BAC
Bank Of America Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
BAC Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 37.67% | 35.24% | -2.19% | 7.75% | 2.15% | 16.31% | 5.71% | 9.57% |
| Sharpe Ratio | 1.53 | 1.41 | -0.11 | 0.28 | 0.10 | 0.49 | 0.30 | 0.25 |
| Max Drawdown | -17.33% | -17.93% | -40.95% | -46.64% | -40.95% | -48.95% | -48.57% | -93.45% |
| % Time Invested | 93.3% | 100.0% | 58.0% | 100.0% | 58.6% | 100.0% | 55.9% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.0 | 0.0 | 2.2 | 0.0 | 1.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-03-25 | Open | Open | 100% | $48.52 | $52.88 | 8.99% | Mark-to-Market |
| 2026-03-03 | 2026-03-25 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-04-30 | 2026-03-03 | Completed | 100% | $38.49 | $48.49 | 25.96% | Stop |
| 2025-04-07 | 2025-04-30 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-02 | 2025-04-07 | Completed | 100% | $39.98 | $34.20 | -14.46% | Stop |
| 2025-03-11 | 2025-04-02 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-27 | 2025-03-11 | Completed | 100% | $38.41 | $38.83 | 1.09% | Stop |
| 2024-08-05 | 2024-08-27 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-06-14 | 2024-08-05 | Completed | 100% | $37.55 | $34.23 | -8.82% | Stop |
| 2024-02-01 | 2024-06-14 | Interest | 100% | $1.00 | $1.02 | 1.59% | Interest Income |
| 2024-01-30 | 2024-02-01 | Completed | 100% | $32.13 | $32.16 | 0.09% | Signal |
| 2022-11-30 | 2024-01-30 | Interest | 100% | $1.00 | $1.05 | 4.57% | Interest Income |
| 2022-10-19 | 2022-11-30 | Completed | 100% | $31.60 | $33.72 | 6.71% | Signal |
| 2022-09-27 | 2022-10-19 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-07-11 | 2022-09-27 | Completed | 100% | $28.64 | $28.57 | -0.23% | Stop |
| 2022-06-15 | 2022-07-11 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-05-18 | 2022-06-15 | Completed | 100% | $32.15 | $29.03 | -9.70% | Stop |
| 2022-04-26 | 2022-05-18 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-03-24 | 2022-04-26 | Completed | 100% | $39.16 | $33.29 | -14.98% | Stop |
| 2022-03-02 | 2022-03-24 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2021-08-11 | 2022-03-02 | Completed | 100% | $37.00 | $38.39 | 3.76% | Stop |
| 2021-07-20 | 2021-08-11 | Interest | 100% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2021-04-20 | 2021-07-20 | Completed | 100% | $34.54 | $32.78 | -5.09% | Stop |
| 2020-10-12 | 2021-04-20 | Interest | 100% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2020-07-07 | 2020-10-12 | Completed | 100% | $20.33 | $22.16 | 8.97% | Signal |
| 2020-06-12 | 2020-07-07 | Interest | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-05-11 | 2020-06-12 | Completed | 100% | $19.96 | $21.77 | 9.06% | Stop |
| 2020-04-17 | 2020-05-11 | Interest | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-03-23 | 2020-04-17 | Completed | 100% | $16.64 | $19.30 | 15.99% | Stop |
| 2020-02-28 | 2020-03-23 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-12-27 | 2020-02-28 | Completed | 100% | $30.64 | $24.03 | -21.57% | Stop |
| 2019-10-25 | 2019-12-27 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2019-10-18 | 2019-10-25 | Completed | 100% | $25.72 | $26.77 | 4.08% | Signal |
| 2019-08-02 | 2019-10-18 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2019-01-10 | 2019-08-02 | Completed | 100% | $21.45 | $24.90 | 16.08% | Signal |
| 2018-12-17 | 2019-01-10 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-11-15 | 2018-12-17 | Completed | 100% | $22.65 | $20.36 | -10.11% | Stop |
| 2018-10-24 | 2018-11-15 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-07-27 | 2018-10-24 | Completed | 100% | $25.74 | $22.41 | -12.91% | Stop |
| 2018-07-05 | 2018-07-27 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2017-02-07 | 2018-07-05 | Completed | 100% | $18.88 | $23.21 | 22.91% | Stop |
| 2016-10-27 | 2017-02-07 | Interest | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2016-10-25 | 2016-10-27 | Completed | 100% | $13.50 | $13.70 | 1.44% | Signal |
| 2016-09-06 | 2016-10-25 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2016-09-01 | 2016-09-06 | Completed | 100% | $13.05 | $12.97 | -0.62% | Signal |
| 2016-02-09 | 2016-09-01 | Interest | 100% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2016-02-03 | 2016-02-09 | Completed | 100% | $10.61 | $9.58 | -9.71% | Signal |
