MRK
Merck & Co Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
MRK Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 1.60% | 35.76% | 6.01% | 13.06% | 6.35% | 11.18% | 7.92% | 11.16% |
| Sharpe Ratio | 0.43 | 1.10 | 0.36 | 0.52 | 0.36 | 0.47 | 0.43 | 0.41 |
| Max Drawdown | -4.00% | -13.77% | -31.69% | -43.44% | -31.69% | -43.44% | -49.29% | -68.62% |
| % Time Invested | 2.4% | 100.0% | 61.5% | 100.0% | 65.0% | 100.0% | 59.2% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 1.6 | 0.0 | 1.2 | 0.0 | 1.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-02-11 | Open | Interest | 100% | $1.00 | $1.00 | 0.89% | Mark-to-Market |
| 2026-02-09 | 2026-02-11 | Completed | 100% | $120.52 | $116.18 | -3.60% | Signal |
| 2025-12-31 | 2026-02-09 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2025-12-29 | 2025-12-31 | Completed | 100% | $106.06 | $105.16 | -0.85% | Signal |
| 2025-11-17 | 2025-12-29 | Interest | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2025-11-13 | 2025-11-17 | Completed | 100% | $89.87 | $91.76 | 2.10% | Signal |
| 2025-03-20 | 2025-11-13 | Interest | 100% | $1.00 | $1.03 | 2.77% | Interest Income |
| 2025-02-28 | 2025-03-20 | Completed | 100% | $86.78 | $90.71 | 4.52% | Signal |
| 2025-02-05 | 2025-02-28 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2024-11-25 | 2025-02-05 | Completed | 100% | $94.99 | $86.47 | -8.97% | Stop |
| 2024-11-01 | 2024-11-25 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-23 | 2024-11-01 | Completed | 100% | $110.12 | $96.60 | -12.28% | Stop |
| 2024-08-01 | 2024-08-23 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2023-11-13 | 2024-08-01 | Completed | 100% | $93.46 | $106.66 | 14.11% | Stop |
| 2023-10-20 | 2023-11-13 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2021-11-26 | 2023-10-20 | Completed | 100% | $68.45 | $92.45 | 35.05% | Stop |
| 2021-01-06 | 2021-11-26 | Interest | 100% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2020-03-23 | 2021-01-06 | Completed | 100% | $55.50 | $65.12 | 17.34% | Signal |
| 2020-02-28 | 2020-03-23 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2018-11-26 | 2020-02-28 | Completed | 100% | $56.78 | $60.06 | 5.78% | Stop |
| 2018-04-17 | 2018-11-26 | Interest | 100% | $1.00 | $1.02 | 1.83% | Interest Income |
| 2017-11-22 | 2018-04-17 | Completed | 100% | $39.78 | $44.66 | 12.26% | Signal |
| 2017-10-31 | 2017-11-22 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-11-03 | 2017-10-31 | Completed | 100% | $42.16 | $40.47 | -4.00% | Stop |
| 2016-01-05 | 2016-11-03 | Interest | 100% | $1.00 | $1.01 | 1.46% | Interest Income |
| 2015-09-17 | 2016-01-05 | Completed | 100% | $37.12 | $36.71 | -1.12% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2013-01-25 | 2015-08-25 | Completed | 100% | $27.14 | $37.86 | 39.50% | Stop |
| 2013-01-02 | 2013-01-25 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2012-02-21 | 2013-01-02 | Completed | 100% | $23.24 | $26.35 | 13.36% | Stop |
| 2011-09-12 | 2012-02-21 | Interest | 100% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2011-08-29 | 2011-09-12 | Completed | 100% | $18.92 | $18.62 | -1.62% | Signal |
| 2011-08-05 | 2011-08-29 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-04-08 | 2011-08-05 | Completed | 100% | $19.55 | $18.74 | -4.14% | Stop |
| 2011-03-17 | 2011-04-08 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-06-01 | 2011-03-17 | Completed | 100% | $18.68 | $18.24 | -2.32% | Stop |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-04 | 2010-05-07 | Completed | 100% | $20.62 | $18.94 | -8.11% | Stop |
