Moving Average (50/200)
IVW
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-08
Trading Style:
Methodology:
IVW Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 8.71% | 9.96% | 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 | 0.66 | 0.48 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -21.09% | -49.22% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 72.2% | 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 |
|---|---|---|---|---|---|---|---|
| 2025-06-20 | 2026-04-07 | OPEN | 100% | $105.50 | $115.73 | 9.70% | Mark-to-Market |
| 2025-04-01 | 2025-06-20 | INTEREST | 100% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2024-08-28 | 2025-04-01 | COMPLETED | 100% | $92.60 | $92.06 | -0.58% | Stop |
| 2024-08-06 | 2024-08-28 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2023-04-10 | 2024-08-06 | COMPLETED | 100% | $62.53 | $84.58 | 35.26% | Stop |
| 2022-03-09 | 2023-04-10 | INTEREST | 100% | $1.00 | $1.04 | 3.57% | Interest Income |
| 2022-02-16 | 2022-03-09 | COMPLETED | 100% | $72.56 | $68.39 | -5.75% | Signal |
| 2022-01-25 | 2022-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-06-29 | 2022-01-25 | COMPLETED | 100% | $48.53 | $70.75 | 45.78% | Stop |
| 2020-06-05 | 2020-06-29 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-06-03 | 2020-06-05 | COMPLETED | 100% | $48.74 | $49.06 | 0.65% | Signal |
| 2020-04-08 | 2020-06-03 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-03-24 | 2020-04-08 | COMPLETED | 100% | $36.36 | $41.27 | 13.50% | Signal |
| 2020-03-02 | 2020-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-03-28 | 2020-03-02 | COMPLETED | 100% | $40.30 | $44.50 | 10.42% | Stop |
| 2018-12-13 | 2019-03-28 | INTEREST | 100% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2016-04-25 | 2018-12-13 | COMPLETED | 100% | $26.27 | $37.66 | 43.37% | Signal |
| 2016-02-01 | 2016-04-25 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2015-11-30 | 2016-02-01 | COMPLETED | 100% | $26.74 | $24.63 | -7.88% | Signal |
| 2015-09-28 | 2015-11-30 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2015-09-17 | 2015-09-28 | COMPLETED | 100% | $25.16 | $24.27 | -3.57% | Signal |
| 2015-08-25 | 2015-09-17 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-12-23 | 2015-08-25 | COMPLETED | 100% | $14.25 | $24.39 | 71.15% | Stop |
| 2011-09-02 | 2011-12-23 | INTEREST | 100% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2011-08-31 | 2011-09-02 | COMPLETED | 100% | $13.83 | $13.40 | -3.11% | Signal |
| 2011-08-09 | 2011-08-31 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-10-14 | 2011-08-09 | COMPLETED | 100% | $12.70 | $12.88 | 1.47% | Stop |
| 2010-09-22 | 2010-10-14 | INTEREST | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2010-09-17 | 2010-09-22 | COMPLETED | 100% | $12.09 | $12.22 | 1.02% | Signal |
| 2010-07-06 | 2010-09-17 | INTEREST | 100% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2010-06-01 | 2010-07-06 | COMPLETED | 100% | $11.35 | $11.00 | -3.08% | Signal |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-12 | 2010-05-07 | COMPLETED | 100% | $9.94 | $11.79 | 18.55% | Stop |
| 2008-07-02 | 2009-06-12 | INTEREST | 100% | $1.00 | $1.03 | 3.09% | Interest Income |
| 2008-06-25 | 2008-07-02 | COMPLETED | 100% | $13.09 | $12.87 | -1.64% | Signal |
| 2008-01-22 | 2008-06-25 | INTEREST | 100% | $1.00 | $1.02 | 1.60% | Interest Income |
| 2006-10-13 | 2008-01-22 | COMPLETED | 100% | $12.32 | $11.91 | -3.30% | Signal |
| 2006-09-21 | 2006-10-13 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-09-19 | 2006-09-21 | COMPLETED | 100% | $11.97 | $11.98 | 0.03% | Signal |
| 2006-06-22 | 2006-09-19 | INTEREST | 100% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2004-12-01 | 2006-06-22 | COMPLETED | 100% | $10.78 | $11.29 | 4.69% | Signal |
| 2004-08-13 | 2004-12-01 | INTEREST | 100% | $1.00 | $1.01 | 1.24% | Interest Income |
| 2003-05-08 | 2004-08-13 | COMPLETED | 100% | $8.86 | $9.92 | 12.05% | Signal |
| 2002-05-06 | 2003-05-08 | INTEREST | 100% | $1.00 | $1.04 | 4.24% | Interest Income |
| 2002-01-03 | 2002-05-06 | COMPLETED | 100% | $11.06 | $9.98 | -9.76% | Signal |
| 2001-03-12 | 2002-01-03 | INTEREST | 100% | $1.00 | $1.04 | 3.97% | Interest Income |
Return Distribution Analysis
