Moving Average (50/200)
NEE
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
NEE Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 8.72% | 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 | 0.54 | 0.52 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -40.28% | -51.30% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 70.0% | 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 |
|---|---|---|---|---|---|---|---|
| 2025-07-22 | 2026-04-07 | OPEN | 100% | $74.74 | $93.67 | 25.32% | Mark-to-Market |
| 2024-12-18 | 2025-07-22 | INTEREST | 100% | $1.00 | $1.03 | 2.52% | Interest Income |
| 2024-04-26 | 2024-12-18 | COMPLETED | 100% | $63.49 | $69.31 | 9.17% | Stop |
| 2023-02-24 | 2024-04-26 | INTEREST | 100% | $1.00 | $1.05 | 4.78% | Interest Income |
| 2022-12-19 | 2023-02-24 | COMPLETED | 100% | $76.44 | $65.65 | -14.12% | Stop |
| 2022-11-25 | 2022-12-19 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-11-01 | 2022-11-25 | COMPLETED | 100% | $70.81 | $77.62 | 9.61% | Signal |
| 2022-10-10 | 2022-11-01 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2022-08-18 | 2022-10-10 | COMPLETED | 100% | $81.29 | $69.76 | -14.19% | Stop |
| 2022-03-08 | 2022-08-18 | INTEREST | 100% | $1.00 | $1.01 | 1.24% | Interest Income |
| 2022-02-16 | 2022-03-08 | COMPLETED | 100% | $66.96 | $75.55 | 12.84% | Signal |
| 2022-01-25 | 2022-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-08-13 | 2022-01-25 | COMPLETED | 100% | $73.53 | $69.69 | -5.22% | Stop |
| 2021-06-22 | 2021-08-13 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2021-03-18 | 2021-06-22 | COMPLETED | 100% | $64.14 | $65.52 | 2.15% | Signal |
| 2021-02-24 | 2021-03-18 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-06-29 | 2021-02-24 | COMPLETED | 100% | $51.40 | $65.40 | 27.25% | Stop |
| 2020-06-05 | 2020-06-29 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-06-03 | 2020-06-05 | COMPLETED | 100% | $55.87 | $54.57 | -2.33% | Signal |
| 2020-05-11 | 2020-06-03 | INTEREST | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-04-03 | 2020-05-11 | COMPLETED | 100% | $48.20 | $48.81 | 1.26% | Signal |
| 2020-03-12 | 2020-04-03 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2017-02-28 | 2020-03-12 | COMPLETED | 100% | $25.93 | $46.51 | 79.39% | Stop |
| 2016-12-07 | 2017-02-28 | INTEREST | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2015-12-09 | 2016-12-07 | COMPLETED | 100% | $18.99 | $22.77 | 19.91% | Signal |
| 2015-09-23 | 2015-12-09 | INTEREST | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2015-08-28 | 2015-09-23 | COMPLETED | 100% | $19.50 | $18.53 | -4.99% | Signal |
| 2015-08-06 | 2015-08-28 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-08-04 | 2015-08-06 | COMPLETED | 100% | $20.39 | $20.11 | -1.36% | Signal |
| 2015-06-29 | 2015-08-04 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2011-10-27 | 2015-06-29 | COMPLETED | 100% | $9.59 | $18.50 | 92.80% | Signal |
| 2011-10-05 | 2011-10-27 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-09-01 | 2011-10-05 | COMPLETED | 100% | $9.49 | $8.87 | -6.46% | Signal |
| 2011-08-10 | 2011-09-01 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-17 | 2011-08-10 | COMPLETED | 100% | $8.24 | $8.47 | 2.78% | Stop |
| 2009-10-28 | 2010-06-17 | INTEREST | 100% | $1.00 | $1.02 | 2.26% | Interest Income |
| 2009-05-11 | 2009-10-28 | COMPLETED | 100% | $8.65 | $7.80 | -9.83% | Stop |
| 2009-03-23 | 2009-05-11 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2009-03-19 | 2009-03-23 | COMPLETED | 100% | $7.57 | $7.62 | 0.68% | Signal |
| 2008-08-07 | 2009-03-19 | INTEREST | 100% | $1.00 | $1.02 | 1.95% | Interest Income |
| 2008-02-14 | 2008-08-07 | COMPLETED | 100% | $9.42 | $8.49 | -9.88% | Stop |
