Moving Average (50/200)
COST
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
COST Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 7.85% | 13.55% | 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 | 0.36 | 0.41 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -60.13% | -61.72% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 63.5% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.7 | 0.0 | The average number of trade executions per calendar year. Low turnover reduces slippage and tax drag. |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-03-05 | 2026-04-07 | OPEN | 100% | $996.50 | $1,013.21 | 1.68% | Mark-to-Market |
| 2025-08-21 | 2026-03-05 | INTEREST | 100% | $1.00 | $1.02 | 2.18% | Interest Income |
| 2025-04-07 | 2025-08-21 | COMPLETED | 100% | $882.91 | $986.16 | 11.69% | Signal |
| 2025-03-14 | 2025-04-07 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-05-30 | 2025-03-14 | COMPLETED | 100% | $490.49 | $886.95 | 80.83% | Stop |
| 2022-10-13 | 2023-05-30 | INTEREST | 100% | $1.00 | $1.02 | 2.26% | Interest Income |
| 2022-09-06 | 2022-10-13 | COMPLETED | 100% | $497.66 | $438.37 | -11.91% | Signal |
| 2022-06-21 | 2022-09-06 | INTEREST | 100% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2022-05-31 | 2022-06-21 | COMPLETED | 100% | $449.62 | $430.32 | -4.29% | Signal |
| 2022-05-06 | 2022-05-31 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-02-14 | 2022-05-06 | COMPLETED | 100% | $485.34 | $491.30 | 1.23% | Stop |
| 2022-01-21 | 2022-02-14 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-05-12 | 2022-01-21 | COMPLETED | 100% | $356.74 | $458.83 | 28.62% | Stop |
| 2021-04-05 | 2021-05-12 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2021-03-25 | 2021-04-05 | COMPLETED | 100% | $319.82 | $338.46 | 5.83% | Signal |
| 2021-03-03 | 2021-03-25 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-03-24 | 2021-03-03 | COMPLETED | 100% | $269.53 | $310.69 | 15.27% | Stop |
| 2020-03-02 | 2020-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-04-01 | 2020-03-02 | COMPLETED | 100% | $220.36 | $269.39 | 22.25% | Stop |
| 2019-01-29 | 2019-04-01 | INTEREST | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2019-01-10 | 2019-01-29 | COMPLETED | 100% | $188.20 | $190.16 | 1.04% | Signal |
| 2018-12-17 | 2019-01-10 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2017-11-20 | 2018-12-17 | COMPLETED | 100% | $153.10 | $186.87 | 22.06% | Stop |
| 2017-08-18 | 2017-11-20 | INTEREST | 100% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2017-08-01 | 2017-08-18 | COMPLETED | 100% | $141.48 | $140.93 | -0.39% | Signal |
| 2017-07-10 | 2017-08-01 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2017-01-13 | 2017-07-10 | COMPLETED | 100% | $137.68 | $136.51 | -0.85% | Stop |
| 2016-10-31 | 2017-01-13 | INTEREST | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2016-07-20 | 2016-10-31 | COMPLETED | 100% | $142.18 | $126.16 | -11.27% | Signal |
| 2016-05-24 | 2016-07-20 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2016-03-01 | 2016-05-24 | COMPLETED | 100% | $126.72 | $120.48 | -4.93% | Signal |
| 2016-02-05 | 2016-03-01 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-10-26 | 2016-02-05 | COMPLETED | 100% | $127.45 | $120.39 | -5.54% | Stop |
| 2015-10-02 | 2015-10-26 | INTEREST | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2015-09-14 | 2015-10-02 | COMPLETED | 100% | $118.33 | $120.06 | 1.47% | Signal |
| 2015-08-14 | 2015-09-14 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2014-07-17 | 2015-08-14 | COMPLETED | 100% | $94.21 | $121.43 | 28.89% | Signal |
| 2014-02-27 | 2014-07-17 | INTEREST | 100% | $1.00 | $1.01 | 1.01% | Interest Income |
| 2011-08-31 | 2014-02-27 | COMPLETED | 100% | $56.69 | $92.58 | 63.31% | Signal |
| 2011-08-09 | 2011-08-31 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-10-04 | 2011-08-09 | COMPLETED | 100% | $46.58 | $51.90 | 11.42% | Stop |
