Moving Average (50/200)
MRK
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
MRK Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 11.33% | 12.00% | 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 | 0.61 | 0.45 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -43.33% | -68.62% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 63.0% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.3 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-10-22 | 2026-04-07 | OPEN | 100% | $86.30 | $119.28 | 38.22% | Mark-to-Market |
| 2024-09-06 | 2025-10-22 | INTEREST | 100% | $1.00 | $1.05 | 4.80% | Interest Income |
| 2024-08-23 | 2024-09-06 | COMPLETED | 100% | $110.12 | $112.28 | 1.97% | Signal |
| 2024-08-01 | 2024-08-23 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-02-06 | 2024-08-01 | COMPLETED | 100% | $117.91 | $106.66 | -9.54% | Stop |
| 2024-01-12 | 2024-02-06 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2024-01-08 | 2024-01-12 | COMPLETED | 100% | $109.51 | $109.95 | 0.41% | Signal |
| 2023-09-05 | 2024-01-08 | INTEREST | 100% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2021-12-22 | 2023-09-05 | COMPLETED | 100% | $66.21 | $100.52 | 51.81% | Signal |
| 2021-11-30 | 2021-12-22 | INTEREST | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-06-29 | 2021-11-30 | COMPLETED | 100% | $66.35 | $64.99 | -2.05% | Stop |
| 2021-02-24 | 2021-06-29 | INTEREST | 100% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2020-09-09 | 2021-02-24 | COMPLETED | 100% | $66.68 | $60.45 | -9.35% | Signal |
| 2020-02-28 | 2020-09-09 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2018-06-07 | 2020-02-28 | COMPLETED | 100% | $46.27 | $60.06 | 29.81% | Stop |
| 2017-10-31 | 2018-06-07 | INTEREST | 100% | $1.00 | $1.02 | 1.60% | Interest Income |
| 2016-04-22 | 2017-10-31 | COMPLETED | 100% | $39.77 | $40.47 | 1.78% | Stop |
| 2015-08-13 | 2016-04-22 | INTEREST | 100% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2015-05-21 | 2015-08-13 | COMPLETED | 100% | $41.08 | $40.02 | -2.57% | Signal |
| 2015-04-10 | 2015-05-21 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2013-04-22 | 2015-04-10 | COMPLETED | 100% | $30.15 | $38.70 | 28.34% | Signal |
| 2013-03-28 | 2013-04-22 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2013-03-26 | 2013-03-28 | COMPLETED | 100% | $27.93 | $27.99 | 0.23% | Signal |
| 2013-03-04 | 2013-03-26 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2013-01-25 | 2013-03-04 | COMPLETED | 100% | $27.14 | $27.01 | -0.46% | Signal |
| 2013-01-02 | 2013-01-25 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2011-12-02 | 2013-01-02 | COMPLETED | 100% | $21.44 | $26.35 | 22.90% | Stop |
| 2011-08-08 | 2011-12-02 | INTEREST | 100% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2011-05-31 | 2011-08-08 | COMPLETED | 100% | $21.24 | $18.36 | -13.56% | Stop |
| 2011-05-06 | 2011-05-31 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2011-05-04 | 2011-05-06 | COMPLETED | 100% | $21.22 | $21.32 | 0.47% | Signal |
| 2011-02-24 | 2011-05-04 | INTEREST | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2010-10-06 | 2011-02-24 | COMPLETED | 100% | $21.14 | $18.50 | -12.47% | Signal |
