C Citigroup Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:

C Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR86.25%90.16%0.47%15.55%-1.35%13.99%6.12%6.58%
Sharpe Ratio2.332.310.020.50-0.060.390.270.16
Max Drawdown-15.60%-14.76%-45.22%-47.80%-67.74%-56.51%-72.33%-98.00%
% Time Invested93.3%100.0%54.7%100.0%46.8%100.0%50.9%100.0%
Trades / Year1.00.02.20.02.00.02.00.0

Trade History

Entry DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
2026-03-31 Open Open 100% $109.10 $127.61 16.97% Mark-to-Market
2026-03-09 2026-03-31 Interest 100% $1.00 $1.00 0.27% Interest Income
2025-04-30 2026-03-09 Completed 100% $65.80 $104.45 58.74% Stop
2025-04-07 2025-04-30 Interest 100% $1.00 $1.00 0.27% Interest Income
2025-03-27 2025-04-07 Completed 100% $71.14 $54.74 -23.06% Stop
2025-03-05 2025-03-27 Interest 100% $1.00 $1.00 0.27% Interest Income
2024-08-28 2025-03-05 Completed 100% $58.86 $70.76 20.21% Stop
2024-08-06 2024-08-28 Interest 100% $1.00 $1.00 0.24% Interest Income
2024-04-10 2024-08-06 Completed 100% $57.02 $54.10 -5.11% Stop
2023-01-09 2024-04-10 Interest 100% $1.00 $1.05 5.03% Interest Income
2023-01-05 2023-01-09 Completed 100% $41.66 $42.72 2.55% Signal
2022-08-30 2023-01-05 Interest 100% $1.00 $1.01 1.29% Interest Income
2022-08-08 2022-08-30 Completed 100% $45.83 $43.95 -4.10% Signal
2022-07-15 2022-08-08 Interest 100% $1.00 $1.00 0.18% Interest Income
2022-06-06 2022-07-15 Completed 100% $45.23 $41.04 -9.27% Stop
2022-05-12 2022-06-06 Interest 100% $1.00 $1.00 0.18% Interest Income
2022-03-25 2022-05-12 Completed 100% $48.86 $41.27 -15.54% Stop
2022-03-03 2022-03-25 Interest 100% $1.00 $1.00 0.13% Interest Income
2021-12-27 2022-03-03 Completed 100% $51.80 $50.78 -1.97% Stop
2021-12-02 2021-12-27 Interest 100% $1.00 $1.00 0.09% Interest Income
2021-07-14 2021-12-02 Completed 100% $59.15 $54.32 -8.16% Stop
2021-06-21 2021-07-14 Interest 100% $1.00 $1.00 0.09% Interest Income
2021-06-02 2021-06-21 Completed 100% $67.69 $57.84 -14.56% Stop
2020-06-12 2021-06-02 Interest 100% $1.00 $1.01 1.01% Interest Income
2020-06-08 2020-06-12 Completed 100% $49.36 $41.82 -15.27% Stop
2020-05-14 2020-06-08 Interest 100% $1.00 $1.00 0.04% Interest Income
2020-04-27 2020-05-14 Completed 100% $35.56 $32.54 -8.50% Stop
2020-04-02 2020-04-27 Interest 100% $1.00 $1.00 0.04% Interest Income
2020-03-19 2020-04-02 Completed 100% $28.56 $30.89 8.15% Stop
2020-02-26 2020-03-19 Interest 100% $1.00 $1.00 0.06% Interest Income
2020-01-03 2020-02-26 Completed 100% $63.83 $56.38 -11.67% Stop
2019-03-21 2020-01-03 Interest 100% $1.00 $1.02 1.57% Interest Income
2019-03-19 2019-03-21 Completed 100% $52.05 $49.87 -4.20% Signal
