C
Citigroup Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
C Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 86.25% | 90.16% | 12.30% | 15.55% | 10.02% | 13.99% | 7.38% | 6.58% |
| Sharpe Ratio | 2.33 | 2.31 | 0.53 | 0.50 | 0.48 | 0.39 | 0.32 | 0.16 |
| Max Drawdown | -15.60% | -14.76% | -33.81% | -47.80% | -34.64% | -56.51% | -62.79% | -98.00% |
| % Time Invested | 93.3% | 100.0% | 58.3% | 100.0% | 56.7% | 100.0% | 57.5% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.8 | 0.0 | 1.9 | 0.0 | 2.0 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net 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 |
| 2023-12-26 | 2024-08-06 | Completed | 100% | $47.48 | $54.10 | 13.95% | Stop |
| 2023-08-02 | 2023-12-26 | Interest | 100% | $1.00 | $1.02 | 1.74% | Interest Income |
| 2023-06-08 | 2023-08-02 | Completed | 100% | $43.47 | $42.27 | -2.74% | Signal |
| 2023-05-10 | 2023-06-08 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2023-04-10 | 2023-05-10 | Completed | 100% | $41.25 | $42.94 | 4.10% | Signal |
| 2023-03-16 | 2023-04-10 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-02-07 | 2023-03-16 | Completed | 100% | $45.72 | $40.23 | -12.00% | Stop |
| 2023-01-09 | 2023-02-07 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-01-05 | 2023-01-09 | Completed | 100% | $41.66 | $42.72 | 2.55% | Signal |
| 2021-11-12 | 2023-01-05 | Interest | 100% | $1.00 | $1.03 | 3.18% | Interest Income |
| 2021-07-14 | 2021-11-12 | Completed | 100% | $59.15 | $59.17 | 0.04% | Signal |
| 2021-06-21 | 2021-07-14 | Interest | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-02-22 | 2021-06-21 | Completed | 100% | $54.89 | $57.84 | 5.38% | Stop |
| 2021-01-28 | 2021-02-22 | Interest | 100% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-12-11 | 2021-01-28 | Completed | 100% | $49.76 | $50.05 | 0.59% | Stop |
| 2020-03-23 | 2020-12-11 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2020-03-19 | 2020-03-23 | Completed | 100% | $28.56 | $30.23 | 5.86% | Signal |
| 2020-02-26 | 2020-03-19 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-09-09 | 2020-02-26 | Completed | 100% | $53.02 | $56.38 | 6.33% | Stop |
| 2019-08-15 | 2019-09-09 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-04-30 | 2019-08-15 | Completed | 100% | $55.62 | $49.22 | -11.51% | Stop |
| 2019-03-21 | 2019-04-30 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2019-03-19 | 2019-03-21 | Completed | 100% | $52.05 | $49.87 | -4.20% | Signal |
| 2019-01-23 | 2019-03-19 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2019-01-18 | 2019-01-23 | Completed | 100% | $48.89 | $48.43 | -0.94% | Signal |
| 2018-10-29 | 2019-01-18 | Interest | 100% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2018-09-28 | 2018-10-29 | Completed | 100% | $55.66 | $50.25 | -9.71% | Signal |
| 2018-05-01 | 2018-09-28 | Interest | 100% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2018-04-18 | 2018-05-01 | Completed | 100% | $53.33 | $52.13 | -2.25% | Signal |
| 2018-03-26 | 2018-04-18 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-09-09 | 2018-03-26 | Completed | 100% | $35.81 | $52.80 | 47.46% | Stop |
| 2015-10-09 | 2016-09-09 | Interest | 100% | $1.00 | $1.02 | 1.71% | Interest Income |
| 2015-09-17 | 2015-10-09 | Completed | 100% | $39.06 | $38.47 | -1.50% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-04-09 | 2015-08-25 | Completed | 100% | $38.34 | $39.13 | 2.06% | Stop |
| 2015-03-10 | 2015-04-09 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2015-02-09 | 2015-03-10 | Completed | 100% | $36.21 | $38.59 | 6.57% | Signal |
| 2015-01-15 | 2015-02-09 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2014-09-08 | 2015-01-15 | Completed | 100% | $38.64 | $35.61 | -7.84% | Stop |
| 2014-03-11 | 2014-09-08 | Interest | 100% | $1.00 | $1.01 | 1.27% | Interest Income |
| 2014-02-27 | 2014-03-11 | Completed | 100% | $35.61 | $36.86 | 3.51% | Signal |
| 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 |
