Moving Average (50/200)
IBM
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-08
Trading Style:
Methodology:
IBM Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 5.93% | 8.34% | 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 | 0.33 | 0.31 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -55.04% | -69.40% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 59.2% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.6 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-03-10 | 2026-03-16 | COMPLETED | 100% | $253.26 | $247.87 | -2.13% | Signal |
| 2026-02-13 | 2026-03-10 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-08-26 | 2026-02-13 | COMPLETED | 100% | $238.34 | $260.00 | 9.09% | Stop |
| 2025-08-04 | 2025-08-26 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-05-01 | 2025-08-04 | COMPLETED | 100% | $235.58 | $246.59 | 4.67% | Stop |
| 2025-04-08 | 2025-05-01 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-05-20 | 2025-04-08 | COMPLETED | 100% | $161.12 | $226.92 | 40.84% | Stop |
| 2024-04-26 | 2024-05-20 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2023-07-24 | 2024-04-26 | COMPLETED | 100% | $127.43 | $158.12 | 24.08% | Stop |
| 2023-05-25 | 2023-07-24 | INTEREST | 100% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2023-05-23 | 2023-05-25 | COMPLETED | 100% | $116.36 | $114.86 | -1.28% | Signal |
| 2023-03-10 | 2023-05-23 | INTEREST | 100% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2022-11-21 | 2023-03-10 | COMPLETED | 100% | $131.50 | $113.78 | -13.47% | Stop |
| 2022-09-28 | 2022-11-21 | INTEREST | 100% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2022-02-11 | 2022-09-28 | COMPLETED | 100% | $115.06 | $107.14 | -6.89% | Signal |
| 2022-01-04 | 2022-02-11 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-12-31 | 2022-01-04 | COMPLETED | 100% | $113.78 | $115.56 | 1.57% | Signal |
| 2021-10-25 | 2021-12-31 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2020-12-07 | 2021-10-25 | COMPLETED | 100% | $97.76 | $102.16 | 4.50% | Stop |
| 2020-10-22 | 2020-12-07 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2020-10-13 | 2020-10-22 | COMPLETED | 100% | $96.42 | $87.61 | -9.14% | Signal |
| 2020-07-23 | 2020-10-13 | INTEREST | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2020-07-21 | 2020-07-23 | COMPLETED | 100% | $98.63 | $97.08 | -1.57% | Signal |
| 2020-03-02 | 2020-07-21 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2020-02-05 | 2020-03-02 | COMPLETED | 100% | $110.31 | $97.02 | -12.05% | Stop |
| 2019-12-10 | 2020-02-05 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2019-03-20 | 2019-12-10 | COMPLETED | 100% | $99.62 | $98.35 | -1.28% | Signal |
| 2018-06-14 | 2019-03-20 | INTEREST | 100% | $1.00 | $1.02 | 2.19% | Interest Income |
| 2018-06-12 | 2018-06-14 | COMPLETED | 100% | $100.70 | $100.39 | -0.31% | Signal |
| 2018-05-03 | 2018-06-12 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2018-01-02 | 2018-05-03 | COMPLETED | 100% | $103.58 | $96.23 | -7.10% | Stop |
