COF
Capital One Financial Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
COF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 11.62% | 5.66% | -4.15% | 6.95% | -1.37% | 12.16% | 4.30% | 10.75% |
| Sharpe Ratio | 0.36 | 0.17 | -0.16 | 0.19 | -0.06 | 0.31 | 0.17 | 0.22 |
| Max Drawdown | -27.24% | -31.47% | -45.04% | -50.38% | -45.04% | -60.25% | -50.42% | -90.17% |
| % Time Invested | 86.9% | 100.0% | 60.2% | 100.0% | 51.0% | 100.0% | 57.5% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.2 | 0.0 | 2.2 | 0.0 | 2.2 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-07 | Open | Open | 100% | $181.64 | $190.84 | 5.06% | Mark-to-Market |
| 2026-03-13 | 2026-04-07 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 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 |
| 2024-03-13 | 2024-08-06 | Completed | 100% | $136.54 | $128.23 | -6.08% | Stop |
| 2023-12-21 | 2024-03-13 | Interest | 100% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2023-12-18 | 2023-12-21 | Completed | 100% | $125.88 | $124.72 | -0.91% | Signal |
| 2022-10-28 | 2023-12-18 | Interest | 100% | $1.00 | $1.04 | 4.46% | Interest Income |
| 2022-10-17 | 2022-10-28 | Completed | 100% | $92.36 | $93.08 | 0.77% | Signal |
| 2022-09-23 | 2022-10-17 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-07-08 | 2022-09-23 | Completed | 100% | $102.37 | $88.13 | -13.91% | Stop |
| 2022-06-14 | 2022-07-08 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2022-05-20 | 2022-06-14 | Completed | 100% | $107.61 | $101.07 | -6.07% | Stop |
| 2022-04-28 | 2022-05-20 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-03-28 | 2022-04-28 | Completed | 100% | $125.50 | $116.96 | -6.80% | Stop |
| 2022-03-04 | 2022-03-28 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2021-11-22 | 2022-03-04 | Completed | 100% | $142.09 | $125.56 | -11.63% | Stop |
| 2021-10-29 | 2021-11-22 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-04-09 | 2021-10-29 | Completed | 100% | $122.44 | $141.06 | 15.20% | Stop |
| 2020-04-29 | 2021-04-09 | Interest | 100% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2020-04-27 | 2020-04-29 | Completed | 100% | $51.31 | $62.80 | 22.40% | Signal |
| 2020-04-02 | 2020-04-27 | Interest | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-03-24 | 2020-04-02 | Completed | 100% | $41.91 | $39.47 | -5.83% | Stop |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-02-05 | 2020-03-02 | Completed | 100% | $92.65 | $79.89 | -13.77% | Stop |
| 2019-05-09 | 2020-02-05 | Interest | 100% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2019-01-11 | 2019-05-09 | Completed | 100% | $70.05 | $79.06 | 12.86% | Signal |
| 2018-12-18 | 2019-01-11 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-11-15 | 2018-12-18 | Completed | 100% | $77.88 | $68.66 | -11.84% | Stop |
| 2018-10-24 | 2018-11-15 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-03-07 | 2018-10-24 | Completed | 100% | $84.26 | $77.75 | -7.72% | Stop |
| 2018-02-12 | 2018-03-07 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2017-05-23 | 2018-02-12 | Completed | 100% | $68.49 | $81.16 | 18.50% | Stop |
| 2017-05-01 | 2017-05-23 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2017-03-08 | 2017-05-01 | Completed | 100% | $80.41 | $69.42 | -13.67% | Stop |
| 2016-10-27 | 2017-03-08 | Interest | 100% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2016-10-25 | 2016-10-27 | Completed | 100% | $63.75 | $64.09 | 0.54% | Signal |
| 2016-07-19 | 2016-10-25 | Interest | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2016-07-15 | 2016-07-19 | Completed | 100% | $58.15 | $57.20 | -1.62% | Signal |
| 2016-01-06 | 2016-07-15 | Interest | 100% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2015-09-17 | 2016-01-06 | Completed | 100% | $63.94 | $56.99 | -10.87% | Stop |
| 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 |
| 2013-03-14 | 2015-07-28 | Completed | 100% | $43.43 | $65.24 | 50.21% | Stop |
| 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 |
| 2011-12-19 | 2012-06-04 | Completed | 100% | $34.31 | $38.35 | 11.76% | Stop |
