Moving Average (50/200)
BX
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
BX Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 11.25% | 16.58% | 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 | 0.47 | 0.35 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -48.79% | -79.56% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 56.6% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 2.3 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-11-03 | 2025-12-10 | COMPLETED | 100% | $143.71 | $154.25 | 7.33% | Signal |
| 2025-10-10 | 2025-11-03 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-08-18 | 2025-10-10 | COMPLETED | 100% | $167.95 | $157.25 | -6.37% | Stop |
| 2025-04-07 | 2025-08-18 | INTEREST | 100% | $1.00 | $1.02 | 1.56% | Interest Income |
| 2025-03-19 | 2025-04-07 | COMPLETED | 100% | $141.24 | $116.20 | -17.73% | Stop |
| 2025-02-25 | 2025-03-19 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-01-16 | 2025-02-25 | COMPLETED | 100% | $168.18 | $152.63 | -9.24% | Stop |
| 2024-12-20 | 2025-01-16 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-11-13 | 2024-12-20 | COMPLETED | 100% | $91.41 | $160.29 | 75.35% | Stop |
| 2023-10-20 | 2023-11-13 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-06-23 | 2023-10-20 | COMPLETED | 100% | $80.97 | $86.36 | 6.65% | Stop |
| 2023-04-12 | 2023-06-23 | INTEREST | 100% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-03-29 | 2023-04-12 | COMPLETED | 100% | $77.44 | $77.09 | -0.46% | Signal |
| 2022-04-19 | 2023-03-29 | INTEREST | 100% | $1.00 | $1.03 | 3.20% | Interest Income |
| 2022-03-30 | 2022-04-19 | COMPLETED | 100% | $114.16 | $97.95 | -14.20% | Stop |
| 2022-03-08 | 2022-03-30 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-02-16 | 2022-03-08 | COMPLETED | 100% | $108.42 | $95.27 | -12.12% | Stop |
| 2022-01-25 | 2022-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2022-01-07 | 2022-01-25 | COMPLETED | 100% | $102.53 | $91.88 | -10.38% | Stop |
| 2021-12-15 | 2022-01-07 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-10-26 | 2021-12-15 | COMPLETED | 100% | $120.28 | $110.10 | -8.47% | Stop |
| 2021-10-04 | 2021-10-26 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-11-05 | 2021-10-04 | COMPLETED | 100% | $46.11 | $96.65 | 109.62% | Stop |
| 2020-09-25 | 2020-11-05 | INTEREST | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-06-29 | 2020-09-25 | COMPLETED | 100% | $44.67 | $41.01 | -8.19% | Signal |
| 2020-06-05 | 2020-06-29 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-06-03 | 2020-06-05 | COMPLETED | 100% | $47.87 | $49.02 | 2.39% | Signal |
| 2020-04-02 | 2020-06-03 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2020-03-23 | 2020-04-02 | COMPLETED | 100% | $29.30 | $32.82 | 12.03% | Stop |
| 2020-02-28 | 2020-03-23 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-10-31 | 2020-02-28 | COMPLETED | 100% | $42.06 | $40.39 | -3.97% | Stop |
| 2019-10-09 | 2019-10-31 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-03-20 | 2019-10-09 | COMPLETED | 100% | $27.38 | $36.81 | 34.47% | Stop |
| 2018-12-11 | 2019-03-20 | INTEREST | 100% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2018-11-15 | 2018-12-11 | COMPLETED | 100% | $25.25 | $23.95 | -5.12% | Stop |
| 2018-10-24 | 2018-11-15 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-07-06 | 2018-10-24 | COMPLETED | 100% | $25.96 | $25.45 | -1.96% | Stop |
| 2018-05-15 | 2018-07-06 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2018-04-27 | 2018-05-15 | COMPLETED | 100% | $23.13 | $23.11 | -0.10% | Signal |
