Moving Average (50/200)
LIN
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-08
Trading Style:
Methodology:
LIN Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 8.24% | 14.88% | 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 | 0.41 | 0.50 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -53.98% | -51.76% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 71.6% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.3 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-03-23 | 2026-04-07 | OPEN | 100% | $488.86 | $494.59 | 1.17% | Mark-to-Market |
| 2026-02-27 | 2026-03-23 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2026-02-19 | 2026-02-27 | COMPLETED | 100% | $483.28 | $496.60 | 2.76% | Signal |
| 2025-11-04 | 2026-02-19 | INTEREST | 100% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2025-06-10 | 2025-11-04 | COMPLETED | 100% | $467.59 | $413.25 | -11.62% | Stop |
| 2025-05-16 | 2025-06-10 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-03-21 | 2025-05-16 | COMPLETED | 100% | $447.70 | $449.69 | 0.45% | Signal |
| 2025-01-03 | 2025-03-21 | INTEREST | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2022-12-02 | 2025-01-03 | COMPLETED | 100% | $320.40 | $409.25 | 27.73% | Signal |
| 2022-06-21 | 2022-12-02 | INTEREST | 100% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2022-05-25 | 2022-06-21 | COMPLETED | 100% | $302.04 | $279.02 | -7.62% | Stop |
| 2022-03-15 | 2022-05-25 | INTEREST | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2022-03-09 | 2022-03-15 | COMPLETED | 100% | $268.33 | $274.95 | 2.47% | Signal |
| 2022-02-14 | 2022-03-09 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-11-20 | 2022-02-14 | COMPLETED | 100% | $234.82 | $277.67 | 18.25% | Stop |
| 2020-10-29 | 2020-11-20 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-06-30 | 2020-10-29 | COMPLETED | 100% | $193.54 | $199.88 | 3.27% | Stop |
| 2020-06-08 | 2020-06-30 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-06-04 | 2020-06-08 | COMPLETED | 100% | $196.93 | $203.61 | 3.39% | Signal |
| 2020-03-27 | 2020-06-04 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-03-24 | 2020-03-27 | COMPLETED | 100% | $146.37 | $153.76 | 5.05% | Signal |
| 2020-03-02 | 2020-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-02-13 | 2020-03-02 | COMPLETED | 100% | $149.96 | $174.96 | 16.67% | Stop |
| 2019-01-22 | 2019-02-13 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-04-27 | 2019-01-22 | COMPLETED | 100% | $137.85 | $145.04 | 5.21% | Signal |
| 2018-04-05 | 2018-04-27 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-04-12 | 2018-04-05 | COMPLETED | 100% | $95.14 | $129.01 | 35.61% | Stop |
| 2014-10-16 | 2016-04-12 | INTEREST | 100% | $1.00 | $1.03 | 3.14% | Interest Income |
| 2013-01-07 | 2014-10-16 | COMPLETED | 100% | $88.26 | $97.47 | 10.43% | Signal |
| 2012-07-31 | 2013-01-07 | INTEREST | 100% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2011-12-14 | 2012-07-31 | COMPLETED | 100% | $78.14 | $81.75 | 4.62% | Signal |
| 2011-09-23 | 2011-12-14 | INTEREST | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2011-08-30 | 2011-09-23 | COMPLETED | 100% | $73.55 | $70.87 | -3.64% | Signal |
| 2011-08-08 | 2011-08-30 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-08-05 | 2011-08-08 | COMPLETED | 100% | $65.54 | $71.61 | 9.27% | Stop |
| 2010-06-30 | 2010-08-05 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2010-06-15 | 2010-06-30 | COMPLETED | 100% | $58.07 | $57.62 | -0.77% | Signal |
| 2010-05-21 | 2010-06-15 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2009-05-15 | 2010-05-21 | COMPLETED | 100% | $51.24 | $54.54 | 6.44% | Stop |
| 2009-01-09 | 2009-05-15 | INTEREST | 100% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2009-01-07 | 2009-01-09 | COMPLETED | 100% | $46.77 | $45.43 | -2.86% | Signal |