| 2010-06-17 | 2010-10-04 | INTEREST | 100% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2009-08-20 | 2010-06-17 | COMPLETED | 100% | $33.98 | $41.79 | 23.00% | Signal |
| 2008-09-17 | 2009-08-20 | INTEREST | 100% | $1.00 | $1.03 | 2.96% | Interest Income |
| 2008-08-15 | 2008-09-17 | COMPLETED | 100% | $47.00 | $47.33 | 0.71% | Signal |
| 2008-07-24 | 2008-08-15 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2008-03-31 | 2008-07-24 | COMPLETED | 100% | $45.01 | $43.84 | -2.59% | Stop |
| 2008-03-06 | 2008-03-31 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2006-12-20 | 2008-03-06 | COMPLETED | 100% | $36.45 | $42.54 | 16.72% | Stop |
| 2006-08-25 | 2006-12-20 | INTEREST | 100% | $1.00 | $1.01 | 1.48% | Interest Income |
| 2005-11-08 | 2006-08-25 | COMPLETED | 100% | $33.58 | $33.35 | -0.67% | Stop |
| 2005-04-25 | 2005-11-08 | INTEREST | 100% | $1.00 | $1.02 | 2.29% | Interest Income |
| 2003-11-19 | 2005-04-25 | COMPLETED | 100% | $22.47 | $27.21 | 21.11% | Stop |
| 2003-10-02 | 2003-11-19 | INTEREST | 100% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2003-08-28 | 2003-10-02 | COMPLETED | 100% | $21.28 | $21.52 | 1.10% | Signal |
| 2003-08-06 | 2003-08-28 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2003-05-09 | 2003-08-06 | COMPLETED | 100% | $23.51 | $20.26 | -13.82% | Stop |
| 2002-05-07 | 2003-05-09 | INTEREST | 100% | $1.00 | $1.04 | 4.23% | Interest Income |
| 2002-03-26 | 2002-05-07 | COMPLETED | 100% | $26.54 | $27.09 | 2.06% | Signal |
| 2002-03-04 | 2002-03-26 | INTEREST | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2001-12-04 | 2002-03-04 | COMPLETED | 100% | $27.03 | $27.49 | 1.70% | Stop |
| 2001-10-01 | 2001-12-04 | INTEREST | 100% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2001-09-21 | 2001-10-01 | COMPLETED | 100% | $19.98 | $23.54 | 17.80% | Signal |
| 2001-08-23 | 2001-09-21 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2001-06-22 | 2001-08-23 | COMPLETED | 100% | $28.90 | $25.95 | -10.23% | Stop |
| 2001-04-25 | 2001-06-22 | INTEREST | 100% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2001-03-26 | 2001-04-25 | COMPLETED | 100% | $25.19 | $22.94 | -8.90% | Stop |
| 2001-03-02 | 2001-03-26 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2001-01-26 | 2001-03-02 | COMPLETED | 100% | $28.98 | $26.73 | -7.77% | Stop |
| 2000-06-20 | 2001-01-26 | INTEREST | 100% | $1.00 | $1.03 | 3.39% | Interest Income |
| 2000-06-15 | 2000-06-20 | COMPLETED | 100% | $21.93 | $21.72 | -0.95% | Signal |
| 2000-05-23 | 2000-06-15 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2000-05-11 | 2000-05-23 | COMPLETED | 100% | $33.02 | $28.65 | -13.26% | Stop |
| 2000-04-18 | 2000-05-11 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2000-03-14 | 2000-04-18 | COMPLETED | 100% | $29.02 | $32.86 | 13.22% | Stop |
| 2000-02-18 | 2000-03-14 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2000-01-31 | 2000-02-18 | COMPLETED | 100% | $30.73 | $29.19 | -5.02% | Stop |
| 2000-01-06 | 2000-01-31 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1999-12-02 | 2000-01-06 | COMPLETED | 100% | $31.48 | $28.90 | -8.21% | Stop |
| 1999-09-10 | 1999-12-02 | INTEREST | 100% | $1.00 | $1.01 | 1.36% | Interest Income |
| 1999-08-24 | 1999-09-10 | COMPLETED | 100% | $26.54 | $24.02 | -9.51% | Signal |
| 1999-08-02 | 1999-08-24 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-06-22 | 1999-08-02 | COMPLETED | 100% | $25.46 | $25.02 | -1.72% | Stop |
| 1999-05-28 | 1999-06-22 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1999-05-12 | 1999-05-28 | COMPLETED | 100% | $27.60 | $23.93 | -13.29% | Stop |
| 1999-04-20 | 1999-05-12 | INTEREST | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1998-12-11 | 1999-04-20 | COMPLETED | 100% | $21.97 | $26.14 | 18.98% | Stop |
| 1998-10-02 | 1998-12-11 | INTEREST | 100% | $1.00 | $1.01 | 0.89% | Interest Income |
