PG
Procter & Gamble Company
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
PG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -6.26% | -7.15% | 1.88% | 4.65% | 3.94% | 9.16% | 7.63% | 10.69% |
| Sharpe Ratio | -0.63 | -0.42 | 0.12 | 0.26 | 0.26 | 0.46 | 0.42 | 0.46 |
| Max Drawdown | -11.99% | -17.62% | -26.61% | -23.77% | -26.61% | -23.77% | -47.68% | -54.23% |
| % Time Invested | 46.8% | 100.0% | 72.9% | 100.0% | 72.0% | 100.0% | 66.9% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.4 | 0.0 | 1.2 | 0.0 | 1.1 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-02-11 | Open | Interest | 100% | $1.00 | $1.00 | 0.89% | Mark-to-Market |
| 2026-02-09 | 2026-02-11 | Completed | 100% | $157.57 | $157.45 | -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% | $144.50 | $141.63 | -1.98% | Signal |
| 2025-10-10 | 2025-12-18 | Interest | 100% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2023-11-17 | 2025-10-10 | Completed | 100% | $143.07 | $147.72 | 3.25% | Stop |
| 2023-07-31 | 2023-11-17 | Interest | 100% | $1.00 | $1.01 | 1.36% | Interest Income |
| 2023-07-27 | 2023-07-31 | Completed | 100% | $143.52 | $145.60 | 1.45% | Signal |
| 2023-04-11 | 2023-07-27 | Interest | 100% | $1.00 | $1.01 | 1.07% | Interest Income |
| 2023-04-06 | 2023-04-11 | Completed | 100% | $139.63 | $139.07 | -0.40% | Signal |
| 2023-03-06 | 2023-04-06 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2022-10-25 | 2023-03-06 | Completed | 100% | $118.41 | $129.38 | 9.27% | Signal |
| 2022-10-03 | 2022-10-25 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2022-07-08 | 2022-10-03 | Completed | 100% | $131.59 | $115.44 | -12.27% | Stop |
| 2022-06-14 | 2022-07-08 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2021-03-23 | 2022-06-14 | Completed | 100% | $114.09 | $123.95 | 8.63% | Stop |
| 2021-03-01 | 2021-03-23 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-03-24 | 2021-03-01 | Completed | 100% | $86.42 | $108.63 | 25.69% | Stop |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-04-12 | 2020-03-02 | Completed | 100% | $87.15 | $96.63 | 10.88% | Stop |
| 2018-05-30 | 2019-04-12 | Interest | 100% | $1.00 | $1.02 | 2.48% | Interest Income |
| 2018-03-07 | 2018-05-30 | Completed | 100% | $63.90 | $60.27 | -5.67% | Signal |
| 2018-02-12 | 2018-03-07 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-09-16 | 2018-02-12 | Completed | 100% | $67.23 | $64.77 | -3.66% | Stop |
| 2015-11-25 | 2016-09-16 | Interest | 100% | $1.00 | $1.01 | 1.45% | Interest Income |
| 2015-09-17 | 2015-11-25 | Completed | 100% | $51.93 | $57.29 | 10.31% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-06-23 | 2015-08-25 | Completed | 100% | $59.11 | $53.55 | -9.41% | Stop |
| 2015-06-01 | 2015-06-23 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2010-05-19 | 2015-06-01 | Completed | 100% | $39.67 | $57.88 | 45.89% | Stop |
| 2008-12-23 | 2010-05-19 | Interest | 100% | $1.00 | $1.05 | 4.74% | Interest Income |
| 2008-12-19 | 2008-12-23 | Completed | 100% | $36.51 | $36.37 | -0.38% | Signal |
| 2008-11-26 | 2008-12-19 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2008-11-03 | 2008-11-26 | Completed | 100% | $38.86 | $37.09 | -4.56% | Stop |
| 2008-10-10 | 2008-11-03 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2008-07-25 | 2008-10-10 | Completed | 100% | $38.55 | $35.06 | -9.05% | Stop |
