Moving Average (50/200)
IAU
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
IAU Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 8.82% | 11.67% | 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 | 0.60 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -36.71% | -45.14% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 67.7% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.3 | 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 |
|---|---|---|---|---|---|---|---|
| 2023-12-04 | 2026-03-20 | COMPLETED | 100% | $38.72 | $87.69 | 126.47% | Stop |
| 2023-09-29 | 2023-12-04 | INTEREST | 100% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2023-01-17 | 2023-09-29 | COMPLETED | 100% | $36.34 | $35.49 | -2.34% | Signal |
| 2022-07-07 | 2023-01-17 | INTEREST | 100% | $1.00 | $1.02 | 1.82% | Interest Income |
| 2022-02-23 | 2022-07-07 | COMPLETED | 100% | $36.14 | $33.09 | -8.44% | Stop |
| 2022-01-31 | 2022-02-23 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-12-10 | 2022-01-31 | COMPLETED | 100% | $33.95 | $34.16 | 0.62% | Signal |
| 2021-11-17 | 2021-12-10 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-11-15 | 2021-11-17 | COMPLETED | 100% | $35.45 | $35.46 | 0.03% | Signal |
| 2021-08-09 | 2021-11-15 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2021-07-08 | 2021-08-09 | COMPLETED | 100% | $34.55 | $33.17 | -3.99% | Signal |
| 2021-05-27 | 2021-07-08 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2021-05-24 | 2021-05-27 | COMPLETED | 100% | $35.82 | $36.08 | 0.73% | Signal |
| 2021-02-18 | 2021-05-24 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2019-01-24 | 2021-02-18 | COMPLETED | 100% | $24.54 | $33.94 | 38.30% | Signal |
| 2018-06-25 | 2019-01-24 | INTEREST | 100% | $1.00 | $1.02 | 1.70% | Interest Income |
| 2017-05-23 | 2018-06-25 | COMPLETED | 100% | $24.30 | $24.30 | 0.00% | Signal |
| 2016-11-22 | 2017-05-23 | INTEREST | 100% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2016-03-02 | 2016-11-22 | COMPLETED | 100% | $23.90 | $23.38 | -2.18% | Signal |
| 2014-10-20 | 2016-03-02 | INTEREST | 100% | $1.00 | $1.03 | 2.92% | Interest Income |
| 2014-10-15 | 2014-10-20 | COMPLETED | 100% | $24.00 | $24.10 | 0.42% | Signal |
| 2014-09-22 | 2014-10-15 | INTEREST | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2014-07-08 | 2014-09-22 | COMPLETED | 100% | $25.64 | $23.50 | -8.35% | Signal |
| 2014-05-29 | 2014-07-08 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2014-03-26 | 2014-05-29 | COMPLETED | 100% | $25.42 | $24.30 | -4.41% | Signal |
| 2014-02-21 | 2014-03-26 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2014-02-19 | 2014-02-21 | COMPLETED | 100% | $25.62 | $25.66 | 0.16% | Signal |
| 2013-02-25 | 2014-02-19 | INTEREST | 100% | $1.00 | $1.02 | 2.43% | Interest Income |
| 2012-09-21 | 2013-02-25 | COMPLETED | 100% | $34.74 | $30.84 | -11.23% | Signal |
| 2012-08-28 | 2012-09-21 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2012-08-24 | 2012-08-28 | COMPLETED | 100% | $32.50 | $32.46 | -0.12% | Signal |
| 2012-06-21 | 2012-08-24 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2012-06-19 | 2012-06-21 | COMPLETED | 100% | $31.72 | $30.86 | -2.71% | Signal |
| 2012-04-18 | 2012-06-19 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2012-01-25 | 2012-04-18 | COMPLETED | 100% | $32.32 | $32.00 | -0.99% | Signal |
| 2011-12-30 | 2012-01-25 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2011-10-19 | 2011-12-30 | COMPLETED | 100% | $32.30 | $30.52 | -5.51% | Stop |
| 2011-09-27 | 2011-10-19 | INTEREST | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2009-02-12 | 2011-09-27 | COMPLETED | 100% | $18.62 | $32.38 | 73.88% | Stop |
| 2008-12-19 | 2009-02-12 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2008-12-17 | 2008-12-19 | COMPLETED | 100% | $17.05 | $16.56 | -2.91% | Signal |
| 2008-08-12 | 2008-12-17 | INTEREST | 100% | $1.00 | $1.01 | 1.25% | Interest Income |
| 2008-05-27 | 2008-08-12 | COMPLETED | 100% | $17.97 | $16.14 | -10.17% | Stop |
| 2008-05-02 | 2008-05-27 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2006-12-20 | 2008-05-02 | COMPLETED | 100% | $12.37 | $16.80 | 35.81% | Stop |
| 2006-11-07 | 2006-12-20 | INTEREST | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2006-11-02 | 2006-11-07 | COMPLETED | 100% | $12.32 | $12.48 | 1.30% | Signal |
| 2006-10-05 | 2006-11-02 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2006-07-03 | 2006-10-05 | COMPLETED | 100% | $12.45 | $11.38 | -8.59% | Stop |
| 2006-06-09 | 2006-07-03 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2005-11-11 | 2006-06-09 | COMPLETED | 100% | $9.32 | $12.21 | 31.04% | Stop |
| 2005-11-09 | 2005-11-11 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