| 2011-11-25 | 2011-12-19 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2011-10-26 | 2011-11-25 | Completed | 100% | $34.86 | $31.56 | -9.47% | Stop |
| 2011-10-04 | 2011-10-26 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2011-08-26 | 2011-10-04 | Completed | 100% | $33.94 | $29.32 | -13.62% | Stop |
| 2011-08-04 | 2011-08-26 | Interest | 100% | $1.00 | $1.00 | 0.14% | 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 |
| 2010-09-14 | 2011-06-16 | Completed | 100% | $30.74 | $37.65 | 22.48% | Stop |
| 2010-08-20 | 2010-09-14 | Interest | 100% | $1.00 | $1.00 | 0.16% | 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 |
| 2010-03-03 | 2010-05-26 | Completed | 100% | $29.76 | $32.35 | 8.70% | Stop |
| 2006-12-12 | 2010-03-03 | Interest | 100% | $1.00 | $1.13 | 12.91% | Interest Income |
| 2006-08-16 | 2006-12-12 | Completed | 100% | $54.61 | $55.65 | 1.91% | Signal |
| 2006-07-25 | 2006-08-16 | Interest | 100% | $1.00 | $1.00 | 0.31% | 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 |
| 2005-05-16 | 2005-10-13 | Completed | 100% | $51.93 | $52.86 | 1.79% | Stop |
| 2005-04-22 | 2005-05-16 | Interest | 100% | $1.00 | $1.00 | 0.26% | 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 |
| 2003-11-14 | 2004-04-30 | Completed | 100% | $43.74 | $48.26 | 10.33% | Stop |
| 2003-10-14 | 2003-11-14 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2003-10-10 | 2003-10-14 | Completed | 100% | $46.07 | $45.45 | -1.33% | Signal |
| 2003-08-29 | 2003-10-10 | Interest | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2003-08-27 | 2003-08-29 | Completed | 100% | $38.39 | $38.32 | -0.17% | Signal |
| 2002-03-01 | 2003-08-27 | Interest | 100% | $1.00 | $1.06 | 6.40% | Interest Income |
| 2002-02-22 | 2002-03-01 | Completed | 100% | $32.64 | $35.83 | 9.77% | Signal |
| 2002-01-30 | 2002-02-22 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-11-26 | 2002-01-30 | Completed | 100% | $38.05 | $34.40 | -9.61% | Stop |
| 2001-11-01 | 2001-11-26 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2001-09-27 | 2001-11-01 | Completed | 100% | $31.84 | $30.25 | -5.00% | Stop |
| 2001-08-29 | 2001-09-27 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2001-07-10 | 2001-08-29 | Completed | 100% | $43.12 | $41.54 | -3.65% | Stop |
| 2001-06-15 | 2001-07-10 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2001-03-16 | 2001-06-15 | Completed | 100% | $39.14 | $42.68 | 9.06% | Stop |
| 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 |
| 2000-05-10 | 2000-06-23 | Completed | 100% | $30.29 | $32.09 | 5.96% | Stop |
| 2000-04-17 | 2000-05-10 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2000-02-24 | 2000-04-17 | Completed | 100% | $24.00 | $30.81 | 28.38% | Stop |
| 2000-02-01 | 2000-02-24 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2000-01-11 | 2000-02-01 | Completed | 100% | $32.27 | $29.93 | -7.26% | Stop |
| 1999-12-17 | 2000-01-11 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1999-11-08 | 1999-12-17 | Completed | 100% | $38.25 | $33.53 | -12.32% | Stop |
| 1999-10-15 | 1999-11-08 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 1999-09-22 | 1999-10-15 | Completed | 100% | $28.11 | $27.39 | -2.56% | Stop |
| 1999-08-30 | 1999-09-22 | Interest | 100% | $1.00 | $1.00 | 0.37% | 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 |
| 1998-10-26 | 1999-02-09 | Completed | 100% | $23.02 | $27.30 | 18.59% | Stop |
| 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 |
| 1997-08-01 | 1998-04-28 | Completed | 100% | $8.75 | $22.25 | 154.26% | Stop |
| 1997-07-10 | 1997-08-01 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 1997-06-16 | 1997-07-10 | Completed | 100% | $8.33 | $7.97 | -4.29% | Stop |
| 1997-05-22 | 1997-06-16 | Interest | 100% | $1.00 | $1.00 | 0.41% | 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 |
| 1997-01-29 | 1997-03-19 | Completed | 100% | $9.57 | $8.76 | -8.48% | Stop |
| 1997-01-27 | 1997-01-29 | Interest | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
