MDT
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
MDT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 0.05% | -6.94% | -6.55% | -5.35% | -2.05% | 2.20% | 8.97% | 12.89% |
| Sharpe Ratio | 0.00 | -0.31 | -0.45 | -0.25 | -0.13 | 0.09 | 0.40 | 0.41 |
| Max Drawdown | -14.93% | -28.90% | -38.82% | -45.10% | -38.82% | -45.10% | -57.58% | -61.14% |
| % Time Invested | 65.1% | 100.0% | 53.0% | 100.0% | 60.3% | 100.0% | 64.9% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.4 | 0.0 | 1.4 | 0.0 | 1.6 | 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 | ||||||||
| 2026-04-06 | 2026-04-13 | Completed | 100% | $85.66 | $86.22 | 0.61% | Signal | |
| 2026-03-12 | 2026-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-07-21 | 2026-03-12 | Completed | 100% | $86.61 | $87.86 | 1.39% | Stop | |
| 2025-05-22 | 2025-07-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 2025-05-05 | 2025-05-22 | Completed | 100% | $81.29 | $79.99 | -1.64% | Signal | |
| 2025-04-10 | 2025-05-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-26 | 2025-04-10 | Completed | 100% | $83.05 | $81.48 | -1.94% | Stop | |
| 2024-08-02 | 2024-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-01-11 | 2024-08-02 | Completed | 100% | $80.25 | $75.97 | -5.39% | Signal | |
| 2023-10-04 | 2024-01-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.46% | Interest Income | |
| 2023-05-15 | 2023-10-04 | Completed | 100% | $80.11 | $70.29 | -12.30% | Stop | |
| 2022-11-09 | 2023-05-15 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.36% | Interest Income | |
| 2022-11-01 | 2022-11-09 | Completed | 100% | $77.27 | $70.98 | -8.19% | Stop | |
| 2021-11-23 | 2022-11-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.37% | Interest Income | |
| 2020-09-22 | 2021-11-23 | Completed | 100% | $87.47 | $96.82 | 10.63% | Signal | |
| 2020-03-27 | 2020-09-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2020-03-23 | 2020-03-27 | Completed | 100% | $62.58 | $73.69 | 17.69% | Signal | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-06-26 | 2020-02-28 | Completed | 100% | $80.18 | $81.84 | 2.01% | Stop | |
| 2019-02-07 | 2019-06-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.91% | Interest Income | |
| 2019-01-31 | 2019-02-07 | Completed | 100% | $71.06 | $71.60 | 0.71% | Signal | |
| 2019-01-08 | 2019-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-05-16 | 2019-01-08 | Completed | 100% | $67.62 | $67.45 | -0.31% | Stop | |
| 2018-04-04 | 2018-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2018-01-22 | 2018-04-04 | Completed | 100% | $68.79 | $61.84 | -10.15% | Signal | |
| 2017-10-11 | 2018-01-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2017-02-21 | 2017-10-11 | Completed | 100% | $62.29 | $61.01 | -2.10% | Signal | |
| 2016-11-23 | 2017-02-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2015-12-14 | 2016-11-23 | Completed | 100% | $58.15 | $56.71 | -2.53% | Stop | |
| 2015-08-25 | 2015-12-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-01-23 | 2015-08-25 | Completed | 100% | $27.77 | $55.00 | 97.95% | Stop | |
| 2011-07-19 | 2012-01-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-02-03 | 2011-07-19 | Completed | 100% | $26.08 | $25.29 | -3.09% | Stop | |
| 2010-06-24 | 2011-02-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2010-06-22 | 2010-06-24 | Completed | 100% | $25.91 | $25.03 | -3.44% | Signal | |
| 2010-05-28 | 2010-06-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-14 | 2010-05-28 | Completed | 100% | $22.07 | $26.35 | 19.32% | Stop | |
| 2009-06-08 | 2009-07-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-06-03 | 2009-06-08 | Completed | 100% | $23.47 | $22.32 | -4.94% | Stop | |
| 2008-10-07 | 2009-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2008-06-23 | 2008-10-07 | Completed | 100% | $32.93 | $30.36 | -7.85% | Stop | |
| 2007-11-19 | 2008-06-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.23% | Interest Income | |
| 2007-11-07 | 2007-11-19 | Completed | 100% | $29.76 | $29.07 | -2.37% | Signal | |
| 2007-10-16 | 2007-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2006-10-09 | 2007-10-16 | Completed | 100% | $31.22 | $32.00 | 2.46% | Stop | |
| 2006-03-29 | 2006-10-09 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.59% | Interest Income | |
| 2005-02-09 | 2006-03-29 | Completed | 100% | $33.53 | $32.78 | -2.27% | Signal | |
| 2005-01-18 | 2005-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2003-12-04 | 2005-01-18 | Completed | 100% | $28.97 | $31.68 | 9.30% | Signal | |
| 2003-11-04 | 2003-12-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2003-10-29 | 2003-11-04 | Completed | 100% | $29.05 | $27.82 | -4.28% | Signal | |
