COST
Costco Wholesale Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
COST Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 2.86% | 1.26% | 18.10% | 23.03% | 19.17% | 23.08% | 8.69% | 14.40% |
| Sharpe Ratio | 0.16 | 0.07 | 0.84 | 0.92 | 0.91 | 0.95 | 0.40 | 0.44 |
| Max Drawdown | -18.07% | -19.35% | -21.18% | -31.40% | -21.18% | -31.40% | -63.53% | -61.72% |
| % Time Invested | 93.7% | 100.0% | 82.3% | 100.0% | 88.0% | 100.0% | 66.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.6 | 0.0 | 1.3 | 0.0 | 1.4 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-12-12 | Open | Open | 100% | $882.09 | $998.67 | 13.22% | Mark-to-Market |
| 2025-11-19 | 2025-12-12 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-04-07 | 2025-11-19 | Completed | 100% | $882.91 | $893.78 | 1.23% | Stop |
| 2025-03-14 | 2025-04-07 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-12-15 | 2025-03-14 | Completed | 100% | $619.51 | $886.95 | 43.17% | Stop |
| 2023-09-18 | 2023-12-15 | Interest | 100% | $1.00 | $1.01 | 1.12% | Interest Income |
| 2023-09-14 | 2023-09-18 | Completed | 100% | $544.45 | $538.06 | -1.17% | Signal |
| 2023-07-28 | 2023-09-14 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2023-07-19 | 2023-07-28 | Completed | 100% | $533.48 | $543.20 | 1.82% | Signal |
| 2023-06-05 | 2023-07-19 | Interest | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2023-01-12 | 2023-06-05 | Completed | 100% | $464.85 | $493.18 | 6.10% | Signal |
| 2022-12-19 | 2023-01-12 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2022-10-18 | 2022-12-19 | Completed | 100% | $452.73 | $441.78 | -2.42% | Stop |
| 2022-09-26 | 2022-10-18 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-05-31 | 2022-09-26 | Completed | 100% | $449.62 | $445.72 | -0.87% | Stop |
| 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 |
| 2021-03-25 | 2022-01-21 | Completed | 100% | $319.82 | $458.83 | 43.47% | Stop |
| 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 |
| 2019-01-10 | 2020-03-02 | Completed | 100% | $188.20 | $269.39 | 43.15% | Stop |
| 2018-12-17 | 2019-01-10 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2017-08-01 | 2018-12-17 | Completed | 100% | $141.48 | $186.87 | 32.08% | Stop |
| 2017-07-10 | 2017-08-01 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2016-11-30 | 2017-07-10 | Completed | 100% | $128.45 | $136.51 | 6.27% | Stop |
| 2016-11-07 | 2016-11-30 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2016-03-01 | 2016-11-07 | Completed | 100% | $126.72 | $121.87 | -3.83% | Stop |
| 2016-02-05 | 2016-03-01 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-09-17 | 2016-02-05 | Completed | 100% | $120.61 | $120.39 | -0.18% | Stop |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-31 | 2015-08-25 | Completed | 100% | $56.69 | $114.64 | 102.21% | Stop |
| 2011-08-09 | 2011-08-31 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-05-04 | 2011-08-09 | Completed | 100% | $41.82 | $51.90 | 24.09% | Stop |
| 2009-02-19 | 2010-05-04 | Interest | 100% | $1.00 | $1.04 | 4.18% | Interest Income |
| 2009-02-13 | 2009-02-19 | Completed | 100% | $31.05 | $29.97 | -3.48% | Signal |
| 2009-01-22 | 2009-02-13 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2008-12-09 | 2009-01-22 | Completed | 100% | $38.47 | $33.22 | -13.64% | Stop |
| 2008-11-14 | 2008-12-09 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2008-10-29 | 2008-11-14 | Completed | 100% | $39.76 | $34.22 | -13.93% | Stop |
| 2008-10-07 | 2008-10-29 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2008-08-15 | 2008-10-07 | Completed | 100% | $47.00 | $42.11 | -10.40% | Stop |
