Moving Average (50/200)
BLK
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-08
Trading Style:
Methodology:
BLK Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 8.08% | 16.31% | 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 | 0.34 | 0.46 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -42.92% | -60.36% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 69.7% | 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 |
|---|---|---|---|---|---|---|---|
| 2025-12-11 | 2026-03-09 | COMPLETED | 100% | $1,078.85 | $929.38 | -13.85% | Stop |
| 2025-11-18 | 2025-12-11 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-07-02 | 2025-11-18 | COMPLETED | 100% | $1,040.16 | $1,011.42 | -2.76% | Stop |
| 2025-05-23 | 2025-07-02 | INTEREST | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2025-05-21 | 2025-05-23 | COMPLETED | 100% | $969.03 | $937.57 | -3.25% | Signal |
| 2025-04-08 | 2025-05-21 | INTEREST | 100% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2025-04-02 | 2025-04-08 | COMPLETED | 100% | $915.17 | $832.15 | -9.07% | Stop |
| 2025-03-11 | 2025-04-02 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-12-29 | 2025-03-11 | COMPLETED | 100% | $773.40 | $893.71 | 15.56% | Stop |
| 2023-12-06 | 2023-12-29 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-11-24 | 2023-12-06 | COMPLETED | 100% | $687.08 | $718.12 | 4.52% | Signal |
| 2023-10-04 | 2023-11-24 | INTEREST | 100% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2023-07-13 | 2023-10-04 | COMPLETED | 100% | $687.90 | $594.72 | -13.55% | Stop |
| 2023-04-27 | 2023-07-13 | INTEREST | 100% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2023-04-03 | 2023-04-27 | COMPLETED | 100% | $619.19 | $612.42 | -1.09% | Signal |
| 2023-03-10 | 2023-04-03 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-12-13 | 2023-03-10 | COMPLETED | 100% | $683.33 | $603.52 | -11.68% | Stop |
| 2022-08-19 | 2022-12-13 | INTEREST | 100% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2022-08-17 | 2022-08-19 | COMPLETED | 100% | $678.91 | $671.23 | -1.13% | Signal |
| 2022-06-02 | 2022-08-17 | INTEREST | 100% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2022-05-31 | 2022-06-02 | COMPLETED | 100% | $597.30 | $599.78 | 0.42% | Signal |
| 2022-01-24 | 2022-05-31 | INTEREST | 100% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2020-06-02 | 2022-01-24 | COMPLETED | 100% | $471.78 | $701.19 | 48.63% | Stop |
| 2020-04-21 | 2020-06-02 | INTEREST | 100% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-03-23 | 2020-04-21 | COMPLETED | 100% | $307.40 | $398.70 | 29.70% | Signal |
| 2020-02-28 | 2020-03-23 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-11-05 | 2020-02-28 | COMPLETED | 100% | $407.07 | $394.99 | -2.97% | Stop |
| 2019-10-08 | 2019-11-05 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2019-09-10 | 2019-10-08 | COMPLETED | 100% | $369.03 | $358.24 | -2.92% | Signal |
| 2019-08-16 | 2019-09-10 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-04-22 | 2019-08-16 | COMPLETED | 100% | $390.03 | $350.34 | -10.17% | Stop |
| 2018-08-02 | 2019-04-22 | INTEREST | 100% | $1.00 | $1.02 | 2.01% | Interest Income |
| 2018-03-07 | 2018-08-02 | COMPLETED | 100% | $442.30 | $390.27 | -11.76% | Stop |
| 2018-02-12 | 2018-03-07 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-04-15 | 2018-02-12 | COMPLETED | 100% | $276.69 | $428.48 | 54.86% | Stop |
| 2016-01-19 | 2016-04-15 | INTEREST | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2015-12-15 | 2016-01-19 | COMPLETED | 100% | $251.91 | $232.88 | -7.56% | Stop |
| 2015-07-30 | 2015-12-15 | INTEREST | 100% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2013-07-17 | 2015-07-30 | COMPLETED | 100% | $196.11 | $259.94 | 32.54% | Signal |
| 2013-06-24 | 2013-07-17 | INTEREST | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2012-10-25 | 2013-06-24 | COMPLETED | 100% | $134.64 | $179.76 | 33.51% | Stop |
| 2012-07-05 | 2012-10-25 | INTEREST | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2012-06-11 | 2012-07-05 | COMPLETED | 100% | $124.24 | $122.53 | -1.38% | Signal |
