Moving Average (50/200)
LLY
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
LLY Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 8.71% | 13.37% | 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 | 0.45 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -66.11% | -68.26% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 61.2% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.6 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-11-06 | 2026-03-18 | COMPLETED | 100% | $925.10 | $925.00 | -0.01% | Stop |
| 2025-03-03 | 2025-11-06 | INTEREST | 100% | $1.00 | $1.03 | 2.91% | Interest Income |
| 2025-02-27 | 2025-03-03 | COMPLETED | 100% | $908.99 | $906.09 | -0.32% | Signal |
| 2024-12-16 | 2025-02-27 | INTEREST | 100% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2024-11-22 | 2024-12-16 | COMPLETED | 100% | $750.19 | $784.83 | 4.62% | Signal |
| 2024-10-31 | 2024-11-22 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-19 | 2024-10-31 | COMPLETED | 100% | $912.26 | $827.56 | -9.28% | Stop |
| 2024-07-26 | 2024-08-19 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-04-24 | 2024-07-26 | COMPLETED | 100% | $376.79 | $802.07 | 112.87% | Stop |
| 2023-03-30 | 2023-04-24 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-02-28 | 2023-03-30 | COMPLETED | 100% | $308.57 | $328.70 | 6.52% | Signal |
| 2023-02-03 | 2023-02-28 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-02-16 | 2023-02-03 | COMPLETED | 100% | $234.28 | $324.59 | 38.55% | Stop |
| 2022-01-25 | 2022-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-10-11 | 2022-01-25 | COMPLETED | 100% | $226.91 | $227.75 | 0.37% | Stop |
| 2021-09-17 | 2021-10-11 | INTEREST | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-04-19 | 2021-09-17 | COMPLETED | 100% | $180.03 | $220.21 | 22.32% | Stop |
| 2021-03-25 | 2021-04-19 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2021-01-08 | 2021-03-25 | COMPLETED | 100% | $157.48 | $172.20 | 9.35% | Stop |
| 2020-10-20 | 2021-01-08 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2020-03-24 | 2020-10-20 | COMPLETED | 100% | $115.06 | $135.12 | 17.44% | Stop |
| 2020-03-02 | 2020-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-12-20 | 2020-03-02 | COMPLETED | 100% | $123.05 | $119.26 | -3.09% | Stop |
| 2019-06-14 | 2019-12-20 | INTEREST | 100% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2018-06-18 | 2019-06-14 | COMPLETED | 100% | $77.27 | $102.97 | 33.25% | Stop |
| 2018-05-17 | 2018-06-18 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2018-05-15 | 2018-05-17 | COMPLETED | 100% | $73.84 | $72.83 | -1.36% | Signal |
| 2018-02-09 | 2018-05-15 | INTEREST | 100% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2017-02-28 | 2018-02-09 | COMPLETED | 100% | $71.99 | $66.50 | -7.62% | Stop |
| 2016-11-25 | 2017-02-28 | INTEREST | 100% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2016-08-04 | 2016-11-25 | COMPLETED | 100% | $70.77 | $59.17 | -16.38% | Stop |
| 2016-07-08 | 2016-08-04 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-07-01 | 2016-07-08 | COMPLETED | 100% | $67.25 | $67.61 | 0.55% | Signal |
| 2016-02-05 | 2016-07-01 | INTEREST | 100% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2015-11-13 | 2016-02-05 | COMPLETED | 100% | $66.98 | $62.36 | -6.90% | Stop |
| 2015-10-22 | 2015-11-13 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-01-31 | 2015-10-22 | COMPLETED | 100% | $42.11 | $64.52 | 53.22% | Stop |
| 2013-10-04 | 2014-01-31 | INTEREST | 100% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2013-09-24 | 2013-10-04 | COMPLETED | 100% | $41.60 | $38.36 | -7.79% | Signal |
