Moving Average (50/200)
APH
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
APH Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 13.27% | 24.27% | 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 | 0.51 | 0.61 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -56.82% | -63.41% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 70.2% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.8 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-03-26 | 2026-04-07 | OPEN | 100% | $125.25 | $128.38 | 2.50% | Mark-to-Market |
| 2026-03-04 | 2026-03-26 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2026-02-23 | 2026-03-04 | COMPLETED | 100% | $149.82 | $131.86 | -11.99% | Stop |
| 2026-01-29 | 2026-02-23 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-05-12 | 2026-01-29 | COMPLETED | 100% | $82.79 | $147.97 | 78.72% | Stop |
| 2025-04-04 | 2025-05-12 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2025-02-20 | 2025-04-04 | COMPLETED | 100% | $68.88 | $60.11 | -12.73% | Signal |
| 2025-01-28 | 2025-02-20 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2024-08-27 | 2025-01-28 | COMPLETED | 100% | $65.25 | $68.21 | 4.53% | Stop |
| 2024-08-05 | 2024-08-27 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-11-22 | 2024-08-05 | COMPLETED | 100% | $38.44 | $54.76 | 42.48% | Stop |
| 2022-10-31 | 2022-11-22 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2022-09-22 | 2022-10-31 | COMPLETED | 100% | $34.68 | $36.82 | 6.17% | Signal |
| 2022-03-29 | 2022-09-22 | INTEREST | 100% | $1.00 | $1.01 | 1.42% | Interest Income |
| 2022-02-16 | 2022-03-29 | COMPLETED | 100% | $36.68 | $37.01 | 0.89% | Signal |
| 2022-01-25 | 2022-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-07-22 | 2022-01-25 | COMPLETED | 100% | $24.66 | $36.57 | 48.28% | Stop |
| 2020-03-25 | 2020-07-22 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2020-03-23 | 2020-03-25 | COMPLETED | 100% | $16.31 | $17.61 | 7.98% | Signal |
| 2020-02-28 | 2020-03-23 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-10-29 | 2020-02-28 | COMPLETED | 100% | $23.64 | $21.33 | -9.79% | Stop |
| 2019-09-17 | 2019-10-29 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2019-09-10 | 2019-09-17 | COMPLETED | 100% | $20.76 | $22.25 | 7.21% | Signal |
| 2019-08-16 | 2019-09-10 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-06-18 | 2019-08-16 | COMPLETED | 100% | $21.91 | $20.01 | -8.68% | Stop |
| 2019-05-24 | 2019-06-18 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2019-03-19 | 2019-05-24 | COMPLETED | 100% | $22.38 | $21.05 | -5.93% | Stop |
| 2018-11-27 | 2019-03-19 | INTEREST | 100% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2018-11-14 | 2018-11-27 | COMPLETED | 100% | $20.67 | $19.65 | -4.94% | Signal |
| 2018-10-23 | 2018-11-14 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-07-10 | 2018-10-23 | COMPLETED | 100% | $20.70 | $18.88 | -8.79% | Stop |
| 2018-05-24 | 2018-07-10 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2016-04-04 | 2018-05-24 | COMPLETED | 100% | $13.34 | $20.42 | 53.00% | Signal |
| 2016-03-09 | 2016-04-04 | INTEREST | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2016-03-04 | 2016-03-09 | COMPLETED | 100% | $12.72 | $12.67 | -0.34% | Signal |
| 2015-08-25 | 2016-03-04 | INTEREST | 100% | $1.00 | $1.01 | 1.10% | Interest Income |
