Moving Average (50/200)
ETN
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
ETN Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 9.75% | 14.57% | 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 | 0.48 | 0.48 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -42.25% | -68.95% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 63.2% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.5 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-03-17 | 2026-04-07 | OPEN | 100% | $365.73 | $368.85 | 0.85% | Mark-to-Market |
| 2026-01-15 | 2026-03-17 | INTEREST | 100% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2025-12-16 | 2026-01-15 | COMPLETED | 100% | $332.18 | $335.47 | 0.99% | Signal |
| 2025-11-21 | 2025-12-16 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-07-07 | 2025-11-21 | COMPLETED | 100% | $360.05 | $328.02 | -8.90% | Stop |
| 2025-03-05 | 2025-07-07 | INTEREST | 100% | $1.00 | $1.01 | 1.43% | Interest Income |
| 2025-02-20 | 2025-03-05 | COMPLETED | 100% | $305.16 | $279.75 | -8.33% | Signal |
| 2025-01-28 | 2025-02-20 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2024-08-19 | 2025-01-28 | COMPLETED | 100% | $292.48 | $307.69 | 5.20% | Stop |
| 2024-07-26 | 2024-08-19 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-11-10 | 2024-07-26 | COMPLETED | 100% | $214.56 | $295.12 | 37.55% | Stop |
| 2023-10-19 | 2023-11-10 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2022-11-14 | 2023-10-19 | COMPLETED | 100% | $154.16 | $196.24 | 27.30% | Stop |
| 2022-02-25 | 2022-11-14 | INTEREST | 100% | $1.00 | $1.02 | 2.18% | Interest Income |
| 2020-07-29 | 2022-02-25 | COMPLETED | 100% | $86.55 | $140.81 | 62.69% | Stop |
| 2020-04-21 | 2020-07-29 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-03-24 | 2020-04-21 | COMPLETED | 100% | $55.78 | $69.42 | 24.45% | Signal |
| 2020-03-02 | 2020-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-03-29 | 2020-03-02 | COMPLETED | 100% | $70.53 | $82.09 | 16.38% | Stop |
| 2018-11-28 | 2019-03-29 | INTEREST | 100% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2018-11-15 | 2018-11-28 | COMPLETED | 100% | $62.42 | $65.56 | 5.04% | Signal |
| 2018-10-24 | 2018-11-15 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-08-07 | 2018-10-24 | COMPLETED | 100% | $70.52 | $63.73 | -9.64% | Stop |
| 2018-07-13 | 2018-08-07 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2018-07-11 | 2018-07-13 | COMPLETED | 100% | $67.16 | $66.44 | -1.07% | Signal |
| 2018-06-01 | 2018-07-11 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2018-05-24 | 2018-06-01 | COMPLETED | 100% | $68.47 | $66.94 | -2.23% | Signal |
| 2018-05-02 | 2018-05-24 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2016-04-01 | 2018-05-02 | COMPLETED | 100% | $49.72 | $63.15 | 27.02% | Stop |
| 2015-07-27 | 2016-04-01 | INTEREST | 100% | $1.00 | $1.01 | 1.42% | Interest Income |
| 2015-03-30 | 2015-07-27 | COMPLETED | 100% | $51.89 | $47.50 | -8.46% | Stop |
| 2014-09-08 | 2015-03-30 | INTEREST | 100% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2014-08-26 | 2014-09-08 | COMPLETED | 100% | $53.83 | $52.62 | -2.24% | Signal |
| 2014-08-04 | 2014-08-26 | INTEREST | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2012-09-28 | 2014-08-04 | COMPLETED | 100% | $33.76 | $51.56 | 52.71% | Stop |
| 2012-06-15 | 2012-09-28 | INTEREST | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2012-06-07 | 2012-06-15 | COMPLETED | 100% | $30.19 | $28.36 | -6.05% | Signal |
