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DASHBOARDS: Portfolio Hub Market Pulse Performance

C

Citigroup Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for C (Citigroup Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -75.4% (compared to the benchmark's drawdown of -98.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.7%, compared to a Buy-and-Hold benchmark return of 6.6%. The strategy executed 88 total trades.

* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.

C Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR35.89%41.75%2.84%18.35%-2.98%15.02%6.65%6.64%
Sharpe Ratio1.121.220.120.58-0.140.420.270.16
Max Drawdown-15.64%-14.76%-46.31%-44.31%-71.34%-56.51%-75.37%-98.00%
% Time Invested93.7%100.0%61.3%100.0%51.6%100.0%59.1%100.0%
Trades / Year0.00.01.80.02.00.01.90.0

Cumulative Growth Performance

Return Distribution Analysis

Return Distribution

Trade History

This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.

Entry DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2026-03-09 2026-03-31 Interest (CASH) 100% $1.00 $1.00 0.23% Interest Income
2025-04-30 2026-03-09 Completed 100% $65.49 $103.96 58.66% Stop
2025-04-07 2025-04-30 Interest (CASH) 100% $1.00 $1.00 0.27% Interest Income
2025-03-27 2025-04-07 Completed 100% $70.81 $54.48 -23.10% Stop
2025-03-05 2025-03-27 Interest (CASH) 100% $1.00 $1.00 0.27% Interest Income
2024-08-28 2025-03-05 Completed 100% $58.59 $70.43 20.15% Stop
2024-08-06 2024-08-28 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
2024-04-25 2024-08-06 Completed 100% $57.99 $53.85 -7.18% Stop
2023-03-23 2024-04-25 Interest (CASH) 100% $1.00 $1.06 5.92% Interest Income
2023-01-05 2023-03-23 Completed 100% $41.46 $39.73 -4.23% Stop
2022-09-06 2023-01-05 Interest (CASH) 100% $1.00 $1.01 1.31% Interest Income
2022-08-08 2022-09-06 Completed 100% $45.61 $42.98 -5.82% Signal
2022-07-15 2022-08-08 Interest (CASH) 100% $1.00 $1.00 0.16% Interest Income
2022-06-06 2022-07-15 Completed 100% $45.02 $40.85 -9.31% Stop
2022-05-12 2022-06-06 Interest (CASH) 100% $1.00 $1.00 0.07% Interest Income
2022-03-25 2022-05-12 Completed 100% $48.63 $41.07 -15.58% Stop
2022-03-03 2022-03-25 Interest (CASH) 100% $1.00 $1.00 0.03% Interest Income
2021-12-27 2022-03-03 Completed 100% $51.55 $50.54 -2.01% Stop
2021-12-02 2021-12-27 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2021-07-14 2021-12-02 Completed 100% $58.87 $54.06 -8.21% Stop
2021-06-21 2021-07-14 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2021-05-27 2021-06-21 Completed 100% $66.04 $57.56 -12.88% Stop
2020-06-12 2021-05-27 Interest (CASH) 100% $1.00 $1.00 0.08% Interest Income
2020-06-08 2020-06-12 Completed 100% $49.13 $41.63 -15.31% Stop
2020-05-14 2020-06-08 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2020-04-27 2020-05-14 Completed 100% $35.40 $32.39 -8.55% Stop
2020-04-02 2020-04-27 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2020-03-19 2020-04-02 Completed 100% $28.42 $30.74 8.09% Stop
2020-02-26 2020-03-19 Interest (CASH) 100% $1.00 $1.00 0.04% Interest Income
2020-01-03 2020-02-26 Completed 100% $63.53 $56.11 -11.72% Stop
2019-03-25 2020-01-03 Interest (CASH) 100% $1.00 $1.02 1.56% Interest Income
2019-03-19 2019-03-25 Completed 100% $51.81 $47.54 -8.29% Stop
2019-02-20 2019-03-19 Interest (CASH) 100% $1.00 $1.00 0.18% Interest Income
