Moving Average (50/200)
DJP
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
DJP Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 5.60% | 0.03% | 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 | 0.43 | 0.00 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -29.04% | -78.35% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 50.7% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.2 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-01-17 | 2026-04-07 | OPEN | 100% | $33.84 | $48.88 | 44.44% | Mark-to-Market |
| 2024-12-23 | 2025-01-17 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-10-29 | 2024-12-23 | COMPLETED | 100% | $31.73 | $31.57 | -0.50% | Signal |
| 2024-08-28 | 2024-10-29 | INTEREST | 100% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2024-05-07 | 2024-08-28 | COMPLETED | 100% | $32.32 | $30.65 | -5.17% | Signal |
| 2024-04-11 | 2024-05-07 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-04-09 | 2024-04-11 | COMPLETED | 100% | $32.56 | $32.36 | -0.61% | Signal |
| 2023-12-22 | 2024-04-09 | INTEREST | 100% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2023-09-11 | 2023-12-22 | COMPLETED | 100% | $32.76 | $30.72 | -6.23% | Signal |
| 2023-04-21 | 2023-09-11 | INTEREST | 100% | $1.00 | $1.01 | 1.46% | Interest Income |
| 2023-04-19 | 2023-04-21 | COMPLETED | 100% | $32.27 | $31.90 | -1.15% | Signal |
| 2022-10-05 | 2023-04-19 | INTEREST | 100% | $1.00 | $1.02 | 1.96% | Interest Income |
| 2022-07-26 | 2022-10-05 | COMPLETED | 100% | $35.79 | $34.42 | -3.83% | Signal |
| 2022-07-01 | 2022-07-26 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-09-29 | 2022-07-01 | COMPLETED | 100% | $19.38 | $35.10 | 81.11% | Stop |
| 2020-09-04 | 2020-09-29 | INTEREST | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-09-02 | 2020-09-04 | COMPLETED | 100% | $20.50 | $20.05 | -2.20% | Signal |
| 2020-07-13 | 2020-09-02 | INTEREST | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-07-09 | 2020-07-13 | COMPLETED | 100% | $18.34 | $18.15 | -1.04% | Signal |
| 2020-02-26 | 2020-07-09 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2019-12-19 | 2020-02-26 | COMPLETED | 100% | $22.62 | $20.58 | -9.02% | Signal |
| 2018-08-01 | 2019-12-19 | INTEREST | 100% | $1.00 | $1.03 | 3.34% | Interest Income |
| 2017-10-26 | 2018-08-01 | COMPLETED | 100% | $23.72 | $23.52 | -0.84% | Signal |
| 2017-07-07 | 2017-10-26 | INTEREST | 100% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2017-07-05 | 2017-07-07 | COMPLETED | 100% | $22.66 | $22.52 | -0.62% | Signal |
| 2017-04-28 | 2017-07-05 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2016-06-01 | 2017-04-28 | COMPLETED | 100% | $23.38 | $23.09 | -1.24% | Signal |
| 2014-08-21 | 2016-06-01 | INTEREST | 100% | $1.00 | $1.04 | 3.79% | Interest Income |
| 2014-03-05 | 2014-08-21 | COMPLETED | 100% | $39.89 | $36.36 | -8.85% | Signal |
| 2013-12-16 | 2014-03-05 | INTEREST | 100% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2013-12-12 | 2013-12-16 | COMPLETED | 100% | $37.20 | $36.99 | -0.56% | Signal |
| 2013-02-07 | 2013-12-12 | INTEREST | 100% | $1.00 | $1.02 | 2.01% | Interest Income |
| 2012-09-19 | 2013-02-07 | COMPLETED | 100% | $44.05 | $42.14 | -4.34% | Signal |
| 2012-08-27 | 2012-09-19 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2012-08-23 | 2012-08-27 | COMPLETED | 100% | $43.81 | $43.22 | -1.35% | Signal |
| 2011-08-11 | 2012-08-23 | INTEREST | 100% | $1.00 | $1.02 | 2.00% | Interest Income |
| 2010-09-21 | 2011-08-11 | COMPLETED | 100% | $41.63 | $46.68 | 12.13% | Signal |
| 2010-06-18 | 2010-09-21 | INTEREST | 100% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2010-06-16 | 2010-06-18 | COMPLETED | 100% | $38.61 | $38.71 | 0.26% | Signal |
| 2010-05-20 | 2010-06-16 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-07-07 | 2010-05-20 | COMPLETED | 100% | $35.75 | $36.93 | 3.30% | Stop |
| 2008-09-11 | 2009-07-07 | INTEREST | 100% | $1.00 | $1.03 | 2.56% | Interest Income |
| 2008-08-18 | 2008-09-11 | COMPLETED | 100% | $57.42 | $53.26 | -7.24% | Signal |
| 2008-07-25 | 2008-08-18 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2007-08-17 | 2008-07-25 | COMPLETED | 100% | $49.11 | $62.45 | 27.16% | Stop |
| 2007-08-15 | 2007-08-17 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
