COP
Conoco Phillips
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
COP Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.22% | 44.40% | 10.52% | 23.62% | 6.55% | 13.82% | 8.49% | 11.97% |
| Sharpe Ratio | 497.05 | 1.27 | 0.42 | 0.65 | 0.31 | 0.34 | 0.37 | 0.35 |
| Max Drawdown | 0.00% | -13.47% | -31.43% | -36.30% | -44.67% | -70.66% | -44.67% | -70.66% |
| % Time Invested | 0.0% | 100.0% | 62.7% | 100.0% | 51.7% | 100.0% | 64.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.0 | 0.0 | 1.9 | 0.0 | 1.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-02-28 | Open | Interest | 100% | $1.00 | $1.00 | 4.94% | Mark-to-Market |
| 2025-01-14 | 2025-02-28 | Completed | 100% | $99.15 | $93.91 | -5.28% | Signal |
| 2024-12-18 | 2025-01-14 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-06-28 | 2024-12-18 | Completed | 100% | $109.12 | $93.99 | -13.87% | Stop |
| 2024-06-05 | 2024-06-28 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-02-09 | 2024-06-05 | Completed | 100% | $106.35 | $105.96 | -0.36% | Stop |
| 2024-01-18 | 2024-02-09 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-03-15 | 2024-01-18 | Completed | 100% | $88.06 | $100.15 | 13.73% | Stop |
| 2023-02-21 | 2023-03-15 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2023-01-03 | 2023-02-21 | Completed | 100% | $104.89 | $94.01 | -10.37% | Stop |
| 2022-12-08 | 2023-01-03 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2022-10-18 | 2022-12-08 | Completed | 100% | $106.53 | $105.34 | -1.12% | Stop |
| 2022-09-26 | 2022-10-18 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-07-13 | 2022-09-26 | Completed | 100% | $72.01 | $87.90 | 22.07% | Stop |
| 2022-06-17 | 2022-07-13 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-05-18 | 2022-06-17 | Completed | 100% | $93.46 | $88.05 | -5.78% | Stop |
| 2022-04-26 | 2022-05-18 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2021-07-12 | 2022-04-26 | Completed | 100% | $49.66 | $79.90 | 60.91% | Stop |
| 2021-06-09 | 2021-07-12 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2021-06-07 | 2021-06-09 | Completed | 100% | $50.41 | $51.11 | 1.37% | Signal |
| 2021-02-12 | 2021-06-07 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2021-02-10 | 2021-02-12 | Completed | 100% | $39.11 | $38.57 | -1.39% | Signal |
| 2020-11-27 | 2021-02-10 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2020-11-24 | 2020-11-27 | Completed | 100% | $36.53 | $35.97 | -1.54% | Signal |
| 2020-08-17 | 2020-11-24 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2020-08-13 | 2020-08-17 | Completed | 100% | $33.69 | $33.36 | -0.97% | Signal |
| 2019-10-03 | 2020-08-13 | Interest | 100% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2019-08-30 | 2019-10-03 | Completed | 100% | $41.41 | $41.75 | 0.82% | Stop |
| 2019-08-08 | 2019-08-30 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-06-18 | 2019-08-08 | Completed | 100% | $46.76 | $42.53 | -9.05% | Stop |
| 2019-05-24 | 2019-06-18 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2019-01-18 | 2019-05-24 | Completed | 100% | $52.72 | $47.22 | -10.42% | Stop |
| 2018-12-26 | 2019-01-18 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-11-16 | 2018-12-26 | Completed | 100% | $51.12 | $44.95 | -12.06% | Stop |
| 2018-10-25 | 2018-11-16 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-03-07 | 2018-10-25 | Completed | 100% | $41.04 | $52.90 | 28.92% | Stop |
| 2018-02-12 | 2018-03-07 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2017-06-06 | 2018-02-12 | Completed | 100% | $33.27 | $40.51 | 21.78% | Stop |
| 2015-10-12 | 2017-06-06 | Interest | 100% | $1.00 | $1.03 | 3.36% | Interest Income |
| 2015-10-08 | 2015-10-12 | Completed | 100% | $39.62 | $40.39 | 1.95% | Signal |
