Moving Average (50/200)
FSEC
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
FSEC Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 3.22% | 0.61% | 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 | 0.08 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -6.85% | -17.03% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 64.4% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 0.5 | 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 |
|---|---|---|---|---|---|---|---|
| 2024-01-08 | 2026-04-07 | OPEN | 100% | $39.07 | $44.04 | 12.71% | Mark-to-Market |
| 2023-08-21 | 2024-01-08 | INTEREST | 100% | $1.00 | $1.02 | 1.65% | Interest Income |
| 2023-02-14 | 2023-08-21 | COMPLETED | 100% | $38.14 | $37.25 | -2.34% | Signal |
| 2022-08-03 | 2023-02-14 | INTEREST | 100% | $1.00 | $1.02 | 1.89% | Interest Income |
| 2022-08-01 | 2022-08-03 | COMPLETED | 100% | $40.04 | $39.68 | -0.90% | Signal |
| 2021-12-16 | 2022-08-01 | INTEREST | 100% | $1.00 | $1.01 | 1.48% | Interest Income |
Return Distribution Analysis
