Moving Average (50/200)
MA
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
MA Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 17.56% | 23.12% | 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 | 0.70 | 0.66 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -38.30% | -62.67% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 75.6% | 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 |
|---|---|---|---|---|---|---|---|
| 2025-04-30 | 2025-12-02 | COMPLETED | 100% | $536.29 | $546.46 | 1.90% | Signal |
| 2025-04-07 | 2025-04-30 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2022-12-28 | 2025-04-07 | COMPLETED | 100% | $340.00 | $475.75 | 39.93% | Stop |
| 2022-06-14 | 2022-12-28 | INTEREST | 100% | $1.00 | $1.02 | 1.84% | Interest Income |
| 2022-06-06 | 2022-06-14 | COMPLETED | 100% | $354.04 | $313.06 | -11.57% | Signal |
| 2022-04-18 | 2022-06-06 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2022-03-29 | 2022-04-18 | COMPLETED | 100% | $350.35 | $346.21 | -1.18% | Signal |
| 2022-03-07 | 2022-03-29 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-02-11 | 2022-03-07 | COMPLETED | 100% | $369.04 | $321.89 | -12.78% | Stop |
| 2021-12-15 | 2022-02-11 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2021-12-13 | 2021-12-15 | COMPLETED | 100% | $340.59 | $331.63 | -2.63% | Signal |
| 2021-09-21 | 2021-12-13 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2020-11-20 | 2021-09-21 | COMPLETED | 100% | $324.95 | $333.36 | 2.59% | Stop |
| 2020-10-29 | 2020-11-20 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-06-25 | 2020-10-29 | COMPLETED | 100% | $284.81 | $284.59 | -0.08% | Stop |
| 2020-04-15 | 2020-06-25 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-03-23 | 2020-04-15 | COMPLETED | 100% | $196.51 | $252.23 | 28.35% | Signal |
| 2020-02-28 | 2020-03-23 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-02-28 | 2020-02-28 | COMPLETED | 100% | $215.52 | $265.74 | 23.30% | Stop |
| 2018-12-24 | 2019-02-28 | INTEREST | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2018-11-21 | 2018-12-24 | COMPLETED | 100% | $181.01 | $166.24 | -8.16% | Stop |
| 2018-10-30 | 2018-11-21 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2016-08-25 | 2018-10-30 | COMPLETED | 100% | $90.32 | $184.89 | 104.70% | Stop |
| 2016-07-22 | 2016-08-25 | INTEREST | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-05-11 | 2016-07-22 | COMPLETED | 100% | $92.18 | $87.66 | -4.90% | Signal |
| 2016-03-24 | 2016-05-11 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-03-22 | 2016-03-24 | COMPLETED | 100% | $86.37 | $86.02 | -0.41% | Signal |
| 2016-01-20 | 2016-03-22 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2015-09-17 | 2016-01-20 | COMPLETED | 100% | $86.97 | $79.81 | -8.23% | Stop |
| 2015-08-25 | 2015-09-17 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-11-06 | 2015-08-25 | COMPLETED | 100% | $80.28 | $85.26 | 6.19% | Stop |
| 2014-08-05 | 2014-11-06 | INTEREST | 100% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2014-07-17 | 2014-08-05 | COMPLETED | 100% | $72.07 | $70.20 | -2.59% | Signal |
| 2014-06-17 | 2014-07-17 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2014-05-01 | 2014-06-17 | COMPLETED | 100% | $70.34 | $69.94 | -0.57% | Signal |
| 2014-04-08 | 2014-05-01 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2011-10-27 | 2014-04-08 | COMPLETED | 100% | $31.00 | $66.29 | 113.85% | Stop |
| 2011-10-05 | 2011-10-27 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-01-11 | 2011-10-05 | COMPLETED | 100% | $21.30 | $28.42 | 33.44% | Stop |
| 2010-12-17 | 2011-01-11 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-11-17 | 2010-12-17 | COMPLETED | 100% | $21.52 | $20.64 | -4.09% | Stop |
| 2010-10-26 | 2010-11-17 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2010-10-22 | 2010-10-26 | COMPLETED | 100% | $22.46 | $22.55 | 0.41% | Signal |
| 2010-06-14 | 2010-10-22 | INTEREST | 100% | $1.00 | $1.01 | 1.01% | Interest Income |
| 2010-06-01 | 2010-06-14 | COMPLETED | 100% | $18.48 | $19.01 | 2.91% | Signal |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-02 | 2010-05-07 | COMPLETED | 100% | $21.34 | $20.99 | -1.64% | Stop |
| 2010-02-05 | 2010-03-02 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-05-20 | 2010-02-05 | COMPLETED | 100% | $15.49 | $20.71 | 33.72% | Stop |
| 2008-09-11 | 2009-05-20 | INTEREST | 100% | $1.00 | $1.02 | 2.09% | Interest Income |
| 2008-08-26 | 2008-09-11 | COMPLETED | 100% | $21.49 | $19.01 | -11.53% | Stop |
| 2008-08-04 | 2008-08-26 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2008-07-22 | 2008-08-04 | COMPLETED | 100% | $23.68 | $21.30 | -10.04% | Stop |
| 2008-06-27 | 2008-07-22 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2008-04-04 | 2008-06-27 | COMPLETED | 100% | $21.18 | $25.12 | 18.63% | Stop |
| 2008-03-12 | 2008-04-04 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2008-01-31 | 2008-03-12 | COMPLETED | 100% | $18.81 | $17.80 | -5.35% | Stop |
| 2008-01-08 | 2008-01-31 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-08-24 | 2008-01-08 | COMPLETED | 100% | $12.96 | $18.33 | 41.37% | Stop |
| 2007-08-02 | 2007-08-24 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2007-03-14 | 2007-08-02 | COMPLETED | 100% | $9.43 | $13.40 | 42.07% | Stop |
| 2007-03-12 | 2007-03-14 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