| 2013-07-30 | 2013-09-24 | INTEREST | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2013-07-18 | 2013-07-30 | COMPLETED | 100% | $39.39 | $41.85 | 6.26% | Signal |
| 2013-06-25 | 2013-07-18 | INTEREST | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2012-12-11 | 2013-06-25 | COMPLETED | 100% | $38.37 | $38.54 | 0.45% | Stop |
| 2012-11-16 | 2012-12-11 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2010-08-10 | 2012-11-16 | COMPLETED | 100% | $24.78 | $35.15 | 41.84% | Stop |
| 2010-06-25 | 2010-08-10 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2009-10-26 | 2010-06-25 | COMPLETED | 100% | $21.98 | $23.11 | 5.11% | Signal |
| 2009-09-10 | 2009-10-26 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2009-07-09 | 2009-09-10 | COMPLETED | 100% | $21.31 | $21.41 | 0.48% | Signal |
| 2009-01-07 | 2009-07-09 | INTEREST | 100% | $1.00 | $1.02 | 1.52% | Interest Income |
| 2009-01-05 | 2009-01-07 | COMPLETED | 100% | $25.11 | $24.18 | -3.67% | Signal |
| 2007-11-20 | 2009-01-05 | INTEREST | 100% | $1.00 | $1.04 | 4.15% | Interest Income |
| 2007-05-04 | 2007-11-20 | COMPLETED | 100% | $34.27 | $30.23 | -11.78% | Signal |
| 2007-04-12 | 2007-05-04 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2007-04-10 | 2007-04-12 | COMPLETED | 100% | $32.14 | $32.25 | 0.32% | Signal |
| 2007-01-10 | 2007-04-10 | INTEREST | 100% | $1.00 | $1.01 | 1.11% | Interest Income |
| 2006-07-31 | 2007-01-10 | COMPLETED | 100% | $32.07 | $29.69 | -7.42% | Signal |
| 2006-05-26 | 2006-07-31 | INTEREST | 100% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2006-01-27 | 2006-05-26 | COMPLETED | 100% | $31.73 | $29.48 | -7.10% | Signal |
| 2005-12-22 | 2006-01-27 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2005-12-20 | 2005-12-22 | COMPLETED | 100% | $32.21 | $31.82 | -1.21% | Signal |
| 2005-08-24 | 2005-12-20 | INTEREST | 100% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2005-06-03 | 2005-08-24 | COMPLETED | 100% | $32.01 | $29.85 | -6.76% | Signal |
| 2004-07-21 | 2005-06-03 | INTEREST | 100% | $1.00 | $1.04 | 3.69% | Interest Income |
| 2003-10-15 | 2004-07-21 | COMPLETED | 100% | $33.00 | $34.84 | 5.59% | Stop |
| 2003-09-23 | 2003-10-15 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2003-05-19 | 2003-09-23 | COMPLETED | 100% | $32.11 | $31.74 | -1.14% | Stop |
| 2003-03-31 | 2003-05-19 | INTEREST | 100% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2003-03-11 | 2003-03-31 | COMPLETED | 100% | $29.31 | $30.25 | 3.21% | Signal |
| 2003-02-14 | 2003-03-11 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2002-12-18 | 2003-02-14 | COMPLETED | 100% | $33.06 | $30.00 | -9.27% | Stop |
| 2002-01-28 | 2002-12-18 | INTEREST | 100% | $1.00 | $1.04 | 4.12% | Interest Income |
| 2001-12-03 | 2002-01-28 | COMPLETED | 100% | $42.15 | $38.32 | -9.09% | Signal |
| 2001-10-04 | 2001-12-03 | INTEREST | 100% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2001-10-02 | 2001-10-04 | COMPLETED | 100% | $41.54 | $40.24 | -3.13% | Signal |
| 2001-06-28 | 2001-10-02 | INTEREST | 100% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2001-06-06 | 2001-06-28 | COMPLETED | 100% | $44.66 | $37.51 | -16.00% | Stop |
| 2001-02-16 | 2001-06-06 | INTEREST | 100% | $1.00 | $1.02 | 1.50% | Interest Income |
| 2001-01-30 | 2001-02-16 | COMPLETED | 100% | $40.44 | $37.66 | -6.86% | Signal |
| 2001-01-05 | 2001-01-30 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2000-09-01 | 2001-01-05 | COMPLETED | 100% | $37.28 | $40.78 | 9.41% | Stop |
| 2000-08-10 | 2000-09-01 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-05-12 | 2000-08-10 | COMPLETED | 100% | $37.15 | $38.78 | 4.38% | Stop |
| 1999-05-24 | 2000-05-12 | INTEREST | 100% | $1.00 | $1.06 | 5.97% | Interest Income |
