Moving Average (50/200)
CVX
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
CVX Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 8.18% | 11.92% | 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 | 0.43 | 0.42 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -50.12% | -58.23% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 66.1% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.4 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-08-12 | 2026-04-07 | OPEN | 100% | $149.25 | $201.54 | 35.03% | Mark-to-Market |
| 2025-06-20 | 2025-08-12 | INTEREST | 100% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2025-06-17 | 2025-06-20 | COMPLETED | 100% | $142.70 | $143.86 | 0.81% | Signal |
| 2025-05-13 | 2025-06-17 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2025-04-30 | 2025-05-13 | COMPLETED | 100% | $132.06 | $135.44 | 2.56% | Signal |
| 2025-04-07 | 2025-04-30 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-11-27 | 2025-04-07 | COMPLETED | 100% | $154.04 | $132.76 | -13.82% | Stop |
| 2024-09-09 | 2024-11-27 | INTEREST | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2024-09-05 | 2024-09-09 | COMPLETED | 100% | $134.13 | $129.89 | -3.16% | Signal |
| 2024-08-13 | 2024-09-05 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-04-04 | 2024-08-13 | COMPLETED | 100% | $147.49 | $133.49 | -9.49% | Stop |
| 2023-11-08 | 2024-04-04 | INTEREST | 100% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2023-10-05 | 2023-11-08 | COMPLETED | 100% | $144.94 | $129.20 | -10.87% | Stop |
| 2023-09-13 | 2023-10-05 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2023-09-11 | 2023-09-13 | COMPLETED | 100% | $150.93 | $150.32 | -0.40% | Signal |
| 2023-04-26 | 2023-09-11 | INTEREST | 100% | $1.00 | $1.01 | 1.42% | Interest Income |
| 2023-04-05 | 2023-04-26 | COMPLETED | 100% | $149.08 | $148.15 | -0.62% | Signal |
| 2023-03-14 | 2023-04-05 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-07-13 | 2023-03-14 | COMPLETED | 100% | $118.14 | $139.39 | 17.98% | Stop |
| 2022-06-17 | 2022-07-13 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2020-12-29 | 2022-06-17 | COMPLETED | 100% | $68.27 | $132.97 | 94.77% | Stop |
| 2020-01-27 | 2020-12-29 | INTEREST | 100% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2020-01-03 | 2020-01-27 | COMPLETED | 100% | $92.28 | $83.55 | -9.47% | Signal |
| 2019-10-18 | 2020-01-03 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2019-03-19 | 2019-10-18 | COMPLETED | 100% | $93.09 | $86.40 | -7.18% | Signal |
| 2018-10-16 | 2019-03-19 | INTEREST | 100% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2018-03-01 | 2018-10-16 | COMPLETED | 100% | $78.98 | $84.44 | 6.92% | Signal |
| 2018-02-06 | 2018-03-01 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2017-09-20 | 2018-02-06 | COMPLETED | 100% | $80.93 | $77.97 | -3.66% | Stop |
| 2017-05-26 | 2017-09-20 | INTEREST | 100% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2016-03-24 | 2017-05-26 | COMPLETED | 100% | $60.50 | $72.25 | 19.41% | Signal |
| 2014-10-13 | 2016-03-24 | INTEREST | 100% | $1.00 | $1.03 | 3.08% | Interest Income |
| 2014-05-08 | 2014-10-13 | COMPLETED | 100% | $75.63 | $69.48 | -8.12% | Stop |
| 2014-02-10 | 2014-05-08 | INTEREST | 100% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2012-08-15 | 2014-02-10 | COMPLETED | 100% | $64.18 | $67.07 | 4.50% | Signal |