| 2016-01-11 | 2016-02-03 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2015-09-17 | 2016-01-11 | Completed | 100% | $12.97 | $12.19 | -6.06% | Stop |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-02-10 | 2015-08-25 | Completed | 100% | $13.07 | $12.86 | -1.57% | Stop |
| 2015-01-16 | 2015-02-10 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2014-05-21 | 2015-01-16 | Completed | 100% | $11.44 | $11.96 | 4.60% | Stop |
| 2014-04-29 | 2014-05-21 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2013-01-08 | 2014-04-29 | Completed | 100% | $9.44 | $11.79 | 24.85% | Stop |
| 2012-08-27 | 2013-01-08 | Interest | 100% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2012-08-23 | 2012-08-27 | Completed | 100% | $6.41 | $6.39 | -0.24% | Signal |
| 2011-03-30 | 2012-08-23 | Interest | 100% | $1.00 | $1.03 | 3.16% | Interest Income |
| 2010-11-12 | 2011-03-30 | Completed | 100% | $9.50 | $10.37 | 9.21% | Signal |
| 2010-10-21 | 2010-11-12 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2010-09-23 | 2010-10-21 | Completed | 100% | $10.29 | $9.15 | -11.04% | Stop |
| 2010-08-31 | 2010-09-23 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2010-07-27 | 2010-08-31 | Completed | 100% | $11.21 | $9.52 | -15.08% | Stop |
| 2010-07-02 | 2010-07-27 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2010-06-01 | 2010-07-02 | Completed | 100% | $12.02 | $10.89 | -9.44% | Stop |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-15 | 2010-05-07 | Completed | 100% | $12.92 | $12.72 | -1.55% | Stop |
| 2009-08-10 | 2010-03-15 | Interest | 100% | $1.00 | $1.02 | 2.08% | Interest Income |
| 2009-08-05 | 2009-08-10 | Completed | 100% | $12.35 | $12.56 | 1.75% | Signal |
| 2008-01-07 | 2009-08-05 | Interest | 100% | $1.00 | $1.06 | 5.52% | Interest Income |
| 2007-11-28 | 2008-01-07 | Completed | 100% | $30.57 | $28.42 | -7.02% | Signal |
| 2007-11-05 | 2007-11-28 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2002-10-28 | 2007-11-05 | Completed | 100% | $20.15 | $30.71 | 52.38% | Stop |
| 2002-10-04 | 2002-10-28 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2002-08-07 | 2002-10-04 | Completed | 100% | $18.29 | $17.05 | -6.80% | Stop |
| 2002-07-16 | 2002-08-07 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2001-10-10 | 2002-07-16 | Completed | 100% | $14.44 | $18.91 | 30.99% | Stop |
| 2001-09-18 | 2001-10-10 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2001-08-02 | 2001-09-18 | Completed | 100% | $17.22 | $14.92 | -13.36% | Stop |
| 1999-05-20 | 2001-08-02 | Interest | 100% | $1.00 | $1.13 | 13.21% | Interest Income |
| 1999-01-11 | 1999-05-20 | Completed | 100% | $17.32 | $17.25 | -0.41% | Signal |
| 1998-12-16 | 1999-01-11 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-10-30 | 1998-12-16 | Completed | 100% | $14.02 | $14.11 | 0.70% | Stop |
| 1998-10-08 | 1998-10-30 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-09-25 | 1998-10-08 | Completed | 100% | $13.28 | $11.80 | -11.11% | Stop |
| 1998-09-02 | 1998-09-25 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-08-27 | 1998-09-02 | Completed | 100% | $16.30 | $14.20 | -12.91% | Stop |
| 1998-08-05 | 1998-08-27 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1997-11-20 | 1998-08-05 | Completed | 100% | $14.68 | $18.38 | 25.19% | Stop |
| 1997-10-29 | 1997-11-20 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1997-09-24 | 1997-10-29 | Completed | 100% | $14.91 | $14.41 | -3.32% | Stop |
| 1997-09-02 | 1997-09-24 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 1997-04-23 | 1997-09-02 | Completed | 100% | $13.51 | $14.15 | 4.75% | Stop |
| 1997-04-01 | 1997-04-23 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1995-10-11 | 1997-04-01 | Completed | 100% | $7.87 | $13.06 | 65.90% | Stop |
| 1995-09-19 | 1995-10-11 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 1995-09-15 | 1995-09-19 | Completed | 100% | $7.50 | $7.58 | 0.95% | Signal |
| 1994-07-14 | 1995-09-15 | Interest | 100% | $1.00 | $1.08 | 8.47% | Interest Income |
| 1994-06-15 | 1994-07-14 | Completed | 100% | $6.09 | $5.76 | -5.36% | Signal |
| 1994-03-29 | 1994-06-15 | Interest | 100% | $1.00 | $1.01 | 1.44% | Interest Income |