| 2008-01-23 | 2008-02-14 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-07-30 | 2008-01-23 | COMPLETED | 100% | $8.20 | $8.63 | 5.26% | Stop |
| 2007-07-06 | 2007-07-30 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2006-07-28 | 2007-07-06 | COMPLETED | 100% | $6.05 | $8.17 | 35.00% | Stop |
| 2006-06-13 | 2006-07-28 | INTEREST | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2006-06-09 | 2006-06-13 | COMPLETED | 100% | $5.77 | $5.84 | 1.28% | Signal |
| 2006-02-06 | 2006-06-09 | INTEREST | 100% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2004-08-03 | 2006-02-06 | COMPLETED | 100% | $4.40 | $5.60 | 27.12% | Stop |
| 2004-06-14 | 2004-08-03 | INTEREST | 100% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2003-03-11 | 2004-06-14 | COMPLETED | 100% | $3.55 | $4.12 | 16.15% | Signal |
| 2003-02-14 | 2003-03-11 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2002-12-12 | 2003-02-14 | COMPLETED | 100% | $3.62 | $3.45 | -4.60% | Stop |
| 2002-08-14 | 2002-12-12 | INTEREST | 100% | $1.00 | $1.01 | 1.32% | Interest Income |
| 2002-08-02 | 2002-08-14 | COMPLETED | 100% | $3.35 | $3.34 | -0.27% | Signal |
| 2002-07-11 | 2002-08-02 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2002-03-22 | 2002-07-11 | COMPLETED | 100% | $3.54 | $3.22 | -8.80% | Stop |
| 2002-02-06 | 2002-03-22 | INTEREST | 100% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2002-02-01 | 2002-02-06 | COMPLETED | 100% | $3.15 | $3.07 | -2.49% | Signal |
| 2001-06-15 | 2002-02-01 | INTEREST | 100% | $1.00 | $1.03 | 3.00% | Interest Income |
| 2001-06-13 | 2001-06-15 | COMPLETED | 100% | $3.51 | $3.34 | -4.86% | Signal |
| 2001-05-11 | 2001-06-13 | INTEREST | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2001-04-18 | 2001-05-11 | COMPLETED | 100% | $3.61 | $3.28 | -9.18% | Signal |
| 2001-03-26 | 2001-04-18 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-02-06 | 2001-03-26 | COMPLETED | 100% | $3.32 | $3.32 | -0.00% | Stop |
| 2001-01-12 | 2001-02-06 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2000-05-24 | 2001-01-12 | COMPLETED | 100% | $2.66 | $3.28 | 23.25% | Stop |
| 1998-12-31 | 2000-05-24 | INTEREST | 100% | $1.00 | $1.08 | 8.27% | Interest Income |
| 1998-11-17 | 1998-12-31 | COMPLETED | 100% | $3.31 | $3.23 | -2.55% | Signal |
| 1998-10-26 | 1998-11-17 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1996-07-11 | 1998-10-26 | COMPLETED | 100% | $2.15 | $3.14 | 46.21% | Stop |
| 1996-06-18 | 1996-07-11 | INTEREST | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 1994-11-04 | 1996-06-18 | COMPLETED | 100% | $1.46 | $2.07 | 41.57% | Signal |
| 1994-01-25 | 1994-11-04 | INTEREST | 100% | $1.00 | $1.05 | 5.46% | Interest Income |
| 1991-01-31 | 1994-01-25 | COMPLETED | 100% | $0.99 | $1.48 | 50.15% | Signal |
| 1990-04-23 | 1991-01-31 | INTEREST | 100% | $1.00 | $1.07 | 6.61% | Interest Income |
| 1989-05-24 | 1990-04-23 | COMPLETED | 100% | $0.97 | $0.99 | 2.41% | Stop |
| 1989-05-02 | 1989-05-24 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-06-15 | 1989-05-02 | COMPLETED | 100% | $0.88 | $0.92 | 5.12% | Signal |
| 1988-04-28 | 1988-06-15 | INTEREST | 100% | $1.00 | $1.01 | 1.01% | Interest Income |
| 1988-02-25 | 1988-04-28 | COMPLETED | 100% | $0.87 | $0.79 | -9.06% | Signal |
| 1987-12-09 | 1988-02-25 | INTEREST | 100% | $1.00 | $1.02 | 1.62% | Interest Income |
| 1987-11-11 | 1987-12-09 | COMPLETED | 100% | $0.82 | $0.77 | -6.57% | Signal |
| 1987-10-20 | 1987-11-11 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-08-20 | 1987-10-20 | COMPLETED | 100% | $0.89 | $0.77 | -14.19% | Stop |
| 1987-04-13 | 1987-08-20 | INTEREST | 100% | $1.00 | $1.03 | 2.77% | Interest Income |
| 1986-10-06 | 1987-04-13 | COMPLETED | 100% | $0.78 | $0.78 | -0.58% | Stop |