2019-01-09 2019-02-20 Completed 100% $43.12 $50.28 16.53% Signal
2018-12-14 2019-01-09 Interest (CASH) 100% $1.00 $1.00 0.15% Interest Income
2018-11-15 2018-12-14 Completed 100% $48.74 $42.37 -13.13% Stop
2018-10-24 2018-11-15 Interest (CASH) 100% $1.00 $1.00 0.15% Interest Income
2018-04-18 2018-10-24 Completed 100% $53.08 $50.29 -5.31% Stop
2018-03-26 2018-04-18 Interest (CASH) 100% $1.00 $1.00 0.11% Interest Income
2017-03-16 2018-03-26 Completed 100% $45.70 $52.55 14.93% Stop
2016-04-21 2017-03-16 Interest (CASH) 100% $1.00 $1.00 0.35% Interest Income
2016-03-08 2016-04-21 Completed 100% $31.21 $34.65 10.95% Signal
2016-02-12 2016-03-08 Interest (CASH) 100% $1.00 $1.00 0.02% Interest Income
2016-02-03 2016-02-12 Completed 100% $30.10 $26.68 -11.41% Stop
2016-01-11 2016-02-03 Interest (CASH) 100% $1.00 $1.00 0.02% Interest Income
2015-09-17 2016-01-11 Completed 100% $38.88 $34.44 -11.46% Stop
2015-08-25 2015-09-17 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2015-02-09 2015-08-25 Completed 100% $36.04 $38.94 8.00% Stop
2015-01-15 2015-02-09 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2014-02-27 2015-01-15 Completed 100% $35.44 $35.44 -0.05% Stop
2014-02-04 2014-02-27 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2013-07-18 2014-02-04 Completed 100% $38.42 $34.64 -9.88% Stop
2013-06-25 2013-07-18 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2013-02-07 2013-06-25 Completed 100% $31.75 $34.00 7.04% Stop
2012-05-15 2013-02-07 Interest (CASH) 100% $1.00 $1.00 0.07% Interest Income
2012-01-27 2012-05-15 Completed 100% $22.10 $20.88 -5.58% Stop
2011-12-08 2012-01-27 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2011-11-25 2011-12-08 Completed 100% $17.38 $21.53 23.85% Signal
2011-11-02 2011-11-25 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2011-10-05 2011-11-02 Completed 100% $17.74 $22.24 25.30% Stop
2011-09-13 2011-10-05 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2011-08-26 2011-09-13 Completed 100% $21.68 $19.96 -8.01% Stop
2011-08-04 2011-08-26 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2011-06-29 2011-08-04 Completed 100% $30.14 $26.91 -10.75% Stop
2011-06-07 2011-06-29 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2011-04-15 2011-06-07 Completed 100% $32.77 $28.26 -13.81% Stop
2011-03-24 2011-04-15 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2010-09-07 2011-03-24 Completed 100% $28.51 $32.40 13.60% Stop
2010-04-28 2010-09-07 Interest (CASH) 100% $1.00 $1.00 0.05% Interest Income
2010-04-13 2010-04-28 Completed 100% $33.94 $32.47 -4.38% Stop
2009-08-12 2010-04-13 Interest (CASH) 100% $1.00 $1.00 0.07% Interest Income
2009-08-11 2009-08-12 Completed 100% $28.87 $27.70 -4.12% Stop
2009-03-31 2009-08-11 Interest (CASH) 100% $1.00 $1.00 0.06% Interest Income
2009-03-17 2009-03-31 Completed 100% $18.95 $18.73 -1.21% Stop
2007-12-18 2009-03-17 Interest (CASH) 100% $1.00 $1.02 1.55% Interest Income
2007-11-16 2007-12-18 Completed 100% $241.67 $216.81 -10.33% Signal
2007-10-25 2007-11-16 Interest (CASH) 100% $1.00 $1.00 0.23% Interest Income
2007-08-20 2007-10-25 Completed 100% $335.90 $286.20 -14.84% Stop
2007-07-27 2007-08-20 Interest (CASH) 100% $1.00 $1.00 0.29% Interest Income
2005-11-11 2007-07-27 Completed 100% $304.62 $323.29 6.07% Stop
2005-05-13 2005-11-11 Interest (CASH) 100% $1.00 $1.02 1.70% Interest Income