| 2017-12-07 | 2018-01-02 | INTEREST | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2017-12-05 | 2017-12-07 | COMPLETED | 100% | $104.89 | $102.97 | -1.83% | Signal |
| 2017-06-02 | 2017-12-05 | INTEREST | 100% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2017-05-31 | 2017-06-02 | COMPLETED | 100% | $99.86 | $100.54 | 0.68% | Signal |
| 2017-05-08 | 2017-05-31 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2016-04-22 | 2017-05-08 | COMPLETED | 100% | $93.86 | $100.37 | 6.94% | Stop |
| 2016-03-24 | 2016-04-22 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2016-03-22 | 2016-03-24 | COMPLETED | 100% | $92.99 | $91.05 | -2.08% | Signal |
| 2015-08-25 | 2016-03-22 | INTEREST | 100% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2015-06-01 | 2015-08-25 | COMPLETED | 100% | $103.97 | $90.50 | -12.95% | Stop |
| 2014-10-22 | 2015-06-01 | INTEREST | 100% | $1.00 | $1.01 | 1.25% | Interest Income |
| 2014-04-08 | 2014-10-22 | COMPLETED | 100% | $114.59 | $97.11 | -15.25% | Stop |
| 2013-08-06 | 2014-04-08 | INTEREST | 100% | $1.00 | $1.02 | 1.84% | Interest Income |
| 2013-02-14 | 2013-08-06 | COMPLETED | 100% | $115.65 | $111.84 | -3.29% | Signal |
| 2012-12-06 | 2013-02-14 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2009-05-12 | 2012-12-06 | COMPLETED | 100% | $55.83 | $109.07 | 95.36% | Signal |
| 2008-09-30 | 2009-05-12 | INTEREST | 100% | $1.00 | $1.02 | 1.83% | Interest Income |
| 2008-03-28 | 2008-09-30 | COMPLETED | 100% | $61.31 | $61.79 | 0.77% | Stop |
| 2008-01-08 | 2008-03-28 | INTEREST | 100% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2007-12-05 | 2008-01-08 | COMPLETED | 100% | $56.85 | $52.75 | -7.22% | Signal |
| 2007-11-12 | 2007-12-05 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2006-10-11 | 2007-11-12 | COMPLETED | 100% | $43.61 | $53.72 | 23.18% | Stop |
| 2006-06-05 | 2006-10-11 | INTEREST | 100% | $1.00 | $1.02 | 1.73% | Interest Income |
| 2006-05-10 | 2006-06-05 | COMPLETED | 100% | $42.79 | $40.83 | -4.58% | Signal |
| 2006-03-24 | 2006-05-10 | INTEREST | 100% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2005-11-23 | 2006-03-24 | COMPLETED | 100% | $45.21 | $42.68 | -5.59% | Signal |
| 2005-04-15 | 2005-11-23 | INTEREST | 100% | $1.00 | $1.03 | 2.59% | Interest Income |
| 2004-12-06 | 2005-04-15 | COMPLETED | 100% | $49.24 | $40.23 | -18.30% | Stop |
| 2004-11-11 | 2004-12-06 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2004-11-09 | 2004-11-11 | COMPLETED | 100% | $47.26 | $47.57 | 0.65% | Signal |
| 2004-10-11 | 2004-11-09 | INTEREST | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2004-10-07 | 2004-10-11 | COMPLETED | 100% | $44.66 | $44.01 | -1.44% | Signal |
| 2004-05-20 | 2004-10-07 | INTEREST | 100% | $1.00 | $1.02 | 1.66% | Interest Income |
| 2003-03-11 | 2004-05-20 | COMPLETED | 100% | $38.02 | $44.07 | 15.90% | Signal |
| 2003-02-14 | 2003-03-11 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2002-12-23 | 2003-02-14 | COMPLETED | 100% | $39.92 | $38.31 | -4.01% | Stop |
| 2002-11-07 | 2002-12-23 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2002-11-05 | 2002-11-07 | COMPLETED | 100% | $40.84 | $40.04 | -1.96% | Signal |