| 1999-04-16 | 1999-05-24 | COMPLETED | 100% | $39.98 | $35.20 | -11.95% | Signal |
| 1999-03-24 | 1999-04-16 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 1999-02-04 | 1999-03-24 | COMPLETED | 100% | $44.87 | $41.37 | -7.82% | Stop |
| 1999-01-12 | 1999-02-04 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-11-02 | 1999-01-12 | COMPLETED | 100% | $39.60 | $37.70 | -4.80% | Stop |
| 1998-10-09 | 1998-11-02 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-09-24 | 1998-10-09 | COMPLETED | 100% | $38.81 | $34.86 | -10.17% | Stop |
| 1998-09-01 | 1998-09-24 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-08-20 | 1998-09-01 | COMPLETED | 100% | $36.45 | $32.78 | -10.07% | Stop |
| 1998-07-29 | 1998-08-20 | INTEREST | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1998-06-24 | 1998-07-29 | COMPLETED | 100% | $32.29 | $32.44 | 0.47% | Signal |
| 1998-06-02 | 1998-06-24 | INTEREST | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1998-03-12 | 1998-06-02 | COMPLETED | 100% | $32.46 | $30.12 | -7.21% | Stop |
| 1998-02-18 | 1998-03-12 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1997-05-02 | 1998-02-18 | COMPLETED | 100% | $20.87 | $29.49 | 41.26% | Stop |
| 1997-04-10 | 1997-05-02 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1996-10-08 | 1997-04-10 | COMPLETED | 100% | $15.64 | $19.25 | 23.11% | Stop |
| 1996-09-16 | 1996-10-08 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1996-08-08 | 1996-09-16 | COMPLETED | 100% | $13.74 | $14.93 | 8.60% | Signal |
| 1996-07-17 | 1996-08-08 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1996-05-10 | 1996-07-17 | COMPLETED | 100% | $13.16 | $13.60 | 3.31% | Stop |
| 1996-04-18 | 1996-05-10 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1994-09-30 | 1996-04-18 | COMPLETED | 100% | $6.46 | $13.51 | 109.17% | Stop |
| 1994-07-13 | 1994-09-30 | INTEREST | 100% | $1.00 | $1.02 | 1.58% | Interest Income |
| 1994-06-27 | 1994-07-13 | COMPLETED | 100% | $6.31 | $5.34 | -15.32% | Stop |
| 1994-04-26 | 1994-06-27 | INTEREST | 100% | $1.00 | $1.01 | 1.15% | Interest Income |
| 1994-04-06 | 1994-04-26 | COMPLETED | 100% | $5.44 | $5.46 | 0.25% | Signal |
| 1994-03-14 | 1994-04-06 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1993-10-22 | 1994-03-14 | COMPLETED | 100% | $5.98 | $5.66 | -5.34% | Stop |
| 1992-03-24 | 1993-10-22 | INTEREST | 100% | $1.00 | $1.10 | 10.38% | Interest Income |
| 1992-01-27 | 1992-03-24 | COMPLETED | 100% | $8.03 | $7.22 | -10.08% | Signal |
| 1992-01-03 | 1992-01-27 | INTEREST | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 1991-12-31 | 1992-01-03 | COMPLETED | 100% | $8.47 | $8.42 | -0.59% | Signal |
| 1991-11-25 | 1991-12-31 | INTEREST | 100% | $1.00 | $1.01 | 0.66% | Interest Income |
| 1991-08-30 | 1991-11-25 | COMPLETED | 100% | $8.34 | $7.41 | -11.16% | Signal |
| 1991-07-12 | 1991-08-30 | INTEREST | 100% | $1.00 | $1.01 | 1.08% | Interest Income |
| 1991-02-14 | 1991-07-12 | COMPLETED | 100% | $7.88 | $7.00 | -11.22% | Stop |
| 1990-11-28 | 1991-02-14 | INTEREST | 100% | $1.00 | $1.02 | 1.67% | Interest Income |
| 1990-11-26 | 1990-11-28 | COMPLETED | 100% | $6.79 | $7.12 | 4.83% | Signal |
| 1990-11-01 | 1990-11-26 | INTEREST | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1990-08-30 | 1990-11-01 | COMPLETED | 100% | $7.32 | $6.45 | -11.88% | Stop |
| 1990-08-08 | 1990-08-30 | INTEREST | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1988-06-29 | 1990-08-08 | COMPLETED | 100% | $3.80 | $7.40 | 95.03% | Stop |
| 1988-06-07 | 1988-06-29 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-05-31 | 1988-06-07 | COMPLETED | 100% | $3.60 | $3.81 | 5.88% | Signal |