| 2008-07-02 | 2008-07-25 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2008-02-14 | 2008-07-02 | Completed | 100% | $39.58 | $36.73 | -7.20% | Stop |
| 2008-01-23 | 2008-02-14 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2002-08-07 | 2008-01-23 | Completed | 100% | $23.31 | $36.99 | 58.69% | Stop |
| 2002-07-16 | 2002-08-07 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2002-01-02 | 2002-07-16 | Completed | 100% | $20.40 | $21.43 | 5.03% | Stop |
| 2000-11-21 | 2002-01-02 | Interest | 100% | $1.00 | $1.06 | 5.52% | Interest Income |
| 2000-11-17 | 2000-11-21 | Completed | 100% | $18.69 | $18.76 | 0.34% | Signal |
| 2000-10-11 | 2000-11-17 | Interest | 100% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2000-10-09 | 2000-10-11 | Completed | 100% | $18.38 | $18.19 | -1.03% | Signal |
| 2000-05-26 | 2000-10-09 | Interest | 100% | $1.00 | $1.02 | 2.16% | Interest Income |
| 2000-05-19 | 2000-05-26 | Completed | 100% | $16.08 | $16.46 | 2.33% | Signal |
| 2000-04-27 | 2000-05-19 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2000-03-30 | 2000-04-27 | Completed | 100% | $14.68 | $15.02 | 2.28% | Stop |
| 2000-03-08 | 2000-03-30 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2000-02-15 | 2000-03-08 | Completed | 100% | $23.05 | $15.20 | -34.05% | Stop |
| 2000-01-24 | 2000-02-15 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1999-07-07 | 2000-01-24 | Completed | 100% | $21.15 | $23.92 | 13.11% | Stop |
| 1999-06-14 | 1999-07-07 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1998-10-05 | 1999-06-14 | Completed | 100% | $18.21 | $21.39 | 17.50% | Stop |
| 1998-09-11 | 1998-10-05 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-08-25 | 1998-09-11 | Completed | 100% | $20.04 | $16.91 | -15.63% | 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% | $18.13 | $19.32 | 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% | $17.55 | $16.96 | -3.36% | Stop |
| 1997-09-11 | 1997-10-03 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 1994-04-06 | 1997-09-11 | Completed | 100% | $6.13 | $15.56 | 153.76% | Stop |
| 1993-12-31 | 1994-04-06 | Interest | 100% | $1.00 | $1.02 | 1.57% | Interest Income |
| 1993-12-29 | 1993-12-31 | Completed | 100% | $6.55 | $6.49 | -0.85% | Signal |
| 1993-11-10 | 1993-12-29 | Interest | 100% | $1.00 | $1.01 | 0.74% | Interest Income |
| 1993-04-29 | 1993-11-10 | Completed | 100% | $5.32 | $6.10 | 14.62% | Signal |
| 1993-04-06 | 1993-04-29 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1991-07-22 | 1993-04-06 | Completed | 100% | $4.28 | $5.18 | 21.02% | Stop |
| 1991-06-27 | 1991-07-22 | Interest | 100% | $1.00 | $1.01 | 0.51% | Interest Income |
| 1990-08-28 | 1991-06-27 | Completed | 100% | $3.91 | $4.14 | 5.77% | Stop |
| 1990-08-06 | 1990-08-28 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1989-07-05 | 1990-08-06 | Completed | 100% | $2.71 | $3.89 | 43.42% | Stop |
| 1988-09-16 | 1989-07-05 | Interest | 100% | $1.00 | $1.06 | 6.28% | Interest Income |
| 1988-09-14 | 1988-09-16 | Completed | 100% | $1.96 | $1.94 | -0.94% | Signal |
| 1988-07-11 | 1988-09-14 | Interest | 100% | $1.00 | $1.01 | 1.40% | Interest Income |
| 1988-06-03 | 1988-07-11 | Completed | 100% | $1.89 | $1.84 | -2.88% | Signal |
| 1988-05-11 | 1988-06-03 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-11-10 | 1988-05-11 | Completed | 100% | $1.99 | $1.80 | -9.54% | Stop |
| 1987-10-19 | 1987-11-10 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-10-13 | 1987-10-19 | Completed | 100% | $1.62 | $1.67 | 2.81% | Stop |
| 1986-09-19 | 1986-10-13 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-04-29 | 1986-09-19 | Completed | 100% | $1.14 | $1.58 | 38.87% | Stop |
| 1984-10-26 | 1985-04-29 | Interest | 100% | $1.00 | $1.04 | 3.89% | Interest Income |
| 1984-10-23 | 1984-10-26 | Completed | 100% | $1.22 | $1.22 | 0.22% | Signal |
| 1984-05-10 | 1984-10-23 | Interest | 100% | $1.00 | $1.04 | 3.55% | Interest Income |
| 1984-03-02 | 1984-05-10 | Completed | 100% | $0.94 | $0.98 | 3.99% | Signal |
| 1984-02-08 | 1984-03-02 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-06-23 | 1984-02-08 | Completed | 100% | $1.08 | $1.02 | -5.02% | Stop |
| 1983-06-01 | 1983-06-23 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-02-16 | 1983-06-01 | Completed | 100% | $1.12 | $1.07 | -4.68% | Stop |
| 1983-01-25 | 1983-02-16 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-02-02 | 1983-01-25 | Completed | 100% | $0.80 | $1.07 | 33.74% | Stop |
| 1981-01-06 | 1982-02-02 | Interest | 100% | $1.00 | $1.09 | 8.60% | Interest Income |
| 1981-01-02 | 1981-01-06 | Completed | 100% | $0.61 | $0.61 | 0.91% | Signal |
| 1980-11-21 | 1981-01-02 | Interest | 100% | $1.00 | $1.01 | 0.82% | Interest Income |
| 1980-11-19 | 1980-11-21 | Completed | 100% | $0.65 | $0.65 | -0.51% | Signal |
| 1980-05-13 | 1980-11-19 | Interest | 100% | $1.00 | $1.04 | 4.08% | Interest Income |
| 1980-05-09 | 1980-05-13 | Completed | 100% | $0.65 | $0.65 | -0.16% | Signal |
| 1979-06-01 | 1980-05-09 | Interest | 100% | $1.00 | $1.07 | 7.48% | Interest Income |
| 1979-02-06 | 1979-06-01 | Completed | 100% | $0.68 | $0.66 | -2.99% | Signal |
| 1976-07-14 | 1979-02-06 | Interest | 100% | $1.00 | $1.22 | 21.71% | Interest Income |
| 1976-07-12 | 1976-07-14 | Completed | 100% | $0.73 | $0.73 | 0.00% | Signal |
| 1976-03-29 | 1976-07-12 | Interest | 100% | $1.00 | $1.02 | 2.21% | Interest Income |
| 1976-03-25 | 1976-03-29 | Completed | 100% | $0.67 | $0.67 | 0.28% | Signal |
| 1976-01-15 | 1976-03-25 | Interest | 100% | $1.00 | $1.01 | 1.50% | Interest Income |
| 1976-01-13 | 1976-01-15 | Completed | 100% | $0.70 | $0.70 | -0.52% | Signal |
| 1975-04-18 | 1976-01-13 | Interest | 100% | $1.00 | $1.06 | 5.80% | Interest Income |
| 1975-04-16 | 1975-04-18 | Completed | 100% | $0.73 | $0.71 | -2.01% | Signal |
| 1974-05-07 | 1975-04-16 | Interest | 100% | $1.00 | $1.07 | 7.48% | Interest Income |
| 1974-05-03 | 1974-05-07 | Completed | 100% | $0.68 | $0.68 | -0.26% | Signal |
| 1974-01-16 | 1974-05-03 | Interest | 100% | $1.00 | $1.02 | 2.30% | Interest Income |
| 1974-01-10 | 1974-01-16 | Completed | 100% | $0.60 | $0.61 | 2.61% | Signal |
| 1973-12-17 | 1974-01-10 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1973-09-10 | 1973-12-17 | Completed | 100% | $0.68 | $0.64 | -7.01% | Stop |
| 1973-08-16 | 1973-09-10 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1973-04-25 | 1973-08-16 | Completed | 100% | $0.70 | $0.69 | -0.45% | Stop |
| 1973-04-02 | 1973-04-25 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1972-03-13 | 1973-04-02 | Completed | 100% | $0.60 | $0.70 | 16.74% | Stop |
| 1972-03-09 | 1972-03-13 | Interest | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