| 2012-10-05 | 2013-06-25 | Completed | 100% | $26.17 | $34.16 | 30.53% | Stop |
| 2012-06-19 | 2012-10-05 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2012-05-29 | 2012-06-19 | Completed | 100% | $19.84 | $20.65 | 4.06% | Signal |
| 2012-05-04 | 2012-05-29 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2012-03-14 | 2012-05-04 | Completed | 100% | $26.05 | $23.91 | -8.23% | Stop |
| 2012-01-31 | 2012-03-14 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2012-01-27 | 2012-01-31 | Completed | 100% | $22.21 | $22.66 | 2.03% | Signal |
| 2011-06-01 | 2012-01-27 | Interest | 100% | $1.00 | $1.02 | 1.51% | Interest Income |
| 2011-04-15 | 2011-06-01 | Completed | 100% | $32.92 | $30.26 | -8.07% | Signal |
| 2011-03-24 | 2011-04-15 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2010-07-30 | 2011-03-24 | Completed | 100% | $29.97 | $32.55 | 8.62% | Stop |
| 2010-07-08 | 2010-07-30 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2010-06-16 | 2010-07-08 | Completed | 100% | $29.23 | $29.16 | -0.25% | Signal |
| 2010-05-24 | 2010-06-16 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2010-05-07 | 2010-05-24 | Completed | 100% | $30.12 | $28.49 | -5.39% | Stop |
| 2010-04-15 | 2010-05-07 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2010-04-13 | 2010-04-15 | Completed | 100% | $34.10 | $36.83 | 8.01% | Signal |
| 2010-01-22 | 2010-04-13 | Interest | 100% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2010-01-11 | 2010-01-22 | Completed | 100% | $27.02 | $24.21 | -10.38% | Signal |
| 2009-12-16 | 2010-01-11 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-11-18 | 2009-12-16 | Completed | 100% | $31.30 | $25.84 | -17.45% | Stop |
| 2009-10-27 | 2009-11-18 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2009-09-21 | 2009-10-27 | Completed | 100% | $31.30 | $31.74 | 1.42% | Stop |
| 2009-08-12 | 2009-09-21 | Interest | 100% | $1.00 | $1.00 | 0.36% | 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 |
| 2007-07-27 | 2009-03-17 | Interest | 100% | $1.00 | $1.06 | 6.20% | Interest Income |
| 2005-12-09 | 2007-07-27 | Completed | 100% | $310.74 | $324.82 | 4.53% | Stop |
| 2005-11-16 | 2005-12-09 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2005-11-11 | 2005-11-16 | Completed | 100% | $306.06 | $306.71 | 0.21% | Signal |
| 2005-08-08 | 2005-11-11 | Interest | 100% | $1.00 | $1.01 | 1.15% | Interest Income |
| 2005-01-03 | 2005-08-08 | Completed | 100% | $302.25 | $276.33 | -8.58% | Signal |
| 2004-06-22 | 2005-01-03 | Interest | 100% | $1.00 | $1.02 | 2.26% | Interest Income |
| 2003-03-07 | 2004-06-22 | Completed | 100% | $186.89 | $284.67 | 52.32% | Signal |
| 2003-02-12 | 2003-03-07 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2002-12-23 | 2003-02-12 | Completed | 100% | $218.58 | $187.12 | -14.39% | Stop |
| 2002-05-28 | 2002-12-23 | Interest | 100% | $1.00 | $1.02 | 2.46% | Interest Income |
| 2002-04-24 | 2002-05-28 | Completed | 100% | $244.16 | $242.48 | -0.69% | Signal |
| 2002-03-14 | 2002-04-24 | Interest | 100% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2002-03-06 | 2002-03-14 | Completed | 100% | $256.17 | $258.73 | 1.00% | Signal |
| 2002-02-05 | 2002-03-06 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2001-12-20 | 2002-02-05 | Completed | 100% | $267.80 | $242.82 | -9.33% | Stop |
| 2001-10-08 | 2001-12-20 | Interest | 100% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2001-10-03 | 2001-10-08 | Completed | 100% | $221.44 | $228.49 | 3.18% | Signal |
| 2001-08-24 | 2001-10-03 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2001-06-27 | 2001-08-24 | Completed | 100% | $276.58 | $250.17 | -9.55% | Signal |
| 2001-03-23 | 2001-06-27 | Interest | 100% | $1.00 | $1.01 | 1.35% | 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 |
| 1999-09-02 | 2000-02-22 | Completed | 100% | $171.12 | $200.91 | 17.41% | Stop |