| 1987-10-15 | 1988-05-31 | INTEREST | 100% | $1.00 | $1.05 | 4.88% | Interest Income |
| 1987-06-11 | 1987-10-15 | COMPLETED | 100% | $4.18 | $3.90 | -6.71% | Stop |
| 1987-05-19 | 1987-06-11 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-12-08 | 1987-05-19 | COMPLETED | 100% | $3.33 | $3.82 | 14.68% | Stop |
| 1986-11-13 | 1986-12-08 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-10-06 | 1986-11-13 | COMPLETED | 100% | $3.02 | $3.32 | 9.90% | Signal |
| 1986-09-12 | 1986-10-06 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-11-28 | 1986-09-12 | COMPLETED | 100% | $1.30 | $2.92 | 125.05% | Stop |
| 1984-07-05 | 1984-11-28 | INTEREST | 100% | $1.00 | $1.03 | 3.14% | Interest Income |
| 1984-03-08 | 1984-07-05 | COMPLETED | 100% | $1.26 | $1.21 | -3.65% | Signal |
| 1983-12-28 | 1984-03-08 | INTEREST | 100% | $1.00 | $1.01 | 1.50% | Interest Income |
| 1982-11-10 | 1983-12-28 | COMPLETED | 100% | $1.17 | $1.13 | -3.12% | Stop |
| 1982-08-19 | 1982-11-10 | INTEREST | 100% | $1.00 | $1.02 | 1.77% | Interest Income |
| 1982-08-05 | 1982-08-19 | COMPLETED | 100% | $0.90 | $0.89 | -0.65% | Signal |
| 1982-07-14 | 1982-08-05 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-02-11 | 1982-07-14 | COMPLETED | 100% | $1.05 | $1.02 | -3.30% | Stop |
| 1981-07-16 | 1982-02-11 | INTEREST | 100% | $1.00 | $1.05 | 4.53% | Interest Income |
| 1980-09-03 | 1981-07-16 | COMPLETED | 100% | $0.90 | $1.03 | 14.67% | Stop |
| 1980-02-11 | 1980-09-03 | INTEREST | 100% | $1.00 | $1.04 | 4.40% | Interest Income |
| 1979-01-26 | 1980-02-11 | COMPLETED | 100% | $0.80 | $0.90 | 11.40% | Stop |
| 1978-12-08 | 1979-01-26 | INTEREST | 100% | $1.00 | $1.01 | 1.01% | Interest Income |
| 1978-11-13 | 1978-12-08 | COMPLETED | 100% | $0.71 | $0.72 | 1.98% | Signal |
| 1978-10-20 | 1978-11-13 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-01-03 | 1978-10-20 | COMPLETED | 100% | $0.58 | $0.71 | 22.70% | Stop |
| 1976-11-22 | 1978-01-03 | INTEREST | 100% | $1.00 | $1.09 | 8.86% | Interest Income |
| 1976-08-19 | 1976-11-22 | COMPLETED | 100% | $0.82 | $0.70 | -14.03% | Stop |
| 1975-09-08 | 1976-08-19 | INTEREST | 100% | $1.00 | $1.08 | 7.58% | Interest Income |
| 1975-08-26 | 1975-09-08 | COMPLETED | 100% | $0.91 | $0.87 | -4.55% | Signal |
| 1975-08-04 | 1975-08-26 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-04-28 | 1975-08-04 | COMPLETED | 100% | $0.97 | $0.94 | -2.57% | Stop |
| 1975-04-04 | 1975-04-28 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-03-11 | 1975-04-04 | COMPLETED | 100% | $1.13 | $0.97 | -13.61% | Stop |
| 1975-02-13 | 1975-03-11 | INTEREST | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1975-02-11 | 1975-02-13 | COMPLETED | 100% | $0.98 | $1.00 | 2.55% | Signal |
| 1974-08-21 | 1975-02-11 | INTEREST | 100% | $1.00 | $1.04 | 3.71% | Interest Income |
| 1974-08-05 | 1974-08-21 | COMPLETED | 100% | $0.92 | $0.85 | -7.87% | Signal |
| 1974-07-12 | 1974-08-05 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1974-06-11 | 1974-07-12 | COMPLETED | 100% | $1.11 | $1.01 | -9.49% | Stop |
| 1973-11-20 | 1974-06-11 | INTEREST | 100% | $1.00 | $1.04 | 4.30% | Interest Income |
| 1973-11-16 | 1973-11-20 | COMPLETED | 100% | $1.19 | $1.16 | -1.92% | Signal |
| 1973-09-21 | 1973-11-16 | INTEREST | 100% | $1.00 | $1.01 | 1.22% | Interest Income |
| 1973-09-13 | 1973-09-21 | COMPLETED | 100% | $1.05 | $1.11 | 5.46% | Signal |
| 1973-08-21 | 1973-09-13 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1973-03-21 | 1973-08-21 | COMPLETED | 100% | $1.19 | $1.08 | -9.19% | Stop |
| 1973-03-19 | 1973-03-21 | INTEREST | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