2019-02-12 2019-03-19 Interest 100% $1.00 $1.00 0.25% Interest Income
2019-01-09 2019-02-12 Completed 100% $43.33 $48.68 12.34% Signal
2018-12-14 2019-01-09 Interest 100% $1.00 $1.00 0.17% Interest Income
2018-11-15 2018-12-14 Completed 100% $48.97 $42.57 -13.09% Stop
2018-10-24 2018-11-15 Interest 100% $1.00 $1.00 0.20% Interest Income
2018-04-18 2018-10-24 Completed 100% $53.33 $50.52 -5.27% Stop
2018-03-26 2018-04-18 Interest 100% $1.00 $1.00 0.18% Interest Income
2017-03-27 2018-03-26 Completed 100% $42.76 $52.80 23.48% Stop
2016-03-29 2017-03-27 Interest 100% $1.00 $1.02 1.95% Interest Income
2016-03-08 2016-03-29 Completed 100% $31.36 $31.09 -0.88% Signal
2016-02-12 2016-03-08 Interest 100% $1.00 $1.00 0.11% Interest Income
2016-02-03 2016-02-12 Completed 100% $30.24 $26.81 -11.37% Stop
2016-01-11 2016-02-03 Interest 100% $1.00 $1.00 0.13% Interest Income
2015-09-17 2016-01-11 Completed 100% $39.06 $34.60 -11.42% Stop
2015-08-25 2015-09-17 Interest 100% $1.00 $1.00 0.14% Interest Income
2015-05-13 2015-08-25 Completed 100% $39.85 $39.13 -1.82% Stop
2015-04-21 2015-05-13 Interest 100% $1.00 $1.00 0.13% Interest Income
2015-04-17 2015-04-21 Completed 100% $39.66 $39.54 -0.30% Signal
2015-02-19 2015-04-17 Interest 100% $1.00 $1.00 0.32% Interest Income
2015-02-17 2015-02-19 Completed 100% $37.76 $38.00 0.65% Signal
2015-01-15 2015-02-17 Interest 100% $1.00 $1.00 0.15% Interest Income
2014-02-27 2015-01-15 Completed 100% $35.61 $35.61 -0.00% Stop
2014-02-04 2014-02-27 Interest 100% $1.00 $1.00 0.17% Interest Income
2013-07-18 2014-02-04 Completed 100% $38.60 $34.80 -9.84% Stop
2013-06-25 2013-07-18 Interest 100% $1.00 $1.00 0.16% Interest Income
2013-02-19 2013-06-25 Completed 100% $32.55 $34.16 4.96% Stop
2012-01-31 2013-02-19 Interest 100% $1.00 $1.02 1.89% Interest Income
2012-01-27 2012-01-31 Completed 100% $22.21 $22.66 2.03% Signal
2011-11-02 2012-01-27 Interest 100% $1.00 $1.00 0.46% Interest Income
2011-10-05 2011-11-02 Completed 100% $17.82 $22.34 25.36% Stop
2011-09-13 2011-10-05 Interest 100% $1.00 $1.00 0.12% Interest Income
2011-08-26 2011-09-13 Completed 100% $21.79 $20.05 -7.97% Stop
2011-08-04 2011-08-26 Interest 100% $1.00 $1.00 0.14% Interest Income
2011-06-29 2011-08-04 Completed 100% $30.28 $27.04 -10.71% Stop
2011-06-07 2011-06-29 Interest 100% $1.00 $1.00 0.19% Interest Income
2011-04-15 2011-06-07 Completed 100% $32.92 $28.39 -13.77% Stop
2011-03-24 2011-04-15 Interest 100% $1.00 $1.00 0.22% Interest Income
2010-09-24 2011-03-24 Completed 100% $28.49 $32.55 14.25% Stop
2010-04-15 2010-09-24 Interest 100% $1.00 $1.01 1.38% Interest Income
2010-04-13 2010-04-15 Completed 100% $34.10 $36.83 8.01% Signal
