Moving Average (50/200)
CB
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
CB Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 10.14% | 13.54% | 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 | 0.52 | 0.41 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -37.26% | -64.24% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 67.0% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.1 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-11-20 | 2026-04-07 | OPEN | 100% | $294.07 | $327.40 | 11.33% | Mark-to-Market |
| 2025-08-12 | 2025-11-20 | INTEREST | 100% | $1.00 | $1.01 | 1.15% | Interest Income |
| 2025-03-21 | 2025-08-12 | COMPLETED | 100% | $291.21 | $270.90 | -6.97% | Signal |
| 2025-02-18 | 2025-03-21 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2025-02-05 | 2025-02-18 | COMPLETED | 100% | $271.17 | $262.31 | -3.27% | Signal |
| 2025-01-13 | 2025-02-05 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-10-13 | 2025-01-13 | COMPLETED | 100% | $204.23 | $254.55 | 24.64% | Stop |
| 2023-09-21 | 2023-10-13 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-09-15 | 2023-09-21 | COMPLETED | 100% | $205.82 | $207.93 | 1.03% | Signal |
| 2023-04-19 | 2023-09-15 | INTEREST | 100% | $1.00 | $1.02 | 1.56% | Interest Income |
| 2023-04-05 | 2023-04-19 | COMPLETED | 100% | $187.60 | $196.94 | 4.98% | Signal |
| 2023-03-14 | 2023-04-05 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-12-21 | 2023-03-14 | COMPLETED | 100% | $207.72 | $188.01 | -9.49% | Stop |
| 2022-11-29 | 2022-12-21 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-11-25 | 2022-11-29 | COMPLETED | 100% | $205.86 | $206.43 | 0.28% | Signal |
| 2022-07-15 | 2022-11-25 | INTEREST | 100% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2020-11-16 | 2022-07-15 | COMPLETED | 100% | $140.86 | $176.90 | 25.58% | Stop |
| 2020-03-09 | 2020-11-16 | INTEREST | 100% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2019-03-06 | 2020-03-09 | COMPLETED | 100% | $118.44 | $122.89 | 3.75% | Stop |
| 2018-08-02 | 2019-03-06 | INTEREST | 100% | $1.00 | $1.02 | 1.69% | Interest Income |
| 2018-07-31 | 2018-08-02 | COMPLETED | 100% | $122.99 | $121.00 | -1.61% | Signal |
| 2018-03-26 | 2018-07-31 | INTEREST | 100% | $1.00 | $1.01 | 1.01% | Interest Income |
| 2015-11-17 | 2018-03-26 | COMPLETED | 100% | $94.05 | $118.21 | 25.70% | Signal |
| 2015-06-04 | 2015-11-17 | INTEREST | 100% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2011-11-07 | 2015-06-04 | COMPLETED | 100% | $53.88 | $86.66 | 60.86% | Signal |
| 2011-09-21 | 2011-11-07 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2009-08-05 | 2011-09-21 | COMPLETED | 100% | $36.07 | $47.04 | 30.43% | Signal |
| 2008-07-11 | 2009-08-05 | INTEREST | 100% | $1.00 | $1.04 | 3.53% | Interest Income |
| 2008-05-30 | 2008-07-11 | COMPLETED | 100% | $41.72 | $35.03 | -16.04% | Stop |
| 2008-02-26 | 2008-05-30 | INTEREST | 100% | $1.00 | $1.01 | 0.95% | Interest Income |
| 2007-10-16 | 2008-02-26 | COMPLETED | 100% | $42.79 | $40.15 | -6.17% | Signal |
| 2007-09-14 | 2007-10-16 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2007-08-29 | 2007-09-14 | COMPLETED | 100% | $39.07 | $39.44 | 0.96% | Signal |