2004-08-09 2005-05-13 Completed 100% $263.11 $292.00 10.92% Signal
2004-07-16 2004-08-09 Interest (CASH) 100% $1.00 $1.00 0.09% Interest Income
2003-03-21 2004-07-16 Completed 100% $208.21 $267.48 28.40% Stop
2002-04-23 2003-03-21 Interest (CASH) 100% $1.00 $1.01 1.36% Interest Income
2002-03-06 2002-04-23 Completed 100% $254.96 $241.15 -5.46% Stop
2002-01-16 2002-03-06 Interest (CASH) 100% $1.00 $1.00 0.23% Interest Income
2001-10-01 2002-01-16 Completed 100% $215.12 $260.98 21.26% Signal
2001-08-31 2001-10-01 Interest (CASH) 100% $1.00 $1.00 0.17% Interest Income
2001-04-17 2001-08-31 Completed 100% $245.94 $240.18 -2.39% Stop
2001-03-23 2001-04-17 Interest (CASH) 100% $1.00 $1.00 0.26% Interest Income
2001-03-19 2001-03-23 Completed 100% $241.48 $217.62 -9.93% Stop
2001-02-23 2001-03-19 Interest (CASH) 100% $1.00 $1.00 0.29% Interest Income
2000-12-18 2001-02-23 Completed 100% $257.62 $254.33 -1.33% Stop
2000-11-24 2000-12-18 Interest (CASH) 100% $1.00 $1.00 0.38% Interest Income
2000-11-02 2000-11-24 Completed 100% $274.62 $252.06 -8.26% Stop
2000-10-11 2000-11-02 Interest (CASH) 100% $1.00 $1.00 0.39% Interest Income
2000-03-15 2000-10-11 Completed 100% $191.94 $261.16 36.00% Stop
2000-02-22 2000-03-15 Interest (CASH) 100% $1.00 $1.00 0.36% Interest Income
1999-09-07 2000-02-22 Completed 100% $176.85 $199.96 13.01% Stop
1999-07-27 1999-09-07 Interest (CASH) 100% $1.00 $1.01 0.55% Interest Income
1999-06-17 1999-07-27 Completed 100% $175.61 $185.01 5.30% Signal
1999-05-25 1999-06-17 Interest (CASH) 100% $1.00 $1.00 0.29% Interest Income
1999-02-08 1999-05-25 Completed 100% $139.19 $166.44 19.52% Stop
1999-01-14 1999-02-08 Interest (CASH) 100% $1.00 $1.00 0.28% Interest Income
1998-10-28 1999-01-14 Completed 100% $110.79 $133.13 20.11% Stop
1998-10-06 1998-10-28 Interest (CASH) 100% $1.00 $1.00 0.25% Interest Income
1998-09-25 1998-10-06 Completed 100% $99.48 $88.18 -11.40% Stop
1998-09-02 1998-09-25 Interest (CASH) 100% $1.00 $1.00 0.30% Interest Income
1998-08-28 1998-09-02 Completed 100% $130.68 $110.31 -15.63% Stop
1998-08-06 1998-08-28 Interest (CASH) 100% $1.00 $1.00 0.31% Interest Income
1998-05-20 1998-08-06 Completed 100% $163.96 $159.18 -2.97% Stop
1998-04-28 1998-05-20 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1998-02-04 1998-04-28 Completed 100% $133.82 $157.28 17.48% Stop
1998-01-12 1998-02-04 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1997-11-20 1998-01-12 Completed 100% $125.75 $114.52 -8.98% Stop
1997-10-29 1997-11-20 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
1997-04-23 1997-10-29 Completed 100% $84.20 $118.59 40.78% Stop
1997-04-01 1997-04-23 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
1996-08-08 1997-04-01 Completed 100% $57.16 $80.01 39.89% Stop
1996-07-17 1996-08-08 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
1996-05-03 1996-07-17 Completed 100% $48.35 $51.36 6.17% Stop
1996-04-11 1996-05-03 Interest (CASH) 100% $1.00 $1.00 0.31% Interest Income
1995-02-02 1996-04-11 Completed 100% $29.58 $49.62 67.68% Stop
1994-12-06 1995-02-02 Interest (CASH) 100% $1.00 $1.01 0.90% Interest Income
1994-10-28 1994-12-06 Completed 100% $26.98 $26.90 -0.36% Signal
1994-10-06 1994-10-28 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1994-06-07 1994-10-06 Completed 100% $26.46 $25.28 -4.53% Stop
