MSFT
Microsoft Corporation
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
MSFT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 0.81% | 8.55% | 10.16% | 11.87% | 21.67% | 25.48% | 13.98% | 21.89% |
| Sharpe Ratio | 0.06 | 0.33 | 0.56 | 0.43 | 0.96 | 0.85 | 0.57 | 0.63 |
| Max Drawdown | -15.10% | -33.91% | -21.36% | -37.15% | -22.63% | -37.15% | -56.39% | -69.39% |
| % Time Invested | 60.3% | 100.0% | 64.9% | 100.0% | 79.0% | 100.0% | 67.3% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.2 | 0.0 | 1.1 | 0.0 | 1.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-01-15 | Open | Interest | 100% | $1.00 | $1.00 | 1.19% | Mark-to-Market |
| 2025-06-09 | 2026-01-15 | Completed | 100% | $466.99 | $463.06 | -0.84% | Stop |
| 2025-02-27 | 2025-06-09 | Interest | 100% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2024-12-24 | 2025-02-27 | Completed | 100% | $430.48 | $398.22 | -7.49% | Signal |
| 2024-12-02 | 2024-12-24 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-28 | 2024-12-02 | Completed | 100% | $410.08 | $417.53 | 1.82% | Signal |
| 2024-08-06 | 2024-08-28 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2023-03-21 | 2024-08-06 | Completed | 100% | $268.52 | $394.66 | 46.98% | Stop |
| 2023-01-20 | 2023-03-21 | Interest | 100% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2023-01-18 | 2023-01-20 | Completed | 100% | $235.39 | $228.85 | -2.78% | Signal |
| 2022-03-17 | 2023-01-18 | Interest | 100% | $1.00 | $1.03 | 2.70% | Interest Income |
| 2022-02-16 | 2022-03-17 | Completed | 100% | $288.64 | $283.72 | -1.70% | Signal |
| 2022-01-25 | 2022-02-16 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-10-13 | 2022-01-25 | Completed | 100% | $212.67 | $281.43 | 32.33% | Stop |
| 2020-09-21 | 2020-10-13 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-23 | 2020-09-21 | Completed | 100% | $130.15 | $188.29 | 44.67% | Stop |
| 2020-02-28 | 2020-03-23 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-03-08 | 2020-02-28 | Completed | 100% | $102.34 | $144.78 | 41.47% | Stop |
| 2019-02-13 | 2019-03-08 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2019-01-17 | 2019-02-13 | Completed | 100% | $98.02 | $100.35 | 2.38% | Signal |
| 2018-12-24 | 2019-01-17 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-08-02 | 2018-12-24 | Completed | 100% | $50.37 | $91.19 | 81.03% | Stop |
| 2016-06-29 | 2016-08-02 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-09-17 | 2016-06-29 | Completed | 100% | $38.43 | $44.22 | 15.06% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-06-05 | 2015-08-25 | Completed | 100% | $39.92 | $36.94 | -7.47% | Stop |
| 2015-03-11 | 2015-06-05 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2015-02-23 | 2015-03-11 | Completed | 100% | $37.43 | $36.24 | -3.18% | Signal |
| 2015-01-29 | 2015-02-23 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2013-04-24 | 2015-01-29 | Completed | 100% | $24.81 | $34.81 | 40.32% | Stop |
| 2012-10-26 | 2013-04-24 | Interest | 100% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2011-10-24 | 2012-10-26 | Completed | 100% | $20.99 | $22.20 | 5.80% | Signal |
| 2011-09-30 | 2011-10-24 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2011-09-02 | 2011-09-30 | Completed | 100% | $19.99 | $19.54 | -2.25% | Signal |
| 2011-04-27 | 2011-09-02 | Interest | 100% | $1.00 | $1.01 | 1.01% | Interest Income |
| 2010-12-23 | 2011-04-27 | Completed | 100% | $21.29 | $20.14 | -5.41% | Signal |
| 2010-10-18 | 2010-12-23 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2010-10-14 | 2010-10-18 | Completed | 100% | $19.13 | $19.36 | 1.19% | Signal |
| 2010-06-22 | 2010-10-14 | Interest | 100% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2010-06-16 | 2010-06-22 | Completed | 100% | $19.92 | $19.69 | -1.17% | Signal |
| 2010-05-24 | 2010-06-16 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2009-06-17 | 2010-05-24 | Completed | 100% | $17.35 | $20.20 | 16.47% | Stop |
