LOW
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
LOW Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -3.15% | -6.06% | -0.29% | 2.96% | 12.56% | 11.96% | 11.68% | 16.34% |
| Sharpe Ratio | -0.20 | -0.23 | -0.01 | 0.11 | 0.49 | 0.38 | 0.42 | 0.43 |
| Max Drawdown | -21.13% | -28.97% | -34.71% | -33.86% | -34.71% | -48.63% | -73.20% | -62.28% |
| % Time Invested | 40.1% | 100.0% | 71.0% | 100.0% | 80.4% | 100.0% | 67.2% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.0 | 0.0 | 1.8 | 0.0 | 1.9 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 2026-01-15 | 2026-03-03 | Completed | 100% | $270.94 | $250.72 | -7.51% | Stop | |
| 2025-11-24 | 2026-01-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2025-11-04 | 2025-11-24 | Completed | 100% | $231.91 | $230.42 | -0.70% | Signal | |
| 2025-10-13 | 2025-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-03-18 | 2025-10-13 | Completed | 100% | $218.03 | $228.31 | 4.66% | Stop | |
| 2025-02-24 | 2025-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-06-17 | 2025-02-24 | Completed | 100% | $212.72 | $231.57 | 8.81% | Stop | |
| 2024-05-23 | 2024-06-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-12-26 | 2024-05-23 | Completed | 100% | $211.16 | $212.14 | 0.42% | Stop | |
| 2023-10-13 | 2023-12-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.07% | Interest Income | |
| 2023-04-24 | 2023-10-13 | Completed | 100% | $196.15 | $185.55 | -5.45% | Stop | |
| 2023-01-17 | 2023-04-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.27% | Interest Income | |
| 2022-11-11 | 2023-01-17 | Completed | 100% | $190.31 | $196.88 | 3.40% | Signal | |
| 2022-10-20 | 2022-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2022-07-13 | 2022-10-20 | Completed | 100% | $164.05 | $170.17 | 3.68% | Stop | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-04-28 | 2022-06-17 | Completed | 100% | $185.02 | $156.87 | -15.26% | Stop | |
| 2022-04-05 | 2022-04-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2022-02-16 | 2022-04-05 | Completed | 100% | $207.04 | $185.73 | -10.34% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-03-29 | 2022-01-25 | Completed | 100% | $173.04 | $207.93 | 20.10% | Stop | |
| 2021-03-05 | 2021-03-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-12-14 | 2021-03-05 | Completed | 100% | $142.59 | $139.65 | -2.11% | Stop | |
| 2020-11-19 | 2020-12-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-23 | 2020-11-19 | Completed | 100% | $57.82 | $133.45 | 130.71% | Stop | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-06-17 | 2020-02-28 | Completed | 100% | $87.14 | $92.26 | 5.81% | Stop | |
| 2019-05-23 | 2019-06-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-13 | 2019-05-23 | Completed | 100% | $82.16 | $84.89 | 3.26% | Stop | |
| 2018-10-22 | 2018-11-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-03-23 | 2018-10-22 | Completed | 100% | $73.30 | $86.02 | 17.30% | Stop | |
| 2018-03-01 | 2018-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2017-08-14 | 2018-03-01 | Completed | 100% | $65.76 | $76.39 | 16.11% | Stop | |
| 2017-07-21 | 2017-08-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2016-11-03 | 2017-07-21 | Completed | 100% | $55.86 | $61.15 | 9.42% | Stop | |
| 2016-10-12 | 2016-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-02-29 | 2016-10-12 | Completed | 100% | $56.61 | $58.25 | 2.84% | Stop | |
| 2016-02-04 | 2016-02-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-06-14 | 2016-02-04 | Completed | 100% | $20.74 | $55.79 | 168.86% | Stop | |
| 2012-05-22 | 2012-06-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-26 | 2012-05-22 | Completed | 100% | $15.30 | $19.84 | 29.59% | Stop | |
| 2011-08-04 | 2011-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-06-29 | 2011-08-04 | Completed | 100% | $17.79 | $15.29 | -14.08% | Stop | |
| 2011-06-07 | 2011-06-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-07-27 | 2011-06-07 | Completed | 100% | $16.34 | $17.38 | 6.27% | Stop | |
| 2010-07-02 | 2010-07-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-15 | 2010-07-02 | Completed | 100% | $17.51 | $15.20 | -13.24% | Stop | |
| 2010-05-21 | 2010-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-03-04 | 2010-05-21 | Completed | 100% | $17.37 | $17.31 | -0.39% | Stop | |
| 2006-12-04 | 2010-03-04 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.46% | Interest Income | |
| 2006-08-01 | 2006-12-04 | Completed | 100% | $19.95 | $21.71 | 8.77% | Signal | |
| 2006-07-10 | 2006-08-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2005-11-21 | 2006-07-10 | Completed | 100% | $23.03 | $20.47 | -11.14% | Stop | |
