Moving Average (50/200)
MUB
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
MUB Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 2.33% | 3.24% | 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 | 0.52 | 0.60 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -13.68% | -13.68% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 75.2% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.2 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-09-15 | 2026-04-07 | OPEN | 100% | $104.62 | $106.57 | 1.86% | Mark-to-Market |
| 2025-04-11 | 2025-09-15 | INTEREST | 100% | $1.00 | $1.02 | 1.80% | Interest Income |
| 2023-12-28 | 2025-04-11 | COMPLETED | 100% | $101.26 | $99.24 | -1.99% | Signal |
| 2023-09-25 | 2023-12-28 | INTEREST | 100% | $1.00 | $1.01 | 1.15% | Interest Income |
| 2023-01-12 | 2023-09-25 | COMPLETED | 100% | $97.57 | $95.63 | -1.99% | Signal |
| 2022-11-29 | 2023-01-12 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2022-11-25 | 2022-11-29 | COMPLETED | 100% | $95.40 | $95.36 | -0.04% | Signal |
| 2022-06-02 | 2022-11-25 | INTEREST | 100% | $1.00 | $1.02 | 1.62% | Interest Income |
| 2022-05-31 | 2022-06-02 | COMPLETED | 100% | $96.88 | $96.96 | 0.09% | Signal |
| 2022-01-26 | 2022-05-31 | INTEREST | 100% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2021-12-29 | 2022-01-26 | COMPLETED | 100% | $103.53 | $101.41 | -2.04% | Signal |
| 2021-12-06 | 2021-12-29 | INTEREST | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-06-11 | 2021-12-06 | COMPLETED | 100% | $99.23 | $103.28 | 4.09% | Signal |
| 2020-04-22 | 2020-06-11 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-01-04 | 2020-04-22 | COMPLETED | 100% | $90.96 | $96.76 | 6.39% | Signal |
| 2018-12-11 | 2019-01-04 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-12-07 | 2018-12-11 | COMPLETED | 100% | $90.22 | $90.31 | 0.09% | Signal |
| 2018-11-07 | 2018-12-07 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2018-07-12 | 2018-11-07 | COMPLETED | 100% | $89.83 | $88.73 | -1.22% | Signal |
| 2018-05-10 | 2018-07-12 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2018-05-07 | 2018-05-10 | COMPLETED | 100% | $88.79 | $88.90 | 0.13% | Signal |
| 2018-02-26 | 2018-05-07 | INTEREST | 100% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2017-05-19 | 2018-02-26 | COMPLETED | 100% | $88.23 | $88.64 | 0.46% | Signal |
| 2017-03-30 | 2017-05-19 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2017-03-28 | 2017-03-30 | COMPLETED | 100% | $87.04 | $87.01 | -0.03% | Signal |
| 2016-11-21 | 2017-03-28 | INTEREST | 100% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2015-09-04 | 2016-11-21 | COMPLETED | 100% | $84.10 | $86.00 | 2.26% | Signal |
| 2015-07-29 | 2015-09-04 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2015-07-27 | 2015-07-29 | COMPLETED | 100% | $83.88 | $83.81 | -0.08% | Signal |
| 2015-06-18 | 2015-07-27 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2014-02-10 | 2015-06-18 | COMPLETED | 100% | $78.59 | $83.04 | 5.66% | Signal |
| 2014-01-16 | 2014-02-10 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2014-01-13 | 2014-01-16 | COMPLETED | 100% | $77.86 | $77.97 | 0.13% | Signal |
| 2013-09-20 | 2014-01-13 | INTEREST | 100% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2013-09-17 | 2013-09-20 | COMPLETED | 100% | $75.03 | $75.87 | 1.11% | Signal |
| 2013-06-12 | 2013-09-17 | INTEREST | 100% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2011-05-26 | 2013-06-12 | COMPLETED | 100% | $70.33 | $77.90 | 10.76% | Signal |
| 2011-05-04 | 2011-05-26 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2011-04-26 | 2011-05-04 | COMPLETED | 100% | $68.98 | $69.48 | 0.72% | Signal |
| 2010-12-20 | 2011-04-26 | INTEREST | 100% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2009-02-04 | 2010-12-20 | COMPLETED | 100% | $62.88 | $67.14 | 6.78% | Signal |
| 2008-10-09 | 2009-02-04 | INTEREST | 100% | $1.00 | $1.01 | 0.95% | Interest Income |
| 2008-06-25 | 2008-10-09 | COMPLETED | 100% | $60.43 | $58.07 | -3.90% | Stop |
| 2008-06-23 | 2008-06-25 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