| 2002-03-18 | 2002-11-05 | INTEREST | 100% | $1.00 | $1.03 | 2.94% | Interest Income |
| 2002-02-22 | 2002-03-18 | COMPLETED | 100% | $47.95 | $53.28 | 11.12% | Signal |
| 2002-01-30 | 2002-02-22 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-12-05 | 2002-01-30 | COMPLETED | 100% | $58.06 | $51.80 | -10.78% | Stop |
| 2001-10-11 | 2001-12-05 | INTEREST | 100% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2001-10-09 | 2001-10-11 | COMPLETED | 100% | $48.88 | $48.48 | -0.81% | Signal |
| 2001-08-31 | 2001-10-09 | INTEREST | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2001-05-30 | 2001-08-31 | COMPLETED | 100% | $56.50 | $50.12 | -11.29% | Stop |
| 2000-11-10 | 2001-05-30 | INTEREST | 100% | $1.00 | $1.03 | 2.77% | Interest Income |
| 2000-10-24 | 2000-11-10 | COMPLETED | 100% | $45.92 | $48.45 | 5.51% | Signal |
| 2000-10-02 | 2000-10-24 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-07-03 | 2000-10-02 | COMPLETED | 100% | $53.64 | $55.61 | 3.68% | Stop |
| 2000-06-05 | 2000-07-03 | INTEREST | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2000-05-31 | 2000-06-05 | COMPLETED | 100% | $54.50 | $53.49 | -1.87% | Signal |
| 2000-03-29 | 2000-05-31 | INTEREST | 100% | $1.00 | $1.01 | 1.04% | Interest Income |
| 2000-03-27 | 2000-03-29 | COMPLETED | 100% | $61.58 | $60.26 | -2.15% | Signal |
| 1999-11-22 | 2000-03-27 | INTEREST | 100% | $1.00 | $1.02 | 2.14% | Interest Income |
| 1999-10-26 | 1999-11-22 | COMPLETED | 100% | $46.63 | $51.92 | 11.35% | Signal |
| 1999-10-04 | 1999-10-26 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 1999-03-03 | 1999-10-04 | COMPLETED | 100% | $41.32 | $58.00 | 40.35% | Stop |
| 1999-02-08 | 1999-03-03 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 1998-09-24 | 1999-02-08 | COMPLETED | 100% | $32.17 | $40.95 | 27.29% | Stop |
| 1998-09-01 | 1998-09-24 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-07-15 | 1998-09-01 | COMPLETED | 100% | $29.11 | $27.63 | -5.08% | Stop |
| 1998-06-22 | 1998-07-15 | INTEREST | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1998-04-23 | 1998-06-22 | COMPLETED | 100% | $27.90 | $25.94 | -7.03% | Stop |
| 1998-03-31 | 1998-04-23 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1998-02-20 | 1998-03-31 | COMPLETED | 100% | $25.10 | $25.34 | 0.97% | Signal |
| 1998-01-28 | 1998-02-20 | INTEREST | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1997-11-19 | 1998-01-28 | COMPLETED | 100% | $24.80 | $23.62 | -4.78% | Stop |
| 1997-10-28 | 1997-11-19 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1997-03-06 | 1997-10-28 | COMPLETED | 100% | $17.60 | $21.60 | 22.76% | Stop |
| 1997-02-11 | 1997-03-06 | INTEREST | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1996-09-10 | 1997-02-11 | COMPLETED | 100% | $14.14 | $17.32 | 22.51% | Stop |
| 1996-07-12 | 1996-09-10 | INTEREST | 100% | $1.00 | $1.01 | 1.07% | Interest Income |
| 1996-04-18 | 1996-07-12 | COMPLETED | 100% | $12.62 | $11.46 | -9.17% | Stop |
