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 | -6.15% | -22.68% | 13.92% | 17.10% | 15.11% | 23.30% | 11.54% | 19.33% |
| Sharpe Ratio | -0.64 | -1.15 | 0.64 | 0.64 | 0.68 | 0.86 | 0.52 | 0.62 |
| Max Drawdown | -14.03% | -29.40% | -23.48% | -29.97% | -35.04% | -29.97% | -52.17% | -71.05% |
| % Time Invested | 21.4% | 100.0% | 71.4% | 100.0% | 77.4% | 100.0% | 67.6% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.2 | 0.0 | 1.3 | 0.0 | 1.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-11-19 | Open | Interest | 100% | $1.00 | $1.00 | 1.81% | Mark-to-Market |
| 2025-11-17 | 2025-11-19 | Completed | 100% | $213.61 | $212.88 | -0.34% | Signal |
| 2025-08-06 | 2025-11-17 | Interest | 100% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2025-08-04 | 2025-08-06 | Completed | 100% | $226.23 | $229.69 | 1.53% | Signal |
| 2025-07-11 | 2025-08-04 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-10-06 | 2025-07-11 | Completed | 100% | $130.68 | $233.05 | 78.33% | Stop |
| 2023-06-30 | 2023-10-06 | Interest | 100% | $1.00 | $1.01 | 1.11% | Interest Income |
| 2023-05-25 | 2023-06-30 | Completed | 100% | $119.75 | $121.03 | 1.07% | Signal |
| 2023-05-03 | 2023-05-25 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2021-12-29 | 2023-05-03 | Completed | 100% | $94.04 | $115.97 | 23.33% | Stop |
| 2021-10-01 | 2021-12-29 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2021-07-13 | 2021-10-01 | Completed | 100% | $89.10 | $81.18 | -8.89% | Signal |
| 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 |
| 2020-02-14 | 2020-03-13 | Completed | 100% | $71.16 | $62.31 | -12.44% | Stop |
| 2019-10-28 | 2020-02-14 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2019-10-08 | 2019-10-28 | Completed | 100% | $61.91 | $57.04 | -7.86% | Signal |
| 2019-09-16 | 2019-10-08 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-03-12 | 2019-09-16 | Completed | 100% | $59.79 | $59.68 | -0.18% | Stop |
| 2019-02-15 | 2019-03-12 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2019-02-11 | 2019-02-15 | Completed | 100% | $56.07 | $58.48 | 4.29% | Signal |
| 2019-01-17 | 2019-02-11 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-12-21 | 2019-01-17 | Completed | 100% | $47.01 | $49.14 | 4.53% | Signal |
| 2018-11-28 | 2018-12-21 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-12-21 | 2018-11-28 | Completed | 100% | $27.07 | $48.99 | 80.95% | Stop |
| 2016-10-04 | 2016-12-21 | Interest | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2014-09-23 | 2016-10-04 | Completed | 100% | $18.15 | $23.60 | 30.07% | Signal |
| 2014-08-28 | 2014-09-23 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2014-06-16 | 2014-08-28 | Completed | 100% | $18.19 | $17.82 | -2.01% | Signal |
| 2014-02-13 | 2014-06-16 | Interest | 100% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2012-11-07 | 2014-02-13 | Completed | 100% | $14.12 | $16.79 | 18.89% | Signal |
| 2012-08-09 | 2012-11-07 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2012-08-06 | 2012-08-09 | Completed | 100% | $12.41 | $12.51 | 0.87% | Signal |
| 2012-07-13 | 2012-08-06 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-02-09 | 2012-07-13 | Completed | 100% | $13.55 | $12.39 | -8.54% | Stop |
| 2011-08-05 | 2012-02-09 | Interest | 100% | $1.00 | $1.01 | 1.04% | Interest Income |
