Moving Average (50/200)
HD
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-08
Trading Style:
Methodology:
HD Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 16.06% | 21.88% | 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 | 0.65 | 0.58 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -52.73% | -70.42% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 64.6% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.7 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-09-03 | 2025-11-17 | COMPLETED | 100% | $397.41 | $356.43 | -10.31% | Stop |
| 2025-04-09 | 2025-09-03 | INTEREST | 100% | $1.00 | $1.02 | 1.71% | Interest Income |
| 2025-04-03 | 2025-04-09 | COMPLETED | 100% | $347.01 | $320.50 | -7.64% | Signal |
| 2025-03-12 | 2025-04-03 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-05-09 | 2025-03-12 | COMPLETED | 100% | $322.86 | $360.51 | 11.66% | Stop |
| 2024-04-17 | 2024-05-09 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-12-15 | 2024-04-17 | COMPLETED | 100% | $329.42 | $320.51 | -2.71% | Stop |
| 2023-10-25 | 2023-12-15 | INTEREST | 100% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2023-07-20 | 2023-10-25 | COMPLETED | 100% | $299.12 | $264.76 | -11.48% | Stop |
| 2023-04-17 | 2023-07-20 | INTEREST | 100% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2023-03-24 | 2023-04-17 | COMPLETED | 100% | $261.95 | $270.43 | 3.23% | Signal |
| 2023-03-02 | 2023-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2022-12-08 | 2023-03-02 | COMPLETED | 100% | $293.20 | $265.50 | -9.45% | Stop |
| 2022-07-26 | 2022-12-08 | INTEREST | 100% | $1.00 | $1.01 | 1.31% | Interest Income |
| 2022-07-22 | 2022-07-26 | COMPLETED | 100% | $279.65 | $269.96 | -3.46% | Signal |
| 2022-03-23 | 2022-07-22 | INTEREST | 100% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2022-03-21 | 2022-03-23 | COMPLETED | 100% | $305.33 | $295.27 | -3.30% | Signal |
| 2022-02-25 | 2022-03-21 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2022-02-14 | 2022-02-25 | COMPLETED | 100% | $312.44 | $281.18 | -10.01% | Stop |
| 2022-01-21 | 2022-02-14 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-06-10 | 2022-01-21 | COMPLETED | 100% | $224.01 | $315.78 | 40.97% | Stop |
| 2020-03-10 | 2020-06-10 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2019-04-09 | 2020-03-10 | COMPLETED | 100% | $170.43 | $186.62 | 9.50% | Stop |
| 2018-11-28 | 2019-04-09 | INTEREST | 100% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2018-11-12 | 2018-11-28 | COMPLETED | 100% | $154.01 | $144.62 | -6.09% | Signal |
| 2018-10-19 | 2018-11-12 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-03-02 | 2018-10-19 | COMPLETED | 100% | $145.36 | $149.94 | 3.15% | Stop |
| 2018-02-07 | 2018-03-02 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2017-01-12 | 2018-02-07 | COMPLETED | 100% | $108.34 | $156.00 | 43.99% | Stop |
| 2016-10-31 | 2017-01-12 | INTEREST | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2016-02-12 | 2016-10-31 | COMPLETED | 100% | $89.93 | $98.10 | 9.08% | Signal |
| 2016-01-21 | 2016-02-12 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-09-17 | 2016-01-21 | COMPLETED | 100% | $92.22 | $91.89 | -0.36% | Stop |
| 2015-08-25 | 2015-09-17 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-11-22 | 2015-08-25 | COMPLETED | 100% | $26.44 | $90.73 | 243.09% | Stop |
| 2011-10-17 | 2011-11-22 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2011-10-13 | 2011-10-17 | COMPLETED | 100% | $24.66 | $24.90 | 0.96% | Signal |
| 2011-08-05 | 2011-10-13 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2010-11-09 | 2011-08-05 | COMPLETED | 100% | $21.84 | $22.75 | 4.14% | Stop |
| 2010-08-06 | 2010-11-09 | INTEREST | 100% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2010-07-16 | 2010-08-06 | COMPLETED | 100% | $19.37 | $19.63 | 1.35% | Signal |
| 2010-06-23 | 2010-07-16 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2009-06-22 | 2010-06-23 | COMPLETED | 100% | $15.59 | $21.04 | 34.96% | Stop |
| 2009-05-29 | 2009-06-22 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-05-06 | 2009-05-29 | COMPLETED | 100% | $17.39 | $15.19 | -12.62% | Stop |
