Moving Average (50/200)
COF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-08
Trading Style:
Methodology:

COF Quality Metrics & KPI Summary

MetricStrategyBuy & HoldDescription
CAGR 5.82% 11.73% 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 0.23 0.24 A measure of risk-adjusted return. Higher indicates better return per unit of volatility.
Max Drawdown -53.58% -90.17% The maximum loss from a peak to a trough of a portfolio, before a new peak is attained.
% Time Invested 55.3% 100.0% The percentage of total simulation time where the strategy held a long position in the asset.
Trades / Year 2.2 0.0 The average number of trade executions per calendar year. Low turnover reduces slippage and tax drag.

Trade History

Entry DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
2026-02-18 2026-03-13 COMPLETED 100% $206.53 $178.76 -13.45% Stop
2026-01-26 2026-02-18 INTEREST 100% $1.00 $1.00 0.26% Interest Income
2025-04-30 2026-01-26 COMPLETED 100% $177.78 $217.04 22.08% Stop
2025-04-07 2025-04-30 INTEREST 100% $1.00 $1.00 0.27% Interest Income
2025-03-31 2025-04-07 COMPLETED 100% $169.21 $142.99 -15.49% Stop
2025-03-07 2025-03-31 INTEREST 100% $1.00 $1.00 0.27% Interest Income
2024-08-28 2025-03-07 COMPLETED 100% $139.29 $172.65 23.95% Stop
2024-08-06 2024-08-28 INTEREST 100% $1.00 $1.00 0.24% Interest Income
2023-12-11 2024-08-06 COMPLETED 100% $113.93 $128.23 12.56% Stop
2023-10-12 2023-12-11 INTEREST 100% $1.00 $1.01 0.73% Interest Income
2023-09-29 2023-10-12 COMPLETED 100% $93.99 $94.01 0.02% Signal
2023-09-07 2023-09-29 INTEREST 100% $1.00 $1.00 0.27% Interest Income
2023-06-27 2023-09-07 COMPLETED 100% $101.63 $96.82 -4.74% Stop
2023-04-20 2023-06-27 INTEREST 100% $1.00 $1.01 0.65% Interest Income
2023-04-05 2023-04-20 COMPLETED 100% $90.86 $92.86 2.20% Signal
2023-03-14 2023-04-05 INTEREST 100% $1.00 $1.00 0.22% Interest Income
2023-03-02 2023-03-14 COMPLETED 100% $101.39 $92.12 -9.15% Stop
2021-12-23 2023-03-02 INTEREST 100% $1.00 $1.04 3.57% Interest Income
2021-11-22 2021-12-23 COMPLETED 100% $142.09 $134.57 -5.29% Signal
2021-10-29 2021-11-22 INTEREST 100% $1.00 $1.00 0.10% Interest Income
2020-10-21 2021-10-29 COMPLETED 100% $69.95 $141.06 101.65% Stop
2020-02-28 2020-10-21 INTEREST 100% $1.00 $1.00 0.46% Interest Income
2019-09-18 2020-02-28 COMPLETED 100% $83.62 $77.44 -7.40% Stop
2019-08-26 2019-09-18 INTEREST 100% $1.00 $1.00 0.10% Interest Income
2019-05-23 2019-08-26 COMPLETED 100% $80.56 $74.77 -7.18% Stop
2018-10-24 2019-05-23 INTEREST 100% $1.00 $1.02 1.55% Interest Income
2018-07-30 2018-10-24 COMPLETED 100% $82.69 $77.75 -5.97% Stop
2018-07-06 2018-07-30 INTEREST 100% $1.00 $1.00 0.18% Interest Income
2018-03-07 2018-07-06 COMPLETED 100% $84.26 $81.03 -3.82% Signal
2018-02-12 2018-03-07 INTEREST 100% $1.00 $1.00 0.18% Interest Income
2017-11-01 2018-02-12 COMPLETED 100% $80.01 $81.16 1.44% Stop
2017-10-05 2017-11-01 INTEREST 100% $1.00 $1.00 0.18% Interest Income
2017-10-03 2017-10-05 COMPLETED 100% $74.20 $74.66 0.62% Signal
2017-06-12 2017-10-03 INTEREST 100% $1.00 $1.01 0.69% Interest Income
2017-04-20 2017-06-12 COMPLETED 100% $70.41 $68.89 -2.17% Signal
2017-03-28 2017-04-20 INTEREST 100% $1.00 $1.00 0.15% Interest Income
2016-09-15 2017-03-28 COMPLETED 100% $59.67 $70.14 17.54% Stop
2016-07-19 2016-09-15 INTEREST 100% $1.00 $1.00 0.25% Interest Income