| 2007-08-07 | 2007-08-29 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-09-28 | 2007-08-07 | COMPLETED | 100% | $36.96 | $39.41 | 6.63% | Stop |
| 2006-06-15 | 2006-09-28 | INTEREST | 100% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2005-04-26 | 2006-06-15 | COMPLETED | 100% | $26.08 | $32.72 | 25.47% | Stop |
| 2005-04-04 | 2005-04-26 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2005-01-10 | 2005-04-04 | COMPLETED | 100% | $27.52 | $26.25 | -4.60% | Stop |
| 2004-07-26 | 2005-01-10 | INTEREST | 100% | $1.00 | $1.02 | 1.93% | Interest Income |
| 2003-08-19 | 2004-07-26 | COMPLETED | 100% | $20.97 | $25.49 | 21.55% | Stop |
| 2003-07-28 | 2003-08-19 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2003-05-16 | 2003-07-28 | COMPLETED | 100% | $21.67 | $20.34 | -6.17% | Stop |
| 2003-03-26 | 2003-05-16 | INTEREST | 100% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2003-03-24 | 2003-03-26 | COMPLETED | 100% | $18.78 | $18.45 | -1.73% | Signal |
| 2002-08-06 | 2003-03-24 | INTEREST | 100% | $1.00 | $1.02 | 2.48% | Interest Income |
| 2002-08-02 | 2002-08-06 | COMPLETED | 100% | $19.73 | $19.17 | -2.82% | Stop |
| 2002-06-18 | 2002-08-02 | INTEREST | 100% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2002-05-28 | 2002-06-18 | COMPLETED | 100% | $21.87 | $20.65 | -5.57% | Signal |
| 2002-05-03 | 2002-05-28 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2001-12-03 | 2002-05-03 | COMPLETED | 100% | $23.02 | $22.45 | -2.46% | Stop |
| 2001-08-01 | 2001-12-03 | INTEREST | 100% | $1.00 | $1.02 | 1.52% | Interest Income |
| 2001-07-09 | 2001-08-01 | COMPLETED | 100% | $22.94 | $21.24 | -7.41% | Signal |
| 2001-03-22 | 2001-07-09 | INTEREST | 100% | $1.00 | $1.02 | 1.51% | Interest Income |
| 2001-01-11 | 2001-03-22 | COMPLETED | 100% | $21.68 | $20.47 | -5.56% | Stop |
| 2000-12-18 | 2001-01-11 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2000-11-02 | 2000-12-18 | COMPLETED | 100% | $23.94 | $23.41 | -2.19% | Stop |
| 2000-10-11 | 2000-11-02 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2000-05-01 | 2000-10-11 | COMPLETED | 100% | $14.51 | $20.41 | 40.64% | Stop |
| 1999-06-11 | 2000-05-01 | INTEREST | 100% | $1.00 | $1.05 | 5.43% | Interest Income |
| 1999-05-17 | 1999-06-11 | COMPLETED | 100% | $19.54 | $16.34 | -16.39% | Stop |
| 1998-09-22 | 1999-05-17 | INTEREST | 100% | $1.00 | $1.03 | 3.15% | Interest Income |
| 1998-08-28 | 1998-09-22 | COMPLETED | 100% | $17.82 | $17.46 | -2.02% | Signal |
| 1998-08-06 | 1998-08-28 | INTEREST | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1998-05-19 | 1998-08-06 | COMPLETED | 100% | $21.16 | $20.20 | -4.54% | Stop |
| 1998-04-27 | 1998-05-19 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1996-08-08 | 1998-04-27 | COMPLETED | 100% | $8.66 | $20.40 | 135.70% | Stop |
| 1996-07-17 | 1996-08-08 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1996-06-03 | 1996-07-17 | COMPLETED | 100% | $9.18 | $8.09 | -11.89% | Stop |
| 1996-05-09 | 1996-06-03 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1995-03-06 | 1996-05-09 | COMPLETED | 100% | $4.41 | $7.89 | 79.08% | Stop |
| 1994-01-05 | 1995-03-06 | INTEREST | 100% | $1.00 | $1.08 | 8.36% | Interest Income |
Return Distribution Analysis
