Moving Average (50/200)
PM
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
PM Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 2.98% | 12.95% | 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 | 0.18 | 0.55 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -49.66% | -42.87% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 65.4% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.9 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-02-13 | 2026-04-02 | COMPLETED | 100% | $186.82 | $157.35 | -15.78% | Stop |
| 2026-01-22 | 2026-02-13 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2026-01-20 | 2026-01-22 | COMPLETED | 100% | $169.42 | $167.58 | -1.08% | Signal |
| 2025-10-22 | 2026-01-20 | INTEREST | 100% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2025-08-20 | 2025-10-22 | COMPLETED | 100% | $165.42 | $149.17 | -9.83% | Stop |
| 2025-07-29 | 2025-08-20 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-04-25 | 2025-07-29 | COMPLETED | 100% | $91.97 | $154.20 | 67.67% | Stop |
| 2024-03-15 | 2024-04-25 | INTEREST | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2024-01-18 | 2024-03-15 | COMPLETED | 100% | $84.87 | $84.57 | -0.35% | Signal |
| 2023-09-26 | 2024-01-18 | INTEREST | 100% | $1.00 | $1.01 | 1.34% | Interest Income |
| 2023-08-03 | 2023-09-26 | COMPLETED | 100% | $86.67 | $82.64 | -4.64% | Signal |
| 2023-06-30 | 2023-08-03 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2022-12-27 | 2023-06-30 | COMPLETED | 100% | $88.14 | $86.75 | -1.58% | Signal |
| 2022-11-29 | 2022-12-27 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2022-11-25 | 2022-11-29 | COMPLETED | 100% | $83.56 | $83.40 | -0.19% | Signal |
| 2022-09-07 | 2022-11-25 | INTEREST | 100% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2022-08-05 | 2022-09-07 | COMPLETED | 100% | $82.26 | $79.15 | -3.78% | Signal |
| 2022-07-14 | 2022-08-05 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-03-30 | 2022-07-14 | COMPLETED | 100% | $77.77 | $75.02 | -3.54% | Stop |
| 2022-03-08 | 2022-03-30 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-02-11 | 2022-03-08 | COMPLETED | 100% | $86.04 | $77.15 | -10.34% | Stop |
| 2022-01-20 | 2022-02-11 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2022-01-18 | 2022-01-20 | COMPLETED | 100% | $84.54 | $82.77 | -2.09% | Signal |
| 2021-11-29 | 2022-01-18 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2020-09-10 | 2021-11-29 | COMPLETED | 100% | $60.71 | $71.20 | 17.27% | Stop |
| 2020-04-09 | 2020-09-10 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2020-04-06 | 2020-04-09 | COMPLETED | 100% | $56.03 | $56.43 | 0.72% | Signal |
| 2020-03-13 | 2020-04-06 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-12-03 | 2020-03-13 | COMPLETED | 100% | $59.78 | $54.85 | -8.24% | Stop |
| 2019-10-23 | 2019-12-03 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2019-10-21 | 2019-10-23 | COMPLETED | 100% | $57.86 | $58.58 | 1.24% | Signal |
| 2019-09-27 | 2019-10-21 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-09-20 | 2019-09-27 | COMPLETED | 100% | $50.46 | $54.13 | 7.29% | Signal |
| 2019-08-28 | 2019-09-20 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-08-13 | 2019-08-28 | COMPLETED | 100% | $57.85 | $50.96 | -11.91% | Stop |
| 2019-07-16 | 2019-08-13 | INTEREST | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2019-07-12 | 2019-07-16 | COMPLETED | 100% | $57.78 | $57.58 | -0.34% | Signal |
| 2019-06-19 | 2019-07-12 | INTEREST | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2019-03-21 | 2019-06-19 | COMPLETED | 100% | $62.27 | $54.15 | -13.04% | Stop |
| 2019-01-23 | 2019-03-21 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2019-01-17 | 2019-01-23 | COMPLETED | 100% | $48.67 | $50.43 | 3.63% | Signal |
| 2018-12-20 | 2019-01-17 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2018-11-30 | 2018-12-20 | COMPLETED | 100% | $59.21 | $49.28 | -16.77% | Stop |
| 2017-11-03 | 2018-11-30 | INTEREST | 100% | $1.00 | $1.03 | 3.05% | Interest Income |
| 2017-02-28 | 2017-11-03 | COMPLETED | 100% | $68.14 | $66.59 | -2.28% | Stop |
| 2017-01-30 | 2017-02-28 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2017-01-26 | 2017-01-30 | COMPLETED | 100% | $60.75 | $60.72 | -0.05% | Signal |
| 2016-11-15 | 2017-01-26 | INTEREST | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2015-06-10 | 2016-11-15 | COMPLETED | 100% | $46.96 | $54.42 | 15.90% | Stop |
| 2015-01-30 | 2015-06-10 | INTEREST | 100% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2014-05-23 | 2015-01-30 | COMPLETED | 100% | $47.79 | $46.24 | -3.26% | Signal |
| 2013-08-19 | 2014-05-23 | INTEREST | 100% | $1.00 | $1.02 | 2.08% | Interest Income |
| 2013-03-08 | 2013-08-19 | COMPLETED | 100% | $48.37 | $45.94 | -5.03% | Signal |
| 2013-02-13 | 2013-03-08 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2013-01-30 | 2013-02-13 | COMPLETED | 100% | $46.56 | $47.61 | 2.25% | Signal |
| 2012-12-31 | 2013-01-30 | INTEREST | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2011-10-27 | 2012-12-31 | COMPLETED | 100% | $36.37 | $43.55 | 19.75% | Signal |
| 2011-10-05 | 2011-10-27 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-08-13 | 2011-10-05 | COMPLETED | 100% | $24.76 | $32.15 | 29.82% | Stop |
| 2010-07-19 | 2010-08-13 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2010-07-15 | 2010-07-19 | COMPLETED | 100% | $23.82 | $23.77 | -0.22% | Signal |
| 2010-06-14 | 2010-07-15 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2010-06-01 | 2010-06-14 | COMPLETED | 100% | $20.75 | $21.14 | 1.92% | Signal |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-19 | 2010-05-07 | COMPLETED | 100% | $19.31 | $21.87 | 13.29% | Stop |
| 2008-12-26 | 2009-06-19 | INTEREST | 100% | $1.00 | $1.01 | 1.39% | Interest Income |
Return Distribution Analysis
