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 | 13.66% | 44.40% | 11.29% | 23.62% | 5.37% | 13.82% | 6.23% | 11.97% |
| Sharpe Ratio | 0.68 | 1.27 | 0.46 | 0.65 | 0.22 | 0.34 | 0.28 | 0.35 |
| Max Drawdown | -14.38% | -13.47% | -39.89% | -36.30% | -47.98% | -70.66% | -48.42% | -70.66% |
| % Time Invested | 39.3% | 100.0% | 53.0% | 100.0% | 47.4% | 100.0% | 57.8% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.8 | 0.0 | 2.8 | 0.0 | 2.1 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-20 | Open | Interest | 100% | $1.00 | $1.00 | 0.13% | Mark-to-Market |
| 2026-01-09 | 2026-04-20 | Completed | 100% | $98.37 | $116.84 | 18.77% | Stop |
| 2025-10-29 | 2026-01-09 | Interest | 100% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2025-09-16 | 2025-10-29 | Completed | 100% | $91.51 | $85.39 | -6.69% | Signal |
| 2024-10-10 | 2025-09-16 | Interest | 100% | $1.00 | $1.04 | 4.00% | Interest Income |
| 2024-10-08 | 2024-10-10 | Completed | 100% | $107.38 | $106.33 | -0.98% | Signal |
| 2024-07-12 | 2024-10-08 | Interest | 100% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2024-06-28 | 2024-07-12 | Completed | 100% | $109.12 | $108.18 | -0.87% | Signal |
| 2024-06-05 | 2024-06-28 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-03-28 | 2024-06-05 | Completed | 100% | $120.27 | $105.96 | -11.90% | Stop |
| 2024-03-06 | 2024-03-28 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2024-02-09 | 2024-03-06 | Completed | 100% | $106.35 | $105.52 | -0.78% | Signal |
| 2024-01-18 | 2024-02-09 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-08-22 | 2024-01-18 | Completed | 100% | $108.61 | $100.15 | -7.80% | Stop |
| 2023-07-31 | 2023-08-22 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-07-27 | 2023-07-31 | Completed | 100% | $107.91 | $107.80 | -0.10% | Signal |
| 2023-03-31 | 2023-07-27 | Interest | 100% | $1.00 | $1.01 | 1.15% | Interest Income |
| 2023-03-15 | 2023-03-31 | Completed | 100% | $88.06 | $90.77 | 3.09% | Signal |
| 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 |
| 2021-08-11 | 2022-04-26 | Completed | 100% | $47.89 | $79.90 | 66.86% | Stop |
| 2021-07-20 | 2021-08-11 | Interest | 100% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2021-04-16 | 2021-07-20 | Completed | 100% | $43.69 | $45.10 | 3.21% | Stop |
| 2021-03-24 | 2021-04-16 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2021-02-22 | 2021-03-24 | Completed | 100% | $41.13 | $44.13 | 7.30% | Stop |
| 2021-01-28 | 2021-02-22 | Interest | 100% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-12-28 | 2021-01-28 | Completed | 100% | $32.79 | $34.07 | 3.92% | Stop |
| 2020-11-27 | 2020-12-28 | Interest | 100% | $1.00 | $1.00 | 0.07% | 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 |
| 2020-03-10 | 2020-08-13 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2020-02-28 | 2020-03-10 | Completed | 100% | $36.45 | $29.40 | -19.33% | Stop |
| 2020-02-05 | 2020-02-28 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-12-27 | 2020-02-05 | Completed | 100% | $51.95 | $45.64 | -12.15% | Stop |
| 2018-12-21 | 2019-12-27 | Interest | 100% | $1.00 | $1.02 | 2.18% | Interest Income |
| 2018-11-16 | 2018-12-21 | Completed | 100% | $51.12 | $46.15 | -9.73% | Signal |
| 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 |
| 2017-10-19 | 2018-02-12 | Completed | 100% | $37.81 | $40.51 | 7.13% | Stop |
| 2017-09-27 | 2017-10-19 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2017-09-22 | 2017-09-27 | Completed | 100% | $37.09 | $37.83 | 1.99% | Signal |
| 2017-06-28 | 2017-09-22 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2017-04-06 | 2017-06-28 | Completed | 100% | $37.18 | $33.34 | -10.31% | Signal |
| 2017-03-15 | 2017-04-06 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-10-03 | 2017-03-15 | Completed | 100% | $32.52 | $34.23 | 5.26% | Stop |
| 2016-06-29 | 2016-10-03 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2016-06-27 | 2016-06-29 | Completed | 100% | $31.46 | $31.45 | -0.02% | Signal |
| 2015-10-12 | 2016-06-27 | Interest | 100% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2015-10-08 | 2015-10-12 | Completed | 100% | $39.62 | $40.39 | 1.95% | Signal |