| 2009-07-31 | 2011-08-05 | Completed | 100% | $9.02 | $11.71 | 29.88% | Stop |
| 2009-07-09 | 2009-07-31 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2009-05-22 | 2009-07-09 | Completed | 100% | $9.25 | $8.44 | -8.72% | Stop |
| 2008-09-30 | 2009-05-22 | Interest | 100% | $1.00 | $1.02 | 1.93% | Interest Income |
| 2008-09-12 | 2008-09-30 | Completed | 100% | $9.84 | $9.16 | -6.91% | Signal |
| 2008-08-20 | 2008-09-12 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2008-06-12 | 2008-08-20 | Completed | 100% | $11.81 | $10.39 | -12.00% | Stop |
| 2007-07-18 | 2008-06-12 | Interest | 100% | $1.00 | $1.04 | 3.70% | Interest Income |
| 2007-07-10 | 2007-07-18 | Completed | 100% | $12.39 | $11.63 | -6.09% | Signal |
| 2006-03-23 | 2007-07-10 | Interest | 100% | $1.00 | $1.06 | 6.27% | Interest Income |
| 2006-02-22 | 2006-03-23 | Completed | 100% | $13.90 | $13.70 | -1.44% | Signal |
| 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 |
| 2004-10-29 | 2005-01-24 | Completed | 100% | $12.09 | $10.81 | -10.58% | Stop |
| 2004-07-20 | 2004-10-29 | Interest | 100% | $1.00 | $1.01 | 1.19% | 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 |
| 2003-04-17 | 2003-08-05 | Completed | 100% | $8.45 | $8.42 | -0.42% | Stop |
| 2003-03-26 | 2003-04-17 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2003-03-24 | 2003-03-26 | Completed | 100% | $7.79 | $7.64 | -1.91% | Signal |
| 2002-12-30 | 2003-03-24 | Interest | 100% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2002-12-06 | 2002-12-30 | Completed | 100% | $6.97 | $6.42 | -7.97% | Signal |
| 2002-08-28 | 2002-12-06 | Interest | 100% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2002-08-07 | 2002-08-28 | Completed | 100% | $6.38 | $7.03 | 10.13% | Signal |
| 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 |
| 2001-04-11 | 2001-09-24 | Completed | 100% | $4.06 | $5.04 | 24.00% | Stop |
| 2001-03-20 | 2001-04-11 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2001-01-30 | 2001-03-20 | Completed | 100% | $4.02 | $3.80 | -5.40% | Stop |
| 2001-01-05 | 2001-01-30 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2000-11-06 | 2001-01-05 | Completed | 100% | $3.91 | $3.93 | 0.41% | Stop |
| 2000-10-13 | 2000-11-06 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2000-08-15 | 2000-10-13 | Completed | 100% | $3.25 | $3.05 | -6.14% | Stop |
| 2000-07-24 | 2000-08-15 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2000-07-13 | 2000-07-24 | Completed | 100% | $3.29 | $2.68 | -18.31% | Stop |
| 2000-06-20 | 2000-07-13 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2000-06-08 | 2000-06-20 | Completed | 100% | $3.73 | $3.50 | -6.13% | Stop |
| 1999-07-30 | 2000-06-08 | Interest | 100% | $1.00 | $1.05 | 5.32% | Interest Income |
| 1999-04-23 | 1999-07-30 | Completed | 100% | $5.77 | $5.39 | -6.53% | Stop |
| 1999-03-31 | 1999-04-23 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 1999-02-19 | 1999-03-31 | Completed | 100% | $5.43 | $6.16 | 13.49% | Signal |
| 1999-01-27 | 1999-02-19 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-12-22 | 1999-01-27 | Completed | 100% | $6.53 | $5.43 | -16.82% | Stop |
| 1998-11-30 | 1998-12-22 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-11-25 | 1998-11-30 | Completed | 100% | $6.40 | $6.37 | -0.41% | Signal |