1994-05-13 1994-06-07 Interest (CASH) 100% $1.00 $1.00 0.27% Interest Income
1994-03-24 1994-05-13 Completed 100% $30.42 $25.96 -14.70% Stop
1994-03-02 1994-03-24 Interest (CASH) 100% $1.00 $1.00 0.22% Interest Income
1993-11-26 1994-03-02 Completed 100% $31.92 $28.14 -11.89% Stop
1993-11-03 1993-11-26 Interest (CASH) 100% $1.00 $1.00 0.20% Interest Income
1993-05-19 1993-11-03 Completed 100% $26.53 $33.60 26.59% Stop
1993-04-27 1993-05-19 Interest (CASH) 100% $1.00 $1.00 0.19% Interest Income
1992-05-04 1993-04-27 Completed 100% $16.12 $24.74 53.40% Stop
1992-04-09 1992-05-04 Interest (CASH) 100% $1.00 $1.00 0.23% Interest Income
1991-10-23 1992-04-09 Completed 100% $13.21 $14.26 7.90% Stop
1991-04-24 1991-10-23 Interest (CASH) 100% $1.00 $1.03 2.76% Interest Income
1990-10-12 1991-04-24 Completed 100% $7.01 $11.35 61.86% Signal
1990-09-20 1990-10-12 Interest (CASH) 100% $1.00 $1.00 0.46% Interest Income
1990-09-18 1990-09-20 Completed 100% $9.31 $7.90 -15.19% Stop
1990-08-24 1990-09-18 Interest (CASH) 100% $1.00 $1.00 0.47% Interest Income
1990-08-15 1990-08-24 Completed 100% $11.43 $10.35 -9.51% Stop
1990-07-24 1990-08-15 Interest (CASH) 100% $1.00 $1.00 0.47% Interest Income
1990-04-25 1990-07-24 Completed 100% $10.43 $12.43 19.11% Stop
1988-01-04 1990-04-25 Interest (CASH) 100% $1.00 $1.19 19.16% Interest Income
1987-12-29 1988-01-04 Completed 100% $8.43 $8.48 0.59% Signal
1987-12-04 1987-12-29 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-11-11 1987-12-04 Completed 100% $9.38 $8.17 -13.01% Stop
1987-10-20 1987-11-11 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-05-07 1987-10-20 Completed 100% $13.91 $12.16 -12.59% Stop
1987-04-14 1987-05-07 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1986-10-08 1987-04-14 Completed 100% $13.92 $14.93 7.21% Stop
1986-09-16 1986-10-08 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1985-10-30 1986-09-16 Completed 100% $9.22 $12.90 39.84% Stop
1985-10-08 1985-10-30 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1985-05-15 1985-10-08 Completed 100% $9.22 $8.67 -6.01% Stop
1985-04-01 1985-05-15 Interest (CASH) 100% $1.00 $1.01 0.93% Interest Income
1984-06-15 1985-04-01 Completed 100% $7.34 $9.01 22.71% Signal
1984-05-23 1984-06-15 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1984-03-19 1984-05-23 Completed 100% $8.27 $6.94 -16.15% Stop
1984-02-24 1984-03-19 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1983-09-02 1984-02-24 Completed 100% $6.94 $7.93 14.27% Stop
1983-08-11 1983-09-02 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1983-05-12 1983-08-11 Completed 100% $7.38 $6.71 -9.21% Stop
1982-04-23 1983-05-12 Interest (CASH) 100% $1.00 $1.08 8.31% Interest Income
1982-03-24 1982-04-23 Completed 100% $4.53 $4.70 3.69% Signal
1982-03-02 1982-03-24 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1982-02-03 1982-03-02 Completed 100% $5.18 $4.48 -13.51% Stop
1982-01-12 1982-02-03 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1981-11-27 1982-01-12 Completed 100% $5.75 $5.37 -6.66% Stop
1981-11-04 1981-11-27 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1980-12-29 1981-11-04 Completed 100% $5.10 $6.26 22.76% Stop
1980-09-29 1980-12-29 Interest (CASH) 100% $1.00 $1.02 1.87% Interest Income
1980-09-10 1980-09-29 Completed 100% $5.75 $5.39 -6.30% Stop
1979-03-14 1980-09-10 Interest (CASH) 100% $1.00 $1.12 11.94% Interest Income