| 2014-11-10 | 2015-10-08 | Interest | 100% | $1.00 | $1.02 | 1.94% | Interest Income |
| 2014-10-27 | 2014-11-10 | Completed | 100% | $47.99 | $50.63 | 5.51% | Signal |
| 2014-10-03 | 2014-10-27 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-04-23 | 2014-10-03 | Completed | 100% | $50.18 | $51.60 | 2.83% | Stop |
| 2014-03-10 | 2014-04-23 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2014-03-03 | 2014-03-10 | Completed | 100% | $44.90 | $44.93 | 0.06% | Signal |
| 2014-02-06 | 2014-03-03 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2012-08-01 | 2014-02-06 | Completed | 100% | $34.67 | $42.63 | 22.98% | Stop |
| 2012-06-29 | 2012-08-01 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2011-12-30 | 2012-06-29 | Completed | 100% | $34.11 | $34.92 | 2.36% | Signal |
| 2011-09-01 | 2011-12-30 | Interest | 100% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2011-08-29 | 2011-09-01 | Completed | 100% | $30.89 | $31.80 | 2.97% | Signal |
| 2011-08-05 | 2011-08-29 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-16 | 2011-08-05 | Completed | 100% | $23.85 | $31.09 | 30.38% | Stop |
| 2010-05-24 | 2010-06-16 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2009-09-15 | 2010-05-24 | Completed | 100% | $20.04 | $22.72 | 13.38% | Stop |
| 2009-01-09 | 2009-09-15 | Interest | 100% | $1.00 | $1.02 | 2.16% | Interest Income |
| 2009-01-07 | 2009-01-09 | Completed | 100% | $22.87 | $22.45 | -1.82% | Signal |
| 2008-09-10 | 2009-01-07 | Interest | 100% | $1.00 | $1.01 | 1.06% | 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 |
| 2008-06-02 | 2008-07-25 | Completed | 100% | $37.80 | $33.57 | -11.18% | Stop |
| 2008-05-08 | 2008-06-02 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2008-05-06 | 2008-05-08 | Completed | 100% | $35.65 | $35.85 | 0.58% | Signal |
| 2008-02-27 | 2008-05-06 | Interest | 100% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2008-02-12 | 2008-02-27 | Completed | 100% | $31.13 | $34.23 | 9.95% | Signal |
| 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 |
| 2006-12-18 | 2007-01-12 | Completed | 100% | $29.53 | $24.77 | -16.12% | Stop |
| 2006-10-11 | 2006-12-18 | Interest | 100% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2006-10-04 | 2006-10-11 | Completed | 100% | $22.12 | $22.78 | 2.98% | Signal |
| 2006-09-12 | 2006-10-04 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-06-19 | 2006-09-12 | Completed | 100% | $23.98 | $23.23 | -3.10% | Stop |
| 2006-05-25 | 2006-06-19 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2006-04-24 | 2006-05-25 | Completed | 100% | $28.11 | $24.23 | -13.78% | Stop |
| 2006-02-21 | 2006-04-24 | Interest | 100% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2005-11-07 | 2006-02-21 | Completed | 100% | $25.55 | $24.29 | -4.95% | Signal |
| 2005-10-14 | 2005-11-07 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2003-03-31 | 2005-10-14 | Completed | 100% | $9.70 | $23.32 | 140.36% | Stop |
| 2002-07-12 | 2003-03-31 | Interest | 100% | $1.00 | $1.03 | 2.87% | Interest Income |
| 2002-01-30 | 2002-07-12 | Completed | 100% | $10.35 | $9.45 | -8.67% | Stop |
| 2001-09-25 | 2002-01-30 | Interest | 100% | $1.00 | $1.02 | 1.63% | Interest Income |
| 2001-09-21 | 2001-09-25 | Completed | 100% | $9.16 | $9.03 | -1.42% | Signal |
| 2001-08-23 | 2001-09-21 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2001-07-23 | 2001-08-23 | Completed | 100% | $9.54 | $10.05 | 5.38% | Signal |
| 2001-06-28 | 2001-07-23 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2001-05-29 | 2001-06-28 | Completed | 100% | $11.25 | $9.64 | -14.32% | Stop |
| 2001-02-05 | 2001-05-29 | Interest | 100% | $1.00 | $1.02 | 1.56% | Interest Income |
| 2000-12-26 | 2001-02-05 | Completed | 100% | $9.32 | $9.01 | -3.36% | Signal |
| 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 |
| 2000-05-18 | 2000-07-06 | Completed | 100% | $8.92 | $8.20 | -8.02% | Stop |
| 2000-04-05 | 2000-05-18 | Interest | 100% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2000-04-03 | 2000-04-05 | Completed | 100% | $7.71 | $7.67 | -0.54% | Signal |
| 1999-11-26 | 2000-04-03 | Interest | 100% | $1.00 | $1.02 | 2.19% | Interest Income |