| 2010-06-09 | 2010-10-06 | INTEREST | 100% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2010-05-17 | 2010-06-09 | COMPLETED | 100% | $18.39 | $18.92 | 2.86% | Signal |
| 2010-04-23 | 2010-05-17 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-07-22 | 2010-04-23 | COMPLETED | 100% | $15.99 | $18.90 | 18.23% | Stop |
| 2009-06-02 | 2009-07-22 | INTEREST | 100% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2009-05-28 | 2009-06-02 | COMPLETED | 100% | $14.08 | $14.67 | 4.17% | Signal |
| 2008-02-29 | 2009-05-28 | INTEREST | 100% | $1.00 | $1.04 | 4.24% | Interest Income |
| 2008-02-14 | 2008-02-29 | COMPLETED | 100% | $23.99 | $22.51 | -6.17% | Signal |
| 2008-01-23 | 2008-02-14 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2006-01-09 | 2008-01-23 | COMPLETED | 100% | $15.54 | $25.69 | 65.28% | Stop |
| 2005-08-23 | 2006-01-09 | INTEREST | 100% | $1.00 | $1.02 | 1.63% | Interest Income |
| 2005-05-20 | 2005-08-23 | COMPLETED | 100% | $14.81 | $12.66 | -14.54% | Stop |
| 2004-12-21 | 2005-05-20 | INTEREST | 100% | $1.00 | $1.02 | 1.75% | Interest Income |
| 2004-12-17 | 2004-12-21 | COMPLETED | 100% | $13.73 | $13.95 | 1.65% | Signal |
| 2004-08-31 | 2004-12-17 | INTEREST | 100% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2004-06-09 | 2004-08-31 | COMPLETED | 100% | $20.94 | $19.55 | -6.65% | Signal |
| 2003-09-17 | 2004-06-09 | INTEREST | 100% | $1.00 | $1.03 | 3.07% | Interest Income |
| 2003-08-26 | 2003-09-17 | COMPLETED | 100% | $21.22 | $22.85 | 7.66% | Signal |
| 2003-08-04 | 2003-08-26 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2003-04-03 | 2003-08-04 | COMPLETED | 100% | $22.52 | $21.60 | -4.09% | Stop |
| 2003-03-12 | 2003-04-03 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2002-12-05 | 2003-03-12 | COMPLETED | 100% | $23.54 | $20.14 | -14.43% | Stop |
| 2001-03-21 | 2002-12-05 | INTEREST | 100% | $1.00 | $1.08 | 8.31% | Interest Income |
| 2001-02-08 | 2001-03-21 | COMPLETED | 100% | $30.44 | $26.30 | -13.60% | Stop |
| 2001-01-17 | 2001-02-08 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2000-08-11 | 2001-01-17 | COMPLETED | 100% | $26.62 | $31.25 | 17.39% | Stop |
| 2000-07-20 | 2000-08-11 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2000-06-15 | 2000-07-20 | COMPLETED | 100% | $27.25 | $24.29 | -10.87% | Stop |
| 2000-02-14 | 2000-06-15 | INTEREST | 100% | $1.00 | $1.02 | 2.07% | Interest Income |
| 2000-01-07 | 2000-02-14 | COMPLETED | 100% | $25.84 | $24.24 | -6.18% | Stop |
| 1999-12-15 | 2000-01-07 | INTEREST | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1999-11-15 | 1999-12-15 | COMPLETED | 100% | $27.75 | $25.42 | -8.38% | Stop |
| 1999-06-16 | 1999-11-15 | INTEREST | 100% | $1.00 | $1.02 | 2.46% | Interest Income |
| 1999-05-12 | 1999-06-16 | COMPLETED | 100% | $26.15 | $25.33 | -3.11% | Signal |
| 1999-04-20 | 1999-05-12 | INTEREST | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1998-08-28 | 1999-04-20 | COMPLETED | 100% | $23.41 | $27.06 | 15.58% | Stop |
