Moving Average (50/200)
IWM
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-08
Trading Style:
Methodology:
IWM Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 5.59% | 8.43% | 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 | 0.36 | 0.34 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -32.44% | -58.64% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 66.7% | 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 |
|---|---|---|---|---|---|---|---|
| 2025-08-05 | 2026-04-07 | OPEN | 100% | $218.81 | $252.91 | 15.58% | Mark-to-Market |
| 2025-03-05 | 2025-08-05 | INTEREST | 100% | $1.00 | $1.02 | 1.79% | Interest Income |
| 2024-01-02 | 2025-03-05 | COMPLETED | 100% | $194.54 | $203.79 | 4.75% | Stop |
| 2023-10-17 | 2024-01-02 | INTEREST | 100% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2023-07-05 | 2023-10-17 | COMPLETED | 100% | $181.06 | $167.14 | -7.69% | Signal |
| 2023-04-27 | 2023-07-05 | INTEREST | 100% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2023-04-19 | 2023-04-27 | COMPLETED | 100% | $170.86 | $165.99 | -2.85% | Signal |
| 2023-03-27 | 2023-04-19 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-01-23 | 2023-03-27 | COMPLETED | 100% | $178.26 | $167.73 | -5.90% | Stop |
| 2022-11-03 | 2023-01-23 | INTEREST | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2022-11-01 | 2022-11-03 | COMPLETED | 100% | $177.26 | $167.74 | -5.37% | Signal |
| 2022-01-20 | 2022-11-01 | INTEREST | 100% | $1.00 | $1.02 | 2.23% | Interest Income |
| 2020-08-12 | 2022-01-20 | COMPLETED | 100% | $147.92 | $194.62 | 31.57% | Stop |
| 2020-03-02 | 2020-08-12 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2019-11-07 | 2020-03-02 | COMPLETED | 100% | $147.30 | $136.95 | -7.03% | Stop |
| 2019-10-09 | 2019-11-07 | INTEREST | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2019-04-29 | 2019-10-09 | COMPLETED | 100% | $145.25 | $136.05 | -6.33% | Signal |
| 2019-02-22 | 2019-04-29 | INTEREST | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2019-02-20 | 2019-02-22 | COMPLETED | 100% | $143.07 | $143.63 | 0.39% | Signal |
| 2018-10-25 | 2019-02-20 | INTEREST | 100% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2016-05-23 | 2018-10-25 | COMPLETED | 100% | $97.42 | $133.55 | 37.09% | Stop |
| 2015-08-25 | 2016-05-23 | INTEREST | 100% | $1.00 | $1.01 | 1.50% | Interest Income |
| 2014-12-17 | 2015-08-25 | COMPLETED | 100% | $97.85 | $99.29 | 1.47% | Stop |
| 2014-10-02 | 2014-12-17 | INTEREST | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2012-02-08 | 2014-10-02 | COMPLETED | 100% | $68.27 | $92.81 | 35.95% | Signal |
| 2011-08-05 | 2012-02-08 | INTEREST | 100% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2010-10-25 | 2011-08-05 | COMPLETED | 100% | $57.35 | $60.09 | 4.78% | Stop |
| 2010-08-11 | 2010-10-25 | INTEREST | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2010-06-16 | 2010-08-11 | COMPLETED | 100% | $53.44 | $51.14 | -4.31% | Signal |
| 2010-05-24 | 2010-06-16 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2009-06-19 | 2010-05-24 | COMPLETED | 100% | $41.11 | $52.15 | 26.85% | Stop |
| 2008-10-03 | 2009-06-19 | INTEREST | 100% | $1.00 | $1.02 | 2.16% | Interest Income |
| 2008-09-16 | 2008-10-03 | COMPLETED | 100% | $53.20 | $50.61 | -4.87% | Stop |
| 2007-09-12 | 2008-09-16 | INTEREST | 100% | $1.00 | $1.04 | 4.01% | Interest Income |
| 2006-10-19 | 2007-09-12 | COMPLETED | 100% | $58.30 | $60.27 | 3.39% | Signal |
| 2006-07-25 | 2006-10-19 | INTEREST | 100% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2005-06-29 | 2006-07-25 | COMPLETED | 100% | $48.48 | $52.72 | 8.74% | Signal |
| 2005-06-01 | 2005-06-29 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2004-11-01 | 2005-06-01 | COMPLETED | 100% | $43.80 | $46.46 | 6.08% | Signal |
| 2004-08-10 | 2004-11-01 | INTEREST | 100% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2003-05-13 | 2004-08-10 | COMPLETED | 100% | $30.82 | $38.81 | 25.93% | Signal |
| 2002-06-27 | 2003-05-13 | INTEREST | 100% | $1.00 | $1.04 | 3.53% | Interest Income |
| 2002-01-10 | 2002-06-27 | COMPLETED | 100% | $35.77 | $33.40 | -6.62% | Stop |
| 2001-09-18 | 2002-01-10 | INTEREST | 100% | $1.00 | $1.01 | 1.47% | Interest Income |
| 2001-06-14 | 2001-09-18 | COMPLETED | 100% | $36.12 | $30.32 | -16.05% | Stop |
| 2001-03-12 | 2001-06-14 | INTEREST | 100% | $1.00 | $1.01 | 1.31% | Interest Income |
Return Distribution Analysis
