Moving Average (50/200)
IUSB
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
IUSB Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 2.11% | 1.97% | 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 | 0.54 | 0.40 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -9.90% | -17.90% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 70.0% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 0.9 | 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 |
|---|---|---|---|---|---|---|---|
| 2024-01-02 | 2026-04-07 | OPEN | 100% | $41.83 | $46.18 | 10.40% | Mark-to-Market |
| 2023-08-29 | 2024-01-02 | INTEREST | 100% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2023-02-02 | 2023-08-29 | COMPLETED | 100% | $41.30 | $39.96 | -3.25% | Signal |
| 2022-01-07 | 2023-02-02 | INTEREST | 100% | $1.00 | $1.03 | 3.21% | Interest Income |
| 2021-07-27 | 2022-01-07 | COMPLETED | 100% | $45.91 | $44.89 | -2.21% | Signal |
| 2021-03-16 | 2021-07-27 | INTEREST | 100% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2019-01-07 | 2021-03-16 | COMPLETED | 100% | $39.36 | $44.75 | 13.69% | Signal |
| 2018-12-12 | 2019-01-07 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-12-07 | 2018-12-12 | COMPLETED | 100% | $38.82 | $38.88 | 0.14% | Signal |
| 2018-11-05 | 2018-12-07 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2018-09-04 | 2018-11-05 | COMPLETED | 100% | $38.90 | $38.40 | -1.28% | Signal |
| 2018-02-20 | 2018-09-04 | INTEREST | 100% | $1.00 | $1.02 | 1.55% | Interest Income |
| 2017-05-17 | 2018-02-20 | COMPLETED | 100% | $38.75 | $38.56 | -0.48% | Signal |
| 2017-03-27 | 2017-05-17 | INTEREST | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2017-03-23 | 2017-03-27 | COMPLETED | 100% | $38.24 | $38.28 | 0.12% | Signal |
| 2016-12-16 | 2017-03-23 | INTEREST | 100% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2016-03-02 | 2016-12-16 | COMPLETED | 100% | $37.13 | $37.49 | 0.96% | Signal |
| 2015-12-22 | 2016-03-02 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2015-10-27 | 2015-12-22 | COMPLETED | 100% | $37.16 | $36.68 | -1.29% | Signal |
| 2015-07-29 | 2015-10-27 | INTEREST | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2015-03-30 | 2015-07-29 | COMPLETED | 100% | $37.26 | $36.77 | -1.32% | Signal |
| 2015-03-26 | 2015-03-30 | INTEREST | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
