Moving Average (50/200)
META
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
META Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 17.71% | 25.86% | 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 | 0.63 | 0.60 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -39.51% | -76.74% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 69.9% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 2.1 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-11-24 | 2025-12-11 | COMPLETED | 100% | $597.72 | $642.22 | 7.44% | Signal |
| 2025-10-31 | 2025-11-24 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-06-17 | 2025-10-31 | COMPLETED | 100% | $700.36 | $673.38 | -3.85% | Stop |
| 2025-05-07 | 2025-06-17 | INTEREST | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2025-04-30 | 2025-05-07 | COMPLETED | 100% | $536.73 | $588.52 | 9.65% | Signal |
| 2025-04-07 | 2025-04-30 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-27 | 2025-04-07 | COMPLETED | 100% | $600.13 | $483.59 | -19.42% | Stop |
| 2025-03-05 | 2025-03-27 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-19 | 2025-03-05 | COMPLETED | 100% | $523.84 | $638.44 | 21.88% | Stop |
| 2024-07-26 | 2024-08-19 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2024-05-20 | 2024-07-26 | COMPLETED | 100% | $466.79 | $461.53 | -1.13% | Stop |
| 2024-04-26 | 2024-05-20 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2023-09-13 | 2024-04-26 | COMPLETED | 100% | $300.01 | $438.49 | 46.16% | Stop |
| 2023-08-21 | 2023-09-13 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-03-03 | 2023-08-21 | COMPLETED | 100% | $177.53 | $281.24 | 58.42% | Stop |
| 2021-12-13 | 2023-03-03 | INTEREST | 100% | $1.00 | $1.04 | 3.63% | Interest Income |
| 2021-10-27 | 2021-12-13 | COMPLETED | 100% | $311.74 | $328.37 | 5.33% | Signal |
| 2021-10-05 | 2021-10-27 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-02-05 | 2021-10-05 | COMPLETED | 100% | $264.72 | $326.02 | 23.16% | Stop |
| 2021-01-13 | 2021-02-05 | INTEREST | 100% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-10-12 | 2021-01-13 | COMPLETED | 100% | $268.10 | $249.59 | -6.90% | Stop |
| 2020-09-18 | 2020-10-12 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-06-19 | 2020-09-18 | COMPLETED | 100% | $235.94 | $256.39 | 8.67% | Stop |
| 2020-05-28 | 2020-06-19 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-05-26 | 2020-05-28 | COMPLETED | 100% | $237.90 | $222.55 | -6.45% | Signal |
| 2020-03-30 | 2020-05-26 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-03-23 | 2020-03-30 | COMPLETED | 100% | $148.49 | $157.94 | 6.36% | Signal |
| 2020-02-28 | 2020-03-23 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-10-25 | 2020-02-28 | COMPLETED | 100% | $184.38 | $181.28 | -1.68% | Stop |
| 2019-10-03 | 2019-10-25 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-06-26 | 2019-10-03 | COMPLETED | 100% | $188.06 | $174.20 | -7.37% | Stop |
| 2019-06-04 | 2019-06-26 | INTEREST | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2019-04-04 | 2019-06-04 | COMPLETED | 100% | $174.65 | $162.44 | -6.99% | Stop |
| 2018-09-21 | 2019-04-04 | INTEREST | 100% | $1.00 | $1.01 | 1.50% | Interest Income |
| 2018-08-20 | 2018-09-21 | COMPLETED | 100% | $172.68 | $165.34 | -4.25% | Signal |
| 2018-07-27 | 2018-08-20 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-06-13 | 2018-07-27 | COMPLETED | 100% | $191.24 | $178.47 | -6.68% | Stop |
| 2018-04-17 | 2018-06-13 | INTEREST | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2018-04-13 | 2018-04-17 | COMPLETED | 100% | $163.30 | $164.54 | 0.76% | Signal |
| 2018-03-21 | 2018-04-13 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2017-02-01 | 2018-03-21 | COMPLETED | 100% | $131.22 | $163.52 | 24.61% | Stop |
| 2017-01-09 | 2017-02-01 | INTEREST | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-02-09 | 2017-01-09 | COMPLETED | 100% | $96.38 | $122.59 | 27.19% | Signal |
| 2016-01-15 | 2016-02-09 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-09-17 | 2016-01-15 | COMPLETED | 100% | $92.64 | $93.25 | 0.65% | Stop |
| 2015-08-25 | 2015-09-17 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-04-21 | 2015-08-25 | COMPLETED | 100% | $59.00 | $86.27 | 46.23% | Stop |
| 2014-03-27 | 2014-04-21 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2013-12-05 | 2014-03-27 | COMPLETED | 100% | $47.78 | $60.04 | 25.67% | Stop |
| 2013-11-12 | 2013-12-05 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2013-08-06 | 2013-11-12 | COMPLETED | 100% | $38.81 | $45.64 | 17.62% | Stop |
| 2013-06-27 | 2013-08-06 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2013-06-19 | 2013-06-27 | COMPLETED | 100% | $24.01 | $24.05 | 0.17% | Signal |
| 2013-05-28 | 2013-06-19 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2013-03-08 | 2013-05-28 | COMPLETED | 100% | $28.21 | $24.35 | -13.68% | Stop |
| 2013-03-06 | 2013-03-08 | INTEREST | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
