Moving Average (50/200)
GS
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
GS Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 8.57% | 10.75% | 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 | 0.29 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -42.86% | -78.84% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 55.5% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.8 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-03-26 | 2026-04-07 | OPEN | 100% | $833.79 | $864.15 | 3.64% | Mark-to-Market |
| 2026-03-04 | 2026-03-26 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-06-11 | 2026-03-04 | COMPLETED | 100% | $607.67 | $869.84 | 43.14% | Stop |
| 2025-05-07 | 2025-06-11 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2025-04-30 | 2025-05-07 | COMPLETED | 100% | $524.89 | $539.04 | 2.70% | Signal |
| 2025-04-07 | 2025-04-30 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-27 | 2025-04-07 | COMPLETED | 100% | $553.53 | $437.83 | -20.90% | Stop |
| 2025-03-05 | 2025-03-27 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-12-15 | 2025-03-05 | COMPLETED | 100% | $361.87 | $570.28 | 57.59% | Stop |
| 2023-10-05 | 2023-12-15 | INTEREST | 100% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2023-09-20 | 2023-10-05 | COMPLETED | 100% | $323.44 | $290.17 | -10.29% | Signal |
| 2023-04-26 | 2023-09-20 | INTEREST | 100% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2023-04-04 | 2023-04-26 | COMPLETED | 100% | $303.67 | $313.67 | 3.29% | Signal |
| 2023-03-13 | 2023-04-04 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-11-08 | 2023-03-13 | COMPLETED | 100% | $332.07 | $297.03 | -10.55% | Stop |
| 2022-10-13 | 2022-11-08 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2022-09-27 | 2022-10-13 | COMPLETED | 100% | $272.68 | $266.19 | -2.38% | Signal |
| 2022-08-18 | 2022-09-27 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2022-08-16 | 2022-08-18 | COMPLETED | 100% | $321.11 | $320.81 | -0.09% | Signal |
| 2022-01-19 | 2022-08-16 | INTEREST | 100% | $1.00 | $1.01 | 1.47% | Interest Income |
| 2020-08-04 | 2022-01-19 | COMPLETED | 100% | $174.09 | $322.10 | 85.02% | Stop |
| 2020-03-27 | 2020-08-04 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2020-03-23 | 2020-03-27 | COMPLETED | 100% | $118.05 | $138.06 | 16.94% | Signal |
| 2020-02-28 | 2020-03-23 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-07-16 | 2020-02-28 | COMPLETED | 100% | $183.09 | $172.78 | -5.63% | Stop |
| 2019-03-21 | 2019-07-16 | INTEREST | 100% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2019-03-19 | 2019-03-21 | COMPLETED | 100% | $173.85 | $163.69 | -5.85% | Stop |
| 2018-08-02 | 2019-03-19 | INTEREST | 100% | $1.00 | $1.02 | 1.78% | Interest Income |
| 2018-07-31 | 2018-08-02 | COMPLETED | 100% | $200.93 | $196.26 | -2.33% | Signal |
| 2018-05-31 | 2018-07-31 | INTEREST | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2018-05-29 | 2018-05-31 | COMPLETED | 100% | $193.55 | $190.73 | -1.46% | Signal |
| 2018-05-04 | 2018-05-29 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2017-10-19 | 2018-05-04 | COMPLETED | 100% | $199.74 | $194.21 | -2.77% | Stop |
| 2017-07-24 | 2017-10-19 | INTEREST | 100% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2017-05-11 | 2017-07-24 | COMPLETED | 100% | $185.19 | $181.33 | -2.08% | Signal |
| 2017-04-19 | 2017-05-11 | INTEREST | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-09-08 | 2017-04-19 | COMPLETED | 100% | $138.99 | $178.19 | 28.20% | Stop |
| 2016-07-19 | 2016-09-08 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2016-07-15 | 2016-07-19 | COMPLETED | 100% | $133.15 | $132.46 | -0.52% | Signal |
| 2015-09-28 | 2016-07-15 | INTEREST | 100% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2015-09-17 | 2015-09-28 | COMPLETED | 100% | $152.25 | $144.18 | -5.30% | Signal |
| 2015-08-25 | 2015-09-17 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-07-21 | 2015-08-25 | COMPLETED | 100% | $135.31 | $149.67 | 10.62% | Stop |
| 2014-04-14 | 2014-07-21 | INTEREST | 100% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2012-09-25 | 2014-04-14 | COMPLETED | 100% | $90.92 | $122.67 | 34.92% | Stop |