| 2008-03-12 | 2009-06-17 | Interest | 100% | $1.00 | $1.04 | 4.34% | Interest Income |
| 2008-02-15 | 2008-03-12 | Completed | 100% | $20.25 | $21.13 | 4.36% | Signal |
| 2008-01-24 | 2008-02-15 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-10-29 | 2008-01-24 | Completed | 100% | $24.85 | $23.14 | -6.87% | Stop |
| 2007-09-07 | 2007-10-29 | Interest | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2006-09-29 | 2007-09-07 | Completed | 100% | $19.24 | $20.41 | 6.08% | Signal |
| 2006-05-04 | 2006-09-29 | Interest | 100% | $1.00 | $1.02 | 2.01% | Interest Income |
| 2005-08-12 | 2006-05-04 | Completed | 100% | $18.73 | $16.30 | -12.97% | Stop |
| 2005-03-29 | 2005-08-12 | Interest | 100% | $1.00 | $1.02 | 1.58% | Interest Income |
| 2004-07-07 | 2005-03-29 | Completed | 100% | $17.01 | $16.64 | -2.18% | Signal |
| 2004-03-23 | 2004-07-07 | Interest | 100% | $1.00 | $1.01 | 1.27% | Interest Income |
| 2003-12-11 | 2004-03-23 | Completed | 100% | $16.35 | $15.16 | -7.30% | Stop |
| 2003-11-18 | 2003-12-11 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2003-08-05 | 2003-11-18 | Completed | 100% | $16.09 | $15.57 | -3.18% | Stop |
| 2003-05-27 | 2003-08-05 | Interest | 100% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2003-05-22 | 2003-05-27 | Completed | 100% | $14.80 | $14.83 | 0.21% | Signal |
| 2003-02-27 | 2003-05-22 | Interest | 100% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2003-02-20 | 2003-02-27 | Completed | 100% | $15.14 | $14.61 | -3.51% | Signal |
| 2003-01-28 | 2003-02-20 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2002-12-11 | 2003-01-28 | Completed | 100% | $16.41 | $15.14 | -7.73% | Stop |
| 2002-02-11 | 2002-12-11 | Interest | 100% | $1.00 | $1.04 | 3.83% | Interest Income |
| 2001-12-20 | 2002-02-11 | Completed | 100% | $21.07 | $18.29 | -13.22% | Stop |
| 2001-10-02 | 2001-12-20 | Interest | 100% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2001-09-18 | 2001-10-02 | Completed | 100% | $16.28 | $15.73 | -3.33% | Signal |
| 2001-08-20 | 2001-09-18 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2001-05-17 | 2001-08-20 | Completed | 100% | $21.06 | $18.79 | -10.77% | Stop |
| 2000-06-26 | 2001-05-17 | Interest | 100% | $1.00 | $1.05 | 4.87% | Interest Income |
| 2000-06-22 | 2000-06-26 | Completed | 100% | $24.80 | $23.62 | -4.76% | Signal |
| 2000-04-04 | 2000-06-22 | Interest | 100% | $1.00 | $1.01 | 1.32% | Interest Income |
| 2000-02-16 | 2000-04-04 | Completed | 100% | $30.24 | $27.90 | -7.75% | Stop |
| 2000-01-25 | 2000-02-16 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1999-08-25 | 2000-01-25 | Completed | 100% | $28.53 | $30.78 | 7.88% | Stop |
| 1999-08-03 | 1999-08-25 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-05-12 | 1999-08-03 | Completed | 100% | $24.61 | $26.17 | 6.35% | Stop |
| 1999-04-20 | 1999-05-12 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1999-03-12 | 1999-04-20 | Completed | 100% | $24.78 | $25.06 | 1.15% | Stop |
| 1999-02-18 | 1999-03-12 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 1998-10-30 | 1999-02-18 | Completed | 100% | $16.34 | $23.00 | 40.73% | Stop |
| 1998-10-08 | 1998-10-30 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-09-24 | 1998-10-08 | Completed | 100% | $17.24 | $13.80 | -19.94% | Stop |
| 1998-09-01 | 1998-09-24 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-06-02 | 1998-09-01 | Completed | 100% | $12.81 | $14.51 | 13.31% | Stop |
| 1998-05-08 | 1998-06-02 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1998-01-20 | 1998-05-08 | Completed | 100% | $10.22 | $12.47 | 22.09% | Stop |
| 1997-12-24 | 1998-01-20 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1997-11-20 | 1997-12-24 | Completed | 100% | $10.30 | $9.43 | -8.50% | Stop |
| 1997-10-29 | 1997-11-20 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1997-04-17 | 1997-10-29 | Completed | 100% | $7.50 | $10.19 | 35.79% | Stop |