| 2018-04-05 | 2018-04-27 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-12-23 | 2018-04-05 | COMPLETED | 100% | $18.60 | $23.01 | 23.72% | Stop |
| 2016-10-26 | 2016-12-23 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2016-09-12 | 2016-10-26 | COMPLETED | 100% | $16.95 | $16.42 | -3.13% | Signal |
| 2015-09-17 | 2016-09-12 | INTEREST | 100% | $1.00 | $1.02 | 1.85% | Interest Income |
| 2015-09-04 | 2015-09-17 | COMPLETED | 100% | $20.11 | $20.98 | 4.29% | Signal |
| 2015-08-13 | 2015-09-04 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-12-24 | 2015-08-13 | COMPLETED | 100% | $19.30 | $23.01 | 19.21% | Stop |
| 2014-12-02 | 2014-12-24 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-11-25 | 2014-12-02 | COMPLETED | 100% | $18.93 | $18.81 | -0.60% | Signal |
| 2014-10-29 | 2014-11-25 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2014-10-27 | 2014-10-29 | COMPLETED | 100% | $17.30 | $17.32 | 0.13% | Signal |
| 2014-10-03 | 2014-10-27 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-05-02 | 2014-10-03 | COMPLETED | 100% | $16.17 | $17.23 | 6.58% | Stop |
| 2014-04-09 | 2014-05-02 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2013-07-18 | 2014-04-09 | COMPLETED | 100% | $11.88 | $16.94 | 42.54% | Stop |
| 2013-06-25 | 2013-07-18 | INTEREST | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2012-12-11 | 2013-06-25 | COMPLETED | 100% | $7.59 | $10.66 | 40.34% | Stop |
| 2012-11-16 | 2012-12-11 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-09-28 | 2012-11-16 | COMPLETED | 100% | $7.21 | $6.90 | -4.23% | Stop |
| 2012-07-09 | 2012-09-28 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2012-07-05 | 2012-07-09 | COMPLETED | 100% | $6.74 | $6.52 | -3.19% | Signal |
| 2012-05-29 | 2012-07-05 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2012-05-15 | 2012-05-29 | COMPLETED | 100% | $6.12 | $6.18 | 0.98% | Signal |
| 2012-04-23 | 2012-05-15 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2012-02-08 | 2012-04-23 | COMPLETED | 100% | $8.16 | $6.79 | -16.81% | Stop |
| 2011-08-05 | 2012-02-08 | INTEREST | 100% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2011-06-10 | 2011-08-05 | COMPLETED | 100% | $7.97 | $6.71 | -15.80% | Stop |
| 2011-05-18 | 2011-06-10 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2010-11-08 | 2011-05-18 | COMPLETED | 100% | $6.57 | $8.14 | 23.88% | Stop |
| 2010-06-03 | 2010-11-08 | INTEREST | 100% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2010-06-01 | 2010-06-03 | COMPLETED | 100% | $4.81 | $4.82 | 0.29% | Signal |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-02-17 | 2010-05-07 | COMPLETED | 100% | $5.99 | $5.77 | -3.79% | Stop |
| 2010-01-25 | 2010-02-17 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-11-19 | 2010-01-25 | COMPLETED | 100% | $6.73 | $5.76 | -14.41% | Stop |
| 2009-10-28 | 2009-11-19 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2009-08-26 | 2009-10-28 | COMPLETED | 100% | $5.53 | $6.25 | 13.00% | Stop |
| 2009-08-04 | 2009-08-26 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-07-29 | 2009-08-04 | COMPLETED | 100% | $4.92 | $5.71 | 16.05% | Stop |
| 2009-07-07 | 2009-07-29 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2009-06-02 | 2009-07-07 | COMPLETED | 100% | $4.68 | $4.36 | -7.02% | Stop |
| 2009-05-08 | 2009-06-02 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-05-07 | 2009-05-08 | COMPLETED | 100% | $5.73 | $5.33 | -7.04% | Stop |
| 2008-04-07 | 2009-05-07 | INTEREST | 100% | $1.00 | $1.04 | 3.68% | Interest Income |
Return Distribution Analysis