| 2012-05-17 | 2012-06-11 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2012-01-25 | 2012-05-17 | COMPLETED | 100% | $131.00 | $122.84 | -6.23% | Stop |
| 2011-07-29 | 2012-01-25 | INTEREST | 100% | $1.00 | $1.01 | 1.01% | Interest Income |
| 2010-12-15 | 2011-07-29 | COMPLETED | 100% | $123.76 | $118.23 | -4.47% | Stop |
| 2010-04-23 | 2010-12-15 | INTEREST | 100% | $1.00 | $1.02 | 1.90% | Interest Income |
| 2010-03-03 | 2010-04-23 | COMPLETED | 100% | $143.98 | $137.19 | -4.72% | Signal |
| 2010-02-08 | 2010-03-03 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-06-02 | 2010-02-08 | COMPLETED | 100% | $108.14 | $138.20 | 27.80% | Stop |
| 2008-10-16 | 2009-06-02 | INTEREST | 100% | $1.00 | $1.02 | 1.83% | Interest Income |
| 2008-10-10 | 2008-10-16 | COMPLETED | 100% | $95.13 | $93.68 | -1.53% | Stop |
| 2008-09-18 | 2008-10-10 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2008-09-09 | 2008-09-18 | COMPLETED | 100% | $142.38 | $125.00 | -12.20% | Stop |
| 2008-06-26 | 2008-09-09 | INTEREST | 100% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2008-04-10 | 2008-06-26 | COMPLETED | 100% | $139.67 | $119.12 | -14.71% | Stop |
| 2008-03-18 | 2008-04-10 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2008-02-14 | 2008-03-18 | COMPLETED | 100% | $131.43 | $115.65 | -12.01% | Stop |
| 2008-01-23 | 2008-02-14 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-09-07 | 2008-01-23 | COMPLETED | 100% | $98.03 | $127.56 | 30.12% | Stop |
| 2007-08-15 | 2007-09-07 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2007-07-18 | 2007-08-15 | COMPLETED | 100% | $104.06 | $89.97 | -13.54% | Stop |
| 2007-06-11 | 2007-07-18 | INTEREST | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2007-05-24 | 2007-06-11 | COMPLETED | 100% | $92.52 | $96.28 | 4.06% | Signal |
| 2007-05-02 | 2007-05-24 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-10-12 | 2007-05-02 | COMPLETED | 100% | $95.22 | $93.10 | -2.23% | Stop |
| 2006-09-20 | 2006-10-12 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-06-13 | 2006-09-20 | COMPLETED | 100% | $79.47 | $91.26 | 14.84% | Signal |
| 2006-05-19 | 2006-06-13 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2005-06-22 | 2006-05-19 | COMPLETED | 100% | $47.83 | $81.65 | 70.70% | Stop |
| 2005-05-31 | 2005-06-22 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2003-03-05 | 2005-05-31 | COMPLETED | 100% | $25.14 | $47.89 | 90.48% | Signal |
| 2002-11-20 | 2003-03-05 | INTEREST | 100% | $1.00 | $1.01 | 1.10% | Interest Income |
| 2002-11-18 | 2002-11-20 | COMPLETED | 100% | $21.72 | $21.67 | -0.25% | Signal |
| 2002-09-11 | 2002-11-18 | INTEREST | 100% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2002-08-30 | 2002-09-11 | COMPLETED | 100% | $26.04 | $26.05 | 0.05% | Signal |
| 2002-07-25 | 2002-08-30 | INTEREST | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2001-12-28 | 2002-07-25 | COMPLETED | 100% | $25.32 | $24.01 | -5.17% | Stop |
| 2001-12-05 | 2001-12-28 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2001-09-04 | 2001-12-05 | COMPLETED | 100% | $22.65 | $22.73 | 0.34% | Stop |
| 2001-05-18 | 2001-09-04 | INTEREST | 100% | $1.00 | $1.01 | 1.50% | Interest Income |
| 2001-05-16 | 2001-05-18 | COMPLETED | 100% | $22.02 | $21.96 | -0.27% | Signal |
| 2001-04-17 | 2001-05-16 | INTEREST | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2001-04-12 | 2001-04-17 | COMPLETED | 100% | $21.54 | $18.94 | -12.10% | Signal |
| 2001-03-21 | 2001-04-12 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-01-18 | 2001-03-21 | COMPLETED | 100% | $23.95 | $21.54 | -10.06% | Stop |
| 2000-12-22 | 2001-01-18 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2000-10-17 | 2000-12-22 | COMPLETED | 100% | $23.73 | $23.88 | 0.63% | Stop |
| 2000-09-25 | 2000-10-17 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-07-18 | 2000-09-25 | COMPLETED | 100% | $19.56 | $20.61 | 5.32% | Stop |
| 2000-07-14 | 2000-07-18 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
