PGR
Progressive Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
PGR Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -26.61% | -22.68% | 11.44% | 17.10% | 19.68% | 23.30% | 12.38% | 19.33% |
| Sharpe Ratio | -1.55 | -1.15 | 0.46 | 0.64 | 0.79 | 0.86 | 0.55 | 0.62 |
| Max Drawdown | -30.47% | -29.40% | -31.03% | -29.97% | -31.03% | -29.97% | -61.44% | -71.05% |
| % Time Invested | 80.2% | 100.0% | 92.2% | 100.0% | 94.2% | 100.0% | 73.9% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.0 | 0.0 | 0.8 | 0.0 | 1.2 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-06 | Open | Interest | 100% | $1.00 | $1.00 | 0.30% | Mark-to-Market |
| 2025-11-20 | 2026-04-06 | Completed | 100% | $209.80 | $194.66 | -7.22% | Signal |
| 2025-10-29 | 2025-11-20 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-08-04 | 2025-10-29 | Completed | 100% | $226.23 | $197.63 | -12.64% | Stop |
| 2025-07-11 | 2025-08-04 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-08-08 | 2025-07-11 | Completed | 100% | $116.36 | $233.05 | 100.28% | Stop |
| 2023-07-17 | 2023-08-08 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-05-25 | 2023-07-17 | Completed | 100% | $119.75 | $107.90 | -9.90% | Stop |
| 2023-05-03 | 2023-05-25 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2021-07-13 | 2023-05-03 | Completed | 100% | $89.10 | $115.97 | 30.16% | Stop |
| 2021-06-18 | 2021-07-13 | Interest | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-04-06 | 2021-06-18 | Completed | 100% | $66.06 | $81.17 | 22.87% | Stop |
| 2020-03-13 | 2020-04-06 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-10-08 | 2020-03-13 | Completed | 100% | $61.91 | $62.31 | 0.64% | Stop |
| 2019-09-16 | 2019-10-08 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2018-12-21 | 2019-09-16 | Completed | 100% | $47.01 | $59.68 | 26.94% | Stop |
| 2018-11-28 | 2018-12-21 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2012-08-28 | 2018-11-28 | Completed | 100% | $12.58 | $48.99 | 289.29% | Stop |
| 2012-06-27 | 2012-08-28 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2011-08-29 | 2012-06-27 | Completed | 100% | $11.51 | $13.04 | 13.33% | Signal |
| 2011-08-05 | 2011-08-29 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-03-10 | 2011-08-05 | Completed | 100% | $9.99 | $11.71 | 17.26% | Stop |
| 2006-12-26 | 2010-03-10 | Interest | 100% | $1.00 | $1.13 | 12.82% | Interest Income |
| 2006-08-28 | 2006-12-26 | Completed | 100% | $12.31 | $12.68 | 2.95% | Signal |
| 2006-08-04 | 2006-08-28 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2006-02-22 | 2006-08-04 | Completed | 100% | $13.90 | $12.44 | -10.51% | Stop |
| 2006-01-30 | 2006-02-22 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2005-02-15 | 2006-01-30 | Completed | 100% | $11.33 | $13.62 | 20.16% | Stop |
| 2005-01-24 | 2005-02-15 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2004-08-11 | 2005-01-24 | Completed | 100% | $9.71 | $10.81 | 11.37% | Stop |
| 2004-07-20 | 2004-08-11 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2003-08-27 | 2004-07-20 | Completed | 100% | $9.04 | $9.99 | 10.56% | Stop |
| 2003-08-05 | 2003-08-27 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2003-01-23 | 2003-08-05 | Completed | 100% | $6.06 | $8.42 | 38.97% | Stop |
| 2002-12-30 | 2003-01-23 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2002-08-07 | 2002-12-30 | Completed | 100% | $6.38 | $6.42 | 0.60% | Stop |
| 2002-07-16 | 2002-08-07 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2001-10-16 | 2002-07-16 | Completed | 100% | $6.22 | $6.55 | 5.40% | Stop |
| 2001-09-24 | 2001-10-16 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2001-04-30 | 2001-09-24 | Completed | 100% | $5.02 | $5.04 | 0.36% | Stop |
| 1999-11-12 | 2001-04-30 | Interest | 100% | $1.00 | $1.09 | 8.60% | Interest Income |
| 1999-09-23 | 1999-11-12 | Completed | 100% | $3.92 | $3.82 | -2.44% | Signal |
| 1999-08-31 | 1999-09-23 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-08-23 | 1999-08-31 | Completed | 100% | $5.14 | $4.35 | -15.38% | Stop |
| 1999-07-30 | 1999-08-23 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-02-19 | 1999-07-30 | Completed | 100% | $5.43 | $5.39 | -0.59% | Stop |
| 1999-01-27 | 1999-02-19 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-10-30 | 1999-01-27 | Completed | 100% | $6.18 | $5.43 | -12.21% | 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% | $4.98 | $4.11 | -17.46% | Stop |
| 1998-09-01 | 1998-09-24 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-08-19 | 1998-09-01 | Completed | 100% | $4.87 | $4.12 | -15.44% | Stop |