| 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 |
| 2006-09-19 | 2008-03-06 | Completed | 100% | $34.13 | $42.54 | 24.64% | Stop |
| 2006-08-25 | 2006-09-19 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2005-05-17 | 2006-08-25 | Completed | 100% | $29.18 | $33.35 | 14.30% | Stop |
| 2005-04-25 | 2005-05-17 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2004-03-19 | 2005-04-25 | Completed | 100% | $24.86 | $27.21 | 9.47% | Stop |
| 2003-08-20 | 2004-03-19 | Interest | 100% | $1.00 | $1.02 | 2.42% | Interest Income |
| 2003-08-18 | 2003-08-20 | Completed | 100% | $20.70 | $20.37 | -1.58% | Signal |
| 2002-08-30 | 2003-08-18 | Interest | 100% | $1.00 | $1.04 | 3.73% | Interest Income |
| 2002-08-07 | 2002-08-30 | Completed | 100% | $22.56 | $22.29 | -1.21% | Signal |
| 2002-07-16 | 2002-08-07 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2002-06-20 | 2002-07-16 | Completed | 100% | $27.11 | $24.30 | -10.34% | Stop |
| 2002-05-29 | 2002-06-20 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2002-02-26 | 2002-05-29 | Completed | 100% | $29.69 | $25.62 | -13.71% | Stop |
| 2000-11-27 | 2002-02-26 | Interest | 100% | $1.00 | $1.06 | 6.21% | Interest Income |
| 2000-11-03 | 2000-11-27 | Completed | 100% | $23.98 | $23.73 | -1.04% | Signal |
| 2000-10-12 | 2000-11-03 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2000-08-15 | 2000-10-12 | Completed | 100% | $23.93 | $20.02 | -16.38% | Stop |
| 2000-07-24 | 2000-08-15 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2000-06-15 | 2000-07-24 | Completed | 100% | $21.93 | $21.56 | -1.71% | Stop |
| 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 |
| 1999-11-19 | 2000-01-06 | Completed | 100% | $28.56 | $28.90 | 1.17% | Stop |
| 1999-10-28 | 1999-11-19 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-10-07 | 1999-10-28 | Completed | 100% | $26.39 | $24.31 | -7.90% | Stop |
| 1999-09-15 | 1999-10-07 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-08-24 | 1999-09-15 | Completed | 100% | $26.54 | $22.83 | -13.98% | Stop |
| 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 |
| 1998-10-26 | 1999-04-20 | Completed | 100% | $19.18 | $26.14 | 36.30% | 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% | $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 |
| 1996-02-20 | 1998-08-04 | Completed | 100% | $5.84 | $18.72 | 220.71% | Stop |
| 1992-09-04 | 1996-02-20 | Interest | 100% | $1.00 | $1.24 | 24.33% | Interest Income |
| 1992-04-23 | 1992-09-04 | Completed | 100% | $5.42 | $5.09 | -6.15% | Signal |
| 1992-03-31 | 1992-04-23 | Interest | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 1992-01-15 | 1992-03-31 | Completed | 100% | $7.92 | $7.84 | -1.05% | Stop |
| 1991-12-20 | 1992-01-15 | Interest | 100% | $1.00 | $1.00 | 0.42% | 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 |
| 1991-08-12 | 1991-11-20 | Completed | 100% | $9.38 | $9.22 | -1.78% | Stop |
| 1990-06-13 | 1991-08-12 | Interest | 100% | $1.00 | $1.10 | 9.77% | Interest Income |
| 1990-05-04 | 1990-06-13 | Completed | 100% | $5.71 | $6.17 | 8.03% | Signal |
| 1990-04-11 | 1990-05-04 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1990-01-15 | 1990-04-11 | Completed | 100% | $6.96 | $5.80 | -16.77% | Stop |
| 1989-12-20 | 1990-01-15 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-07-28 | 1989-12-20 | Completed | 100% | $7.01 | $7.13 | 1.79% | Stop |
| 1989-04-21 | 1989-07-28 | Interest | 100% | $1.00 | $1.02 | 2.08% | Interest Income |
| 1989-04-19 | 1989-04-21 | Completed | 100% | $6.88 | $6.76 | -1.82% | Signal |
| 1988-09-15 | 1989-04-19 | Interest | 100% | $1.00 | $1.05 | 4.59% | Interest Income |
Return Distribution Analysis