2016-07-15 2016-07-19 COMPLETED 100% $58.15 $57.20 -1.62% Signal
2015-09-21 2016-07-15 INTEREST 100% $1.00 $1.02 1.58% Interest Income
2015-09-17 2015-09-21 COMPLETED 100% $63.94 $61.39 -3.99% Signal
2015-08-25 2015-09-17 INTEREST 100% $1.00 $1.00 0.14% Interest Income
2015-08-19 2015-08-25 COMPLETED 100% $66.73 $62.70 -6.04% Stop
2015-07-28 2015-08-19 INTEREST 100% $1.00 $1.00 0.14% Interest Income
2015-05-13 2015-07-28 COMPLETED 100% $68.31 $65.24 -4.50% Stop
2015-04-21 2015-05-13 INTEREST 100% $1.00 $1.00 0.13% Interest Income
2015-04-17 2015-04-21 COMPLETED 100% $67.51 $67.59 0.12% Signal
2015-02-06 2015-04-17 INTEREST 100% $1.00 $1.00 0.38% Interest Income
2013-05-31 2015-02-06 COMPLETED 100% $49.43 $62.53 26.51% Signal
2013-03-18 2013-05-31 INTEREST 100% $1.00 $1.00 0.38% Interest Income
2013-03-14 2013-03-18 COMPLETED 100% $43.43 $43.20 -0.53% Signal
2013-02-20 2013-03-14 INTEREST 100% $1.00 $1.00 0.12% Interest Income
2012-06-26 2013-02-20 COMPLETED 100% $41.33 $41.40 0.16% Stop
2012-06-04 2012-06-26 INTEREST 100% $1.00 $1.00 0.10% Interest Income
2012-02-27 2012-06-04 COMPLETED 100% $38.73 $38.35 -0.98% Stop
2011-08-04 2012-02-27 INTEREST 100% $1.00 $1.01 1.14% Interest Income
2011-07-11 2011-08-04 COMPLETED 100% $41.57 $35.63 -14.29% Stop
2011-06-16 2011-07-11 INTEREST 100% $1.00 $1.00 0.19% Interest Income
2011-01-18 2011-06-16 COMPLETED 100% $38.53 $37.65 -2.28% Stop
2010-08-20 2011-01-18 INTEREST 100% $1.00 $1.01 1.15% Interest Income
2010-06-18 2010-08-20 COMPLETED 100% $33.28 $29.34 -11.85% Stop
2010-05-26 2010-06-18 INTEREST 100% $1.00 $1.00 0.20% Interest Income
2010-02-18 2010-05-26 COMPLETED 100% $28.64 $32.35 12.94% Stop
2010-01-26 2010-02-18 INTEREST 100% $1.00 $1.00 0.23% Interest Income
2009-10-27 2010-01-26 COMPLETED 100% $30.86 $28.10 -8.96% Stop
2009-10-05 2009-10-27 INTEREST 100% $1.00 $1.00 0.21% Interest Income
2009-07-20 2009-10-05 COMPLETED 100% $20.76 $27.00 30.03% Stop
2007-08-06 2009-07-20 INTEREST 100% $1.00 $1.07 7.26% Interest Income
2007-07-02 2007-08-06 COMPLETED 100% $58.00 $49.49 -14.67% Stop
2007-04-12 2007-07-02 INTEREST 100% $1.00 $1.01 1.06% Interest Income
2007-03-02 2007-04-12 COMPLETED 100% $56.04 $53.78 -4.03% Signal
2006-07-25 2007-03-02 INTEREST 100% $1.00 $1.03 2.80% Interest Income
2005-11-04 2006-07-25 COMPLETED 100% $55.60 $56.49 1.61% Stop
2005-10-13 2005-11-04 INTEREST 100% $1.00 $1.00 0.28% Interest Income
2005-08-09 2005-10-13 COMPLETED 100% $61.39 $52.86 -13.90% Stop
2005-07-18 2005-08-09 INTEREST 100% $1.00 $1.00 0.27% Interest Income
2005-07-14 2005-07-18 COMPLETED 100% $60.91 $59.89 -1.68% Signal
2005-04-22 2005-07-14 INTEREST 100% $1.00 $1.01 0.91% Interest Income
2004-05-24 2005-04-22 COMPLETED 100% $49.26 $52.06 5.67% Stop
2004-04-30 2004-05-24 INTEREST 100% $1.00 $1.00 0.29% Interest Income
2003-08-11 2004-04-30 COMPLETED 100% $34.81 $48.26 38.66% Stop
2003-07-18 2003-08-11 INTEREST 100% $1.00 $1.00 0.27% Interest Income
2003-05-02 2003-07-18 COMPLETED 100% $30.13 $35.57 18.07% Stop
2002-07-12 2003-05-02 INTEREST 100% $1.00 $1.03 3.23% Interest Income
2002-07-09 2002-07-12 COMPLETED 100% $41.76 $36.83 -11.81% Stop
2002-06-14 2002-07-09 INTEREST 100% $1.00 $1.00 0.30% Interest Income
2002-04-08 2002-06-14 COMPLETED 100% $44.20 $39.29 -11.11% Stop
2002-03-14 2002-04-08 INTEREST 100% $1.00 $1.00 0.33% Interest Income
