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 | 6.54% | 5.66% | 2.99% | 6.95% | 7.76% | 12.16% | 5.37% | 10.75% |
| Sharpe Ratio | 0.22 | 0.17 | 0.12 | 0.19 | 0.34 | 0.31 | 0.22 | 0.22 |
| Max Drawdown | -27.24% | -31.47% | -29.32% | -50.38% | -35.75% | -60.25% | -53.58% | -90.17% |
| % Time Invested | 80.2% | 100.0% | 57.9% | 100.0% | 56.5% | 100.0% | 53.6% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.0 | 0.0 | 2.0 | 0.0 | 2.2 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-03-13 | Open | Interest | 100% | $1.00 | $1.00 | 0.55% | Mark-to-Market |
| 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 |
| 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
