Moving Average (50/200)
SHOP
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
SHOP Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 39.23% | 46.30% | 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 | 0.86 | 0.66 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -33.84% | -84.82% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 59.4% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 4.0 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-02-12 | 2026-03-09 | COMPLETED | 100% | $120.69 | $127.87 | 5.95% | Signal |
| 2026-01-21 | 2026-02-12 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-12-03 | 2026-01-21 | COMPLETED | 100% | $156.00 | $145.55 | -6.70% | Stop |
| 2025-11-10 | 2025-12-03 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-06-30 | 2025-11-10 | COMPLETED | 100% | $115.09 | $157.12 | 36.51% | Stop |
| 2025-06-05 | 2025-06-30 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-24 | 2025-06-05 | COMPLETED | 100% | $90.64 | $104.00 | 14.73% | Signal |
| 2025-04-01 | 2025-04-24 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-19 | 2025-04-01 | COMPLETED | 100% | $99.62 | $95.80 | -3.84% | Stop |
| 2025-02-25 | 2025-03-19 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-02-05 | 2025-02-25 | COMPLETED | 100% | $119.27 | $113.29 | -5.01% | Stop |
| 2025-01-13 | 2025-02-05 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-10-18 | 2025-01-13 | COMPLETED | 100% | $82.25 | $101.00 | 22.80% | Stop |
| 2024-09-26 | 2024-10-18 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2024-09-24 | 2024-09-26 | COMPLETED | 100% | $80.77 | $80.44 | -0.41% | Signal |
| 2024-06-04 | 2024-09-24 | INTEREST | 100% | $1.00 | $1.01 | 1.22% | Interest Income |
| 2024-05-08 | 2024-06-04 | COMPLETED | 100% | $63.67 | $59.46 | -6.61% | Signal |
| 2024-04-16 | 2024-05-08 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-03-08 | 2024-04-16 | COMPLETED | 100% | $76.08 | $68.47 | -10.00% | Stop |
| 2024-02-14 | 2024-03-08 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-11-20 | 2024-02-14 | COMPLETED | 100% | $67.73 | $79.11 | 16.80% | Stop |
| 2023-10-27 | 2023-11-20 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-10-16 | 2023-10-27 | COMPLETED | 100% | $51.92 | $48.13 | -7.30% | Stop |
| 2023-09-22 | 2023-10-16 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-08-28 | 2023-09-22 | COMPLETED | 100% | $56.24 | $54.74 | -2.67% | Stop |
| 2023-08-04 | 2023-08-28 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-03-14 | 2023-08-04 | COMPLETED | 100% | $42.96 | $60.25 | 40.25% | Stop |
| 2023-02-17 | 2023-03-14 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2023-01-19 | 2023-02-17 | COMPLETED | 100% | $38.42 | $44.14 | 14.89% | Stop |
| 2022-01-06 | 2023-01-19 | INTEREST | 100% | $1.00 | $1.03 | 3.08% | Interest Income |
| 2021-12-28 | 2022-01-06 | COMPLETED | 100% | $140.82 | $117.24 | -16.74% | Stop |
| 2021-12-03 | 2021-12-28 | INTEREST | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-10-21 | 2021-12-03 | COMPLETED | 100% | $147.22 | $146.60 | -0.42% | Stop |
| 2021-09-29 | 2021-10-21 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-05-27 | 2021-09-29 | COMPLETED | 100% | $123.19 | $138.10 | 12.10% | Stop |
| 2021-05-05 | 2021-05-27 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-03-18 | 2021-05-05 | COMPLETED | 100% | $114.50 | $115.10 | 0.52% | Stop |
| 2021-02-24 | 2021-03-18 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-01-28 | 2021-02-24 | COMPLETED | 100% | $111.02 | $130.53 | 17.57% | Stop |
| 2021-01-05 | 2021-01-28 | INTEREST | 100% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-11-24 | 2021-01-05 | COMPLETED | 100% | $97.80 | $109.44 | 11.90% | Stop |
| 2020-11-02 | 2020-11-24 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-09-30 | 2020-11-02 | COMPLETED | 100% | $103.77 | $93.46 | -9.94% | Stop |
| 2020-09-08 | 2020-09-30 | INTEREST | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-08-18 | 2020-09-08 | COMPLETED | 100% | $102.10 | $92.09 | -9.80% | Stop |
| 2020-07-27 | 2020-08-18 | INTEREST | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-06-19 | 2020-07-27 | COMPLETED | 100% | $87.60 | $94.76 | 8.17% | Stop |
| 2020-05-28 | 2020-06-19 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-04-28 | 2020-05-28 | COMPLETED | 100% | $63.40 | $72.80 | 14.83% | Stop |
| 2020-04-03 | 2020-04-28 | INTEREST | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-03-19 | 2020-04-03 | COMPLETED | 100% | $33.62 | $35.80 | 6.51% | Stop |
| 2020-02-26 | 2020-03-19 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-11-15 | 2020-02-26 | COMPLETED | 100% | $31.49 | $45.92 | 45.83% | Stop |
| 2019-10-24 | 2019-11-15 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-10-03 | 2019-10-24 | COMPLETED | 100% | $31.14 | $30.20 | -3.04% | Stop |
| 2019-09-11 | 2019-10-03 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-02-06 | 2019-09-11 | COMPLETED | 100% | $17.24 | $33.84 | 96.32% | Stop |
| 2018-11-21 | 2019-02-06 | INTEREST | 100% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2018-10-30 | 2018-11-21 | COMPLETED | 100% | $12.53 | $13.90 | 10.87% | Stop |
| 2018-10-08 | 2018-10-30 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-08-22 | 2018-10-08 | COMPLETED | 100% | $13.23 | $14.32 | 8.22% | Stop |
| 2018-07-31 | 2018-08-22 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-07-23 | 2018-07-31 | COMPLETED | 100% | $17.19 | $13.85 | -19.44% | Stop |
| 2018-06-28 | 2018-07-23 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-04-20 | 2018-06-28 | COMPLETED | 100% | $12.65 | $14.32 | 13.18% | Stop |
| 2018-03-28 | 2018-04-20 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2017-12-28 | 2018-03-28 | COMPLETED | 100% | $10.48 | $12.75 | 21.67% | Stop |
| 2017-12-05 | 2017-12-28 | INTEREST | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2017-10-27 | 2017-12-05 | COMPLETED | 100% | $10.67 | $9.67 | -9.39% | Stop |
| 2017-10-05 | 2017-10-27 | INTEREST | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2017-09-05 | 2017-10-05 | COMPLETED | 100% | $11.00 | $9.75 | -11.31% | Stop |
| 2017-08-11 | 2017-09-05 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2017-07-06 | 2017-08-11 | COMPLETED | 100% | $8.66 | $8.85 | 2.16% | Stop |
| 2017-06-13 | 2017-07-06 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2016-12-08 | 2017-06-13 | COMPLETED | 100% | $4.11 | $8.74 | 112.68% | Stop |
| 2016-11-15 | 2016-12-08 | INTEREST | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-07-21 | 2016-11-15 | COMPLETED | 100% | $3.32 | $3.80 | 14.36% | Stop |
| 2016-06-28 | 2016-07-21 | INTEREST | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2016-05-10 | 2016-06-28 | COMPLETED | 100% | $2.66 | $2.78 | 4.59% | Stop |
| 2016-03-03 | 2016-05-10 | INTEREST | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
Return Distribution Analysis
