Moving Average (50/200)
DIA
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
DIA Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 7.00% | 8.56% | 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 | 0.58 | 0.45 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -35.50% | -51.87% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 74.5% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 0.9 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-07-11 | 2026-04-07 | OPEN | 100% | $438.65 | $465.88 | 6.21% | Mark-to-Market |
| 2025-05-06 | 2025-07-11 | INTEREST | 100% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2025-05-01 | 2025-05-06 | COMPLETED | 100% | $402.47 | $402.40 | -0.02% | Signal |
| 2025-04-08 | 2025-05-01 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2022-12-13 | 2025-04-08 | COMPLETED | 100% | $328.50 | $387.44 | 17.94% | Stop |
| 2022-03-14 | 2022-12-13 | INTEREST | 100% | $1.00 | $1.02 | 2.39% | Interest Income |
| 2020-07-31 | 2022-03-14 | COMPLETED | 100% | $238.35 | $308.36 | 29.37% | Signal |
| 2020-03-26 | 2020-07-31 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2020-03-24 | 2020-03-26 | COMPLETED | 100% | $176.27 | $192.58 | 9.25% | Signal |
| 2020-03-02 | 2020-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-03-15 | 2020-03-02 | COMPLETED | 100% | $226.06 | $229.87 | 1.68% | Stop |
| 2018-12-21 | 2019-03-15 | INTEREST | 100% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2016-04-15 | 2018-12-21 | COMPLETED | 100% | $146.98 | $199.87 | 35.99% | Stop |
| 2016-03-23 | 2016-04-15 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-03-18 | 2016-03-23 | COMPLETED | 100% | $143.82 | $143.78 | -0.03% | Signal |
| 2016-01-22 | 2016-03-18 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2015-12-10 | 2016-01-22 | COMPLETED | 100% | $142.49 | $131.26 | -7.88% | Signal |
| 2015-10-15 | 2015-12-10 | INTEREST | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2015-10-13 | 2015-10-15 | COMPLETED | 100% | $137.97 | $137.28 | -0.50% | Signal |
| 2015-08-25 | 2015-10-13 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2011-12-22 | 2015-08-25 | COMPLETED | 100% | $90.10 | $132.10 | 46.62% | Stop |
| 2011-09-02 | 2011-12-22 | INTEREST | 100% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2011-08-31 | 2011-09-02 | COMPLETED | 100% | $85.64 | $83.11 | -2.94% | Signal |
| 2011-08-09 | 2011-08-31 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-09-21 | 2011-08-09 | COMPLETED | 100% | $77.34 | $80.54 | 4.13% | Stop |
| 2010-07-13 | 2010-09-21 | INTEREST | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2009-06-29 | 2010-07-13 | COMPLETED | 100% | $58.86 | $73.76 | 25.32% | Signal |
| 2008-01-10 | 2009-06-29 | INTEREST | 100% | $1.00 | $1.05 | 5.09% | Interest Income |
| 2005-11-23 | 2008-01-10 | COMPLETED | 100% | $69.05 | $84.30 | 22.09% | Signal |
| 2005-11-01 | 2005-11-23 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2005-06-28 | 2005-11-01 | COMPLETED | 100% | $65.11 | $66.22 | 1.71% | Signal |
| 2005-06-03 | 2005-06-28 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2004-12-01 | 2005-06-03 | COMPLETED | 100% | $65.28 | $66.35 | 1.64% | Signal |
| 2004-08-19 | 2004-12-01 | INTEREST | 100% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2003-05-16 | 2004-08-19 | COMPLETED | 100% | $52.57 | $62.39 | 18.67% | Signal |
| 2003-03-25 | 2003-05-16 | INTEREST | 100% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2003-03-21 | 2003-03-25 | COMPLETED | 100% | $50.45 | $49.52 | -1.85% | Signal |
| 2002-06-27 | 2003-03-21 | INTEREST | 100% | $1.00 | $1.03 | 2.96% | Interest Income |
| 2002-03-07 | 2002-06-27 | COMPLETED | 100% | $62.70 | $54.56 | -12.98% | Stop |
| 2001-08-17 | 2002-03-07 | INTEREST | 100% | $1.00 | $1.03 | 2.54% | Interest Income |
| 2001-06-07 | 2001-08-17 | COMPLETED | 100% | $64.23 | $60.18 | -6.31% | Signal |
| 2001-03-19 | 2001-06-07 | INTEREST | 100% | $1.00 | $1.01 | 1.13% | Interest Income |
| 2001-02-07 | 2001-03-19 | COMPLETED | 100% | $63.33 | $57.39 | -9.39% | Signal |
| 2000-11-21 | 2001-02-07 | INTEREST | 100% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2000-08-31 | 2000-11-21 | COMPLETED | 100% | $64.10 | $60.58 | -5.49% | Signal |
| 2000-07-19 | 2000-08-31 | INTEREST | 100% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2000-07-17 | 2000-07-19 | COMPLETED | 100% | $61.86 | $61.68 | -0.29% | Signal |
| 2000-06-15 | 2000-07-17 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2000-05-23 | 2000-06-15 | COMPLETED | 100% | $60.52 | $61.40 | 1.45% | Signal |
| 2000-02-25 | 2000-05-23 | INTEREST | 100% | $1.00 | $1.01 | 1.47% | Interest Income |
| 1998-12-16 | 2000-02-25 | COMPLETED | 100% | $49.68 | $57.46 | 15.64% | Stop |
| 1998-10-30 | 1998-12-16 | INTEREST | 100% | $1.00 | $1.01 | 0.57% | Interest Income |
Return Distribution Analysis
