C
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
C Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 35.89% | 41.75% | 16.77% | 18.35% | 12.73% | 15.02% | 8.24% | 6.64% |
| Sharpe Ratio | 1.12 | 1.22 | 0.70 | 0.58 | 0.58 | 0.42 | 0.34 | 0.16 |
| Max Drawdown | -15.64% | -14.76% | -33.91% | -44.31% | -33.91% | -56.51% | -57.76% | -98.00% |
| % Time Invested | 93.7% | 100.0% | 61.1% | 100.0% | 62.4% | 100.0% | 60.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.4 | 0.0 | 1.6 | 0.0 | 1.7 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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 Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 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 | |
| 2023-12-26 | 2024-08-06 | Completed | 100% | $47.26 | $53.85 | 13.89% | Stop | |
| 2023-08-02 | 2023-12-26 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.19% | Interest Income | |
| 2023-06-08 | 2023-08-02 | Completed | 100% | $43.26 | $42.08 | -2.79% | Signal | |
| 2023-05-10 | 2023-06-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2023-04-10 | 2023-05-10 | Completed | 100% | $41.05 | $42.74 | 4.05% | Signal | |
| 2023-03-16 | 2023-04-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2023-01-05 | 2023-03-16 | Completed | 100% | $41.46 | $40.04 | -3.47% | Stop | |
| 2021-11-12 | 2023-01-05 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.12% | Interest Income | |
| 2021-07-14 | 2021-11-12 | Completed | 100% | $58.87 | $58.89 | -0.01% | Signal | |
| 2021-06-21 | 2021-07-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-02-22 | 2021-06-21 | Completed | 100% | $54.63 | $57.56 | 5.32% | Stop | |
| 2021-01-28 | 2021-02-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-12-11 | 2021-01-28 | Completed | 100% | $49.53 | $49.82 | 0.53% | Stop | |
| 2020-03-23 | 2020-12-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2020-03-19 | 2020-03-23 | Completed | 100% | $28.42 | $30.09 | 5.81% | Signal | |
| 2020-02-26 | 2020-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2019-09-09 | 2020-02-26 | Completed | 100% | $52.77 | $56.11 | 6.28% | Stop | |
| 2019-08-15 | 2019-09-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-01-18 | 2019-08-15 | Completed | 100% | $48.66 | $48.99 | 0.63% | Stop | |
| 2018-10-29 | 2019-01-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2018-09-28 | 2018-10-29 | Completed | 100% | $55.40 | $50.02 | -9.76% | Signal | |
| 2018-05-01 | 2018-09-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2018-04-18 | 2018-05-01 | Completed | 100% | $53.08 | $51.89 | -2.30% | Signal | |
| 2018-03-26 | 2018-04-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2016-09-09 | 2018-03-26 | Completed | 100% | $35.64 | $52.55 | 47.38% | Stop | |
| 2015-10-09 | 2016-09-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2015-09-17 | 2015-10-09 | Completed | 100% | $38.88 | $38.29 | -1.55% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-04-09 | 2015-08-25 | Completed | 100% | $38.16 | $38.94 | 2.01% | Stop | |
| 2015-03-10 | 2015-04-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-02-09 | 2015-03-10 | Completed | 100% | $36.04 | $38.41 | 6.52% | Signal | |
| 2015-01-15 | 2015-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-09-08 | 2015-01-15 | Completed | 100% | $38.46 | $35.44 | -7.89% | Stop | |
| 2014-03-11 | 2014-09-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2014-02-27 | 2014-03-11 | Completed | 100% | $35.44 | $36.69 | 3.46% | Signal | |
| 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 | |
| 2012-10-05 | 2013-06-25 | Completed | 100% | $26.05 | $34.00 | 30.46% | Stop | |
| 2012-06-19 | 2012-10-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2012-05-29 | 2012-06-19 | Completed | 100% | $19.75 | $20.55 | 4.01% | Signal | |
| 2012-05-04 | 2012-05-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-01-27 | 2012-05-04 | Completed | 100% | $22.10 | $23.79 | 7.60% | Stop | |
| 2011-06-01 | 2012-01-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-04-15 | 2011-06-01 | Completed | 100% | $32.77 | $30.12 | -8.12% | Signal | |
| 2011-03-24 | 2011-04-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-07-30 | 2011-03-24 | Completed | 100% | $29.83 | $32.40 | 8.57% | Stop | |
| 2010-07-08 | 2010-07-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-28 | 2010-07-08 | Completed | 100% | $29.53 | $29.02 | -1.79% | Signal | |
| 2010-05-06 | 2010-05-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-04-13 | 2010-05-06 | Completed | 100% | $33.94 | $30.86 | -9.14% | Stop | |
| 2010-01-22 | 2010-04-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-01-11 | 2010-01-22 | Completed | 100% | $26.89 | $24.10 | -10.43% | Signal | |
| 2009-12-16 | 2010-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-11-18 | 2009-12-16 | Completed | 100% | $31.15 | $25.71 | -17.49% | Stop | |
| 2009-10-27 | 2009-11-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-09-21 | 2009-10-27 | Completed | 100% | $31.15 | $31.59 | 1.36% | Stop | |
| 2009-08-12 | 2009-09-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | 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 | |
| 2007-07-27 | 2009-03-17 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.08% | Interest Income | |