| 1998-08-06 | 1998-08-28 | INTEREST | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1998-05-20 | 1998-08-06 | COMPLETED | 100% | $21.65 | $21.90 | 1.12% | Stop |
| 1998-04-28 | 1998-05-20 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1997-11-19 | 1998-04-28 | COMPLETED | 100% | $16.18 | $20.62 | 27.40% | Stop |
| 1997-10-28 | 1997-11-19 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1997-04-23 | 1997-10-28 | COMPLETED | 100% | $15.79 | $14.64 | -7.25% | Stop |
| 1997-04-01 | 1997-04-23 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1996-05-03 | 1997-04-01 | COMPLETED | 100% | $10.22 | $14.86 | 45.38% | Stop |
| 1996-04-11 | 1996-05-03 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1994-09-19 | 1996-04-11 | COMPLETED | 100% | $5.71 | $10.27 | 79.82% | Stop |
| 1994-04-08 | 1994-09-19 | INTEREST | 100% | $1.00 | $1.03 | 3.13% | Interest Income |
| 1994-03-29 | 1994-04-08 | COMPLETED | 100% | $4.97 | $4.85 | -2.47% | Signal |
| 1994-03-07 | 1994-03-29 | INTEREST | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1994-01-20 | 1994-03-07 | COMPLETED | 100% | $5.78 | $5.16 | -10.80% | Stop |
| 1993-12-29 | 1994-01-20 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1993-12-27 | 1993-12-29 | COMPLETED | 100% | $5.62 | $5.76 | 2.53% | Signal |
| 1992-09-24 | 1993-12-27 | INTEREST | 100% | $1.00 | $1.08 | 7.67% | Interest Income |
| 1992-03-13 | 1992-09-24 | COMPLETED | 100% | $7.69 | $7.28 | -5.32% | Signal |
| 1992-02-20 | 1992-03-13 | INTEREST | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 1990-09-18 | 1992-02-20 | COMPLETED | 100% | $4.01 | $7.50 | 87.11% | Stop |
| 1990-08-24 | 1990-09-18 | INTEREST | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1990-06-11 | 1990-08-24 | COMPLETED | 100% | $3.97 | $3.87 | -2.51% | Stop |
| 1990-05-17 | 1990-06-11 | INTEREST | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1990-05-15 | 1990-05-17 | COMPLETED | 100% | $3.86 | $3.89 | 0.80% | Signal |
| 1990-02-26 | 1990-05-15 | INTEREST | 100% | $1.00 | $1.02 | 1.84% | Interest Income |
| 1988-07-25 | 1990-02-26 | COMPLETED | 100% | $2.56 | $3.34 | 30.38% | Stop |
| 1988-04-18 | 1988-07-25 | INTEREST | 100% | $1.00 | $1.02 | 2.08% | Interest Income |
| 1988-04-14 | 1988-04-18 | COMPLETED | 100% | $2.56 | $2.49 | -2.76% | Signal |
| 1987-12-16 | 1988-04-14 | INTEREST | 100% | $1.00 | $1.03 | 2.52% | Interest Income |
| 1987-11-10 | 1987-12-16 | COMPLETED | 100% | $2.65 | $2.47 | -6.76% | Signal |
| 1987-10-19 | 1987-11-10 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-10-07 | 1987-10-19 | COMPLETED | 100% | $1.56 | $2.79 | 78.31% | Stop |
| 1986-09-15 | 1986-10-07 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-12-20 | 1986-09-15 | COMPLETED | 100% | $0.68 | $1.51 | 121.85% | Stop |
| 1984-08-07 | 1984-12-20 | INTEREST | 100% | $1.00 | $1.03 | 2.92% | Interest Income |
| 1984-08-02 | 1984-08-07 | COMPLETED | 100% | $0.61 | $0.62 | 2.21% | Signal |
| 1984-05-16 | 1984-08-02 | INTEREST | 100% | $1.00 | $1.02 | 1.65% | Interest Income |
| 1984-04-26 | 1984-05-16 | COMPLETED | 100% | $0.67 | $0.65 | -3.44% | Signal |
| 1984-01-31 | 1984-04-26 | INTEREST | 100% | $1.00 | $1.02 | 1.84% | Interest Income |