2002-03-06 2002-03-14 COMPLETED 100% $40.47 $43.26 6.89% Signal
2001-11-19 2002-03-06 INTEREST 100% $1.00 $1.01 1.40% Interest Income
2001-11-12 2001-11-19 COMPLETED 100% $36.69 $37.58 2.45% Signal
2001-08-29 2001-11-12 INTEREST 100% $1.00 $1.01 0.86% Interest Income
2001-07-12 2001-08-29 COMPLETED 100% $44.31 $41.54 -6.25% Stop
2001-06-19 2001-07-12 INTEREST 100% $1.00 $1.00 0.33% Interest Income
2001-06-01 2001-06-19 COMPLETED 100% $47.60 $43.62 -8.36% Stop
2001-03-29 2001-06-01 INTEREST 100% $1.00 $1.01 0.90% Interest Income
2001-03-16 2001-03-29 COMPLETED 100% $39.14 $39.45 0.79% Signal
2001-02-22 2001-03-16 INTEREST 100% $1.00 $1.00 0.31% Interest Income
2000-11-17 2001-02-22 COMPLETED 100% $38.94 $40.39 3.71% Stop
2000-10-26 2000-11-17 INTEREST 100% $1.00 $1.00 0.36% Interest Income
2000-07-18 2000-10-26 COMPLETED 100% $36.65 $42.18 15.08% Stop
2000-06-23 2000-07-18 INTEREST 100% $1.00 $1.00 0.37% Interest Income
2000-05-08 2000-06-23 COMPLETED 100% $28.53 $32.09 12.50% Stop
2000-03-21 2000-05-08 INTEREST 100% $1.00 $1.01 0.78% Interest Income
2000-03-17 2000-03-21 COMPLETED 100% $33.87 $30.13 -11.05% Stop
2000-01-12 2000-03-17 INTEREST 100% $1.00 $1.01 1.14% Interest Income
2000-01-03 2000-01-12 COMPLETED 100% $34.71 $31.37 -9.61% Signal
1999-08-30 2000-01-03 INTEREST 100% $1.00 $1.02 2.06% Interest Income
1999-08-09 1999-08-30 COMPLETED 100% $29.71 $28.65 -3.57% Stop
1999-07-16 1999-08-09 INTEREST 100% $1.00 $1.00 0.36% Interest Income
1999-06-17 1999-07-16 COMPLETED 100% $38.17 $35.29 -7.55% Stop
1999-05-25 1999-06-17 INTEREST 100% $1.00 $1.00 0.36% Interest Income
1999-03-04 1999-05-25 COMPLETED 100% $31.23 $35.53 13.79% Stop
1999-02-09 1999-03-04 INTEREST 100% $1.00 $1.00 0.32% Interest Income
1998-12-23 1999-02-09 COMPLETED 100% $29.08 $27.30 -6.12% Stop
1998-11-06 1998-12-23 INTEREST 100% $1.00 $1.01 0.59% Interest Income
1998-10-26 1998-11-06 COMPLETED 100% $23.02 $25.34 10.08% Signal
1998-10-02 1998-10-26 INTEREST 100% $1.00 $1.00 0.28% Interest Income
1998-09-24 1998-10-02 COMPLETED 100% $27.36 $21.51 -21.40% Stop
1998-09-01 1998-09-24 INTEREST 100% $1.00 $1.00 0.30% Interest Income
1998-08-27 1998-09-01 COMPLETED 100% $27.96 $21.43 -23.35% Stop
1998-08-05 1998-08-27 INTEREST 100% $1.00 $1.00 0.33% Interest Income
1998-05-20 1998-08-05 COMPLETED 100% $24.25 $26.70 10.12% Stop
1998-04-28 1998-05-20 INTEREST 100% $1.00 $1.00 0.35% Interest Income
1997-09-02 1998-04-28 COMPLETED 100% $9.23 $22.25 141.11% Stop
1997-05-22 1997-09-02 INTEREST 100% $1.00 $1.02 1.73% Interest Income
1997-04-11 1997-05-22 COMPLETED 100% $8.16 $7.83 -4.15% Stop
1997-03-19 1997-04-11 INTEREST 100% $1.00 $1.00 0.42% Interest Income
1996-08-02 1997-03-19 COMPLETED 100% $7.00 $8.76 25.05% Stop
1996-07-11 1996-08-02 INTEREST 100% $1.00 $1.00 0.42% Interest Income
1996-02-02 1996-07-11 COMPLETED 100% $6.26 $6.40 2.17% Stop
1996-01-11 1996-02-02 INTEREST 100% $1.00 $1.00 0.35% Interest Income
1995-11-17 1996-01-11 COMPLETED 100% $5.98 $5.33 -10.78% Stop
1995-10-26 1995-11-17 INTEREST 100% $1.00 $1.00 0.37% Interest Income
1995-09-01 1995-10-26 COMPLETED 100% $6.10 $5.93 -2.87% Stop
1995-08-30 1995-09-01 INTEREST 100% $1.00 $1.00 0.02% Interest Income

Return Distribution Analysis

Return Distribution
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