| 1993-11-30 | 1994-03-29 | Completed | 100% | $5.06 | $5.03 | -0.65% | Signal |
| 1993-11-05 | 1993-11-30 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1993-05-18 | 1993-11-05 | Completed | 100% | $4.83 | $4.77 | -1.35% | Stop |
| 1993-04-26 | 1993-05-18 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1992-10-28 | 1993-04-26 | Completed | 100% | $4.82 | $4.97 | 3.18% | Stop |
| 1992-10-06 | 1992-10-28 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1991-11-20 | 1992-10-06 | Completed | 100% | $3.54 | $4.44 | 25.29% | Stop |
| 1991-06-05 | 1991-11-20 | Interest | 100% | $1.00 | $1.04 | 3.61% | Interest Income |
| 1991-05-30 | 1991-06-05 | Completed | 100% | $4.00 | $4.14 | 3.65% | Signal |
| 1990-10-25 | 1991-05-30 | Interest | 100% | $1.00 | $1.05 | 4.72% | Interest Income |
| 1990-10-11 | 1990-10-25 | Completed | 100% | $1.84 | $1.81 | -1.92% | Signal |
| 1990-09-19 | 1990-10-11 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1990-08-29 | 1990-09-19 | Completed | 100% | $3.08 | $2.66 | -13.53% | Stop |
| 1990-08-07 | 1990-08-29 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1990-07-20 | 1990-08-07 | Completed | 100% | $3.47 | $3.09 | -11.11% | Stop |
| 1990-06-27 | 1990-07-20 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1990-04-06 | 1990-06-27 | Completed | 100% | $3.31 | $3.44 | 3.76% | Stop |
| 1990-03-15 | 1990-04-06 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1990-01-02 | 1990-03-15 | Completed | 100% | $4.23 | $3.74 | -11.52% | Stop |
| 1989-12-07 | 1990-01-02 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-11-08 | 1989-12-07 | Completed | 100% | $4.22 | $3.93 | -6.72% | Stop |
| 1989-10-17 | 1989-11-08 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-12-19 | 1989-10-17 | Completed | 100% | $2.52 | $4.63 | 83.49% | Stop |
| 1987-08-26 | 1988-12-19 | Interest | 100% | $1.00 | $1.11 | 10.62% | Interest Income |
| 1987-05-08 | 1987-08-26 | Completed | 100% | $2.00 | $2.40 | 19.92% | Signal |
| 1987-04-15 | 1987-05-08 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-10-08 | 1987-04-15 | Completed | 100% | $1.89 | $1.93 | 1.83% | Stop |
| 1986-09-16 | 1986-10-08 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-08-18 | 1986-09-16 | Completed | 100% | $2.06 | $1.79 | -13.00% | Stop |
| 1986-07-25 | 1986-08-18 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-09-25 | 1986-07-25 | Completed | 100% | $1.46 | $1.91 | 30.76% | Stop |
| 1985-09-03 | 1985-09-25 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-05-01 | 1985-09-03 | Completed | 100% | $1.02 | $1.53 | 50.25% | Stop |
| 1984-04-06 | 1984-05-01 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-11-15 | 1984-04-06 | Completed | 100% | $1.00 | $0.94 | -5.58% | Stop |
| 1983-10-24 | 1983-11-15 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-08-24 | 1983-10-24 | Completed | 100% | $1.13 | $0.96 | -15.25% | Stop |
| 1983-08-02 | 1983-08-24 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-03-15 | 1983-08-02 | Completed | 100% | $0.89 | $1.04 | 17.05% | Stop |
| 1982-03-05 | 1983-03-15 | Interest | 100% | $1.00 | $1.08 | 8.20% | Interest Income |
| 1981-11-27 | 1982-03-05 | Completed | 100% | $0.63 | $0.55 | -12.10% | Stop |
| 1981-07-16 | 1981-11-27 | Interest | 100% | $1.00 | $1.03 | 2.89% | Interest Income |
| 1981-04-22 | 1981-07-16 | Completed | 100% | $0.65 | $0.62 | -5.43% | Stop |
| 1981-03-30 | 1981-04-22 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-03-26 | 1981-03-30 | Completed | 100% | $0.67 | $0.66 | -1.50% | Signal |
| 1979-09-12 | 1981-03-26 | Interest | 100% | $1.00 | $1.12 | 12.48% | Interest Income |
| 1978-11-10 | 1979-09-12 | Completed | 100% | $0.53 | $0.58 | 9.52% | Signal |
| 1978-10-19 | 1978-11-10 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-08-22 | 1978-10-19 | Completed | 100% | $0.61 | $0.57 | -6.67% | Stop |
| 1977-12-02 | 1978-08-22 | Interest | 100% | $1.00 | $1.06 | 5.64% | Interest Income |
| 1977-06-30 | 1977-12-02 | Completed | 100% | $0.45 | $0.45 | 0.00% | Signal |
| 1975-07-03 | 1977-06-30 | Interest | 100% | $1.00 | $1.17 | 16.51% | Interest Income |
| 1975-07-01 | 1975-07-03 | Completed | 100% | $0.53 | $0.50 | -5.77% | Stop |
| 1975-05-01 | 1975-07-01 | Interest | 100% | $1.00 | $1.01 | 1.25% | Interest Income |
Return Distribution Analysis