| 2015-07-07 | 2015-10-08 | Interest | 100% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2015-01-08 | 2015-07-07 | Completed | 100% | $45.09 | $41.87 | -7.15% | Stop |
| 2014-12-15 | 2015-01-08 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2014-10-27 | 2014-12-15 | Completed | 100% | $47.99 | $44.00 | -8.32% | Stop |
| 2014-10-03 | 2014-10-27 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-03-03 | 2014-10-03 | Completed | 100% | $44.90 | $51.60 | 14.91% | Stop |
| 2014-02-06 | 2014-03-03 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2011-08-29 | 2014-02-06 | Completed | 100% | $30.89 | $42.63 | 38.03% | Stop |
| 2011-08-05 | 2011-08-29 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-25 | 2011-08-05 | Completed | 100% | $23.30 | $31.09 | 33.45% | Stop |
| 2008-12-18 | 2010-06-25 | Interest | 100% | $1.00 | $1.05 | 5.11% | Interest Income |
| 2008-12-08 | 2008-12-18 | Completed | 100% | $20.79 | $22.21 | 6.84% | Signal |
| 2008-11-13 | 2008-12-08 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2008-10-29 | 2008-11-13 | Completed | 100% | $21.04 | $18.71 | -11.05% | Stop |
| 2008-10-07 | 2008-10-29 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2008-10-02 | 2008-10-07 | Completed | 100% | $28.71 | $27.28 | -4.96% | Stop |
| 2008-09-10 | 2008-10-02 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2008-08-18 | 2008-09-10 | Completed | 100% | $32.15 | $28.52 | -11.30% | Stop |
| 2008-07-25 | 2008-08-18 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2008-04-15 | 2008-07-25 | Completed | 100% | $32.70 | $33.57 | 2.68% | Stop |
| 2008-03-24 | 2008-04-15 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2008-02-12 | 2008-03-24 | Completed | 100% | $31.13 | $30.56 | -1.84% | Stop |
| 2008-01-18 | 2008-02-12 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-12-20 | 2008-01-18 | Completed | 100% | $34.29 | $29.98 | -12.57% | Stop |
| 2007-11-28 | 2007-12-20 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2007-08-29 | 2007-11-28 | Completed | 100% | $32.06 | $30.90 | -3.63% | Stop |
| 2007-08-07 | 2007-08-29 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2007-02-06 | 2007-08-07 | Completed | 100% | $26.83 | $31.40 | 17.04% | Stop |
| 2007-01-12 | 2007-02-06 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2006-10-04 | 2007-01-12 | Completed | 100% | $22.12 | $24.77 | 11.96% | Stop |
| 2006-09-12 | 2006-10-04 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-06-14 | 2006-09-12 | Completed | 100% | $22.70 | $23.23 | 2.35% | Stop |
| 2006-05-22 | 2006-06-14 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2005-11-07 | 2006-05-22 | Completed | 100% | $25.55 | $24.32 | -4.82% | Stop |
| 2005-10-14 | 2005-11-07 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2004-01-12 | 2005-10-14 | Completed | 100% | $12.16 | $23.32 | 91.88% | Stop |
| 2003-12-17 | 2004-01-12 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2003-12-15 | 2003-12-17 | Completed | 100% | $11.32 | $11.26 | -0.52% | Signal |
| 2002-05-23 | 2003-12-15 | Interest | 100% | $1.00 | $1.07 | 6.50% | Interest Income |
| 2001-10-18 | 2002-05-23 | Completed | 100% | $9.82 | $10.75 | 9.38% | Signal |
| 2001-09-26 | 2001-10-18 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2001-07-18 | 2001-09-26 | Completed | 100% | $9.23 | $8.90 | -3.58% | Stop |
| 2001-06-25 | 2001-07-18 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2000-12-26 | 2001-06-25 | Completed | 100% | $9.32 | $10.11 | 8.42% | Stop |
| 2000-12-01 | 2000-12-26 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2000-07-28 | 2000-12-01 | Completed | 100% | $8.39 | $9.76 | 16.29% | Stop |
| 2000-07-06 | 2000-07-28 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2000-02-22 | 2000-07-06 | Completed | 100% | $6.46 | $8.20 | 27.09% | Stop |