| 2008-10-01 | 2009-01-07 | INTEREST | 100% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2008-09-29 | 2008-10-01 | COMPLETED | 100% | $51.84 | $50.85 | -1.92% | Signal |
| 2008-09-05 | 2008-09-29 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2008-02-12 | 2008-09-05 | COMPLETED | 100% | $57.25 | $60.57 | 5.80% | Stop |
| 2008-01-18 | 2008-02-12 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-09-11 | 2008-01-18 | COMPLETED | 100% | $51.75 | $54.68 | 5.65% | Stop |
| 2007-08-17 | 2007-09-11 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2003-04-16 | 2007-08-17 | COMPLETED | 100% | $18.88 | $50.68 | 168.42% | Stop |
| 2003-03-25 | 2003-04-16 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2003-03-20 | 2003-03-25 | COMPLETED | 100% | $18.68 | $18.93 | 1.33% | Signal |
| 2003-02-26 | 2003-03-20 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2002-12-19 | 2003-02-26 | COMPLETED | 100% | $18.41 | $16.65 | -9.58% | Stop |
| 2002-07-11 | 2002-12-19 | INTEREST | 100% | $1.00 | $1.02 | 1.82% | Interest Income |
| 2001-11-30 | 2002-07-11 | COMPLETED | 100% | $16.72 | $16.38 | -2.06% | Stop |
| 2001-09-20 | 2001-11-30 | INTEREST | 100% | $1.00 | $1.01 | 0.90% | Interest Income |
| 2001-07-20 | 2001-09-20 | COMPLETED | 100% | $14.72 | $12.98 | -11.86% | Stop |
| 2001-06-27 | 2001-07-20 | INTEREST | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2001-01-29 | 2001-06-27 | COMPLETED | 100% | $12.87 | $14.68 | 14.07% | Stop |
| 2000-05-04 | 2001-01-29 | INTEREST | 100% | $1.00 | $1.04 | 4.22% | Interest Income |
| 2000-05-01 | 2000-05-04 | COMPLETED | 100% | $13.79 | $14.30 | 3.69% | Signal |
| 2000-01-24 | 2000-05-01 | INTEREST | 100% | $1.00 | $1.02 | 1.66% | Interest Income |
| 2000-01-14 | 2000-01-24 | COMPLETED | 100% | $16.67 | $14.55 | -12.75% | Signal |
| 1999-12-10 | 2000-01-14 | INTEREST | 100% | $1.00 | $1.01 | 0.59% | Interest Income |
| 1999-10-18 | 1999-12-10 | COMPLETED | 100% | $13.43 | $14.14 | 5.25% | Signal |
| 1999-09-24 | 1999-10-18 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-06-21 | 1999-09-24 | COMPLETED | 100% | $15.50 | $13.14 | -15.25% | Stop |
| 1999-05-27 | 1999-06-21 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1999-04-30 | 1999-05-27 | COMPLETED | 100% | $15.87 | $15.31 | -3.53% | Stop |
| 1998-08-14 | 1999-04-30 | INTEREST | 100% | $1.00 | $1.03 | 3.43% | Interest Income |
| 1998-07-17 | 1998-08-14 | COMPLETED | 100% | $14.11 | $13.19 | -6.50% | Stop |
| 1998-06-24 | 1998-07-17 | INTEREST | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1998-04-21 | 1998-06-24 | COMPLETED | 100% | $15.98 | $13.84 | -13.39% | Stop |
| 1997-10-28 | 1998-04-21 | INTEREST | 100% | $1.00 | $1.03 | 2.65% | Interest Income |
| 1997-10-24 | 1997-10-28 | COMPLETED | 100% | $14.65 | $12.37 | -15.54% | Signal |
| 1997-10-02 | 1997-10-24 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 1997-04-23 | 1997-10-02 | COMPLETED | 100% | $14.74 | $14.42 | -2.16% | Stop |
| 1997-04-01 | 1997-04-23 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1995-10-27 | 1997-04-01 | COMPLETED | 100% | $7.78 | $13.41 | 72.30% | Stop |
| 1995-10-05 | 1995-10-27 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1995-03-31 | 1995-10-05 | COMPLETED | 100% | $6.81 | $7.34 | 7.73% | Stop |
| 1995-01-13 | 1995-03-31 | INTEREST | 100% | $1.00 | $1.02 | 1.55% | Interest Income |
| 1994-12-07 | 1995-01-13 | COMPLETED | 100% | $5.90 | $6.05 | 2.50% | Signal |
| 1994-11-14 | 1994-12-07 | INTEREST | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 1993-12-01 | 1994-11-14 | COMPLETED | 100% | $4.71 | $6.06 | 28.71% | Stop |
| 1993-06-01 | 1993-12-01 | INTEREST | 100% | $1.00 | $1.03 | 2.83% | Interest Income |
| 1993-05-19 | 1993-06-01 | COMPLETED | 100% | $4.21 | $4.44 | 5.55% | Signal |
| 1993-04-27 | 1993-05-19 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1993-04-01 | 1993-04-27 | COMPLETED | 100% | $5.07 | $4.39 | -13.48% | Stop |
| 1993-03-30 | 1993-04-01 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
