Moving Average (50/200)
MDY
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
MDY Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 7.60% | 10.55% | 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 | 0.51 | 0.46 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -31.52% | -55.33% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 75.5% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 0.8 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-07-24 | 2026-04-07 | OPEN | 100% | $580.41 | $625.89 | 7.84% | Mark-to-Market |
| 2025-03-14 | 2025-07-24 | INTEREST | 100% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2023-12-22 | 2025-03-14 | COMPLETED | 100% | $494.66 | $521.04 | 5.33% | Stop |
| 2023-10-24 | 2023-12-22 | INTEREST | 100% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2023-06-08 | 2023-10-24 | COMPLETED | 100% | $452.04 | $422.37 | -6.56% | Signal |
| 2023-05-16 | 2023-06-08 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2022-12-27 | 2023-05-16 | COMPLETED | 100% | $426.34 | $429.70 | 0.79% | Signal |
| 2022-02-22 | 2022-12-27 | INTEREST | 100% | $1.00 | $1.03 | 2.63% | Interest Income |
| 2020-08-10 | 2022-02-22 | COMPLETED | 100% | $330.98 | $453.22 | 36.93% | Signal |
| 2020-03-02 | 2020-08-10 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2019-04-10 | 2020-03-02 | COMPLETED | 100% | $322.43 | $308.86 | -4.21% | Stop |
| 2018-11-16 | 2019-04-10 | INTEREST | 100% | $1.00 | $1.01 | 1.04% | Interest Income |
| 2016-04-27 | 2018-11-16 | COMPLETED | 100% | $238.00 | $307.84 | 29.34% | Signal |
| 2015-08-25 | 2016-04-27 | INTEREST | 100% | $1.00 | $1.01 | 1.37% | Interest Income |
| 2012-02-09 | 2015-08-25 | COMPLETED | 100% | $148.85 | $222.63 | 49.57% | Stop |
| 2011-08-05 | 2012-02-09 | INTEREST | 100% | $1.00 | $1.01 | 1.04% | Interest Income |
| 2010-09-23 | 2011-08-05 | COMPLETED | 100% | $116.72 | $131.53 | 12.69% | Stop |
| 2010-08-25 | 2010-09-23 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-06-01 | 2010-08-25 | COMPLETED | 100% | $113.10 | $106.89 | -5.49% | Signal |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-11 | 2010-05-07 | COMPLETED | 100% | $88.28 | $115.37 | 30.69% | Stop |
| 2008-08-12 | 2009-06-11 | INTEREST | 100% | $1.00 | $1.03 | 2.63% | Interest Income |
| 2008-06-16 | 2008-08-12 | COMPLETED | 100% | $125.47 | $119.38 | -4.86% | Signal |
| 2008-05-22 | 2008-06-16 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2008-05-20 | 2008-05-22 | COMPLETED | 100% | $127.94 | $126.10 | -1.44% | Signal |
| 2008-04-11 | 2008-05-20 | INTEREST | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2008-04-09 | 2008-04-11 | COMPLETED | 100% | $118.82 | $117.02 | -1.51% | Signal |
| 2007-12-18 | 2008-04-09 | INTEREST | 100% | $1.00 | $1.01 | 1.11% | Interest Income |
| 2006-11-06 | 2007-12-18 | COMPLETED | 100% | $111.71 | $122.84 | 9.96% | Signal |
| 2006-09-08 | 2006-11-06 | INTEREST | 100% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2006-09-06 | 2006-09-08 | COMPLETED | 100% | $107.54 | $105.87 | -1.55% | Signal |
| 2006-07-24 | 2006-09-06 | INTEREST | 100% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2004-11-01 | 2006-07-24 | COMPLETED | 100% | $84.92 | $102.37 | 20.55% | Signal |
| 2004-08-19 | 2004-11-01 | INTEREST | 100% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2003-05-20 | 2004-08-19 | COMPLETED | 100% | $61.78 | $79.73 | 29.06% | Signal |
| 2002-07-03 | 2003-05-20 | INTEREST | 100% | $1.00 | $1.04 | 3.52% | Interest Income |
| 2002-01-08 | 2002-07-03 | COMPLETED | 100% | $70.58 | $63.47 | -10.07% | Stop |
| 2001-09-18 | 2002-01-08 | INTEREST | 100% | $1.00 | $1.01 | 1.43% | Interest Income |
| 2001-06-15 | 2001-09-18 | COMPLETED | 100% | $69.00 | $60.83 | -11.84% | Stop |
| 2001-03-16 | 2001-06-15 | INTEREST | 100% | $1.00 | $1.01 | 1.28% | Interest Income |
| 2000-05-10 | 2001-03-16 | COMPLETED | 100% | $64.51 | $63.84 | -1.04% | Signal |
| 2000-04-17 | 2000-05-10 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 1998-12-29 | 2000-04-17 | COMPLETED | 100% | $49.80 | $57.36 | 15.18% | Stop |
| 1998-08-12 | 1998-12-29 | INTEREST | 100% | $1.00 | $1.02 | 1.80% | Interest Income |
| 1996-10-04 | 1998-08-12 | COMPLETED | 100% | $32.91 | $44.07 | 33.92% | Stop |
| 1996-09-12 | 1996-10-04 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1996-08-08 | 1996-09-12 | COMPLETED | 100% | $30.88 | $31.71 | 2.67% | Signal |
| 1996-07-17 | 1996-08-08 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1996-02-16 | 1996-07-17 | COMPLETED | 100% | $30.54 | $29.69 | -2.77% | Stop |
| 1996-02-14 | 1996-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