2009-08-12 2010-04-13 Interest 100% $1.00 $1.02 2.35% Interest Income
2009-08-11 2009-08-12 Completed 100% $29.01 $27.83 -4.07% Stop
2009-03-20 2009-08-11 Interest 100% $1.00 $1.01 1.30% Interest Income
2009-03-17 2009-03-20 Completed 100% $19.04 $20.74 8.91% Signal
2007-12-18 2009-03-17 Interest 100% $1.00 $1.04 4.39% Interest Income
2007-11-16 2007-12-18 Completed 100% $242.82 $217.84 -10.29% Signal
2007-10-25 2007-11-16 Interest 100% $1.00 $1.00 0.27% Interest Income
2007-08-20 2007-10-25 Completed 100% $337.49 $287.56 -14.80% Stop
2007-07-27 2007-08-20 Interest 100% $1.00 $1.00 0.30% Interest Income
2006-04-20 2007-07-27 Completed 100% $312.77 $324.82 3.85% Stop
2005-11-16 2006-04-20 Interest 100% $1.00 $1.02 1.89% Interest Income
2005-11-11 2005-11-16 Completed 100% $306.06 $306.71 0.21% Signal
2005-04-14 2005-11-11 Interest 100% $1.00 $1.02 2.46% Interest Income
2004-08-09 2005-04-14 Completed 100% $264.36 $285.66 8.06% Signal
2004-07-16 2004-08-09 Interest 100% $1.00 $1.00 0.28% Interest Income
2003-10-06 2004-07-16 Completed 100% $278.85 $268.74 -3.63% Stop
2003-03-25 2003-10-06 Interest 100% $1.00 $1.02 2.09% Interest Income
2003-03-21 2003-03-25 Completed 100% $209.19 $208.49 -0.33% Signal
2002-03-14 2003-03-21 Interest 100% $1.00 $1.04 4.47% Interest Income
2002-03-06 2002-03-14 Completed 100% $256.17 $258.73 1.00% Signal
2001-12-28 2002-03-06 Interest 100% $1.00 $1.01 0.87% Interest Income
2001-10-01 2001-12-28 Completed 100% $216.14 $271.26 25.50% Signal
2001-08-31 2001-10-01 Interest 100% $1.00 $1.00 0.30% Interest Income
2001-04-17 2001-08-31 Completed 100% $247.10 $241.31 -2.34% Stop
2001-03-23 2001-04-17 Interest 100% $1.00 $1.00 0.31% Interest Income
2001-03-19 2001-03-23 Completed 100% $242.63 $218.65 -9.88% Stop
2001-02-23 2001-03-19 Interest 100% $1.00 $1.00 0.31% Interest Income
2000-12-18 2001-02-23 Completed 100% $258.84 $255.53 -1.28% Stop
2000-11-24 2000-12-18 Interest 100% $1.00 $1.00 0.34% Interest Income
2000-11-02 2000-11-24 Completed 100% $275.92 $253.25 -8.21% Stop
2000-10-11 2000-11-02 Interest 100% $1.00 $1.00 0.35% Interest Income
2000-03-15 2000-10-11 Completed 100% $192.84 $262.39 36.07% Stop
2000-02-22 2000-03-15 Interest 100% $1.00 $1.00 0.39% Interest Income
1999-09-09 2000-02-22 Completed 100% $172.34 $200.91 16.58% Stop
1999-07-21 1999-09-09 Interest 100% $1.00 $1.01 0.80% Interest Income
1999-06-17 1999-07-21 Completed 100% $176.44 $191.95 8.79% Signal
1999-05-25 1999-06-17 Interest 100% $1.00 $1.00 0.36% Interest Income
1999-02-08 1999-05-25 Completed 100% $139.85 $167.23 19.58% Stop
1999-01-14 1999-02-08 Interest 100% $1.00 $1.00 0.29% Interest Income
1998-10-28 1999-01-14 Completed 100% $111.31 $133.76 20.17% Stop