| 2005-10-28 | 2005-11-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2005-05-24 | 2005-10-28 | Completed | 100% | $19.95 | $20.60 | 3.22% | Stop | |
| 2005-05-02 | 2005-05-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2004-08-27 | 2005-05-02 | Completed | 100% | $17.56 | $18.23 | 3.75% | Stop | |
| 2004-08-05 | 2004-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2004-06-02 | 2004-08-05 | Completed | 100% | $18.82 | $16.79 | -10.80% | Stop | |
| 2004-05-10 | 2004-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2004-02-05 | 2004-05-10 | Completed | 100% | $18.59 | $17.09 | -8.10% | Stop | |
| 2004-01-13 | 2004-02-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-08-01 | 2004-01-13 | Completed | 100% | $16.56 | $17.95 | 8.31% | Stop | |
| 2003-05-21 | 2003-08-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2003-01-23 | 2003-05-21 | Completed | 100% | $12.30 | $13.58 | 10.33% | Stop | |
| 2002-12-30 | 2003-01-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2002-10-29 | 2002-12-30 | Completed | 100% | $14.78 | $12.79 | -13.48% | Stop | |
| 2002-10-07 | 2002-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2002-08-05 | 2002-10-07 | Completed | 100% | $11.66 | $13.76 | 17.94% | Stop | |
| 2002-07-12 | 2002-08-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-02-12 | 2002-07-12 | Completed | 100% | $15.75 | $14.24 | -9.66% | Stop | |
| 2002-01-18 | 2002-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-10-08 | 2002-01-18 | Completed | 100% | $11.06 | $14.27 | 28.91% | Stop | |
| 2001-09-10 | 2001-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2001-06-29 | 2001-09-10 | Completed | 100% | $13.07 | $11.10 | -15.13% | Stop | |
| 2000-08-16 | 2001-06-29 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.46% | Interest Income | |
| 2000-07-05 | 2000-08-16 | Completed | 100% | $7.08 | $7.98 | 12.53% | Signal | |
| 2000-06-12 | 2000-07-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-05-11 | 2000-06-12 | Completed | 100% | $8.46 | $7.34 | -13.20% | Stop | |
| 2000-04-18 | 2000-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-02-14 | 2000-04-18 | Completed | 100% | $7.95 | $9.23 | 16.02% | Stop | |
| 2000-01-21 | 2000-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1999-12-27 | 2000-01-21 | Completed | 100% | $10.10 | $8.74 | -13.45% | Stop | |
| 1999-12-02 | 1999-12-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1999-08-26 | 1999-12-02 | Completed | 100% | $8.32 | $8.77 | 5.32% | Stop | |
| 1999-08-04 | 1999-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-05-12 | 1999-08-04 | Completed | 100% | $9.61 | $8.67 | -9.86% | Stop | |
| 1999-04-20 | 1999-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-10-26 | 1999-04-20 | Completed | 100% | $5.79 | $9.58 | 65.33% | Stop | |
| 1998-10-02 | 1998-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1998-09-24 | 1998-10-02 | Completed | 100% | $6.06 | $5.26 | -13.34% | Stop | |
| 1998-09-01 | 1998-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1998-08-18 | 1998-09-01 | Completed | 100% | $6.80 | $5.93 | -12.70% | Stop | |
| 1998-07-27 | 1998-08-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1997-08-04 | 1998-07-27 | Completed | 100% | $3.14 | $6.54 | 107.91% | Stop | |
| 1997-07-11 | 1997-08-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-01-10 | 1997-07-11 | Completed | 100% | $2.82 | $2.98 | 5.72% | Stop | |
| 1996-12-17 | 1997-01-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1996-10-21 | 1996-12-17 | Completed | 100% | $3.52 | $3.14 | -10.89% | Stop | |
| 1995-10-24 | 1996-10-21 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.18% | Interest Income | |
| 1995-10-09 | 1995-10-24 | Completed | 100% | $2.48 | $2.30 | -7.52% | Signal | |
| 1995-09-15 | 1995-10-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1995-05-17 | 1995-09-15 | Completed | 100% | $2.44 | $2.69 | 10.44% | Stop | |
| 1995-04-25 | 1995-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1995-03-27 | 1995-04-25 | Completed | 100% | $2.81 | $2.40 | -14.63% | Stop | |
| 1995-03-03 | 1995-03-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 1995-01-04 | 1995-03-03 | Completed | 100% | $2.86 | $2.70 | -5.78% | Stop | |
| 1994-12-09 | 1995-01-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1994-08-30 | 1994-12-09 | Completed | 100% | $3.02 | $2.81 | -6.88% | Stop | |
| 1994-08-08 | 1994-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1994-05-16 | 1994-08-08 | Completed | 100% | $2.75 | $2.61 | -5.25% | Stop | |
| 1994-04-21 | 1994-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 1993-05-11 | 1994-04-21 | Completed | 100% | $1.30 | $2.53 | 94.74% | Stop | |