| 1996-03-26 | 1996-04-18 | INTEREST | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1996-02-21 | 1996-03-26 | COMPLETED | 100% | $14.21 | $12.94 | -8.93% | Stop |
| 1996-01-29 | 1996-02-21 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1996-01-25 | 1996-01-29 | COMPLETED | 100% | $12.83 | $12.48 | -2.67% | Signal |
| 1995-12-28 | 1996-01-25 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1995-10-04 | 1995-12-28 | COMPLETED | 100% | $11.20 | $10.86 | -3.07% | Signal |
| 1995-09-12 | 1995-10-04 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 1994-08-04 | 1995-09-12 | COMPLETED | 100% | $7.40 | $11.43 | 54.38% | Stop |
| 1994-07-13 | 1994-08-04 | INTEREST | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 1993-12-07 | 1994-07-13 | COMPLETED | 100% | $6.28 | $6.55 | 4.38% | Stop |
| 1993-02-04 | 1993-12-07 | INTEREST | 100% | $1.00 | $1.05 | 4.85% | Interest Income |
| 1993-02-02 | 1993-02-04 | COMPLETED | 100% | $5.87 | $5.79 | -1.35% | Signal |
| 1992-09-17 | 1993-02-02 | INTEREST | 100% | $1.00 | $1.02 | 2.47% | Interest Income |
| 1992-06-24 | 1992-09-17 | COMPLETED | 100% | $10.49 | $9.19 | -12.46% | Stop |
| 1992-04-24 | 1992-06-24 | INTEREST | 100% | $1.00 | $1.01 | 1.19% | Interest Income |
| 1992-04-20 | 1992-04-24 | COMPLETED | 100% | $9.51 | $9.58 | 0.71% | Signal |
| 1991-05-21 | 1992-04-20 | INTEREST | 100% | $1.00 | $1.07 | 6.95% | Interest Income |
| 1991-04-12 | 1991-05-21 | COMPLETED | 100% | $11.35 | $10.72 | -5.54% | Signal |
| 1991-03-20 | 1991-04-12 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1990-12-06 | 1991-03-20 | COMPLETED | 100% | $11.74 | $11.76 | 0.20% | Stop |
| 1990-10-01 | 1990-12-06 | INTEREST | 100% | $1.00 | $1.02 | 1.54% | Interest Income |
| 1990-08-28 | 1990-10-01 | COMPLETED | 100% | $10.40 | $10.73 | 3.13% | Signal |
| 1990-08-06 | 1990-08-28 | INTEREST | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1990-04-10 | 1990-08-06 | COMPLETED | 100% | $10.31 | $10.40 | 0.93% | Stop |
| 1989-10-17 | 1990-04-10 | INTEREST | 100% | $1.00 | $1.04 | 3.87% | Interest Income |
| 1989-09-12 | 1989-10-17 | COMPLETED | 100% | $11.10 | $9.75 | -12.16% | Stop |
| 1989-04-17 | 1989-09-12 | INTEREST | 100% | $1.00 | $1.03 | 3.17% | Interest Income |
| 1989-04-13 | 1989-04-17 | COMPLETED | 100% | $10.36 | $10.36 | -0.00% | Signal |
| 1989-03-21 | 1989-04-13 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-07-13 | 1989-03-21 | COMPLETED | 100% | $11.42 | $10.32 | -9.61% | Stop |
| 1987-10-29 | 1988-07-13 | INTEREST | 100% | $1.00 | $1.06 | 5.51% | Interest Income |
| 1987-10-23 | 1987-10-29 | COMPLETED | 100% | $10.49 | $10.51 | 0.21% | Signal |
| 1987-10-01 | 1987-10-23 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-03-13 | 1987-10-01 | COMPLETED | 100% | $12.64 | $13.38 | 5.91% | Stop |
| 1986-07-16 | 1987-03-13 | INTEREST | 100% | $1.00 | $1.05 | 5.19% | Interest Income |
| 1985-09-12 | 1986-07-16 | COMPLETED | 100% | $10.60 | $11.57 | 9.12% | Stop |
| 1985-08-20 | 1985-09-12 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-08-30 | 1985-08-20 | COMPLETED | 100% | $10.03 | $10.55 | 5.13% | Signal |