| 1986-09-12 | 1986-10-06 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-08-21 | 1986-09-12 | COMPLETED | 100% | $0.59 | $0.79 | 34.76% | Stop |
| 1985-07-30 | 1985-08-21 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-08-20 | 1985-07-30 | COMPLETED | 100% | $0.41 | $0.55 | 32.09% | Stop |
| 1984-07-20 | 1984-08-20 | INTEREST | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 1984-07-18 | 1984-07-20 | COMPLETED | 100% | $0.40 | $0.40 | -0.66% | Signal |
| 1984-04-09 | 1984-07-18 | INTEREST | 100% | $1.00 | $1.02 | 2.11% | Interest Income |
| 1983-08-24 | 1984-04-09 | COMPLETED | 100% | $0.36 | $0.37 | 3.60% | Signal |
| 1983-07-13 | 1983-08-24 | INTEREST | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
| 1981-09-30 | 1983-07-13 | COMPLETED | 100% | $0.26 | $0.35 | 35.85% | Signal |
| 1981-09-08 | 1981-09-30 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-05-05 | 1981-09-08 | COMPLETED | 100% | $0.26 | $0.26 | -2.74% | Stop |
| 1980-12-10 | 1981-05-05 | INTEREST | 100% | $1.00 | $1.03 | 3.08% | Interest Income |
| 1980-05-22 | 1980-12-10 | COMPLETED | 100% | $0.26 | $0.23 | -11.98% | Stop |
| 1980-04-28 | 1980-05-22 | INTEREST | 100% | $1.00 | $1.01 | 0.55% | Interest Income |
| 1980-04-24 | 1980-04-28 | COMPLETED | 100% | $0.26 | $0.26 | 0.00% | Signal |
| 1979-09-12 | 1980-04-24 | INTEREST | 100% | $1.00 | $1.05 | 4.84% | Interest Income |
| 1979-07-17 | 1979-09-12 | COMPLETED | 100% | $0.27 | $0.25 | -5.00% | Signal |
| 1979-05-08 | 1979-07-17 | INTEREST | 100% | $1.00 | $1.01 | 1.47% | Interest Income |
| 1979-03-22 | 1979-05-08 | COMPLETED | 100% | $0.27 | $0.25 | -5.80% | Signal |
| 1978-12-19 | 1979-03-22 | INTEREST | 100% | $1.00 | $1.02 | 1.96% | Interest Income |
| 1978-06-06 | 1978-12-19 | COMPLETED | 100% | $0.27 | $0.25 | -4.55% | Signal |
| 1978-01-31 | 1978-06-06 | INTEREST | 100% | $1.00 | $1.03 | 2.67% | Interest Income |
| 1977-12-09 | 1978-01-31 | COMPLETED | 100% | $0.26 | $0.24 | -6.07% | Signal |
| 1977-10-03 | 1977-12-09 | INTEREST | 100% | $1.00 | $1.01 | 1.47% | Interest Income |
| 1977-06-21 | 1977-10-03 | COMPLETED | 100% | $0.26 | $0.25 | -4.57% | Signal |
| 1977-04-01 | 1977-06-21 | INTEREST | 100% | $1.00 | $1.02 | 1.68% | Interest Income |
| 1977-03-21 | 1977-04-01 | COMPLETED | 100% | $0.24 | $0.24 | -1.99% | Signal |
| 1977-02-25 | 1977-03-21 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1976-10-07 | 1977-02-25 | COMPLETED | 100% | $0.25 | $0.23 | -8.57% | Stop |
| 1976-09-15 | 1976-10-07 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1976-09-13 | 1976-09-15 | COMPLETED | 100% | $0.26 | $0.25 | -0.94% | Signal |
| 1976-06-16 | 1976-09-13 | INTEREST | 100% | $1.00 | $1.02 | 1.87% | Interest Income |
| 1976-06-14 | 1976-06-16 | COMPLETED | 100% | $0.23 | $0.23 | -1.55% | Signal |
| 1976-05-07 | 1976-06-14 | INTEREST | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
| 1976-03-29 | 1976-05-07 | COMPLETED | 100% | $0.24 | $0.24 | -0.51% | Signal |
| 1976-03-05 | 1976-03-29 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-11-05 | 1976-03-05 | COMPLETED | 100% | $0.25 | $0.23 | -4.43% | Stop |
| 1975-10-14 | 1975-11-05 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-08-27 | 1975-10-14 | COMPLETED | 100% | $0.21 | $0.23 | 13.45% | Signal |
| 1975-08-05 | 1975-08-27 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-02-11 | 1975-08-05 | COMPLETED | 100% | $0.20 | $0.22 | 5.92% | Stop |
| 1974-09-27 | 1975-02-11 | INTEREST | 100% | $1.00 | $1.03 | 2.89% | Interest Income |
| 1974-09-25 | 1974-09-27 | COMPLETED | 100% | $0.16 | $0.15 | -4.48% | Signal |
| 1973-12-03 | 1974-09-25 | INTEREST | 100% | $1.00 | $1.06 | 6.38% | Interest Income |
Return Distribution Analysis