| 2012-06-12 | 2015-08-25 | COMPLETED | 100% | $5.96 | $11.47 | 92.29% | Stop |
| 2012-05-18 | 2012-06-12 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-02-10 | 2012-05-18 | COMPLETED | 100% | $6.00 | $5.77 | -3.84% | Stop |
| 2011-07-14 | 2012-02-10 | INTEREST | 100% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2011-07-12 | 2011-07-14 | COMPLETED | 100% | $5.75 | $5.64 | -1.95% | Signal |
| 2011-06-17 | 2011-07-12 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2010-09-14 | 2011-06-17 | COMPLETED | 100% | $5.18 | $5.53 | 6.75% | Stop |
| 2010-07-12 | 2010-09-14 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2010-06-16 | 2010-07-12 | COMPLETED | 100% | $4.67 | $4.42 | -5.39% | Signal |
| 2010-05-24 | 2010-06-16 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2010-02-23 | 2010-05-24 | COMPLETED | 100% | $4.57 | $4.58 | 0.13% | Stop |
| 2010-01-29 | 2010-02-23 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-05-26 | 2010-01-29 | COMPLETED | 100% | $3.49 | $4.42 | 26.84% | Stop |
| 2008-10-03 | 2009-05-26 | INTEREST | 100% | $1.00 | $1.02 | 1.90% | Interest Income |
| 2008-09-30 | 2008-10-03 | COMPLETED | 100% | $4.50 | $3.92 | -12.75% | Stop |
| 2008-09-08 | 2008-09-30 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2008-05-05 | 2008-09-08 | COMPLETED | 100% | $5.23 | $4.99 | -4.55% | Stop |
| 2008-04-11 | 2008-05-05 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2008-04-09 | 2008-04-11 | COMPLETED | 100% | $4.64 | $4.55 | -1.91% | Signal |
| 2008-03-13 | 2008-04-09 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2008-02-04 | 2008-03-13 | COMPLETED | 100% | $4.32 | $3.85 | -10.99% | Signal |
| 2008-01-10 | 2008-02-04 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-09-11 | 2008-01-10 | COMPLETED | 100% | $4.02 | $4.41 | 9.47% | Stop |
| 2007-08-17 | 2007-09-11 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2006-07-03 | 2007-08-17 | COMPLETED | 100% | $3.04 | $3.63 | 19.23% | Stop |
| 2006-06-09 | 2006-07-03 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2005-12-21 | 2006-06-09 | COMPLETED | 100% | $2.38 | $2.89 | 21.70% | Stop |
| 2005-10-31 | 2005-12-21 | INTEREST | 100% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2005-10-12 | 2005-10-31 | COMPLETED | 100% | $2.13 | $2.13 | 0.03% | Signal |
| 2005-09-20 | 2005-10-12 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2004-10-20 | 2005-09-20 | COMPLETED | 100% | $1.82 | $2.11 | 16.23% | Stop |
| 2004-07-15 | 2004-10-20 | INTEREST | 100% | $1.00 | $1.01 | 1.13% | Interest Income |
| 2004-04-07 | 2004-07-15 | COMPLETED | 100% | $1.71 | $1.58 | -8.00% | Stop |
| 2004-03-16 | 2004-04-07 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2003-04-04 | 2004-03-16 | COMPLETED | 100% | $1.15 | $1.60 | 38.75% | Stop |
| 2003-03-13 | 2003-04-04 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2002-12-27 | 2003-03-13 | COMPLETED | 100% | $1.06 | $1.05 | -0.74% | Stop |
| 2002-10-23 | 2002-12-27 | INTEREST | 100% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2002-10-21 | 2002-10-23 | COMPLETED | 100% | $0.96 | $0.95 | -1.55% | Signal |
| 2002-06-14 | 2002-10-21 | INTEREST | 100% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2002-02-25 | 2002-06-14 | COMPLETED | 100% | $1.10 | $1.10 | -0.37% | Stop |
| 2002-01-31 | 2002-02-25 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-11-23 | 2002-01-31 | COMPLETED | 100% | $1.24 | $1.22 | -1.53% | Stop |