| 1984-03-23 | 1984-08-30 | INTEREST | 100% | $1.00 | $1.03 | 3.42% | Interest Income |
| 1984-03-21 | 1984-03-23 | COMPLETED | 100% | $9.08 | $8.91 | -1.85% | Signal |
| 1984-01-30 | 1984-03-21 | INTEREST | 100% | $1.00 | $1.01 | 1.10% | Interest Income |
| 1982-01-21 | 1984-01-30 | COMPLETED | 100% | $4.50 | $9.00 | 100.11% | Stop |
| 1981-03-19 | 1982-01-21 | INTEREST | 100% | $1.00 | $1.07 | 6.67% | Interest Income |
| 1981-03-17 | 1981-03-19 | COMPLETED | 100% | $4.45 | $4.46 | 0.19% | Signal |
| 1981-02-23 | 1981-03-17 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1980-08-04 | 1981-02-23 | COMPLETED | 100% | $4.30 | $4.17 | -3.18% | Stop |
| 1979-08-03 | 1980-08-04 | INTEREST | 100% | $1.00 | $1.08 | 7.97% | Interest Income |
| 1978-12-08 | 1979-08-03 | COMPLETED | 100% | $4.23 | $4.36 | 2.99% | Signal |
| 1978-11-15 | 1978-12-08 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-06-08 | 1978-11-15 | COMPLETED | 100% | $3.98 | $3.99 | 0.08% | Stop |
| 1978-04-28 | 1978-06-08 | INTEREST | 100% | $1.00 | $1.01 | 0.85% | Interest Income |
| 1978-04-24 | 1978-04-28 | COMPLETED | 100% | $3.77 | $3.88 | 2.95% | Signal |
| 1978-03-17 | 1978-04-24 | INTEREST | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
| 1977-12-23 | 1978-03-17 | COMPLETED | 100% | $3.93 | $3.61 | -8.06% | Signal |
| 1977-10-18 | 1977-12-23 | INTEREST | 100% | $1.00 | $1.01 | 1.44% | Interest Income |
| 1977-08-23 | 1977-10-18 | COMPLETED | 100% | $3.95 | $3.76 | -4.61% | Signal |
| 1977-05-23 | 1977-08-23 | INTEREST | 100% | $1.00 | $1.02 | 1.93% | Interest Income |
| 1975-11-18 | 1977-05-23 | COMPLETED | 100% | $3.09 | $3.60 | 16.51% | Signal |
| 1975-09-03 | 1975-11-18 | INTEREST | 100% | $1.00 | $1.02 | 1.65% | Interest Income |
| 1975-08-19 | 1975-09-03 | COMPLETED | 100% | $2.48 | $2.47 | -0.41% | Signal |
| 1975-07-28 | 1975-08-19 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-03-11 | 1975-07-28 | COMPLETED | 100% | $2.94 | $2.57 | -12.59% | Stop |
| 1973-06-21 | 1975-03-11 | INTEREST | 100% | $1.00 | $1.14 | 14.06% | Interest Income |
| 1973-06-14 | 1973-06-21 | COMPLETED | 100% | $4.22 | $4.10 | -2.89% | Signal |
| 1973-05-22 | 1973-06-14 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1973-02-01 | 1973-05-22 | COMPLETED | 100% | $4.45 | $3.99 | -10.21% | Stop |
| 1973-01-09 | 1973-02-01 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1973-01-05 | 1973-01-09 | COMPLETED | 100% | $4.22 | $4.28 | 1.45% | Signal |
| 1972-11-21 | 1973-01-05 | INTEREST | 100% | $1.00 | $1.01 | 0.88% | Interest Income |
| 1972-11-10 | 1972-11-21 | COMPLETED | 100% | $3.79 | $3.94 | 3.70% | Signal |
| 1972-10-18 | 1972-11-10 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1972-01-13 | 1972-10-18 | COMPLETED | 100% | $3.44 | $3.81 | 10.90% | Stop |
| 1971-07-14 | 1972-01-13 | INTEREST | 100% | $1.00 | $1.04 | 3.96% | Interest Income |
| 1970-11-12 | 1971-07-14 | COMPLETED | 100% | $2.94 | $3.00 | 2.04% | Stop |
| 1970-10-13 | 1970-11-12 | INTEREST | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
Return Distribution Analysis