| 2009-06-02 | 2010-03-04 | Interest | 100% | $1.00 | $1.03 | 2.67% | Interest Income |
| 2009-05-28 | 2009-06-02 | Completed | 100% | $14.08 | $14.67 | 4.17% | Signal |
| 2008-08-26 | 2009-05-28 | Interest | 100% | $1.00 | $1.02 | 2.32% | Interest Income |
| 2008-08-14 | 2008-08-26 | Completed | 100% | $18.21 | $17.89 | -1.80% | Signal |
| 2008-07-23 | 2008-08-14 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2008-07-08 | 2008-07-23 | Completed | 100% | $18.79 | $16.20 | -13.77% | Stop |
| 2008-06-13 | 2008-07-08 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2008-04-10 | 2008-06-13 | Completed | 100% | $21.08 | $18.23 | -13.53% | Stop |
| 2008-03-18 | 2008-04-10 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2008-02-14 | 2008-03-18 | Completed | 100% | $23.99 | $21.44 | -10.65% | Stop |
| 2008-01-23 | 2008-02-14 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2006-07-28 | 2008-01-23 | Completed | 100% | $19.62 | $25.69 | 30.94% | Stop |
| 2005-09-12 | 2006-07-28 | Interest | 100% | $1.00 | $1.04 | 4.12% | Interest Income |
| 2005-09-08 | 2005-09-12 | Completed | 100% | $13.59 | $13.46 | -0.99% | Signal |
| 2004-12-21 | 2005-09-08 | Interest | 100% | $1.00 | $1.03 | 3.00% | Interest Income |
| 2004-12-17 | 2004-12-21 | Completed | 100% | $13.73 | $13.95 | 1.65% | Signal |
| 2004-04-05 | 2004-12-17 | Interest | 100% | $1.00 | $1.03 | 3.06% | Interest Income |
| 2004-02-24 | 2004-04-05 | Completed | 100% | $20.81 | $19.61 | -5.74% | Signal |
| 2004-01-14 | 2004-02-24 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2003-12-01 | 2004-01-14 | Completed | 100% | $17.53 | $19.61 | 11.86% | Signal |
| 2003-11-06 | 2003-12-01 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2003-10-03 | 2003-11-06 | Completed | 100% | $21.67 | $18.32 | -15.47% | Stop |
| 2001-12-11 | 2003-10-03 | Interest | 100% | $1.00 | $1.08 | 7.99% | Interest Income |
| 2001-07-18 | 2001-12-11 | Completed | 100% | $24.69 | $25.89 | 4.87% | Signal |
| 2001-06-25 | 2001-07-18 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2001-04-16 | 2001-06-25 | Completed | 100% | $30.06 | $25.93 | -13.75% | Stop |
| 2001-03-22 | 2001-04-16 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-02-16 | 2001-03-22 | Completed | 100% | $29.18 | $25.53 | -12.52% | Stop |
| 2000-03-27 | 2001-02-16 | Interest | 100% | $1.00 | $1.05 | 5.17% | Interest Income |
| 2000-03-08 | 2000-03-27 | Completed | 100% | $20.06 | $22.64 | 12.86% | Signal |
| 2000-02-14 | 2000-03-08 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2000-01-06 | 2000-02-14 | Completed | 100% | $25.10 | $24.24 | -3.41% | Stop |
| 1999-12-14 | 2000-01-06 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 1999-08-27 | 1999-12-14 | Completed | 100% | $25.54 | $25.17 | -1.46% | Stop |
| 1999-08-05 | 1999-08-27 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-05-12 | 1999-08-05 | Completed | 100% | $26.15 | $23.54 | -9.96% | Stop |
| 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 |
| 1995-03-29 | 1996-04-11 | Completed | 100% | $7.34 | $10.27 | 39.85% | Stop |
| 1993-12-29 | 1995-03-29 | Interest | 100% | $1.00 | $1.09 | 9.01% | Interest Income |
| 1993-12-27 | 1993-12-29 | Completed | 100% | $5.62 | $5.76 | 2.53% | Signal |
| 1993-03-25 | 1993-12-27 | Interest | 100% | $1.00 | $1.04 | 4.32% | Interest Income |
| 1993-02-19 | 1993-03-25 | Completed | 100% | $6.00 | $5.49 | -8.60% | Stop |
| 1993-01-27 | 1993-02-19 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 1992-10-20 | 1993-01-27 | Completed | 100% | $6.99 | $6.24 | -10.72% | Stop |
| 1992-09-28 | 1992-10-20 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1992-03-13 | 1992-09-28 | Completed | 100% | $7.69 | $6.77 | -11.93% | Stop |