| 2001-01-24 | 2001-11-23 | INTEREST | 100% | $1.00 | $1.04 | 4.10% | Interest Income |
| 2001-01-22 | 2001-01-24 | COMPLETED | 100% | $1.35 | $1.26 | -6.63% | Stop |
| 2000-12-18 | 2001-01-22 | INTEREST | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2000-12-07 | 2000-12-18 | COMPLETED | 100% | $1.45 | $1.24 | -14.49% | Stop |
| 2000-11-14 | 2000-12-07 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2000-10-17 | 2000-11-14 | COMPLETED | 100% | $1.66 | $1.65 | -1.02% | Stop |
| 2000-09-25 | 2000-10-17 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-08-21 | 2000-09-25 | COMPLETED | 100% | $1.70 | $1.52 | -10.93% | Stop |
| 2000-07-28 | 2000-08-21 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-06-19 | 2000-07-28 | COMPLETED | 100% | $1.56 | $1.50 | -4.22% | Stop |
| 2000-05-25 | 2000-06-19 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2000-05-10 | 2000-05-25 | COMPLETED | 100% | $1.44 | $1.22 | -15.61% | Stop |
| 2000-04-17 | 2000-05-10 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2000-02-24 | 2000-04-17 | COMPLETED | 100% | $0.99 | $1.27 | 28.52% | Stop |
| 2000-02-01 | 2000-02-24 | INTEREST | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1999-11-09 | 2000-02-01 | COMPLETED | 100% | $0.85 | $0.92 | 8.49% | Stop |
| 1999-10-18 | 1999-11-09 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 1999-03-30 | 1999-10-18 | COMPLETED | 100% | $0.50 | $0.64 | 28.21% | Stop |
| 1998-07-01 | 1999-03-30 | INTEREST | 100% | $1.00 | $1.04 | 3.65% | Interest Income |
| 1998-06-18 | 1998-07-01 | COMPLETED | 100% | $0.66 | $0.53 | -19.59% | Stop |
| 1998-05-27 | 1998-06-18 | INTEREST | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1997-01-30 | 1998-05-27 | COMPLETED | 100% | $0.35 | $0.74 | 111.41% | Stop |
| 1996-07-26 | 1997-01-30 | INTEREST | 100% | $1.00 | $1.03 | 3.32% | Interest Income |
| 1996-07-15 | 1996-07-26 | COMPLETED | 100% | $0.26 | $0.27 | 3.29% | Signal |
| 1996-06-20 | 1996-07-15 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1996-03-26 | 1996-06-20 | COMPLETED | 100% | $0.34 | $0.32 | -6.47% | Stop |
| 1995-09-14 | 1996-03-26 | INTEREST | 100% | $1.00 | $1.03 | 3.10% | Interest Income |
| 1995-08-15 | 1995-09-14 | COMPLETED | 100% | $0.32 | $0.33 | 2.62% | Signal |
| 1995-07-24 | 1995-08-15 | INTEREST | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1995-06-13 | 1995-07-24 | COMPLETED | 100% | $0.37 | $0.35 | -6.42% | Stop |
| 1995-05-19 | 1995-06-13 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 1995-02-15 | 1995-05-19 | COMPLETED | 100% | $0.33 | $0.34 | 4.64% | Stop |
| 1995-01-24 | 1995-02-15 | INTEREST | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 1994-04-22 | 1995-01-24 | COMPLETED | 100% | $0.23 | $0.28 | 24.06% | Stop |
| 1994-03-30 | 1994-04-22 | INTEREST | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 1993-11-16 | 1994-03-30 | COMPLETED | 100% | $0.19 | $0.20 | 3.57% | Stop |
| 1993-10-25 | 1993-11-16 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1993-04-28 | 1993-10-25 | COMPLETED | 100% | $0.11 | $0.17 | 61.29% | Stop |
| 1993-04-05 | 1993-04-28 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1993-02-04 | 1993-04-05 | COMPLETED | 100% | $0.12 | $0.10 | -16.18% | Stop |
| 1992-08-21 | 1993-02-04 | INTEREST | 100% | $1.00 | $1.03 | 2.95% | Interest Income |
Return Distribution Analysis