| 1998-10-23 | 1998-11-25 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 1998-10-20 | 1998-10-23 | Completed | 100% | $5.54 | $5.76 | 4.02% | Signal |
| 1998-09-01 | 1998-10-20 | Interest | 100% | $1.00 | $1.01 | 0.62% | 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 |
| 1996-06-18 | 1998-07-28 | Completed | 100% | $1.98 | $5.48 | 176.55% | Stop |
| 1996-05-06 | 1996-06-18 | Interest | 100% | $1.00 | $1.01 | 0.79% | Interest Income |
| 1996-04-29 | 1996-05-06 | Completed | 100% | $1.95 | $1.88 | -3.24% | Signal |
| 1996-04-04 | 1996-04-29 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1995-01-05 | 1996-04-04 | Completed | 100% | $1.46 | $1.80 | 22.94% | Stop |
| 1994-12-12 | 1995-01-05 | Interest | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 1994-08-15 | 1994-12-12 | Completed | 100% | $1.57 | $1.35 | -14.30% | Stop |
| 1994-01-28 | 1994-08-15 | Interest | 100% | $1.00 | $1.04 | 3.64% | 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 |
| 1992-05-15 | 1993-02-17 | Completed | 100% | $0.70 | $1.24 | 75.94% | Stop |
| 1992-03-31 | 1992-05-15 | Interest | 100% | $1.00 | $1.01 | 0.92% | Interest Income |
| 1992-03-25 | 1992-03-31 | Completed | 100% | $0.66 | $0.67 | 1.55% | Signal |
| 1991-11-08 | 1992-03-25 | Interest | 100% | $1.00 | $1.03 | 2.65% | Interest Income |
| 1991-11-06 | 1991-11-08 | Completed | 100% | $0.73 | $0.70 | -3.27% | Signal |
| 1991-08-14 | 1991-11-06 | Interest | 100% | $1.00 | $1.02 | 1.74% | Interest Income |
| 1991-07-23 | 1991-08-14 | Completed | 100% | $0.72 | $0.70 | -3.52% | Signal |
| 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 |
| 1990-06-15 | 1990-09-28 | Completed | 100% | $0.57 | $0.57 | -0.37% | Stop |
| 1990-03-15 | 1990-06-15 | Interest | 100% | $1.00 | $1.02 | 2.14% | Interest Income |
| 1990-02-16 | 1990-03-15 | Completed | 100% | $0.46 | $0.47 | 2.51% | Signal |
| 1990-01-25 | 1990-02-16 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1989-06-02 | 1990-01-25 | Completed | 100% | $0.36 | $0.48 | 31.71% | Stop |
| 1989-05-10 | 1989-06-02 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-04-04 | 1989-05-10 | Completed | 100% | $0.41 | $0.37 | -10.00% | Stop |
| 1988-10-25 | 1989-04-04 | Interest | 100% | $1.00 | $1.03 | 3.39% | Interest Income |
| 1988-07-01 | 1988-10-25 | Completed | 100% | $0.41 | $0.35 | -14.52% | Stop |
| 1988-02-04 | 1988-07-01 | Interest | 100% | $1.00 | $1.03 | 3.17% | Interest Income |
| 1988-02-02 | 1988-02-04 | Completed | 100% | $0.37 | $0.38 | 1.76% | Signal |
| 1987-12-08 | 1988-02-02 | Interest | 100% | $1.00 | $1.01 | 1.16% | Interest Income |
| 1987-11-11 | 1987-12-08 | Completed | 100% | $0.38 | $0.36 | -3.97% | Signal |
| 1987-10-20 | 1987-11-11 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-08-31 | 1987-10-20 | Completed | 100% | $0.43 | $0.34 | -21.27% | Stop |
| 1986-12-24 | 1987-08-31 | Interest | 100% | $1.00 | $1.05 | 5.35% | Interest Income |
| 1986-12-01 | 1986-12-24 | Completed | 100% | $0.39 | $0.39 | 0.83% | Signal |
| 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 |
| 1984-11-21 | 1985-09-30 | Completed | 100% | $0.12 | $0.20 | 64.06% | Stop |
| 1984-10-30 | 1984-11-21 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-09-12 | 1984-10-30 | Completed | 100% | $0.14 | $0.12 | -9.15% | Stop |
| 1984-01-31 | 1984-09-12 | Interest | 100% | $1.00 | $1.05 | 4.84% | 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