| 2012-07-24 | 2012-08-15 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-07-20 | 2012-07-24 | COMPLETED | 100% | $61.42 | $61.42 | -0.00% | Signal |
| 2012-06-13 | 2012-07-20 | INTEREST | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2011-12-08 | 2012-06-13 | COMPLETED | 100% | $58.09 | $57.17 | -1.57% | Signal |
| 2011-09-27 | 2011-12-08 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2011-08-31 | 2011-09-27 | COMPLETED | 100% | $54.78 | $52.18 | -4.74% | Signal |
| 2011-08-09 | 2011-08-31 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-09-13 | 2011-08-09 | COMPLETED | 100% | $42.61 | $50.35 | 18.18% | Stop |
| 2010-08-09 | 2010-09-13 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2010-08-02 | 2010-08-09 | COMPLETED | 100% | $41.28 | $42.18 | 2.16% | Signal |
| 2010-06-29 | 2010-08-02 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2009-09-15 | 2010-06-29 | COMPLETED | 100% | $36.91 | $36.81 | -0.27% | Stop |
| 2009-07-24 | 2009-09-15 | INTEREST | 100% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2009-07-22 | 2009-07-24 | COMPLETED | 100% | $33.57 | $34.66 | 3.23% | Signal |
| 2009-01-08 | 2009-07-22 | INTEREST | 100% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2009-01-06 | 2009-01-08 | COMPLETED | 100% | $38.99 | $37.01 | -5.09% | Signal |
| 2008-08-29 | 2009-01-06 | INTEREST | 100% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2008-08-08 | 2008-08-29 | COMPLETED | 100% | $40.99 | $43.67 | 6.53% | Signal |
| 2008-07-17 | 2008-08-08 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2008-05-05 | 2008-07-17 | COMPLETED | 100% | $46.84 | $42.61 | -9.04% | Stop |
| 2008-04-11 | 2008-05-05 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2008-04-08 | 2008-04-11 | COMPLETED | 100% | $43.19 | $43.75 | 1.29% | Signal |
| 2008-03-06 | 2008-04-08 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2008-02-14 | 2008-03-06 | COMPLETED | 100% | $40.78 | $43.50 | 6.69% | Signal |
| 2008-01-23 | 2008-02-14 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-08-29 | 2008-01-23 | COMPLETED | 100% | $41.29 | $38.42 | -6.94% | Stop |
| 2007-08-07 | 2007-08-29 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-05-12 | 2007-08-07 | COMPLETED | 100% | $29.07 | $39.14 | 34.65% | Stop |
| 2006-03-10 | 2006-05-12 | INTEREST | 100% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2005-11-14 | 2006-03-10 | COMPLETED | 100% | $25.96 | $25.08 | -3.39% | Signal |
| 2005-10-21 | 2005-11-14 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2005-07-07 | 2005-10-21 | COMPLETED | 100% | $25.65 | $25.42 | -0.89% | Stop |
| 2005-06-14 | 2005-07-07 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2005-05-10 | 2005-06-14 | COMPLETED | 100% | $23.97 | $25.34 | 5.71% | Signal |
| 2005-04-18 | 2005-05-10 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2003-06-12 | 2005-04-18 | COMPLETED | 100% | $16.01 | $23.43 | 46.34% | Stop |
| 2002-07-22 | 2003-06-12 | INTEREST | 100% | $1.00 | $1.04 | 3.51% | Interest Income |
| 2002-04-24 | 2002-07-22 | COMPLETED | 100% | $17.25 | $14.96 | -13.28% | Stop |
| 2001-10-29 | 2002-04-24 | INTEREST | 100% | $1.00 | $1.02 | 2.37% | Interest Income |
| 2001-10-16 | 2001-10-29 | COMPLETED | 100% | $17.52 | $17.67 | 0.85% | Signal |
| 2001-09-24 | 2001-10-16 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2001-03-09 | 2001-09-24 | COMPLETED | 100% | $18.16 | $16.65 | -8.35% | Stop |
| 2000-11-22 | 2001-03-09 | INTEREST | 100% | $1.00 | $1.01 | 1.45% | Interest Income |