| 2007-08-15 | 2009-05-06 | INTEREST | 100% | $1.00 | $1.06 | 6.37% | Interest Income |
| 2006-12-13 | 2007-08-15 | COMPLETED | 100% | $23.88 | $20.79 | -12.97% | Stop |
| 2006-10-31 | 2006-12-13 | INTEREST | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2006-10-27 | 2006-10-31 | COMPLETED | 100% | $22.70 | $22.70 | 0.03% | Signal |
| 2006-09-08 | 2006-10-27 | INTEREST | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2006-09-06 | 2006-09-08 | COMPLETED | 100% | $20.95 | $21.01 | 0.29% | Signal |
| 2006-06-05 | 2006-09-06 | INTEREST | 100% | $1.00 | $1.01 | 1.27% | Interest Income |
| 2005-11-08 | 2006-06-05 | COMPLETED | 100% | $24.75 | $22.82 | -7.82% | Signal |
| 2005-09-30 | 2005-11-08 | INTEREST | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2005-07-27 | 2005-09-30 | COMPLETED | 100% | $26.23 | $22.87 | -12.83% | Stop |
| 2005-04-04 | 2005-07-27 | INTEREST | 100% | $1.00 | $1.01 | 1.30% | Interest Income |
| 2004-09-24 | 2005-04-04 | COMPLETED | 100% | $22.71 | $22.45 | -1.16% | Stop |
| 2004-06-21 | 2004-09-24 | INTEREST | 100% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2003-05-19 | 2004-06-21 | COMPLETED | 100% | $16.60 | $20.93 | 26.06% | Signal |
| 2002-05-23 | 2003-05-19 | INTEREST | 100% | $1.00 | $1.04 | 4.07% | Interest Income |
| 2002-01-04 | 2002-05-23 | COMPLETED | 100% | $29.42 | $25.67 | -12.74% | Stop |
| 2001-09-07 | 2002-01-04 | INTEREST | 100% | $1.00 | $1.01 | 1.45% | Interest Income |
| 2001-05-24 | 2001-09-07 | COMPLETED | 100% | $30.47 | $24.53 | -19.49% | Stop |
| 2000-05-25 | 2001-05-24 | INTEREST | 100% | $1.00 | $1.06 | 5.51% | Interest Income |
| 2000-05-10 | 2000-05-25 | COMPLETED | 100% | $30.36 | $27.76 | -8.57% | Stop |
| 2000-04-17 | 2000-05-10 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2000-02-16 | 2000-04-17 | COMPLETED | 100% | $33.95 | $32.60 | -3.97% | Stop |
| 2000-01-25 | 2000-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1999-08-27 | 2000-01-25 | COMPLETED | 100% | $24.28 | $32.94 | 35.63% | Stop |
| 1999-08-05 | 1999-08-27 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-05-25 | 1999-08-05 | COMPLETED | 100% | $22.06 | $22.70 | 2.90% | Stop |
| 1999-05-03 | 1999-05-25 | INTEREST | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1999-02-08 | 1999-05-03 | COMPLETED | 100% | $21.52 | $22.99 | 6.86% | Stop |
| 1999-01-14 | 1999-02-08 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-10-26 | 1999-01-14 | COMPLETED | 100% | $16.37 | $21.08 | 28.82% | Stop |
| 1998-10-02 | 1998-10-26 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 1998-09-24 | 1998-10-02 | COMPLETED | 100% | $16.70 | $14.02 | -16.09% | Stop |
| 1998-09-01 | 1998-09-24 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-08-26 | 1998-09-01 | COMPLETED | 100% | $17.24 | $14.78 | -14.26% | Stop |
| 1998-08-04 | 1998-08-26 | INTEREST | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1997-04-02 | 1998-08-04 | COMPLETED | 100% | $6.80 | $16.31 | 139.96% | Stop |
| 1996-12-13 | 1997-04-02 | INTEREST | 100% | $1.00 | $1.02 | 1.88% | Interest Income |
| 1996-08-08 | 1996-12-13 | COMPLETED | 100% | $6.71 | $6.31 | -5.94% | Stop |
| 1996-07-17 | 1996-08-08 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1996-05-06 | 1996-07-17 | COMPLETED | 100% | $5.97 | $6.47 | 8.34% | Stop |
| 1996-04-12 | 1996-05-06 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1995-12-21 | 1996-04-12 | COMPLETED | 100% | $5.97 | $5.69 | -4.68% | Stop |
| 1995-07-12 | 1995-12-21 | INTEREST | 100% | $1.00 | $1.03 | 2.73% | Interest Income |
| 1995-07-10 | 1995-07-12 | COMPLETED | 100% | $5.48 | $5.37 | -2.02% | Signal |
| 1995-04-07 | 1995-07-10 | INTEREST | 100% | $1.00 | $1.02 | 1.60% | Interest Income |
| 1994-04-08 | 1995-04-07 | COMPLETED | 100% | $5.41 | $5.39 | -0.23% | Stop |
| 1993-05-20 | 1994-04-08 | INTEREST | 100% | $1.00 | $1.05 | 5.16% | Interest Income |
| 1993-04-30 | 1993-05-20 | COMPLETED | 100% | $5.22 | $5.80 | 11.11% | Signal |
| 1993-04-07 | 1993-04-30 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1993-03-18 | 1993-04-07 | COMPLETED | 100% | $6.04 | $5.31 | -12.06% | Stop |