| 1984-01-19 | 1984-01-31 | COMPLETED | 100% | $0.64 | $0.63 | -1.52% | Signal |
| 1983-12-27 | 1984-01-19 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-10-08 | 1983-12-27 | COMPLETED | 100% | $0.55 | $0.63 | 15.41% | Stop |
| 1981-09-22 | 1982-10-08 | INTEREST | 100% | $1.00 | $1.08 | 8.37% | Interest Income |
| 1981-09-08 | 1981-09-22 | COMPLETED | 100% | $0.53 | $0.54 | 2.15% | Signal |
| 1981-08-14 | 1981-09-08 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1980-06-03 | 1981-08-14 | COMPLETED | 100% | $0.45 | $0.56 | 25.50% | Stop |
| 1980-02-27 | 1980-06-03 | INTEREST | 100% | $1.00 | $1.02 | 2.05% | Interest Income |
| 1978-11-17 | 1980-02-27 | COMPLETED | 100% | $0.35 | $0.40 | 13.06% | Stop |
| 1978-10-26 | 1978-11-17 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-06-07 | 1978-10-26 | COMPLETED | 100% | $0.37 | $0.34 | -8.26% | Stop |
| 1978-03-01 | 1978-06-07 | INTEREST | 100% | $1.00 | $1.02 | 2.08% | Interest Income |
| 1977-10-05 | 1978-03-01 | COMPLETED | 100% | $0.34 | $0.31 | -8.41% | Signal |
| 1977-08-25 | 1977-10-05 | INTEREST | 100% | $1.00 | $1.01 | 0.85% | Interest Income |
| 1977-08-23 | 1977-08-25 | COMPLETED | 100% | $0.34 | $0.34 | -0.42% | Signal |
| 1977-06-24 | 1977-08-23 | INTEREST | 100% | $1.00 | $1.01 | 1.22% | Interest Income |
| 1977-06-22 | 1977-06-24 | COMPLETED | 100% | $0.33 | $0.33 | -0.66% | Signal |
| 1976-12-10 | 1977-06-22 | INTEREST | 100% | $1.00 | $1.04 | 4.15% | Interest Income |
| 1976-12-08 | 1976-12-10 | COMPLETED | 100% | $0.37 | $0.38 | 0.57% | Signal |
| 1976-11-15 | 1976-12-08 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1976-08-27 | 1976-11-15 | COMPLETED | 100% | $0.40 | $0.39 | -3.18% | Stop |
| 1976-06-18 | 1976-08-27 | INTEREST | 100% | $1.00 | $1.01 | 1.50% | Interest Income |
| 1976-05-07 | 1976-06-18 | COMPLETED | 100% | $0.42 | $0.39 | -5.93% | Signal |
| 1976-01-06 | 1976-05-07 | INTEREST | 100% | $1.00 | $1.03 | 2.64% | Interest Income |
| 1975-12-10 | 1976-01-06 | COMPLETED | 100% | $0.42 | $0.39 | -7.43% | Signal |
| 1975-11-17 | 1975-12-10 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-11-13 | 1975-11-17 | COMPLETED | 100% | $0.44 | $0.43 | -0.63% | Signal |
| 1975-09-17 | 1975-11-13 | INTEREST | 100% | $1.00 | $1.01 | 1.25% | Interest Income |
| 1975-08-28 | 1975-09-17 | COMPLETED | 100% | $0.39 | $0.37 | -5.25% | Signal |
| 1975-08-06 | 1975-08-28 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-03-05 | 1975-08-06 | COMPLETED | 100% | $0.42 | $0.39 | -7.14% | Stop |
| 1974-07-10 | 1975-03-05 | INTEREST | 100% | $1.00 | $1.05 | 5.13% | Interest Income |
| 1974-06-21 | 1974-07-10 | COMPLETED | 100% | $0.45 | $0.41 | -7.14% | Signal |
| 1973-07-06 | 1974-06-21 | INTEREST | 100% | $1.00 | $1.08 | 7.65% | Interest Income |
| 1970-12-15 | 1973-07-06 | COMPLETED | 100% | $0.24 | $0.45 | 89.16% | Stop |
| 1970-11-11 | 1970-12-15 | INTEREST | 100% | $1.00 | $1.01 | 0.70% | Interest Income |
| 1970-11-09 | 1970-11-11 | COMPLETED | 100% | $0.23 | $0.23 | -0.28% | Signal |
| 1970-10-13 | 1970-11-09 | INTEREST | 100% | $1.00 | $1.01 | 0.55% | Interest Income |
Return Distribution Analysis