1998-10-06 1998-10-28 Interest 100% $1.00 $1.00 0.28% Interest Income
1998-09-25 1998-10-06 Completed 100% $99.96 $88.60 -11.36% Stop
1998-09-02 1998-09-25 Interest 100% $1.00 $1.00 0.30% Interest Income
1998-08-28 1998-09-02 Completed 100% $131.30 $110.83 -15.59% Stop
1998-08-06 1998-08-28 Interest 100% $1.00 $1.00 0.33% Interest Income
1998-05-20 1998-08-06 Completed 100% $164.73 $159.93 -2.92% Stop
1998-04-28 1998-05-20 Interest 100% $1.00 $1.00 0.35% Interest Income
1998-02-04 1998-04-28 Completed 100% $134.45 $158.02 17.53% Stop
1998-01-12 1998-02-04 Interest 100% $1.00 $1.00 0.34% Interest Income
1997-11-20 1998-01-12 Completed 100% $126.34 $115.06 -8.93% Stop
1997-10-29 1997-11-20 Interest 100% $1.00 $1.00 0.36% Interest Income
1997-04-23 1997-10-29 Completed 100% $84.59 $119.15 40.85% Stop
1997-04-01 1997-04-23 Interest 100% $1.00 $1.00 0.42% Interest Income
1996-08-08 1997-04-01 Completed 100% $57.43 $80.39 39.96% Stop
1996-07-17 1996-08-08 Interest 100% $1.00 $1.00 0.42% Interest Income
1996-05-03 1996-07-17 Completed 100% $48.58 $51.60 6.22% Stop
1996-04-11 1996-05-03 Interest 100% $1.00 $1.00 0.41% Interest Income
1995-09-08 1996-04-11 Completed 100% $40.26 $49.85 23.84% Stop
1995-07-12 1995-09-08 Interest 100% $1.00 $1.01 1.02% Interest Income
1995-07-10 1995-07-12 Completed 100% $37.63 $37.43 -0.54% Signal
1995-02-07 1995-07-10 Interest 100% $1.00 $1.03 2.79% Interest Income
1995-02-02 1995-02-07 Completed 100% $29.72 $31.75 6.85% Signal
1994-11-23 1995-02-02 Interest 100% $1.00 $1.01 1.44% Interest Income
1994-10-28 1994-11-23 Completed 100% $27.11 $25.20 -7.03% Signal
1994-10-06 1994-10-28 Interest 100% $1.00 $1.00 0.47% Interest Income
1994-06-07 1994-10-06 Completed 100% $26.59 $25.39 -4.49% Stop
1994-05-13 1994-06-07 Interest 100% $1.00 $1.00 0.44% Interest Income
1994-03-24 1994-05-13 Completed 100% $30.57 $26.09 -14.66% Stop
1994-03-02 1994-03-24 Interest 100% $1.00 $1.00 0.40% Interest Income
1993-11-26 1994-03-02 Completed 100% $32.07 $28.27 -11.85% Stop
1993-11-03 1993-11-26 Interest 100% $1.00 $1.00 0.35% Interest Income
1993-05-19 1993-11-03 Completed 100% $26.66 $33.76 26.66% Stop
1993-04-27 1993-05-19 Interest 100% $1.00 $1.00 0.37% Interest Income
1992-05-04 1993-04-27 Completed 100% $16.20 $24.86 53.48% Stop
1992-04-09 1992-05-04 Interest 100% $1.00 $1.00 0.46% Interest Income
1991-10-29 1992-04-09 Completed 100% $13.70 $14.32 4.54% Stop
1991-04-10 1991-10-29 Interest 100% $1.00 $1.04 4.38% Interest Income
1990-10-12 1991-04-10 Completed 100% $7.04 $11.74 66.69% Signal
1990-09-20 1990-10-12 Interest 100% $1.00 $1.01 0.54% Interest Income