| 1997-03-25 | 1997-04-17 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1996-02-28 | 1997-03-25 | Completed | 100% | $3.84 | $6.90 | 79.90% | Stop |
| 1996-01-19 | 1996-02-28 | Interest | 100% | $1.00 | $1.01 | 0.60% | Interest Income |
| 1995-12-14 | 1996-01-19 | Completed | 100% | $3.51 | $3.44 | -2.17% | Signal |
| 1995-11-21 | 1995-12-14 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1995-10-20 | 1995-11-21 | Completed | 100% | $3.68 | $3.27 | -11.01% | Stop |
| 1995-09-28 | 1995-10-20 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1995-08-11 | 1995-09-28 | Completed | 100% | $3.61 | $3.39 | -6.07% | Stop |
| 1995-07-20 | 1995-08-11 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1994-01-31 | 1995-07-20 | Completed | 100% | $1.62 | $3.63 | 123.46% | Stop |
| 1993-12-07 | 1994-01-31 | Interest | 100% | $1.00 | $1.01 | 0.85% | Interest Income |
| 1993-12-03 | 1993-12-07 | Completed | 100% | $1.60 | $1.62 | 1.49% | Signal |
| 1993-07-08 | 1993-12-03 | Interest | 100% | $1.00 | $1.02 | 2.26% | Interest Income |
| 1993-03-11 | 1993-07-08 | Completed | 100% | $1.62 | $1.60 | -1.47% | Stop |
| 1993-02-17 | 1993-03-11 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1992-10-22 | 1993-02-17 | Completed | 100% | $1.71 | $1.54 | -10.00% | Stop |
| 1992-07-23 | 1992-10-22 | Interest | 100% | $1.00 | $1.02 | 1.62% | Interest Income |
| 1992-07-21 | 1992-07-23 | Completed | 100% | $1.33 | $1.33 | -0.36% | Signal |
| 1992-06-26 | 1992-07-21 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 1992-05-21 | 1992-06-26 | Completed | 100% | $1.49 | $1.32 | -10.90% | Stop |
| 1992-04-29 | 1992-05-21 | Interest | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 1991-07-29 | 1992-04-29 | Completed | 100% | $0.90 | $1.39 | 54.23% | Stop |
| 1991-07-05 | 1991-07-29 | Interest | 100% | $1.00 | $1.01 | 0.51% | Interest Income |
| 1991-05-23 | 1991-07-05 | Completed | 100% | $0.91 | $0.81 | -10.63% | Stop |
| 1991-05-01 | 1991-05-23 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1991-04-16 | 1991-05-01 | Completed | 100% | $0.96 | $0.83 | -13.41% | Stop |
| 1991-03-22 | 1991-04-16 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1990-11-23 | 1991-03-22 | Completed | 100% | $0.59 | $0.80 | 36.46% | Stop |
| 1990-10-12 | 1990-11-23 | Interest | 100% | $1.00 | $1.01 | 0.95% | Interest Income |
| 1990-09-14 | 1990-10-12 | Completed | 100% | $0.48 | $0.50 | 2.63% | Stop |
| 1990-08-22 | 1990-09-14 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1990-08-16 | 1990-08-22 | Completed | 100% | $0.54 | $0.47 | -14.06% | Stop |
| 1990-07-25 | 1990-08-16 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1990-01-11 | 1990-07-25 | Completed | 100% | $0.38 | $0.59 | 57.75% | Stop |
| 1989-12-18 | 1990-01-11 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-11-08 | 1989-12-18 | Completed | 100% | $0.35 | $0.33 | -5.94% | Stop |
| 1989-10-17 | 1989-11-08 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-06-05 | 1989-10-17 | Completed | 100% | $0.25 | $0.32 | 28.63% | Stop |
| 1989-05-11 | 1989-06-05 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-04-03 | 1989-05-11 | Completed | 100% | $0.21 | $0.23 | 8.50% | Signal |
| 1989-03-09 | 1989-04-03 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-02-23 | 1989-03-09 | Completed | 100% | $0.26 | $0.22 | -12.45% | Stop |
| 1988-12-27 | 1989-02-23 | Interest | 100% | $1.00 | $1.01 | 1.22% | Interest Income |
| 1988-12-22 | 1988-12-27 | Completed | 100% | $0.22 | $0.22 | -0.95% | Signal |
| 1988-09-15 | 1988-12-22 | Interest | 100% | $1.00 | $1.02 | 2.11% | Interest Income |
| 1988-08-18 | 1988-09-15 | Completed | 100% | $0.22 | $0.23 | 2.37% | Signal |
| 1988-07-27 | 1988-08-18 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-05-24 | 1988-07-27 | Completed | 100% | $0.23 | $0.25 | 5.91% | Stop |
| 1988-05-20 | 1988-05-24 | Interest | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
