Moving Average (50/200)
LQD
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
LQD Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 2.52% | 4.08% | 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 | 0.43 | 0.48 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -24.85% | -24.95% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 72.4% | 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 |
|---|---|---|---|---|---|---|---|
| 2025-06-26 | 2026-04-07 | OPEN | 100% | $104.91 | $109.07 | 3.96% | Mark-to-Market |
| 2025-05-14 | 2025-06-26 | INTEREST | 100% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2025-03-25 | 2025-05-14 | COMPLETED | 100% | $103.12 | $102.29 | -0.80% | Signal |
| 2025-02-20 | 2025-03-25 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2023-12-29 | 2025-02-20 | COMPLETED | 100% | $100.16 | $102.24 | 2.08% | Signal |
| 2023-09-01 | 2023-12-29 | INTEREST | 100% | $1.00 | $1.01 | 1.42% | Interest Income |
| 2023-01-25 | 2023-09-01 | COMPLETED | 100% | $96.10 | $94.29 | -1.88% | Signal |
| 2022-01-20 | 2023-01-25 | INTEREST | 100% | $1.00 | $1.03 | 3.07% | Interest Income |
| 2021-07-19 | 2022-01-20 | COMPLETED | 100% | $112.87 | $107.94 | -4.37% | Signal |
| 2021-03-15 | 2021-07-19 | INTEREST | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2020-06-01 | 2021-03-15 | COMPLETED | 100% | $106.46 | $106.37 | -0.08% | Signal |
| 2020-05-04 | 2020-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-04-13 | 2020-05-04 | COMPLETED | 100% | $105.76 | $103.88 | -1.78% | Signal |
| 2020-03-19 | 2020-04-13 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-02-21 | 2020-03-19 | COMPLETED | 100% | $89.76 | $87.72 | -2.28% | Stop |
| 2019-01-29 | 2019-02-21 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2019-01-25 | 2019-01-29 | COMPLETED | 100% | $88.83 | $89.03 | 0.23% | Signal |
| 2018-12-17 | 2019-01-25 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2018-12-13 | 2018-12-17 | COMPLETED | 100% | $86.88 | $86.91 | 0.03% | Signal |
| 2018-10-23 | 2018-12-13 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2018-10-01 | 2018-10-23 | COMPLETED | 100% | $87.67 | $86.38 | -1.48% | Signal |
| 2018-03-05 | 2018-10-01 | INTEREST | 100% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2017-05-19 | 2018-03-05 | COMPLETED | 100% | $87.53 | $87.36 | -0.19% | Signal |
| 2016-12-15 | 2017-05-19 | INTEREST | 100% | $1.00 | $1.01 | 1.01% | Interest Income |
| 2016-03-14 | 2016-12-15 | COMPLETED | 100% | $81.90 | $83.48 | 1.93% | Signal |
| 2015-06-23 | 2016-03-14 | INTEREST | 100% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2013-12-27 | 2015-06-23 | COMPLETED | 100% | $74.55 | $78.89 | 5.83% | Signal |
| 2013-06-25 | 2013-12-27 | INTEREST | 100% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2009-01-29 | 2013-06-25 | COMPLETED | 100% | $52.19 | $71.69 | 37.36% | Signal |
| 2009-01-06 | 2009-01-29 | INTEREST | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2009-01-02 | 2009-01-06 | COMPLETED | 100% | $53.01 | $52.88 | -0.25% | Signal |
| 2008-07-14 | 2009-01-02 | INTEREST | 100% | $1.00 | $1.02 | 1.67% | Interest Income |
| 2007-10-02 | 2008-07-14 | COMPLETED | 100% | $50.77 | $51.50 | 1.44% | Signal |
| 2007-07-18 | 2007-10-02 | INTEREST | 100% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2006-08-29 | 2007-07-18 | COMPLETED | 100% | $48.48 | $49.83 | 2.78% | Signal |
| 2006-03-13 | 2006-08-29 | INTEREST | 100% | $1.00 | $1.02 | 2.31% | Interest Income |
| 2006-02-23 | 2006-03-13 | COMPLETED | 100% | $48.11 | $47.34 | -1.59% | Signal |
| 2005-11-15 | 2006-02-23 | INTEREST | 100% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2005-06-15 | 2005-11-15 | COMPLETED | 100% | $47.86 | $47.07 | -1.65% | Signal |
| 2005-05-23 | 2005-06-15 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2004-08-20 | 2005-05-23 | COMPLETED | 100% | $46.19 | $47.66 | 3.18% | Signal |
| 2004-06-15 | 2004-08-20 | INTEREST | 100% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2003-05-15 | 2004-06-15 | COMPLETED | 100% | $43.51 | $43.96 | 1.02% | Signal |
| 2003-05-13 | 2003-05-15 | INTEREST | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