1990-09-18 1990-09-20 Completed 100% $9.36 $7.94 -15.15% Stop
1990-08-24 1990-09-18 Interest 100% $1.00 $1.01 0.54% Interest Income
1990-08-15 1990-08-24 Completed 100% $11.48 $10.40 -9.47% Stop
1990-07-24 1990-08-15 Interest 100% $1.00 $1.01 0.52% Interest Income
1990-04-26 1990-07-24 Completed 100% $10.85 $12.48 15.04% Stop
1987-12-31 1990-04-26 Interest 100% $1.00 $1.20 19.63% Interest Income
1987-12-29 1987-12-31 Completed 100% $8.47 $8.55 1.03% Signal
1987-12-04 1987-12-29 Interest 100% $1.00 $1.00 0.49% Interest Income
1987-11-11 1987-12-04 Completed 100% $9.43 $8.21 -12.96% Stop
1987-10-20 1987-11-11 Interest 100% $1.00 $1.00 0.49% Interest Income
1987-05-07 1987-10-20 Completed 100% $13.97 $12.22 -12.54% Stop
1987-04-14 1987-05-07 Interest 100% $1.00 $1.00 0.49% Interest Income
1986-10-08 1987-04-14 Completed 100% $13.99 $15.00 7.27% Stop
1986-09-16 1986-10-08 Interest 100% $1.00 $1.00 0.49% Interest Income
1985-10-30 1986-09-16 Completed 100% $9.27 $12.97 39.91% Stop
1985-10-08 1985-10-30 Interest 100% $1.00 $1.00 0.49% Interest Income
1985-05-16 1985-10-08 Completed 100% $9.29 $8.71 -6.18% Stop
1985-03-29 1985-05-16 Interest 100% $1.00 $1.01 1.01% Interest Income
1984-06-15 1985-03-29 Completed 100% $7.38 $9.01 22.19% Signal
1984-05-23 1984-06-15 Interest 100% $1.00 $1.00 0.49% Interest Income
1984-03-19 1984-05-23 Completed 100% $8.31 $6.97 -16.11% Stop
1984-02-24 1984-03-19 Interest 100% $1.00 $1.00 0.49% Interest Income
1983-06-22 1984-02-24 Completed 100% $7.57 $7.97 5.34% Stop
1983-05-16 1983-06-22 Interest 100% $1.00 $1.01 0.79% Interest Income
1983-05-12 1983-05-16 Completed 100% $7.42 $7.31 -1.43% Signal
1982-04-22 1983-05-12 Interest 100% $1.00 $1.08 8.46% Interest Income
1982-03-24 1982-04-22 Completed 100% $4.55 $4.68 2.80% Signal
1982-03-02 1982-03-24 Interest 100% $1.00 $1.00 0.49% Interest Income
1982-02-03 1982-03-02 Completed 100% $5.21 $4.51 -13.47% Stop
1982-01-12 1982-02-03 Interest 100% $1.00 $1.00 0.49% Interest Income
1981-11-04 1982-01-12 Completed 100% $6.29 $5.40 -14.19% Stop
1981-10-09 1981-11-04 Interest 100% $1.00 $1.01 0.55% Interest Income
1981-10-07 1981-10-09 Completed 100% $5.80 $6.08 4.76% Signal
1981-03-27 1981-10-07 Interest 100% $1.00 $1.04 4.15% Interest Income
1981-03-25 1981-03-27 Completed 100% $5.99 $6.12 2.13% Signal
1981-01-02 1981-03-25 Interest 100% $1.00 $1.02 1.74% Interest Income
1980-12-29 1981-01-02 Completed 100% $5.12 $5.19 1.24% Signal
1980-09-12 1980-12-29 Interest 100% $1.00 $1.02 2.24% Interest Income
1980-09-10 1980-09-12 Completed 100% $5.78 $5.65 -2.21% Signal
1979-03-14 1980-09-10 Interest 100% $1.00 $1.12 12.11% Interest Income

Return Distribution Analysis

Return Distribution