| 2000-10-04 | 2000-11-22 | COMPLETED | 100% | $16.84 | $16.48 | -2.10% | Signal |
| 2000-07-21 | 2000-10-04 | INTEREST | 100% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2000-05-18 | 2000-07-21 | COMPLETED | 100% | $17.48 | $15.27 | -12.63% | Stop |
| 1999-11-15 | 2000-05-18 | INTEREST | 100% | $1.00 | $1.03 | 3.17% | Interest Income |
| 1999-10-21 | 1999-11-15 | COMPLETED | 100% | $17.16 | $17.06 | -0.61% | Signal |
| 1999-09-29 | 1999-10-21 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-04-06 | 1999-09-29 | COMPLETED | 100% | $16.53 | $16.52 | -0.05% | Stop |
| 1999-02-01 | 1999-04-06 | INTEREST | 100% | $1.00 | $1.01 | 0.88% | Interest Income |
| 1998-03-24 | 1999-02-01 | COMPLETED | 100% | $15.49 | $13.73 | -11.39% | Stop |
| 1998-02-04 | 1998-03-24 | INTEREST | 100% | $1.00 | $1.01 | 0.72% | Interest Income |
| 1998-01-13 | 1998-02-04 | COMPLETED | 100% | $13.01 | $13.48 | 3.58% | Signal |
| 1997-12-18 | 1998-01-13 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1994-12-07 | 1997-12-18 | COMPLETED | 100% | $6.85 | $13.33 | 94.73% | Stop |
| 1994-04-14 | 1994-12-07 | INTEREST | 100% | $1.00 | $1.05 | 4.76% | Interest Income |
| 1993-02-03 | 1994-04-14 | COMPLETED | 100% | $5.45 | $6.77 | 24.22% | Signal |
| 1993-01-12 | 1993-02-03 | INTEREST | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1992-06-05 | 1993-01-12 | COMPLETED | 100% | $5.21 | $5.07 | -2.75% | Signal |
| 1991-12-11 | 1992-06-05 | INTEREST | 100% | $1.00 | $1.03 | 3.48% | Interest Income |
| 1991-10-18 | 1991-12-11 | COMPLETED | 100% | $5.32 | $4.48 | -15.83% | Stop |
| 1991-08-01 | 1991-10-18 | INTEREST | 100% | $1.00 | $1.02 | 1.63% | Interest Income |
| 1991-02-08 | 1991-08-01 | COMPLETED | 100% | $5.00 | $4.93 | -1.31% | Signal |
| 1990-12-04 | 1991-02-08 | INTEREST | 100% | $1.00 | $1.01 | 1.42% | Interest Income |
| 1990-11-20 | 1990-12-04 | COMPLETED | 100% | $4.62 | $4.66 | 0.72% | Signal |
| 1990-10-29 | 1990-11-20 | INTEREST | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1989-01-17 | 1990-10-29 | COMPLETED | 100% | $2.94 | $4.47 | 52.20% | Stop |
| 1988-10-06 | 1989-01-17 | INTEREST | 100% | $1.00 | $1.02 | 2.15% | Interest Income |
| 1988-10-04 | 1988-10-06 | COMPLETED | 100% | $2.58 | $2.63 | 1.75% | Signal |
| 1988-09-12 | 1988-10-04 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-05-05 | 1988-09-12 | COMPLETED | 100% | $2.84 | $2.60 | -8.18% | Stop |
| 1987-10-19 | 1988-05-05 | INTEREST | 100% | $1.00 | $1.04 | 4.27% | Interest Income |
| 1987-10-01 | 1987-10-19 | COMPLETED | 100% | $3.08 | $2.71 | -12.04% | Signal |
| 1987-09-09 | 1987-10-01 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-08-06 | 1987-09-09 | COMPLETED | 100% | $2.16 | $3.10 | 43.53% | Stop |
| 1986-07-15 | 1986-08-06 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-04-11 | 1986-07-15 | COMPLETED | 100% | $2.01 | $1.85 | -8.10% | Stop |
| 1986-02-20 | 1986-04-11 | INTEREST | 100% | $1.00 | $1.01 | 1.07% | Interest Income |
| 1985-03-18 | 1986-02-20 | COMPLETED | 100% | $1.66 | $1.85 | 11.49% | Signal |
| 1984-11-08 | 1985-03-18 | INTEREST | 100% | $1.00 | $1.03 | 2.70% | Interest Income |
| 1984-10-04 | 1984-11-08 | COMPLETED | 100% | $1.74 | $1.62 | -6.88% | Signal |
| 1984-08-16 | 1984-10-04 | INTEREST | 100% | $1.00 | $1.01 | 1.04% | Interest Income |
| 1984-08-14 | 1984-08-16 | COMPLETED | 100% | $1.71 | $1.69 | -1.05% | Signal |