| 1999-08-11 | 1999-09-02 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-06-17 | 1999-08-11 | Completed | 100% | $176.44 | $165.53 | -6.18% | Stop |
| 1999-05-25 | 1999-06-17 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1999-03-01 | 1999-05-25 | Completed | 100% | $153.22 | $167.23 | 9.14% | Stop |
| 1998-09-02 | 1999-03-01 | Interest | 100% | $1.00 | $1.02 | 2.27% | 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 |
| 1995-02-02 | 1996-04-11 | Completed | 100% | $29.72 | $49.85 | 67.77% | Stop |
| 1994-02-08 | 1995-02-02 | Interest | 100% | $1.00 | $1.07 | 7.16% | Interest Income |
| 1993-11-26 | 1994-02-08 | Completed | 100% | $32.07 | $31.57 | -1.57% | Signal |
| 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 |
| 1991-06-10 | 1992-04-09 | Completed | 100% | $11.83 | $14.32 | 21.12% | Stop |
| 1991-05-16 | 1991-06-10 | Interest | 100% | $1.00 | $1.00 | 0.50% | Interest Income |
| 1991-03-07 | 1991-05-16 | Completed | 100% | $12.45 | $10.87 | -12.73% | Stop |
| 1991-02-11 | 1991-03-07 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1991-02-07 | 1991-02-11 | Completed | 100% | $10.93 | $10.69 | -2.18% | Signal |
| 1990-12-07 | 1991-02-07 | Interest | 100% | $1.00 | $1.01 | 1.30% | Interest Income |
| 1990-12-06 | 1990-12-07 | Completed | 100% | $10.07 | $9.41 | -6.60% | Stop |
| 1990-09-20 | 1990-12-06 | Interest | 100% | $1.00 | $1.02 | 1.78% | 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 |
| 1990-04-19 | 1990-07-24 | Completed | 100% | $11.09 | $12.48 | 12.60% | Stop |
| 1990-03-27 | 1990-04-19 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 1990-02-23 | 1990-03-27 | Completed | 100% | $9.68 | $10.24 | 5.83% | Signal |
| 1990-01-31 | 1990-02-23 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1989-08-02 | 1990-01-31 | Completed | 100% | $10.32 | $9.58 | -7.15% | Stop |
| 1988-12-19 | 1989-08-02 | Interest | 100% | $1.00 | $1.05 | 4.84% | Interest Income |
| 1988-08-11 | 1988-12-19 | Completed | 100% | $9.86 | $8.10 | -17.85% | Stop |
| 1987-10-20 | 1988-08-11 | Interest | 100% | $1.00 | $1.06 | 6.41% | Interest Income |
| 1987-09-10 | 1987-10-20 | Completed | 100% | $15.06 | $12.22 | -18.87% | Stop |
| 1987-05-22 | 1987-09-10 | Interest | 100% | $1.00 | $1.02 | 2.33% | Interest Income |
| 1987-05-07 | 1987-05-22 | Completed | 100% | $13.97 | $12.86 | -7.98% | Signal |
| 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 |
| 1984-10-02 | 1985-10-08 | Completed | 100% | $8.27 | $8.71 | 5.40% | Stop |
| 1984-05-21 | 1984-10-02 | Interest | 100% | $1.00 | $1.03 | 2.86% | Interest Income |
| 1984-03-19 | 1984-05-21 | Completed | 100% | $8.31 | $7.31 | -12.02% | Signal |
| 1984-02-24 | 1984-03-19 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-09-02 | 1984-02-24 | Completed | 100% | $6.97 | $7.97 | 14.33% | Stop |
| 1983-08-11 | 1983-09-02 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-01-27 | 1983-08-11 | Completed | 100% | $5.29 | $6.74 | 27.31% | Stop |
| 1983-01-05 | 1983-01-27 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-09-22 | 1983-01-05 | Completed | 100% | $5.46 | $5.19 | -5.06% | Stop |
| 1981-09-21 | 1982-09-22 | Interest | 100% | $1.00 | $1.08 | 8.01% | Interest Income |
| 1981-08-13 | 1981-09-21 | Completed | 100% | $6.25 | $5.27 | -15.65% | Stop |
| 1981-07-22 | 1981-08-13 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-04-21 | 1981-07-22 | Completed | 100% | $7.04 | $6.21 | -11.78% | Stop |
| 1981-03-27 | 1981-04-21 | Interest | 100% | $1.00 | $1.00 | 0.49% | 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 |
| 1980-12-03 | 1980-12-29 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1980-08-14 | 1980-12-03 | Completed | 100% | $5.55 | $4.93 | -11.11% | Stop |
| 1979-10-23 | 1980-08-14 | Interest | 100% | $1.00 | $1.06 | 6.41% | Interest Income |
| 1979-05-23 | 1979-10-23 | Completed | 100% | $6.42 | $5.91 | -7.95% | Stop |
| 1979-03-14 | 1979-05-23 | Interest | 100% | $1.00 | $1.01 | 1.47% | Interest Income |
Return Distribution Analysis