| 2000-01-28 | 2000-02-22 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1999-12-14 | 2000-01-28 | Completed | 100% | $7.85 | $6.70 | -14.64% | Stop |
| 1999-11-19 | 1999-12-14 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 1999-11-17 | 1999-11-19 | Completed | 100% | $8.52 | $8.29 | -2.67% | Signal |
| 1999-02-22 | 1999-11-17 | Interest | 100% | $1.00 | $1.04 | 4.22% | Interest Income |
| 1999-01-04 | 1999-02-22 | Completed | 100% | $6.82 | $6.19 | -9.25% | Signal |
| 1998-12-09 | 1999-01-04 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-08-26 | 1998-12-09 | Completed | 100% | $7.10 | $6.58 | -7.26% | Stop |
| 1998-08-04 | 1998-08-26 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1998-02-04 | 1998-08-04 | Completed | 100% | $7.04 | $6.93 | -1.50% | Stop |
| 1998-01-12 | 1998-02-04 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1997-04-28 | 1998-01-12 | Completed | 100% | $5.91 | $6.68 | 13.08% | Stop |
| 1997-04-04 | 1997-04-28 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1995-10-26 | 1997-04-04 | Completed | 100% | $4.66 | $6.04 | 29.58% | Stop |
| 1995-10-04 | 1995-10-26 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1995-02-01 | 1995-10-04 | Completed | 100% | $4.53 | $4.55 | 0.56% | Stop |
| 1995-01-10 | 1995-02-01 | Interest | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 1994-04-26 | 1995-01-10 | Completed | 100% | $4.55 | $4.40 | -3.27% | Stop |
| 1994-04-04 | 1994-04-26 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 1993-11-18 | 1994-04-04 | Completed | 100% | $4.21 | $3.64 | -13.74% | Stop |
| 1993-10-27 | 1993-11-18 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1993-03-15 | 1993-10-27 | Completed | 100% | $3.69 | $4.23 | 14.75% | Stop |
| 1991-08-15 | 1993-03-15 | Interest | 100% | $1.00 | $1.11 | 11.36% | Interest Income |
| 1991-08-05 | 1991-08-15 | Completed | 100% | $3.26 | $3.17 | -2.86% | Signal |
| 1991-07-12 | 1991-08-05 | Interest | 100% | $1.00 | $1.01 | 0.50% | Interest Income |
| 1990-10-22 | 1991-07-12 | Completed | 100% | $3.10 | $3.00 | -3.23% | Stop |
| 1990-09-28 | 1990-10-22 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 1989-11-07 | 1990-09-28 | Completed | 100% | $2.60 | $3.10 | 19.07% | Stop |
| 1989-10-16 | 1989-11-07 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-12-01 | 1989-10-16 | Completed | 100% | $2.19 | $2.66 | 21.81% | Stop |
| 1988-11-08 | 1988-12-01 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-07-26 | 1988-11-08 | Completed | 100% | $1.82 | $2.14 | 17.53% | Stop |
| 1988-07-01 | 1988-07-26 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-11-09 | 1988-07-01 | Completed | 100% | $1.18 | $1.70 | 43.27% | Stop |
| 1987-10-16 | 1987-11-09 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-05-11 | 1987-10-16 | Completed | 100% | $1.77 | $1.60 | -9.48% | Stop |
| 1985-12-11 | 1987-05-11 | Interest | 100% | $1.00 | $1.11 | 11.40% | Interest Income |
| 1985-08-09 | 1985-12-11 | Completed | 100% | $1.15 | $1.06 | -8.34% | Stop |
| 1985-07-18 | 1985-08-09 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-04-11 | 1985-07-18 | Completed | 100% | $1.17 | $1.06 | -9.36% | Stop |
| 1985-03-19 | 1985-04-11 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-01-18 | 1985-03-19 | Completed | 100% | $1.28 | $1.36 | 6.50% | Stop |
| 1984-12-26 | 1985-01-18 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-11-13 | 1984-12-26 | Completed | 100% | $1.26 | $1.34 | 6.74% | Stop |
| 1984-10-22 | 1984-11-13 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-07-10 | 1984-10-22 | Completed | 100% | $1.04 | $1.09 | 4.54% | Stop |
| 1984-06-15 | 1984-07-10 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-03-13 | 1984-06-15 | Completed | 100% | $1.10 | $1.03 | -5.75% | Stop |
| 1984-03-09 | 1984-03-13 | Interest | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