| 1984-07-12 | 1984-08-14 | INTEREST | 100% | $1.00 | $1.01 | 0.70% | Interest Income |
| 1984-04-24 | 1984-07-12 | COMPLETED | 100% | $1.76 | $1.57 | -11.04% | Stop |
| 1984-02-24 | 1984-04-24 | INTEREST | 100% | $1.00 | $1.01 | 1.25% | Interest Income |
| 1984-02-22 | 1984-02-24 | COMPLETED | 100% | $1.67 | $1.67 | 0.35% | Signal |
| 1983-10-31 | 1984-02-22 | INTEREST | 100% | $1.00 | $1.02 | 2.39% | Interest Income |
| 1983-06-30 | 1983-10-31 | COMPLETED | 100% | $1.79 | $1.61 | -10.29% | Signal |
| 1983-06-08 | 1983-06-30 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-11-02 | 1983-06-08 | COMPLETED | 100% | $1.48 | $1.60 | 8.20% | Stop |
| 1982-02-05 | 1982-11-02 | INTEREST | 100% | $1.00 | $1.06 | 5.83% | Interest Income |
| 1982-01-29 | 1982-02-05 | COMPLETED | 100% | $1.68 | $1.56 | -7.19% | Signal |
| 1982-01-07 | 1982-01-29 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-11-17 | 1982-01-07 | COMPLETED | 100% | $1.94 | $1.80 | -7.14% | Stop |
| 1981-10-26 | 1981-11-17 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-10-20 | 1981-10-26 | COMPLETED | 100% | $1.98 | $1.95 | -1.46% | Signal |
| 1981-07-14 | 1981-10-20 | INTEREST | 100% | $1.00 | $1.02 | 2.11% | Interest Income |
| 1981-07-10 | 1981-07-14 | COMPLETED | 100% | $1.84 | $1.82 | -1.56% | Signal |
| 1981-03-20 | 1981-07-10 | INTEREST | 100% | $1.00 | $1.02 | 2.36% | Interest Income |
| 1981-02-26 | 1981-03-20 | COMPLETED | 100% | $2.07 | $1.86 | -10.43% | Stop |
| 1981-02-03 | 1981-02-26 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-01-06 | 1981-02-03 | COMPLETED | 100% | $2.33 | $2.03 | -12.76% | Stop |
| 1980-12-11 | 1981-01-06 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1980-04-17 | 1980-12-11 | COMPLETED | 100% | $1.54 | $2.24 | 45.32% | Stop |
| 1980-03-25 | 1980-04-17 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-05-05 | 1980-03-25 | COMPLETED | 100% | $1.02 | $1.53 | 50.00% | Stop |
| 1977-10-10 | 1978-05-05 | INTEREST | 100% | $1.00 | $1.04 | 4.46% | Interest Income |
| 1977-09-20 | 1977-10-10 | COMPLETED | 100% | $0.93 | $0.95 | 1.85% | Signal |
| 1977-08-26 | 1977-09-20 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-12-30 | 1977-08-26 | COMPLETED | 100% | $0.63 | $0.88 | 39.44% | Stop |
| 1975-12-05 | 1975-12-30 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-02-27 | 1975-12-05 | COMPLETED | 100% | $0.52 | $0.59 | 14.22% | Stop |
| 1973-09-28 | 1975-02-27 | INTEREST | 100% | $1.00 | $1.11 | 11.43% | Interest Income |
| 1973-09-25 | 1973-09-28 | COMPLETED | 100% | $0.65 | $0.66 | 2.17% | Signal |
| 1973-07-06 | 1973-09-25 | INTEREST | 100% | $1.00 | $1.02 | 1.71% | Interest Income |
| 1973-06-08 | 1973-07-06 | COMPLETED | 100% | $0.70 | $0.71 | 0.99% | Signal |
| 1973-05-16 | 1973-06-08 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1973-03-21 | 1973-05-16 | COMPLETED | 100% | $0.73 | $0.70 | -3.84% | Stop |
| 1973-02-27 | 1973-03-21 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1972-01-25 | 1973-02-27 | COMPLETED | 100% | $0.52 | $0.70 | 35.11% | Stop |
| 1971-09-30 | 1972-01-25 | INTEREST | 100% | $1.00 | $1.02 | 2.49% | Interest Income |
| 1971-09-14 | 1971-09-30 | COMPLETED | 100% | $0.47 | $0.48 | 0.68% | Signal |
| 1971-08-20 | 1971-09-14 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1970-10-15 | 1971-08-20 | COMPLETED | 100% | $0.39 | $0.45 | 14.07% | Stop |
| 1970-10-13 | 1970-10-15 | INTEREST | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