| 1993-02-24 | 1993-03-18 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1992-03-12 | 1993-02-24 | COMPLETED | 100% | $3.82 | $5.60 | 46.58% | Stop |
| 1992-02-19 | 1992-03-12 | INTEREST | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 1990-12-31 | 1992-02-19 | COMPLETED | 100% | $1.59 | $3.76 | 137.10% | Stop |
| 1990-10-10 | 1990-12-31 | INTEREST | 100% | $1.00 | $1.02 | 1.80% | Interest Income |
| 1990-09-14 | 1990-10-10 | COMPLETED | 100% | $1.35 | $1.14 | -15.44% | Stop |
| 1990-08-22 | 1990-09-14 | INTEREST | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1990-08-15 | 1990-08-22 | COMPLETED | 100% | $1.53 | $1.30 | -14.97% | Stop |
| 1990-07-24 | 1990-08-15 | INTEREST | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1989-11-08 | 1990-07-24 | COMPLETED | 100% | $0.95 | $1.58 | 65.61% | Stop |
| 1989-10-17 | 1989-11-08 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-09-15 | 1989-10-17 | COMPLETED | 100% | $0.49 | $0.98 | 100.99% | Stop |
| 1988-08-23 | 1988-09-15 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-03-28 | 1988-08-23 | COMPLETED | 100% | $0.44 | $0.45 | 2.18% | Stop |
| 1987-10-27 | 1988-03-28 | INTEREST | 100% | $1.00 | $1.03 | 3.23% | Interest Income |
| 1987-10-22 | 1987-10-27 | COMPLETED | 100% | $0.28 | $0.25 | -11.29% | Stop |
| 1987-09-30 | 1987-10-22 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-05-20 | 1987-09-30 | COMPLETED | 100% | $0.37 | $0.41 | 10.82% | Stop |
| 1987-04-28 | 1987-05-20 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-12-17 | 1987-04-28 | COMPLETED | 100% | $0.23 | $0.33 | 45.70% | Stop |
| 1986-11-21 | 1986-12-17 | INTEREST | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1986-10-07 | 1986-11-21 | COMPLETED | 100% | $0.20 | $0.22 | 8.21% | Signal |
| 1986-09-15 | 1986-10-07 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-07-31 | 1986-09-15 | COMPLETED | 100% | $0.20 | $0.21 | 6.92% | Stop |
| 1986-07-09 | 1986-07-31 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-04-30 | 1986-07-09 | COMPLETED | 100% | $0.21 | $0.23 | 10.95% | Stop |
| 1986-04-08 | 1986-04-30 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-03-05 | 1986-04-08 | COMPLETED | 100% | $0.18 | $0.18 | -0.00% | Stop |
| 1985-06-21 | 1986-03-05 | INTEREST | 100% | $1.00 | $1.05 | 5.48% | Interest Income |
| 1985-06-14 | 1985-06-21 | COMPLETED | 100% | $0.19 | $0.17 | -11.20% | Stop |
| 1985-05-22 | 1985-06-14 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-05-03 | 1985-05-22 | COMPLETED | 100% | $0.22 | $0.20 | -7.04% | Stop |
| 1985-04-11 | 1985-05-03 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-03-19 | 1985-04-11 | COMPLETED | 100% | $0.23 | $0.19 | -14.77% | Stop |
| 1984-09-17 | 1985-03-19 | INTEREST | 100% | $1.00 | $1.04 | 3.93% | Interest Income |
| 1984-09-10 | 1984-09-17 | COMPLETED | 100% | $0.19 | $0.19 | -2.38% | Signal |
| 1984-08-16 | 1984-09-10 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-07-25 | 1984-08-16 | COMPLETED | 100% | $0.25 | $0.27 | 6.71% | Stop |
| 1983-12-27 | 1984-07-25 | INTEREST | 100% | $1.00 | $1.05 | 4.53% | Interest Income |
| 1983-11-11 | 1983-12-27 | COMPLETED | 100% | $0.30 | $0.32 | 5.58% | Signal |
| 1983-10-20 | 1983-11-11 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-07-27 | 1983-10-20 | COMPLETED | 100% | $0.35 | $0.30 | -14.16% | Stop |
| 1983-07-05 | 1983-07-27 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-04-18 | 1983-07-05 | COMPLETED | 100% | $0.22 | $0.33 | 54.23% | Stop |
| 1983-03-24 | 1983-04-18 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-02-16 | 1983-03-24 | COMPLETED | 100% | $0.21 | $0.18 | -13.70% | Stop |
| 1983-01-25 | 1983-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-01-07 | 1983-01-25 | COMPLETED | 100% | $0.16 | $0.18 | 14.22% | Stop |
| 1982-12-15 | 1983-01-07 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-11-18 | 1982-12-15 | COMPLETED | 100% | $0.14 | $0.14 | 4.40% | Stop |
| 1982-10-27 | 1982-11-18 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-07-08 | 1982-10-27 | COMPLETED | 100% | $0.06 | $0.10 | 79.45% | Stop |
| 1982-07-06 | 1982-07-08 | INTEREST | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