| 2005-11-11 | 2007-07-27 | Completed | 100% | $304.62 | $323.29 | 6.07% | Stop | |
| 2005-08-08 | 2005-11-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.97% | Interest Income | |
| 2005-01-03 | 2005-08-08 | Completed | 100% | $300.83 | $275.03 | -8.62% | Signal | |
| 2004-06-22 | 2005-01-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.94% | Interest Income | |
| 2003-03-07 | 2004-06-22 | Completed | 100% | $186.01 | $283.33 | 52.24% | Signal | |
| 2003-02-12 | 2003-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2002-12-23 | 2003-02-12 | Completed | 100% | $217.55 | $186.24 | -14.44% | Stop | |
| 2002-05-28 | 2002-12-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.91% | Interest Income | |
| 2002-05-15 | 2002-05-28 | Completed | 100% | $242.14 | $241.34 | -0.38% | Signal | |
| 2002-04-23 | 2002-05-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-03-06 | 2002-04-23 | Completed | 100% | $254.96 | $241.15 | -5.46% | Stop | |
| 2002-02-05 | 2002-03-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2001-10-03 | 2002-02-05 | Completed | 100% | $220.40 | $241.68 | 9.60% | Stop | |
| 2001-08-24 | 2001-10-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2001-06-27 | 2001-08-24 | Completed | 100% | $275.28 | $248.99 | -9.60% | Signal | |
| 2001-03-23 | 2001-06-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.98% | 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 | |
| 1999-09-02 | 2000-02-22 | Completed | 100% | $170.32 | $199.96 | 17.35% | Stop | |
| 1999-08-11 | 1999-09-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-06-17 | 1999-08-11 | Completed | 100% | $175.61 | $164.75 | -6.23% | Stop | |
| 1999-05-25 | 1999-06-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1999-03-01 | 1999-05-25 | Completed | 100% | $152.50 | $166.44 | 9.09% | Stop | |
| 1998-09-02 | 1999-03-01 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.14% | 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 | |
| 1994-02-08 | 1995-02-02 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.57% | Interest Income | |
| 1993-11-26 | 1994-02-08 | Completed | 100% | $31.92 | $31.42 | -1.62% | Signal | |
| 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 | |
| 1991-06-10 | 1992-04-09 | Completed | 100% | $11.77 | $14.26 | 21.06% | Stop | |
| 1991-05-16 | 1991-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1991-02-07 | 1991-05-16 | Completed | 100% | $10.88 | $10.82 | -0.59% | Stop | |
| 1990-12-07 | 1991-02-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.06% | Interest Income | |
| 1990-12-06 | 1990-12-07 | Completed | 100% | $10.03 | $9.36 | -6.65% | Stop | |
| 1990-09-20 | 1990-12-06 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.53% | 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 | |
| 1990-04-19 | 1990-07-24 | Completed | 100% | $11.04 | $12.43 | 12.55% | Stop | |
| 1990-03-27 | 1990-04-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1990-02-23 | 1990-03-27 | Completed | 100% | $9.63 | $10.19 | 5.77% | Signal | |
| 1990-01-31 | 1990-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1989-08-02 | 1990-01-31 | Completed | 100% | $10.27 | $9.54 | -7.19% | Stop | |
| 1988-12-19 | 1989-08-02 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.78% | Interest Income | |
| 1988-08-11 | 1988-12-19 | Completed | 100% | $9.82 | $8.06 | -17.89% | Stop | |
| 1987-10-20 | 1988-08-11 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.32% | Interest Income | |
| 1987-09-10 | 1987-10-20 | Completed | 100% | $14.99 | $12.16 | -18.91% | Stop | |
| 1987-05-22 | 1987-09-10 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.30% | Interest Income | |
| 1987-05-07 | 1987-05-22 | Completed | 100% | $13.91 | $12.80 | -8.02% | Signal | |
| 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 | |
| 1984-10-02 | 1985-10-08 | Completed | 100% | $8.23 | $8.67 | 5.35% | Stop | |
| 1984-05-21 | 1984-10-02 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.82% | Interest Income | |
| 1984-03-19 | 1984-05-21 | Completed | 100% | $8.27 | $7.28 | -12.06% | Signal | |
| 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 | |
| 1983-01-27 | 1983-08-11 | Completed | 100% | $5.27 | $6.71 | 27.25% | Stop | |
| 1983-01-05 | 1983-01-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-09-22 | 1983-01-05 | Completed | 100% | $5.44 | $5.16 | -5.11% | Stop | |
| 1981-09-21 | 1982-09-22 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.89% | Interest Income | |
| 1981-08-12 | 1981-09-21 | Completed | 100% | $6.24 | $5.25 | -15.97% | Stop | |
| 1981-07-21 | 1981-08-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-12-29 | 1981-07-21 | Completed | 100% | $5.10 | $6.26 | 22.76% | Stop | |
| 1980-12-03 | 1980-12-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 1980-08-14 | 1980-12-03 | Completed | 100% | $5.52 | $4.91 | -11.16% | Stop | |
| 1979-10-23 | 1980-08-14 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.32% | Interest Income | |
| 1979-05-23 | 1979-10-23 | Completed | 100% | $6.39 | $5.88 | -7.99% | Stop | |
| 1979-03-14 | 1979-05-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.45% | Interest Income | |