Moving Average (50/200)
EFA
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
EFA Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 5.42% | 6.86% | 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 | 0.41 | 0.32 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -24.85% | -61.04% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 67.8% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.0 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-05-01 | 2026-04-07 | OPEN | 100% | $82.05 | $98.35 | 19.87% | Mark-to-Market |
| 2025-04-08 | 2025-05-01 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-07 | 2025-04-08 | COMPLETED | 100% | $80.82 | $73.21 | -9.41% | Stop |
| 2024-12-20 | 2025-03-07 | INTEREST | 100% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2024-01-12 | 2024-12-20 | COMPLETED | 100% | $70.46 | $71.81 | 1.93% | Signal |
| 2023-12-19 | 2024-01-12 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-12-15 | 2023-12-19 | COMPLETED | 100% | $69.07 | $69.28 | 0.29% | Signal |
| 2023-10-13 | 2023-12-15 | INTEREST | 100% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2023-01-05 | 2023-10-13 | COMPLETED | 100% | $60.35 | $63.67 | 5.51% | Signal |
| 2022-01-24 | 2023-01-05 | INTEREST | 100% | $1.00 | $1.03 | 2.87% | Interest Income |
| 2020-08-06 | 2022-01-24 | COMPLETED | 100% | $53.90 | $66.27 | 22.96% | Signal |
| 2020-03-10 | 2020-08-06 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2019-04-09 | 2020-03-10 | COMPLETED | 100% | $53.45 | $49.49 | -7.41% | Stop |
| 2018-09-25 | 2019-04-09 | INTEREST | 100% | $1.00 | $1.02 | 1.50% | Interest Income |
| 2018-09-19 | 2018-09-25 | COMPLETED | 100% | $54.11 | $55.12 | 1.86% | Signal |
| 2018-07-12 | 2018-09-19 | INTEREST | 100% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2016-08-01 | 2018-07-12 | COMPLETED | 100% | $43.78 | $53.98 | 23.30% | Signal |
| 2016-07-08 | 2016-08-01 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2016-06-03 | 2016-07-08 | COMPLETED | 100% | $43.40 | $41.64 | -4.05% | Signal |
| 2015-10-13 | 2016-06-03 | INTEREST | 100% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2015-10-09 | 2015-10-13 | COMPLETED | 100% | $44.87 | $44.18 | -1.52% | Signal |
| 2015-08-25 | 2015-10-09 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2015-04-07 | 2015-08-25 | COMPLETED | 100% | $47.66 | $44.37 | -6.90% | Stop |
| 2014-10-07 | 2015-04-07 | INTEREST | 100% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2012-09-04 | 2014-10-07 | COMPLETED | 100% | $34.56 | $44.85 | 29.77% | Signal |
| 2012-06-01 | 2012-09-04 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2012-03-13 | 2012-06-01 | COMPLETED | 100% | $35.71 | $30.79 | -13.78% | Stop |
| 2011-08-05 | 2012-03-13 | INTEREST | 100% | $1.00 | $1.01 | 1.22% | Interest Income |
| 2010-09-29 | 2011-08-05 | COMPLETED | 100% | $34.92 | $35.02 | 0.27% | Stop |
| 2010-05-07 | 2010-09-29 | INTEREST | 100% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2009-06-12 | 2010-05-07 | COMPLETED | 100% | $28.94 | $30.84 | 6.58% | Stop |
| 2009-03-23 | 2009-06-12 | INTEREST | 100% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2009-03-19 | 2009-03-23 | COMPLETED | 100% | $22.98 | $22.91 | -0.34% | Signal |
| 2008-01-18 | 2009-03-19 | INTEREST | 100% | $1.00 | $1.04 | 4.07% | Interest Income |
| 2007-09-11 | 2008-01-18 | COMPLETED | 100% | $44.08 | $42.27 | -4.09% | Stop |
| 2007-08-17 | 2007-09-11 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2006-07-07 | 2007-08-17 | COMPLETED | 100% | $36.39 | $42.56 | 16.95% | Stop |
| 2006-06-14 | 2006-07-07 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2004-11-02 | 2006-06-14 | COMPLETED | 100% | $26.45 | $33.59 | 26.99% | Stop |
| 2004-10-11 | 2004-11-02 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2004-10-07 | 2004-10-11 | COMPLETED | 100% | $25.83 | $25.90 | 0.24% | Signal |
| 2004-09-13 | 2004-10-07 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2003-06-03 | 2004-09-13 | COMPLETED | 100% | $18.92 | $25.27 | 33.51% | Signal |
| 2003-05-09 | 2003-06-03 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2003-05-07 | 2003-05-09 | COMPLETED | 100% | $18.23 | $17.96 | -1.48% | Signal |
| 2003-03-26 | 2003-05-07 | INTEREST | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2003-03-24 | 2003-03-26 | COMPLETED | 100% | $16.54 | $16.61 | 0.37% | Signal |
| 2002-07-24 | 2003-03-24 | INTEREST | 100% | $1.00 | $1.03 | 2.64% | Interest Income |
| 2002-06-19 | 2002-07-24 | COMPLETED | 100% | $19.85 | $16.93 | -14.67% | Stop |
| 2002-06-17 | 2002-06-19 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
