| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 6.18% | 11.39% | 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 | 0.35 | 0.49 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -58.00% | -54.23% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 69.8% | 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. |
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-03-11 | 2026-04-07 | OPEN | 100% | $155.23 | $141.30 | -8.97% | Mark-to-Market |
| 2026-02-11 | 2026-03-11 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2026-02-09 | 2026-02-11 | COMPLETED | 100% | $158.76 | $158.64 | -0.08% | Signal |
| 2025-12-22 | 2026-02-09 | INTEREST | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2025-12-18 | 2025-12-22 | COMPLETED | 100% | $145.59 | $142.70 | -1.98% | Signal |
| 2025-05-06 | 2025-12-18 | INTEREST | 100% | $1.00 | $1.03 | 2.62% | Interest Income |
| 2025-03-24 | 2025-05-06 | COMPLETED | 100% | $161.98 | $154.78 | -4.45% | Signal |
| 2025-02-18 | 2025-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2024-02-05 | 2025-02-18 | COMPLETED | 100% | $150.24 | $158.99 | 5.82% | Signal |
| 2023-12-29 | 2024-02-05 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2023-01-03 | 2023-12-29 | COMPLETED | 100% | $138.95 | $137.81 | -0.82% | Signal |
| 2022-06-14 | 2023-01-03 | INTEREST | 100% | $1.00 | $1.02 | 1.88% | Interest Income |
| 2021-05-25 | 2022-06-14 | COMPLETED | 100% | $122.47 | $124.88 | 1.97% | Stop |
| 2021-03-01 | 2021-05-25 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2020-08-04 | 2021-03-01 | COMPLETED | 100% | $113.95 | $109.44 | -3.95% | Stop |
| 2020-07-13 | 2020-08-04 | INTEREST | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-07-09 | 2020-07-13 | COMPLETED | 100% | $106.35 | $107.37 | 0.96% | Signal |
| 2020-04-02 | 2020-07-09 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-03-24 | 2020-04-02 | COMPLETED | 100% | $87.07 | $92.63 | 6.38% | Signal |
| 2020-03-02 | 2020-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2018-08-31 | 2020-03-02 | COMPLETED | 100% | $68.71 | $97.36 | 41.69% | Stop |
| 2018-02-12 | 2018-08-31 | INTEREST | 100% | $1.00 | $1.02 | 1.60% | Interest Income |
| 2017-02-15 | 2018-02-12 | COMPLETED | 100% | $70.52 | $65.25 | -7.46% | Stop |
| 2017-01-24 | 2017-02-15 | INTEREST | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2015-12-29 | 2017-01-24 | COMPLETED | 100% | $60.50 | $68.48 | 13.19% | Signal |
| 2015-10-14 | 2015-12-29 | INTEREST | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2015-10-12 | 2015-10-14 | COMPLETED | 100% | $55.83 | $55.47 | -0.64% | Signal |
| 2015-04-09 | 2015-10-12 | INTEREST | 100% | $1.00 | $1.01 | 1.12% | Interest Income |
| 2014-04-28 | 2015-04-09 | COMPLETED | 100% | $58.63 | $60.77 | 3.66% | Signal |
| 2014-03-07 | 2014-04-28 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2012-08-29 | 2014-03-07 | COMPLETED | 100% | $45.61 | $55.93 | 22.64% | Signal |