| 1999-10-21 | 1999-11-26 | Completed | 100% | $7.88 | $7.98 | 1.25% | Signal |
| 1999-09-29 | 1999-10-21 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-04-21 | 1999-09-29 | Completed | 100% | $7.85 | $7.69 | -2.04% | Stop |
| 1998-08-04 | 1999-04-21 | Interest | 100% | $1.00 | $1.03 | 3.46% | Interest Income |
| 1998-03-27 | 1998-08-04 | Completed | 100% | $8.04 | $6.93 | -13.79% | Stop |
| 1998-02-19 | 1998-03-27 | Interest | 100% | $1.00 | $1.01 | 0.57% | Interest Income |
| 1998-02-04 | 1998-02-19 | Completed | 100% | $7.04 | $7.41 | 5.31% | Signal |
| 1998-01-12 | 1998-02-04 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1997-07-02 | 1998-01-12 | Completed | 100% | $6.86 | $6.68 | -2.66% | Stop |
| 1997-04-04 | 1997-07-02 | Interest | 100% | $1.00 | $1.02 | 1.61% | Interest Income |
| 1996-02-06 | 1997-04-04 | Completed | 100% | $4.90 | $6.04 | 23.32% | Stop |
| 1995-10-02 | 1996-02-06 | Interest | 100% | $1.00 | $1.02 | 2.00% | Interest Income |
| 1995-03-21 | 1995-10-02 | Completed | 100% | $4.99 | $4.72 | -5.50% | Signal |
| 1995-01-10 | 1995-03-21 | Interest | 100% | $1.00 | $1.01 | 1.41% | Interest Income |
| 1994-05-24 | 1995-01-10 | Completed | 100% | $4.54 | $4.40 | -3.04% | Stop |
| 1993-12-28 | 1994-05-24 | Interest | 100% | $1.00 | $1.03 | 2.55% | Interest Income |
| 1993-11-18 | 1993-12-28 | Completed | 100% | $4.21 | $3.98 | -5.67% | Signal |
| 1993-10-27 | 1993-11-18 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1993-02-22 | 1993-10-27 | Completed | 100% | $3.65 | $4.23 | 15.79% | Stop |
| 1992-12-04 | 1993-02-22 | Interest | 100% | $1.00 | $1.01 | 1.35% | Interest Income |
| 1992-11-03 | 1992-12-04 | Completed | 100% | $3.25 | $3.09 | -5.05% | Signal |
| 1992-10-12 | 1992-11-03 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1992-05-28 | 1992-10-12 | Completed | 100% | $3.33 | $3.10 | -6.79% | Stop |
| 1991-11-13 | 1992-05-28 | Interest | 100% | $1.00 | $1.04 | 3.86% | Interest Income |
| 1991-10-30 | 1991-11-13 | Completed | 100% | $3.39 | $3.21 | -5.42% | Signal |
| 1991-07-11 | 1991-10-30 | Interest | 100% | $1.00 | $1.02 | 2.35% | Interest Income |
| 1991-03-18 | 1991-07-11 | Completed | 100% | $3.43 | $3.08 | -10.22% | Signal |
| 1990-11-28 | 1991-03-18 | Interest | 100% | $1.00 | $1.02 | 2.33% | Interest Income |
| 1990-10-22 | 1990-11-28 | Completed | 100% | $3.10 | $3.19 | 3.04% | Signal |
| 1990-09-28 | 1990-10-22 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 1990-01-18 | 1990-09-28 | Completed | 100% | $2.69 | $3.10 | 15.22% | Stop |
| 1989-12-26 | 1990-01-18 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-11-07 | 1989-12-26 | Completed | 100% | $2.60 | $2.89 | 11.11% | Signal |
| 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 |
| 1988-03-24 | 1988-07-01 | Completed | 100% | $1.83 | $1.70 | -7.32% | Stop |
| 1987-10-16 | 1988-03-24 | Interest | 100% | $1.00 | $1.03 | 3.39% | Interest Income |
| 1987-05-08 | 1987-10-16 | Completed | 100% | $1.75 | $1.60 | -8.13% | Stop |
| 1987-04-15 | 1987-05-08 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-10-08 | 1987-04-15 | Completed | 100% | $1.07 | $1.52 | 42.62% | Stop |
| 1986-01-28 | 1986-10-08 | Interest | 100% | $1.00 | $1.05 | 5.48% | Interest Income |
| 1986-01-07 | 1986-01-28 | Completed | 100% | $1.15 | $1.02 | -11.43% | Stop |
| 1985-12-12 | 1986-01-07 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-12-03 | 1985-12-12 | Completed | 100% | $1.24 | $1.09 | -11.54% | Stop |
| 1985-07-31 | 1985-12-03 | Interest | 100% | $1.00 | $1.03 | 2.64% | Interest Income |
| 1985-07-29 | 1985-07-31 | Completed | 100% | $1.19 | $1.18 | -0.98% | Signal |
| 1985-05-08 | 1985-07-29 | Interest | 100% | $1.00 | $1.02 | 1.71% | Interest Income |
| 1985-04-11 | 1985-05-08 | Completed | 100% | $1.17 | $1.20 | 2.56% | Signal |
| 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 |
| 1984-09-18 | 1984-12-26 | Completed | 100% | $1.22 | $1.34 | 10.29% | Stop |
| 1984-08-03 | 1984-09-18 | Interest | 100% | $1.00 | $1.01 | 0.94% | Interest Income |
| 1984-07-10 | 1984-08-03 | Completed | 100% | $1.04 | $1.02 | -2.08% | Signal |
| 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