| 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 |
| 1990-03-20 | 1990-08-24 | Completed | 100% | $3.50 | $3.87 | 10.68% | Stop |
| 1990-02-26 | 1990-03-20 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1989-05-22 | 1990-02-26 | Completed | 100% | $3.52 | $3.34 | -5.22% | Stop |
| 1988-12-09 | 1989-05-22 | Interest | 100% | $1.00 | $1.03 | 3.45% | Interest Income |
| 1988-12-07 | 1988-12-09 | Completed | 100% | $2.79 | $2.75 | -1.51% | Signal |
| 1988-10-31 | 1988-12-07 | Interest | 100% | $1.00 | $1.01 | 0.79% | Interest Income |
| 1988-02-05 | 1988-10-31 | Completed | 100% | $2.37 | $2.73 | 15.17% | Signal |
| 1988-01-14 | 1988-02-05 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-11-10 | 1988-01-14 | Completed | 100% | $2.65 | $2.39 | -9.71% | Stop |
| 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 |
| 1985-07-26 | 1986-09-15 | Completed | 100% | $0.85 | $1.51 | 78.40% | Stop |
| 1984-09-26 | 1985-07-26 | Interest | 100% | $1.00 | $1.07 | 6.57% | Interest Income |
| 1984-08-13 | 1984-09-26 | Completed | 100% | $0.63 | $0.60 | -4.32% | Signal |
| 1984-07-20 | 1984-08-13 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-01-19 | 1984-07-20 | Completed | 100% | $0.64 | $0.58 | -9.85% | Stop |
| 1983-12-27 | 1984-01-19 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-07-06 | 1983-12-27 | Completed | 100% | $0.65 | $0.63 | -2.85% | Stop |
| 1982-12-30 | 1983-07-06 | Interest | 100% | $1.00 | $1.04 | 4.02% | Interest Income |
| 1982-12-28 | 1982-12-30 | Completed | 100% | $0.60 | $0.59 | -1.01% | Signal |
| 1982-05-25 | 1982-12-28 | Interest | 100% | $1.00 | $1.05 | 4.65% | Interest Income |
| 1982-03-26 | 1982-05-25 | Completed | 100% | $0.49 | $0.50 | 2.58% | Signal |
| 1982-03-04 | 1982-03-26 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-09-08 | 1982-03-04 | Completed | 100% | $0.53 | $0.48 | -10.01% | Stop |
| 1981-08-14 | 1981-09-08 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1980-03-20 | 1981-08-14 | Completed | 100% | $0.39 | $0.56 | 43.83% | Stop |
| 1980-02-27 | 1980-03-20 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1979-01-15 | 1980-02-27 | Completed | 100% | $0.43 | $0.40 | -6.81% | Stop |
| 1978-09-13 | 1979-01-15 | Interest | 100% | $1.00 | $1.03 | 2.61% | Interest Income |
| 1978-09-08 | 1978-09-13 | Completed | 100% | $0.39 | $0.39 | 0.78% | Signal |
| 1977-08-25 | 1978-09-08 | Interest | 100% | $1.00 | $1.08 | 8.27% | 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 |
| 1976-07-01 | 1977-06-22 | Interest | 100% | $1.00 | $1.08 | 7.74% | Interest Income |
| 1976-01-13 | 1976-07-01 | Completed | 100% | $0.40 | $0.41 | 0.85% | Signal |
| 1975-11-17 | 1976-01-13 | Interest | 100% | $1.00 | $1.01 | 1.16% | Interest Income |
| 1975-11-13 | 1975-11-17 | Completed | 100% | $0.44 | $0.43 | -0.63% | Signal |
| 1974-03-11 | 1975-11-13 | Interest | 100% | $1.00 | $1.14 | 13.79% | Interest Income |
| 1974-01-30 | 1974-03-11 | Completed | 100% | $0.42 | $0.44 | 4.31% | Signal |
| 1974-01-08 | 1974-01-30 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1973-10-02 | 1974-01-08 | Completed | 100% | $0.43 | $0.41 | -6.28% | Stop |
| 1973-09-10 | 1973-10-02 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1973-07-30 | 1973-09-10 | Completed | 100% | $0.50 | $0.42 | -16.10% | Stop |
| 1973-07-06 | 1973-07-30 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1972-03-13 | 1973-07-06 | Completed | 100% | $0.36 | $0.45 | 25.45% | Stop |
| 1972-03-09 | 1972-03-13 | Interest | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