| 2012-06-21 | 2012-08-29 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2011-10-24 | 2012-06-21 | COMPLETED | 100% | $43.67 | $40.75 | -6.68% | Signal |
| 2011-08-18 | 2011-10-24 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2010-11-02 | 2011-08-18 | COMPLETED | 100% | $41.09 | $40.07 | -2.48% | Signal |
| 2010-08-05 | 2010-11-02 | INTEREST | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2010-06-01 | 2010-08-05 | COMPLETED | 100% | $38.57 | $38.02 | -1.44% | Signal |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-08-28 | 2010-05-07 | COMPLETED | 100% | $32.90 | $38.39 | 16.71% | Stop |
| 2008-11-14 | 2009-08-28 | INTEREST | 100% | $1.00 | $1.02 | 2.41% | Interest Income |
| 2008-11-03 | 2008-11-14 | COMPLETED | 100% | $39.15 | $39.24 | 0.23% | Signal |
| 2008-10-10 | 2008-11-03 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2008-09-12 | 2008-10-10 | COMPLETED | 100% | $43.48 | $35.33 | -18.75% | Stop |
| 2008-03-19 | 2008-09-12 | INTEREST | 100% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2008-02-14 | 2008-03-19 | COMPLETED | 100% | $39.88 | $40.83 | 2.38% | Signal |
| 2008-01-23 | 2008-02-14 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-08-28 | 2008-01-23 | COMPLETED | 100% | $38.31 | $37.27 | -2.73% | Stop |
| 2007-06-26 | 2007-08-28 | INTEREST | 100% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2006-08-24 | 2007-06-26 | COMPLETED | 100% | $35.06 | $35.79 | 2.07% | Signal |
| 2006-05-25 | 2006-08-24 | INTEREST | 100% | $1.00 | $1.01 | 1.24% | Interest Income |
| 2005-05-19 | 2006-05-25 | COMPLETED | 100% | $31.30 | $31.58 | 0.86% | Signal |
| 2005-03-16 | 2005-05-19 | INTEREST | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2003-05-06 | 2005-03-16 | COMPLETED | 100% | $24.26 | $29.53 | 21.73% | Signal |
| 2002-12-05 | 2003-05-06 | INTEREST | 100% | $1.00 | $1.02 | 1.59% | Interest Income |
| 2002-08-07 | 2002-12-05 | COMPLETED | 100% | $23.48 | $23.02 | -1.98% | Signal |
| 2002-07-16 | 2002-08-07 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2001-08-22 | 2002-07-16 | COMPLETED | 100% | $19.49 | $21.59 | 10.80% | Stop |
| 2001-04-20 | 2001-08-22 | INTEREST | 100% | $1.00 | $1.02 | 1.76% | Interest Income |
| 2001-04-06 | 2001-04-20 | COMPLETED | 100% | $15.76 | $15.13 | -3.95% | Signal |
| 2001-03-15 | 2001-04-06 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2000-11-02 | 2001-03-15 | COMPLETED | 100% | $17.53 | $17.10 | -2.43% | Stop |
| 2000-10-11 | 2000-11-02 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2000-10-09 | 2000-10-11 | COMPLETED | 100% | $18.52 | $18.33 | -1.03% | Signal |
| 2000-03-08 | 2000-10-09 | INTEREST | 100% | $1.00 | $1.04 | 3.54% | Interest Income |
| 2000-02-15 | 2000-03-08 | COMPLETED | 100% | $23.22 | $15.31 | -34.05% | Stop |
| 2000-01-24 | 2000-02-15 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1999-09-02 | 2000-01-24 | COMPLETED | 100% | $24.59 | $24.10 | -2.01% | Stop |
| 1999-07-28 | 1999-09-02 | INTEREST | 100% | $1.00 | $1.01 | 0.60% | Interest Income |
| 1999-07-07 | 1999-07-28 | COMPLETED | 100% | $21.31 | $21.74 | 2.04% | Signal |
| 1999-06-14 | 1999-07-07 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1998-12-02 | 1999-06-14 | COMPLETED | 100% | $21.70 | $21.55 | -0.66% | Stop |
| 1998-09-11 | 1998-12-02 | INTEREST | 100% | $1.00 | $1.01 | 1.04% | Interest Income |
| 1998-08-25 | 1998-09-11 | COMPLETED | 100% | $20.19 | $17.04 | -15.62% | Stop |
| 1998-08-03 | 1998-08-25 | INTEREST | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1997-11-20 | 1998-08-03 | COMPLETED | 100% | $18.26 | $19.47 | 6.59% | Stop |
| 1997-10-29 | 1997-11-20 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1997-10-03 | 1997-10-29 | COMPLETED | 100% | $17.68 | $17.09 | -3.36% | Stop |
| 1997-09-11 | 1997-10-03 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 1994-09-12 | 1997-09-11 | COMPLETED | 100% | $6.71 | $15.68 | 133.55% | Stop |
| 1994-07-21 | 1994-09-12 | INTEREST | 100% | $1.00 | $1.01 | 1.00% | Interest Income |
| 1993-11-02 | 1994-07-21 | COMPLETED | 100% | $6.07 | $6.11 | 0.60% | Signal |
| 1993-04-06 | 1993-11-02 | INTEREST | 100% | $1.00 | $1.03 | 3.28% | Interest Income |
| 1992-11-06 | 1993-04-06 | COMPLETED | 100% | $5.87 | $5.22 | -11.02% | Stop |
| 1992-09-25 | 1992-11-06 | INTEREST | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
| 1991-09-27 | 1992-09-25 | COMPLETED | 100% | $4.48 | $5.37 | 19.82% | Signal |
| 1991-06-27 | 1991-09-27 | INTEREST | 100% | $1.00 | $1.02 | 1.97% | Interest Income |
| 1990-08-28 | 1991-06-27 | COMPLETED | 100% | $3.94 | $4.17 | 5.77% | Stop |
| 1990-08-06 | 1990-08-28 | INTEREST | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1988-10-21 | 1990-08-06 | COMPLETED | 100% | $2.05 | $3.92 | 90.84% | Stop |
| 1988-09-16 | 1988-10-21 | INTEREST | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
| 1988-09-14 | 1988-09-16 | COMPLETED | 100% | $1.97 | $1.95 | -0.94% | Signal |
| 1987-11-17 | 1988-09-14 | INTEREST | 100% | $1.00 | $1.07 | 6.51% | Interest Income |
| 1987-11-10 | 1987-11-17 | COMPLETED | 100% | $2.00 | $2.04 | 1.80% | Signal |
| 1987-10-19 | 1987-11-10 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-12-08 | 1987-10-19 | COMPLETED | 100% | $1.81 | $1.68 | -7.15% | Stop |
| 1986-11-05 | 1986-12-08 | INTEREST | 100% | $1.00 | $1.01 | 0.67% | Interest Income |
| 1986-10-13 | 1986-11-05 | COMPLETED | 100% | $1.63 | $1.77 | 8.59% | Signal |
| 1986-09-19 | 1986-10-13 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-07-25 | 1986-09-19 | COMPLETED | 100% | $1.29 | $1.59 | 23.43% | Stop |
| 1985-04-29 | 1985-07-25 | INTEREST | 100% | $1.00 | $1.02 | 1.87% | Interest Income |
| 1984-07-26 | 1985-04-29 | COMPLETED | 100% | $1.15 | $1.15 | -0.12% | Signal |
| 1984-02-09 | 1984-07-26 | INTEREST | 100% | $1.00 | $1.04 | 3.58% | Interest Income |
| 1983-10-21 | 1984-02-09 | COMPLETED | 100% | $1.20 | $0.99 | -17.56% | Stop |
| 1983-07-08 | 1983-10-21 | INTEREST | 100% | $1.00 | $1.02 | 2.27% | Interest Income |
| 1983-06-23 | 1983-07-08 | COMPLETED | 100% | $1.09 | $1.14 | 4.60% | Signal |
| 1983-06-01 | 1983-06-23 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-02-16 | 1983-06-01 | COMPLETED | 100% | $1.13 | $1.07 | -4.68% | Stop |
| 1983-01-25 | 1983-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-04-29 | 1983-01-25 | COMPLETED | 100% | $0.67 | $1.07 | 59.22% | Stop |
| 1981-01-06 | 1981-04-29 | INTEREST | 100% | $1.00 | $1.02 | 2.42% | Interest Income |
| 1981-01-02 | 1981-01-06 | COMPLETED | 100% | $0.61 | $0.62 | 0.91% | Signal |
| 1980-11-24 | 1981-01-02 | INTEREST | 100% | $1.00 | $1.01 | 0.79% | Interest Income |
| 1980-11-06 | 1980-11-24 | COMPLETED | 100% | $0.61 | $0.64 | 4.92% | Signal |
| 1980-10-14 | 1980-11-06 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1980-06-06 | 1980-10-14 | COMPLETED | 100% | $0.67 | $0.62 | -7.01% | Stop |
| 1980-05-13 | 1980-06-06 | INTEREST | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1980-05-09 | 1980-05-13 | COMPLETED | 100% | $0.66 | $0.66 | -0.16% | Signal |
| 1979-02-27 | 1980-05-09 | INTEREST | 100% | $1.00 | $1.10 | 9.66% | Interest Income |
| 1978-06-02 | 1979-02-27 | COMPLETED | 100% | $0.69 | $0.67 | -2.52% | Signal |
| 1978-03-02 | 1978-06-02 | INTEREST | 100% | $1.00 | $1.02 | 1.96% | Interest Income |
| 1977-09-09 | 1978-03-02 | COMPLETED | 100% | $0.67 | $0.61 | -9.46% | Signal |
| 1977-01-24 | 1977-09-09 | INTEREST | 100% | $1.00 | $1.05 | 4.91% | Interest Income |
| 1976-05-13 | 1977-01-24 | COMPLETED | 100% | $0.67 | $0.67 | -0.38% | Signal |
| 1976-03-17 | 1976-05-13 | INTEREST | 100% | $1.00 | $1.01 | 1.22% | Interest Income |
| 1975-12-24 | 1976-03-17 | COMPLETED | 100% | $0.67 | $0.62 | -6.61% | Signal |
| 1975-08-21 | 1975-12-24 | INTEREST | 100% | $1.00 | $1.03 | 2.67% | Interest Income |
| 1975-03-05 | 1975-08-21 | COMPLETED | 100% | $0.71 | $0.62 | -12.53% | Stop |
| 1974-09-10 | 1975-03-05 | INTEREST | 100% | $1.00 | $1.04 | 3.77% | Interest Income |
| 1974-09-06 | 1974-09-10 | COMPLETED | 100% | $0.59 | $0.58 | -1.83% | Signal |
| 1974-08-14 | 1974-09-06 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1974-06-05 | 1974-08-14 | COMPLETED | 100% | $0.70 | $0.63 | -9.82% | Stop |
| 1974-05-07 | 1974-06-05 | INTEREST | 100% | $1.00 | $1.01 | 0.61% | Interest Income |
| 1974-05-03 | 1974-05-07 | COMPLETED | 100% | $0.69 | $0.68 | -0.26% | Signal |
| 1973-09-26 | 1974-05-03 | INTEREST | 100% | $1.00 | $1.05 | 4.72% | Interest Income |
| 1973-09-24 | 1973-09-26 | COMPLETED | 100% | $0.70 | $0.68 | -1.65% | Signal |
| 1973-05-10 | 1973-09-24 | INTEREST | 100% | $1.00 | $1.03 | 2.89% | Interest Income |
| 1973-04-25 | 1973-05-10 | COMPLETED | 100% | $0.70 | $0.72 | 2.64% | Signal |
| 1973-04-02 | 1973-04-25 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1970-10-15 | 1973-04-02 | COMPLETED | 100% | $0.36 | $0.70 | 97.27% | Stop |
| 1970-10-13 | 1970-10-15 | INTEREST | 100% | $1.00 | $1.00 | 0.03% | Interest Income |