| 2003-10-07 | 2003-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2002-11-13 | 2003-10-07 | Completed | 100% | $28.99 | $27.76 | -4.29% | Stop | |
| 2002-04-26 | 2002-11-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.92% | Interest Income | |
| 2002-03-28 | 2002-04-26 | Completed | 100% | $27.45 | $27.46 | -0.03% | Signal | |
| 2002-03-06 | 2002-03-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2001-12-31 | 2002-03-06 | Completed | 100% | $31.44 | $27.31 | -13.19% | Stop | |
| 2001-08-02 | 2001-12-31 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.94% | Interest Income | |
| 2001-07-23 | 2001-08-02 | Completed | 100% | $29.99 | $28.67 | -4.44% | Stop | |
| 2001-03-16 | 2001-07-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.31% | Interest Income | |
| 2001-03-05 | 2001-03-16 | Completed | 100% | $30.13 | $29.40 | -2.49% | Signal | |
| 2001-02-08 | 2001-03-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2000-12-13 | 2001-02-08 | Completed | 100% | $33.31 | $31.05 | -6.85% | Stop | |
| 2000-11-20 | 2000-12-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-10-13 | 2000-11-20 | Completed | 100% | $32.32 | $29.34 | -9.27% | Stop | |
| 2000-09-21 | 2000-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-06-16 | 2000-09-21 | Completed | 100% | $30.73 | $29.16 | -5.16% | Stop | |
| 2000-05-24 | 2000-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-05-10 | 2000-05-24 | Completed | 100% | $33.21 | $29.59 | -10.95% | Stop | |
| 2000-04-17 | 2000-05-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1999-12-08 | 2000-04-17 | Completed | 100% | $22.53 | $29.13 | 29.23% | Stop | |
| 1999-10-29 | 1999-12-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 1999-10-19 | 1999-10-29 | Completed | 100% | $21.92 | $21.58 | -1.61% | Signal | |
| 1999-09-24 | 1999-10-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1999-09-01 | 1999-09-24 | Completed | 100% | $23.80 | $20.87 | -12.34% | Stop | |
| 1999-08-10 | 1999-09-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-06-18 | 1999-08-10 | Completed | 100% | $22.42 | $20.34 | -9.35% | Stop | |
| 1999-05-26 | 1999-06-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1999-03-12 | 1999-05-26 | Completed | 100% | $20.33 | $19.21 | -5.56% | Stop | |
| 1999-02-18 | 1999-03-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1998-11-02 | 1999-02-18 | Completed | 100% | $19.25 | $22.91 | 18.94% | Stop | |
| 1998-10-09 | 1998-11-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1998-08-28 | 1998-10-09 | Completed | 100% | $17.19 | $15.46 | -10.07% | Stop | |
| 1998-08-06 | 1998-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1998-05-20 | 1998-08-06 | Completed | 100% | $15.69 | $15.98 | 1.74% | Stop | |
| 1998-04-28 | 1998-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-11-19 | 1998-04-28 | Completed | 100% | $14.11 | $15.17 | 7.39% | Stop | |
| 1997-10-28 | 1997-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-04-17 | 1997-10-28 | Completed | 100% | $9.77 | $12.27 | 25.49% | Stop | |
| 1997-03-25 | 1997-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-09-19 | 1997-03-25 | Completed | 100% | $9.33 | $9.28 | -0.57% | Stop | |
| 1996-06-12 | 1996-09-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.41% | Interest Income | |
| 1996-05-06 | 1996-06-12 | Completed | 100% | $7.48 | $8.40 | 12.19% | Signal | |
| 1996-04-12 | 1996-05-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1996-02-02 | 1996-04-12 | Completed | 100% | $8.52 | $8.08 | -5.21% | Stop | |
| 1996-01-11 | 1996-02-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1995-12-11 | 1996-01-11 | Completed | 100% | $8.12 | $7.06 | -13.04% | Stop | |
| 1995-11-16 | 1995-12-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1994-05-03 | 1995-11-16 | Completed | 100% | $2.76 | $8.06 | 191.94% | Stop | |
| 1994-04-08 | 1994-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 1993-11-11 | 1994-04-08 | Completed | 100% | $2.70 | $2.73 | 1.05% | Stop | |
| 1993-02-22 | 1993-11-11 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.22% | Interest Income | |
| 1993-02-01 | 1993-02-22 | Completed | 100% | $3.30 | $2.68 | -18.60% | Stop | |
| 1993-01-08 | 1993-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-09-08 | 1993-01-08 | Completed | 100% | $3.05 | $3.19 | 4.28% | Stop | |
| 1992-08-14 | 1992-09-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1992-08-04 | 1992-08-14 | Completed | 100% | $2.94 | $2.69 | -8.26% | Signal | |
| 1992-04-24 | 1992-08-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.98% | Interest Income | |
| 1992-04-15 | 1992-04-24 | Completed | 100% | $2.76 | $2.40 | -13.20% | Stop | |
