $1.00 | $1.03 | 2.57% | Interest Income |
| 2002-05-10 | 2002-06-12 | COMPLETED | 100% | $14.85 | $14.33 | -3.53% | Signal |
| 2002-05-08 | 2002-05-10 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