| 2012-05-15 | 2012-06-07 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2012-02-01 | 2012-05-15 | COMPLETED | 100% | $35.00 | $31.75 | -9.27% | Stop |
| 2011-07-19 | 2012-02-01 | INTEREST | 100% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2011-06-29 | 2011-07-19 | COMPLETED | 100% | $34.48 | $35.36 | 2.54% | Signal |
| 2011-06-07 | 2011-06-29 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2010-07-29 | 2011-06-07 | COMPLETED | 100% | $26.33 | $33.65 | 27.79% | Stop |
| 2010-07-07 | 2010-07-29 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2010-06-01 | 2010-07-07 | COMPLETED | 100% | $23.44 | $21.61 | -7.78% | Stop |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-19 | 2010-05-07 | COMPLETED | 100% | $15.13 | $23.97 | 58.42% | Stop |
| 2008-08-01 | 2009-06-19 | INTEREST | 100% | $1.00 | $1.03 | 2.83% | Interest Income |
| 2008-07-30 | 2008-08-01 | COMPLETED | 100% | $22.18 | $22.61 | 1.91% | Signal |
| 2008-07-08 | 2008-07-30 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2008-06-13 | 2008-07-08 | COMPLETED | 100% | $30.28 | $25.69 | -15.16% | Stop |
| 2007-12-20 | 2008-06-13 | INTEREST | 100% | $1.00 | $1.02 | 1.77% | Interest Income |
| 2007-12-13 | 2007-12-20 | COMPLETED | 100% | $28.53 | $28.03 | -1.75% | Signal |
| 2007-11-20 | 2007-12-13 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2007-09-04 | 2007-11-20 | COMPLETED | 100% | $29.21 | $26.58 | -9.00% | Stop |
| 2007-08-10 | 2007-09-04 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-11-09 | 2007-08-10 | COMPLETED | 100% | $22.39 | $26.71 | 19.28% | Stop |
| 2006-08-17 | 2006-11-09 | INTEREST | 100% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2006-08-09 | 2006-08-17 | COMPLETED | 100% | $19.62 | $20.06 | 2.27% | Signal |
| 2006-07-18 | 2006-08-09 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2006-01-17 | 2006-07-18 | COMPLETED | 100% | $19.32 | $19.61 | 1.50% | Stop |
| 2005-12-21 | 2006-01-17 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2005-12-19 | 2005-12-21 | COMPLETED | 100% | $20.19 | $20.25 | 0.30% | Signal |
| 2005-10-17 | 2005-12-19 | INTEREST | 100% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2005-09-13 | 2005-10-17 | COMPLETED | 100% | $19.59 | $17.73 | -9.50% | Signal |
| 2005-04-15 | 2005-09-13 | INTEREST | 100% | $1.00 | $1.02 | 1.69% | Interest Income |
| 2003-04-03 | 2005-04-15 | COMPLETED | 100% | $10.56 | $17.16 | 62.44% | Stop |
| 2003-03-12 | 2003-04-03 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2003-01-02 | 2003-03-12 | COMPLETED | 100% | $11.07 | $9.51 | -14.13% | Stop |
| 2002-07-23 | 2003-01-02 | INTEREST | 100% | $1.00 | $1.02 | 1.80% | Interest Income |
| 2002-07-10 | 2002-07-23 | COMPLETED | 100% | $10.14 | $8.67 | -14.49% | Stop |
| 2002-06-17 | 2002-07-10 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2002-01-07 | 2002-06-17 | COMPLETED | 100% | $10.35 | $10.34 | -0.09% | Stop |
| 2001-09-18 | 2002-01-07 | INTEREST | 100% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2001-07-20 | 2001-09-18 | COMPLETED | 100% | $9.89 | $8.68 | -12.22% | Stop |
| 2001-06-27 | 2001-07-20 | INTEREST | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2001-01-04 | 2001-06-27 | COMPLETED | 100% | $9.36 | $9.66 | 3.18% | Stop |
| 2000-06-21 | 2001-01-04 | INTEREST | 100% | $1.00 | $1.03 | 3.06% | Interest Income |
| 2000-05-23 | 2000-06-21 | COMPLETED | 100% | $7.64 | $6.55 | -14.25% | Stop |
| 2000-05-01 | 2000-05-23 | INTEREST | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2000-04-27 | 2000-05-01 | COMPLETED | 100% | $7.82 | $7.98 | 2.07% | Signal |
| 1999-11-12 | 2000-04-27 | INTEREST | 100% | $1.00 | $1.03 | 2.81% | Interest Income |
| 1999-10-19 | 1999-11-12 | COMPLETED | 100% | $6.43 | $7.11 | 10.59% | Signal |
| 1999-09-27 | 1999-10-19 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-03-16 | 1999-09-27 | COMPLETED | 100% | $6.43 | $8.18 | 27.19% | Stop |
| 1998-05-27 | 1999-03-16 | INTEREST | 100% | $1.00 | $1.04 | 4.00% | Interest Income |
| 1998-01-20 | 1998-05-27 | COMPLETED | 100% | $8.38 | $8.27 | -1.30% | Signal |
| 1997-12-24 | 1998-01-20 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1996-10-04 | 1997-12-24 | COMPLETED | 100% | $5.38 | $7.91 | 46.92% | Stop |
| 1996-08-19 | 1996-10-04 | INTEREST | 100% | $1.00 | $1.01 | 0.86% | Interest Income |
| 1996-02-14 | 1996-08-19 | COMPLETED | 100% | $5.07 | $4.93 | -2.75% | Signal |
| 1995-10-20 | 1996-02-14 | INTEREST | 100% | $1.00 | $1.02 | 1.80% | Interest Income |
| 1995-09-22 | 1995-10-20 | COMPLETED | 100% | $4.57 | $4.50 | -1.41% | Signal |
| 1995-08-30 | 1995-09-22 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 1995-04-07 | 1995-08-30 | COMPLETED | 100% | $4.49 | $4.52 | 0.70% | Stop |
| 1994-06-29 | 1995-04-07 | INTEREST | 100% | $1.00 | $1.06 | 5.81% | Interest Income |
| 1994-05-16 | 1994-06-29 | COMPLETED | 100% | $4.44 | $4.37 | -1.64% | Signal |
| 1994-04-21 | 1994-05-16 | INTEREST | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 1993-01-26 | 1994-04-21 | COMPLETED | 100% | $3.19 | $4.20 | 31.71% | Stop |
| 1992-11-19 | 1993-01-26 | INTEREST | 100% | $1.00 | $1.01 | 1.17% | Interest Income |
| 1992-01-17 | 1992-11-19 | COMPLETED | 100% | $2.73 | $2.85 | 4.19% | Signal |
| 1991-11-21 | 1992-01-17 | INTEREST | 100% | $1.00 | $1.01 | 1.04% | Interest Income |
| 1991-02-25 | 1991-11-21 | COMPLETED | 100% | $2.13 | $2.18 | 2.69% | Stop |
| 1990-09-18 | 1991-02-25 | INTEREST | 100% | $1.00 | $1.04 | 3.55% | Interest Income |
| 1990-08-30 | 1990-09-18 | COMPLETED | 100% | $1.88 | $1.72 | -8.64% | Signal |
| 1990-08-08 | 1990-08-30 | INTEREST | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1990-05-24 | 1990-08-08 | COMPLETED | 100% | $2.26 | $2.02 | -10.45% | Stop |
| 1989-11-15 | 1990-05-24 | INTEREST | 100% | $1.00 | $1.04 | 4.29% | Interest Income |
| 1989-11-08 | 1989-11-15 | COMPLETED | 100% | $1.92 | $1.93 | 0.24% | Signal |
| 1989-10-17 | 1989-11-08 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-11-14 | 1989-10-17 | COMPLETED | 100% | $1.79 | $2.09 | 17.10% | Stop |
| 1988-10-07 | 1988-11-14 | INTEREST | 100% | $1.00 | $1.01 | 0.79% | Interest Income |
| 1988-09-27 | 1988-10-07 | COMPLETED | 100% | $1.82 | $1.83 | 0.71% | Signal |
| 1988-09-02 | 1988-09-27 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-05-24 | 1988-09-02 | COMPLETED | 100% | $1.76 | $1.66 | -5.46% | Stop |
| 1987-10-15 | 1988-05-24 | INTEREST | 100% | $1.00 | $1.05 | 4.75% | Interest Income |
| 1986-10-17 | 1987-10-15 | COMPLETED | 100% | $1.57 | $2.05 | 30.81% | Stop |
| 1986-08-12 | 1986-10-17 | INTEREST | 100% | $1.00 | $1.01 | 1.44% | Interest Income |
| 1986-08-04 | 1986-08-12 | COMPLETED | 100% | $1.41 | $1.49 | 5.24% | Signal |
| 1986-07-11 | 1986-08-04 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-11-19 | 1986-07-11 | COMPLETED | 100% | $1.27 | $1.46 | 15.15% | Stop |
| 1985-10-28 | 1985-11-19 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-04-22 | 1985-10-28 | COMPLETED | 100% | $1.10 | $1.15 | 3.76% | Signal |
| 1985-03-28 | 1985-04-22 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-09-18 | 1985-03-28 | COMPLETED | 100% | $1.06 | $1.08 | 2.62% | Stop |
| 1984-04-25 | 1984-09-18 | INTEREST | 100% | $1.00 | $1.03 | 3.11% | Interest Income |
| 1984-03-08 | 1984-04-25 | COMPLETED | 100% | $0.92 | $1.00 | 9.27% | Signal |
| 1984-02-14 | 1984-03-08 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-02-18 | 1984-02-14 | COMPLETED | 100% | $0.66 | $0.98 | 47.25% | Stop |
| 1983-01-27 | 1983-02-18 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-12-31 | 1983-01-27 | COMPLETED | 100% | $0.63 | $0.61 | -4.37% | Stop |
| 1982-12-08 | 1982-12-31 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-10-13 | 1982-12-08 | COMPLETED | 100% | $0.65 | $0.60 | -8.67% | Stop |
| 1982-06-22 | 1982-10-13 | INTEREST | 100% | $1.00 | $1.02 | 2.42% | Interest Income |
| 1982-05-28 | 1982-06-22 | COMPLETED | 100% | $0.57 | $0.53 | -7.66% | Signal |
| 1981-12-08 | 1982-05-28 | INTEREST | 100% | $1.00 | $1.04 | 3.67% | Interest Income |
| 1981-12-04 | 1981-12-08 | COMPLETED | 100% | $0.60 | $0.61 | 1.18% | Signal |
| 1981-09-10 | 1981-12-04 | INTEREST | 100% | $1.00 | $1.02 | 1.84% | Interest Income |
| 1981-07-29 | 1981-09-10 | COMPLETED | 100% | $0.64 | $0.54 | -15.24% | Stop |
| 1981-07-07 | 1981-07-29 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-01-06 | 1981-07-07 | COMPLETED | 100% | $0.52 | $0.65 | 24.44% | Stop |
| 1980-12-11 | 1981-01-06 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1980-11-11 | 1980-12-11 | COMPLETED | 100% | $0.55 | $0.47 | -15.10% | Stop |
| 1980-10-17 | 1980-11-11 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1980-07-10 | 1980-10-17 | COMPLETED | 100% | $0.48 | $0.52 | 7.42% | Stop |
| 1980-02-22 | 1980-07-10 | INTEREST | 100% | $1.00 | $1.03 | 2.95% | Interest Income |
| 1979-11-29 | 1980-02-22 | COMPLETED | 100% | $0.46 | $0.43 | -7.17% | Signal |
| 1979-11-06 | 1979-11-29 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1979-04-10 | 1979-11-06 | COMPLETED | 100% | $0.41 | $0.41 | 0.66% | Stop |
| 1978-12-11 | 1979-04-10 | INTEREST | 100% | $1.00 | $1.03 | 2.55% | Interest Income |
| 1978-11-22 | 1978-12-11 | COMPLETED | 100% | $0.37 | $0.38 | 1.78% | Signal |
| 1978-10-31 | 1978-11-22 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-05-12 | 1978-10-31 | COMPLETED | 100% | $0.39 | $0.38 | -3.52% | Stop |
| 1977-08-22 | 1978-05-12 | INTEREST | 100% | $1.00 | $1.06 | 5.71% | Interest Income |
| 1977-08-18 | 1977-08-22 | COMPLETED | 100% | $0.35 | $0.35 | -0.69% | Signal |
| 1977-07-27 | 1977-08-18 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1976-12-06 | 1977-07-27 | COMPLETED | 100% | $0.38 | $0.38 | -1.41% | Stop |
| 1976-11-11 | 1976-12-06 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-03-05 | 1976-11-11 | COMPLETED | 100% | $0.23 | $0.35 | 52.22% | Stop |
| 1974-08-21 | 1975-03-05 | INTEREST | 100% | $1.00 | $1.04 | 4.18% | Interest Income |
| 1974-08-19 | 1974-08-21 | COMPLETED | 100% | $0.22 | $0.21 | -3.26% | Signal |
| 1973-12-10 | 1974-08-19 | INTEREST | 100% | $1.00 | $1.05 | 5.42% | Interest Income |
| 1973-11-27 | 1973-12-10 | COMPLETED | 100% | $0.19 | $0.19 | -2.54% | Signal |
| 1973-11-02 | 1973-11-27 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1973-10-11 | 1973-11-02 | COMPLETED | 100% | $0.30 | $0.27 | -11.02% | Stop |
| 1973-03-19 | 1973-10-11 | INTEREST | 100% | $1.00 | $1.04 | 4.43% | Interest Income |
Return Distribution Analysis