| 1992-03-24 | 1992-04-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1992-02-10 | 1992-03-24 | Completed | 100% | $3.13 | $2.69 | -14.25% | Stop | |
| 1992-01-17 | 1992-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 1991-01-31 | 1992-01-17 | Completed | 100% | $1.68 | $3.07 | 82.89% | Stop | |
| 1991-01-09 | 1991-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 1990-03-13 | 1991-01-09 | Completed | 100% | $1.12 | $1.44 | 27.84% | Stop | |
| 1990-02-16 | 1990-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1989-11-08 | 1990-02-16 | Completed | 100% | $1.07 | $1.08 | 0.42% | Stop | |
| 1989-10-17 | 1989-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-02-03 | 1989-10-17 | Completed | 100% | $0.73 | $1.09 | 49.14% | Stop | |
| 1988-12-14 | 1989-02-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.05% | Interest Income | |
| 1988-11-07 | 1988-12-14 | Completed | 100% | $0.70 | $0.65 | -7.26% | Signal | |
| 1988-04-05 | 1988-11-07 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.62% | Interest Income | |
| 1987-11-20 | 1988-04-05 | Completed | 100% | $0.69 | $0.74 | 6.93% | Stop | |
| 1987-10-19 | 1987-11-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 1986-10-06 | 1987-10-19 | Completed | 100% | $0.69 | $0.75 | 7.92% | Stop | |
| 1986-09-12 | 1986-10-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-05-21 | 1986-09-12 | Completed | 100% | $0.24 | $0.65 | 169.48% | Stop | |
| 1985-04-29 | 1985-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-02-08 | 1985-04-29 | Completed | 100% | $0.27 | $0.23 | -13.35% | Stop | |
| 1983-09-07 | 1985-02-08 | Interest (CASH) | 100% | $1.00 | $1.11 | 11.40% | Interest Income | |
| 1983-08-24 | 1983-09-07 | Completed | 100% | $0.38 | $0.37 | -4.21% | Signal | |
| 1983-08-02 | 1983-08-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-06-15 | 1983-08-02 | Completed | 100% | $0.47 | $0.41 | -13.56% | Stop | |
| 1983-05-23 | 1983-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-05-03 | 1983-05-23 | Completed | 100% | $0.34 | $0.41 | 20.06% | Signal | |
| 1983-04-11 | 1983-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-03-07 | 1983-04-11 | Completed | 100% | $0.42 | $0.34 | -19.02% | Stop | |
| 1983-02-10 | 1983-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-10-18 | 1983-02-10 | Completed | 100% | $0.36 | $0.38 | 7.49% | Stop | |
| 1982-09-20 | 1982-10-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 1982-08-18 | 1982-09-20 | Completed | 100% | $0.31 | $0.32 | 3.79% | Signal | |
| 1982-07-27 | 1982-08-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-04-08 | 1982-07-27 | Completed | 100% | $0.30 | $0.31 | 1.93% | Stop | |
| 1982-03-17 | 1982-04-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-12-15 | 1982-03-17 | Completed | 100% | $0.30 | $0.27 | -12.87% | Stop | |
| 1981-05-06 | 1981-12-15 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.75% | Interest Income | |
| 1981-04-06 | 1981-05-06 | Completed | 100% | $0.31 | $0.30 | -5.34% | Stop | |
| 1981-02-18 | 1981-04-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.99% | Interest Income | |
| 1981-02-13 | 1981-02-18 | Completed | 100% | $0.25 | $0.26 | 3.82% | Signal | |
| 1981-01-22 | 1981-02-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-12-18 | 1981-01-22 | Completed | 100% | $0.32 | $0.29 | -9.25% | Stop | |
| 1980-11-25 | 1980-12-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-03-31 | 1980-11-25 | Completed | 100% | $0.23 | $0.35 | 54.23% | Stop | |
| 1980-03-07 | 1980-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-03-21 | 1980-03-07 | Completed | 100% | $0.14 | $0.23 | 66.82% | Stop | |
| 1979-02-27 | 1979-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-11-13 | 1979-02-27 | Completed | 100% | $0.11 | $0.12 | 10.71% | Stop | |
| 1978-10-20 | 1978-11-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-05-10 | 1978-10-20 | Completed | 100% | $0.08 | $0.13 | 61.13% | Stop | |
| 1977-09-19 | 1978-05-10 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.97% | Interest Income | |
| 1977-03-07 | 1977-09-19 | Completed | 100% | $0.11 | $0.09 | -14.46% | Stop | |
| 1976-05-26 | 1977-03-07 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.04% | Interest Income | |
| 1976-04-21 | 1976-05-26 | Completed | 100% | $0.13 | $0.11 | -13.02% | Stop | |
| 1975-09-25 | 1976-04-21 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.40% | Interest Income | |
| 1975-08-19 | 1975-09-25 | Completed | 100% | $0.13 | $0.13 | 5.29% | Signal | |
| 1975-07-28 | 1975-08-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-07-15 | 1975-07-28 | Completed | 100% | $0.17 | $0.14 | -15.16% | Stop | |
| 1975-07-11 | 1975-07-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |