Moving Average (50/200)
IYW
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-08
Trading Style:
Methodology:
IYW Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 10.22% | 10.84% | 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 | 0.62 | 0.40 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -31.40% | -64.00% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 68.3% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.1 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-06-27 | 2026-03-30 | COMPLETED | 100% | $171.63 | $177.75 | 3.56% | Stop |
| 2025-04-07 | 2025-06-27 | INTEREST | 100% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2025-04-02 | 2025-04-07 | COMPLETED | 100% | $139.59 | $118.74 | -14.94% | Signal |
| 2025-03-11 | 2025-04-02 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-28 | 2025-03-11 | COMPLETED | 100% | $148.04 | $141.64 | -4.32% | Stop |
| 2024-08-06 | 2024-08-28 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2023-03-09 | 2024-08-06 | COMPLETED | 100% | $85.11 | $133.86 | 57.29% | Stop |
| 2023-01-20 | 2023-03-09 | INTEREST | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2023-01-18 | 2023-01-20 | COMPLETED | 100% | $78.44 | $76.89 | -1.98% | Signal |
| 2022-03-08 | 2023-01-18 | INTEREST | 100% | $1.00 | $1.03 | 2.76% | Interest Income |
| 2022-02-16 | 2022-03-08 | COMPLETED | 100% | $101.10 | $91.41 | -9.59% | Signal |
| 2022-01-25 | 2022-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-05-28 | 2022-01-25 | COMPLETED | 100% | $60.61 | $98.16 | 61.96% | Stop |
| 2020-04-29 | 2020-05-28 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-24 | 2020-04-29 | COMPLETED | 100% | $46.86 | $56.20 | 19.91% | Signal |
| 2020-03-02 | 2020-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-03-27 | 2020-03-02 | COMPLETED | 100% | $46.06 | $55.82 | 21.19% | Stop |
| 2018-11-20 | 2019-03-27 | INTEREST | 100% | $1.00 | $1.01 | 0.92% | Interest Income |
| 2016-04-21 | 2018-11-20 | COMPLETED | 100% | $25.49 | $38.99 | 52.97% | Stop |
| 2016-01-21 | 2016-04-21 | INTEREST | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2015-11-30 | 2016-01-21 | COMPLETED | 100% | $25.81 | $22.70 | -12.06% | Stop |
| 2015-10-13 | 2015-11-30 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2015-10-09 | 2015-10-13 | COMPLETED | 100% | $24.22 | $24.19 | -0.11% | Signal |
| 2015-08-25 | 2015-10-09 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2013-02-26 | 2015-08-25 | COMPLETED | 100% | $16.12 | $22.32 | 38.50% | Stop |
| 2012-11-19 | 2013-02-26 | INTEREST | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2011-12-12 | 2012-11-19 | COMPLETED | 100% | $14.60 | $15.34 | 5.11% | Stop |
| 2011-07-27 | 2011-12-12 | INTEREST | 100% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2010-10-26 | 2011-07-27 | COMPLETED | 100% | $13.54 | $15.08 | 11.34% | Signal |
| 2010-07-12 | 2010-10-26 | INTEREST | 100% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2010-06-01 | 2010-07-12 | COMPLETED | 100% | $12.19 | $12.03 | -1.36% | Signal |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-05-28 | 2010-05-07 | COMPLETED | 100% | $9.31 | $12.44 | 33.68% | Stop |
| 2008-01-08 | 2009-05-28 | INTEREST | 100% | $1.00 | $1.05 | 4.79% | Interest Income |
| 2006-10-17 | 2008-01-08 | COMPLETED | 100% | $11.64 | $12.72 | 9.28% | Stop |
| 2006-09-21 | 2006-10-17 | INTEREST | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2006-09-19 | 2006-09-21 | COMPLETED | 100% | $11.13 | $11.27 | 1.30% | Signal |
| 2006-06-13 | 2006-09-19 | INTEREST | 100% | $1.00 | $1.01 | 1.32% | Interest Income |
| 2005-07-06 | 2006-06-13 | COMPLETED | 100% | $10.06 | $9.98 | -0.80% | Stop |
| 2005-05-26 | 2005-07-06 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2005-05-24 | 2005-05-26 | COMPLETED | 100% | $10.12 | $10.19 | 0.69% | Signal |
| 2005-05-02 | 2005-05-24 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2004-12-03 | 2005-05-02 | COMPLETED | 100% | $10.66 | $9.40 | -11.84% | Signal |
| 2004-11-09 | 2004-12-03 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2004-11-04 | 2004-11-09 | COMPLETED | 100% | $9.85 | $10.09 | 2.44% | Signal |
| 2004-10-11 | 2004-11-04 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2004-10-07 | 2004-10-11 | COMPLETED | 100% | $9.69 | $9.43 | -2.75% | Signal |
| 2004-05-17 | 2004-10-07 | INTEREST | 100% | $1.00 | $1.02 | 1.72% | Interest Income |
| 2004-04-15 | 2004-05-17 | COMPLETED | 100% | $10.35 | $9.48 | -8.42% | Signal |
| 2004-03-23 | 2004-04-15 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2003-04-15 | 2004-03-23 | COMPLETED | 100% | $7.11 | $9.77 | 37.49% | Stop |
| 2002-02-08 | 2003-04-15 | INTEREST | 100% | $1.00 | $1.05 | 5.21% | Interest Income |
| 2002-01-18 | 2002-02-08 | COMPLETED | 100% | $11.54 | $10.64 | -7.81% | Signal |
| 2001-11-23 | 2002-01-18 | INTEREST | 100% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2001-11-20 | 2001-11-23 | COMPLETED | 100% | $11.67 | $11.32 | -3.04% | Signal |
| 2001-03-05 | 2001-11-20 | INTEREST | 100% | $1.00 | $1.03 | 3.48% | Interest Income |
Return Distribution Analysis