| 2012-06-18 | 2012-09-25 | INTEREST | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2012-05-30 | 2012-06-18 | COMPLETED | 100% | $74.71 | $73.60 | -1.49% | Signal |
| 2012-05-07 | 2012-05-30 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2012-03-16 | 2012-05-07 | COMPLETED | 100% | $94.68 | $83.47 | -11.84% | Stop |
| 2011-05-06 | 2012-03-16 | INTEREST | 100% | $1.00 | $1.02 | 2.00% | Interest Income |
| 2010-11-08 | 2011-05-06 | COMPLETED | 100% | $128.54 | $115.05 | -10.49% | Signal |
| 2010-02-23 | 2010-11-08 | INTEREST | 100% | $1.00 | $1.02 | 2.23% | Interest Income |
| 2010-02-19 | 2010-02-23 | COMPLETED | 100% | $116.01 | $117.74 | 1.49% | Signal |
| 2010-01-27 | 2010-02-19 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-12-22 | 2010-01-27 | COMPLETED | 100% | $124.27 | $113.19 | -8.91% | Stop |
| 2009-11-30 | 2009-12-22 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2009-05-08 | 2009-11-30 | COMPLETED | 100% | $100.59 | $124.24 | 23.51% | Stop |
| 2008-01-22 | 2009-05-08 | INTEREST | 100% | $1.00 | $1.04 | 4.47% | Interest Income |
| 2008-01-14 | 2008-01-22 | COMPLETED | 100% | $147.19 | $131.01 | -10.99% | Signal |
| 2007-12-19 | 2008-01-14 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2007-11-06 | 2007-12-19 | COMPLETED | 100% | $163.05 | $149.03 | -8.60% | Stop |
| 2007-08-20 | 2007-11-06 | INTEREST | 100% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2007-08-16 | 2007-08-20 | COMPLETED | 100% | $119.74 | $129.23 | 7.92% | Signal |
| 2007-07-25 | 2007-08-16 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2006-06-19 | 2007-07-25 | COMPLETED | 100% | $105.45 | $146.42 | 38.86% | Stop |
| 2006-05-25 | 2006-06-19 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2005-08-15 | 2006-05-25 | COMPLETED | 100% | $81.87 | $105.61 | 28.99% | Stop |
| 2005-05-27 | 2005-08-15 | INTEREST | 100% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2004-11-17 | 2005-05-27 | COMPLETED | 100% | $74.69 | $69.93 | -6.38% | Stop |
| 2004-06-17 | 2004-11-17 | INTEREST | 100% | $1.00 | $1.02 | 1.80% | Interest Income |
| 2004-06-03 | 2004-06-17 | COMPLETED | 100% | $65.52 | $63.71 | -2.76% | Signal |
| 2004-05-11 | 2004-06-03 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2003-05-08 | 2004-05-11 | COMPLETED | 100% | $54.53 | $65.85 | 20.77% | Stop |
| 2002-05-22 | 2003-05-08 | INTEREST | 100% | $1.00 | $1.04 | 3.99% | Interest Income |
| 2002-05-20 | 2002-05-22 | COMPLETED | 100% | $56.31 | $55.29 | -1.80% | Signal |
| 2002-04-26 | 2002-05-20 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2002-02-25 | 2002-04-26 | COMPLETED | 100% | $55.73 | $55.33 | -0.72% | Stop |
| 2002-01-31 | 2002-02-25 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-12-19 | 2002-01-31 | COMPLETED | 100% | $63.30 | $60.49 | -4.45% | Stop |
| 2001-03-23 | 2001-12-19 | INTEREST | 100% | $1.00 | $1.04 | 3.63% | Interest Income |
| 2001-03-15 | 2001-03-23 | COMPLETED | 100% | $59.81 | $60.85 | 1.74% | Signal |
| 2001-02-21 | 2001-03-15 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-02-06 | 2001-02-21 | COMPLETED | 100% | $78.55 | $66.76 | -15.01% | Stop |
| 2001-01-03 | 2001-02-06 | INTEREST | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2000-12-29 | 2001-01-03 | COMPLETED | 100% | $74.46 | $69.51 | -6.65% | Stop |
| 2000-11-13 | 2000-12-29 | INTEREST | 100% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2000-10-16 | 2000-11-13 | COMPLETED | 100% | $69.21 | $60.00 | -13.30% | Stop |
| 2000-09-22 | 2000-10-16 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-06-05 | 2000-09-22 | COMPLETED | 100% | $60.20 | $76.32 | 26.77% | Stop |
| 2000-05-11 | 2000-06-05 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2000-04-28 | 2000-05-11 | COMPLETED | 100% | $66.70 | $56.48 | -15.32% | Stop |
| 2000-04-05 | 2000-04-28 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2000-02-16 | 2000-04-05 | COMPLETED | 100% | $60.04 | $67.48 | 12.39% | Stop |
| 2000-02-14 | 2000-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