| 1998-07-28 | 1998-08-19 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1996-04-29 | 1998-07-28 | Completed | 100% | $1.95 | $5.48 | 181.37% | Stop |
| 1996-04-04 | 1996-04-29 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1995-09-13 | 1996-04-04 | Completed | 100% | $1.97 | $1.80 | -8.58% | Stop |
| 1994-11-08 | 1995-09-13 | Interest | 100% | $1.00 | $1.06 | 5.90% | Interest Income |
| 1994-04-22 | 1994-11-08 | Completed | 100% | $1.37 | $1.57 | 13.97% | Signal |
| 1994-03-30 | 1994-04-22 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 1994-02-22 | 1994-03-30 | Completed | 100% | $1.45 | $1.23 | -14.93% | Stop |
| 1994-01-28 | 1994-02-22 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1993-12-16 | 1994-01-28 | Completed | 100% | $1.64 | $1.33 | -18.41% | Stop |
| 1993-11-23 | 1993-12-16 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1993-06-10 | 1993-11-23 | Completed | 100% | $1.21 | $1.63 | 35.37% | Stop |
| 1993-05-18 | 1993-06-10 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 1993-03-11 | 1993-05-18 | Completed | 100% | $1.40 | $1.23 | -11.85% | Stop |
| 1993-02-17 | 1993-03-11 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1992-11-06 | 1993-02-17 | Completed | 100% | $1.09 | $1.24 | 13.59% | Stop |
| 1992-04-21 | 1992-11-06 | Interest | 100% | $1.00 | $1.04 | 3.77% | Interest Income |
| 1992-02-28 | 1992-04-21 | Completed | 100% | $0.65 | $0.70 | 8.75% | Signal |
| 1992-02-05 | 1992-02-28 | Interest | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 1991-11-04 | 1992-02-05 | Completed | 100% | $0.73 | $0.64 | -11.45% | Stop |
| 1991-10-11 | 1991-11-04 | Interest | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 1991-07-23 | 1991-10-11 | Completed | 100% | $0.72 | $0.63 | -13.38% | Stop |
| 1991-06-28 | 1991-07-23 | Interest | 100% | $1.00 | $1.01 | 0.51% | Interest Income |
| 1990-10-22 | 1991-06-28 | Completed | 100% | $0.60 | $0.72 | 19.25% | Stop |
| 1990-09-28 | 1990-10-22 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 1990-02-16 | 1990-09-28 | Completed | 100% | $0.46 | $0.57 | 23.14% | Stop |
| 1990-01-25 | 1990-02-16 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1989-11-06 | 1990-01-25 | Completed | 100% | $0.56 | $0.48 | -13.84% | Stop |
| 1989-08-07 | 1989-11-06 | Interest | 100% | $1.00 | $1.02 | 1.96% | Interest Income |
| 1989-08-03 | 1989-08-07 | Completed | 100% | $0.48 | $0.50 | 3.42% | Signal |
| 1989-07-03 | 1989-08-03 | Interest | 100% | $1.00 | $1.01 | 0.67% | Interest Income |
| 1989-06-29 | 1989-07-03 | Completed | 100% | $0.41 | $0.40 | -1.63% | Signal |
| 1988-02-04 | 1989-06-29 | Interest | 100% | $1.00 | $1.11 | 11.33% | Interest Income |
| 1988-02-02 | 1988-02-04 | Completed | 100% | $0.37 | $0.38 | 1.76% | Signal |
| 1987-11-23 | 1988-02-02 | Interest | 100% | $1.00 | $1.01 | 1.47% | Interest Income |
| 1987-11-11 | 1987-11-23 | Completed | 100% | $0.38 | $0.39 | 5.17% | Signal |
| 1987-10-20 | 1987-11-11 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-03-05 | 1987-10-20 | Completed | 100% | $0.39 | $0.34 | -14.45% | Stop |
| 1987-02-10 | 1987-03-05 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-12-01 | 1987-02-10 | Completed | 100% | $0.39 | $0.39 | -0.00% | Stop |
| 1986-11-06 | 1986-12-01 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-10-09 | 1986-11-06 | Completed | 100% | $0.45 | $0.38 | -15.60% | Stop |
| 1986-09-17 | 1986-10-09 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-10-22 | 1986-09-17 | Completed | 100% | $0.21 | $0.41 | 98.44% | Stop |
| 1985-09-30 | 1985-10-22 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-05-31 | 1985-09-30 | Completed | 100% | $0.21 | $0.20 | -2.44% | Stop |
| 1984-11-29 | 1985-05-31 | Interest | 100% | $1.00 | $1.04 | 3.89% | Interest Income |
| 1984-11-21 | 1984-11-29 | Completed | 100% | $0.12 | $0.12 | -1.56% | Signal |
| 1984-10-30 | 1984-11-21 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-02-23 | 1984-10-30 | Completed | 100% | $0.13 | $0.12 | -1.53% | Stop |
| 1984-01-31 | 1984-02-23 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-05-09 | 1984-01-31 | Completed | 100% | $0.11 | $0.13 | 11.67% | Stop |
| 1983-04-15 | 1983-05-09 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-11-19 | 1983-04-15 | Completed | 100% | $0.08 | $0.10 | 18.32% | Stop |
| 1982-10-28 | 1982-11-19 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-05-28 | 1982-10-28 | Completed | 100% | $0.09 | $0.09 | 0.00% | Stop |
| 1982-05-26 | 1982-05-28 | Interest | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