| 1998-09-24 | 1998-10-02 | COMPLETED | 100% | $17.66 | $14.93 | -15.47% | Stop |
| 1998-09-01 | 1998-09-24 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-08-26 | 1998-09-01 | COMPLETED | 100% | $18.62 | $15.76 | -15.34% | Stop |
| 1998-08-04 | 1998-08-26 | INTEREST | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1996-03-20 | 1998-08-04 | COMPLETED | 100% | $6.38 | $18.72 | 193.46% | Stop |
| 1995-12-20 | 1996-03-20 | INTEREST | 100% | $1.00 | $1.01 | 1.40% | Interest Income |
| 1995-06-20 | 1995-12-20 | COMPLETED | 100% | $5.09 | $5.00 | -1.64% | Stop |
| 1994-04-28 | 1995-06-20 | INTEREST | 100% | $1.00 | $1.08 | 8.44% | Interest Income |
| 1994-04-21 | 1994-04-28 | COMPLETED | 100% | $4.75 | $4.88 | 2.63% | Signal |
| 1994-03-29 | 1994-04-21 | INTEREST | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 1994-02-01 | 1994-03-29 | COMPLETED | 100% | $5.84 | $6.05 | 3.57% | Stop |
| 1994-01-10 | 1994-02-01 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1993-11-23 | 1994-01-10 | COMPLETED | 100% | $5.96 | $5.96 | 0.00% | Stop |
| 1993-11-01 | 1993-11-23 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1993-09-08 | 1993-11-01 | COMPLETED | 100% | $6.09 | $5.96 | -2.05% | Stop |
| 1993-04-01 | 1993-09-08 | INTEREST | 100% | $1.00 | $1.03 | 2.52% | Interest Income |
| 1993-03-12 | 1993-04-01 | COMPLETED | 100% | $5.59 | $5.55 | -0.75% | Signal |
| 1993-02-18 | 1993-03-12 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1993-01-18 | 1993-02-18 | COMPLETED | 100% | $6.30 | $5.63 | -10.60% | Stop |
| 1992-12-23 | 1993-01-18 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1992-12-04 | 1992-12-23 | COMPLETED | 100% | $6.71 | $5.92 | -11.80% | Stop |
| 1991-12-20 | 1992-12-04 | INTEREST | 100% | $1.00 | $1.07 | 6.73% | Interest Income |
| 1991-12-13 | 1991-12-20 | COMPLETED | 100% | $8.63 | $7.51 | -13.04% | Stop |
| 1991-11-20 | 1991-12-13 | INTEREST | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 1991-06-10 | 1991-11-20 | COMPLETED | 100% | $9.01 | $9.22 | 2.31% | Stop |
| 1991-05-16 | 1991-06-10 | INTEREST | 100% | $1.00 | $1.00 | 0.50% | Interest Income |
| 1990-12-31 | 1991-05-16 | COMPLETED | 100% | $6.67 | $8.30 | 24.37% | Stop |
| 1990-02-07 | 1990-12-31 | INTEREST | 100% | $1.00 | $1.08 | 7.67% | Interest Income |
| 1990-01-15 | 1990-02-07 | COMPLETED | 100% | $6.96 | $6.55 | -5.99% | Signal |
| 1989-12-20 | 1990-01-15 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-07-18 | 1989-12-20 | COMPLETED | 100% | $7.09 | $7.13 | 0.59% | Stop |
| 1989-06-23 | 1989-07-18 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-05-15 | 1989-06-23 | COMPLETED | 100% | $7.63 | $6.71 | -12.02% | Stop |
| 1989-04-21 | 1989-05-15 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-04-19 | 1989-04-21 | COMPLETED | 100% | $6.88 | $6.76 | -1.82% | Signal |
| 1989-02-23 | 1989-04-19 | INTEREST | 100% | $1.00 | $1.01 | 1.16% | Interest Income |
| 1989-02-10 | 1989-02-23 | COMPLETED | 100% | $6.05 | $6.13 | 1.38% | Signal |
| 1989-01-19 | 1989-02-10 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-10-07 | 1989-01-19 | COMPLETED | 100% | $6.55 | $6.13 | -6.37% | Stop |
| 1988-09-14 | 1988-10-07 | INTEREST | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1988-08-19 | 1988-09-14 | COMPLETED | 100% | $6.09 | $6.30 | 3.42% | Signal |
| 1988-07-28 | 1988-08-19 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-05-13 | 1988-07-28 | COMPLETED | 100% | $6.34 | $5.59 | -11.84% | Stop |
| 1987-10-19 | 1988-05-13 | INTEREST | 100% | $1.00 | $1.04 | 4.46% | Interest Income |
| 1987-10-09 | 1987-10-19 | COMPLETED | 100% | $7.13 | $6.00 | -15.79% | Stop |
| 1987-09-17 | 1987-10-09 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-04-23 | 1987-09-17 | COMPLETED | 100% | $7.21 | $7.34 | 1.73% | Stop |
| 1987-04-21 | 1987-04-23 | INTEREST | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