| 1993-04-19 | 1993-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 1992-09-09 | 1993-04-19 | Completed | 100% | $0.70 | $1.26 | 80.91% | Stop | |
| 1992-08-17 | 1992-09-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1992-07-15 | 1992-08-17 | Completed | 100% | $0.82 | $0.79 | -3.19% | Stop | |
| 1992-06-22 | 1992-07-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 1992-04-29 | 1992-06-22 | Completed | 100% | $0.75 | $0.79 | 4.03% | Stop | |
| 1992-04-06 | 1992-04-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 1991-11-20 | 1992-04-06 | Completed | 100% | $0.58 | $0.76 | 31.74% | Stop | |
| 1991-06-10 | 1991-11-20 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.43% | Interest Income | |
| 1991-06-05 | 1991-06-10 | Completed | 100% | $0.74 | $0.69 | -6.85% | Stop | |
| 1991-05-08 | 1991-06-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 1991-04-17 | 1991-05-08 | Completed | 100% | $0.68 | $0.64 | -5.27% | Signal | |
| 1991-03-25 | 1991-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1990-12-18 | 1991-03-25 | Completed | 100% | $0.46 | $0.57 | 22.89% | Stop | |
| 1990-11-26 | 1990-12-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 1990-10-16 | 1990-11-26 | Completed | 100% | $0.41 | $0.37 | -8.02% | Stop | |
| 1990-09-24 | 1990-10-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 1990-09-12 | 1990-09-24 | Completed | 100% | $0.48 | $0.41 | -14.11% | Stop | |
| 1990-08-20 | 1990-09-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1990-08-09 | 1990-08-20 | Completed | 100% | $0.56 | $0.51 | -9.78% | Stop | |
| 1990-07-18 | 1990-08-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1990-02-06 | 1990-07-18 | Completed | 100% | $0.54 | $0.83 | 54.90% | Stop | |
| 1990-01-15 | 1990-02-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1989-01-27 | 1990-01-15 | Completed | 100% | $0.44 | $0.53 | 20.34% | Stop | |
| 1987-05-27 | 1989-01-27 | Interest (CASH) | 100% | $1.00 | $1.14 | 13.52% | Interest Income | |
| 1987-05-19 | 1987-05-27 | Completed | 100% | $0.46 | $0.47 | 0.95% | Signal | |
| 1987-04-27 | 1987-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-12-15 | 1987-04-27 | Completed | 100% | $0.47 | $0.50 | 6.05% | Stop | |
| 1986-11-20 | 1986-12-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-09-12 | 1986-11-20 | Completed | 100% | $0.48 | $0.48 | -0.12% | Stop | |
| 1986-08-20 | 1986-09-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-07-14 | 1986-08-20 | Completed | 100% | $0.57 | $0.51 | -11.33% | Stop | |
| 1986-06-19 | 1986-07-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-10-04 | 1986-06-19 | Completed | 100% | $0.39 | $0.63 | 63.07% | Stop | |
| 1985-09-11 | 1985-10-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-08-22 | 1985-09-11 | Completed | 100% | $0.43 | $0.38 | -11.84% | Stop | |
| 1985-07-31 | 1985-08-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-07-16 | 1985-07-31 | Completed | 100% | $0.50 | $0.45 | -10.76% | Stop | |
| 1985-06-21 | 1985-07-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-05-21 | 1985-06-21 | Completed | 100% | $0.52 | $0.46 | -12.76% | Stop | |
| 1984-07-16 | 1985-05-21 | Interest (CASH) | 100% | $1.00 | $1.07 | 6.64% | Interest Income | |
| 1984-06-12 | 1984-07-16 | Completed | 100% | $0.36 | $0.34 | -6.84% | Stop | |
| 1984-05-04 | 1984-06-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 1984-02-23 | 1984-05-04 | Completed | 100% | $0.33 | $0.38 | 14.13% | Signal | |
| 1984-01-31 | 1984-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-01-17 | 1984-01-31 | Completed | 100% | $0.44 | $0.37 | -15.35% | Stop | |
| 1983-12-22 | 1984-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-11-11 | 1983-12-22 | Completed | 100% | $0.40 | $0.38 | -6.64% | Stop | |
| 1983-10-20 | 1983-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-09-19 | 1983-10-20 | Completed | 100% | $0.47 | $0.39 | -17.02% | Stop | |
| 1983-08-25 | 1983-09-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-08-02 | 1983-08-25 | Completed | 100% | $0.48 | $0.42 | -13.41% | Stop | |
| 1983-07-11 | 1983-08-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-05-24 | 1983-07-11 | Completed | 100% | $0.48 | $0.49 | 1.33% | Stop | |
| 1983-05-02 | 1983-05-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-02-11 | 1983-05-02 | Completed | 100% | $0.56 | $0.42 | -24.04% | Stop | |
| 1983-01-20 | 1983-02-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-10-12 | 1983-01-20 | Completed | 100% | $0.44 | $0.55 | 26.33% | Stop | |
| 1982-05-26 | 1982-10-12 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.88% | Interest Income | |