Moving Average (50/200)
SMH
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
SMH Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 11.89% | 13.19% | 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 | 0.55 | 0.37 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -29.29% | -72.98% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 62.8% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.3 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-07-01 | 2026-03-31 | COMPLETED | 100% | $275.94 | $368.74 | 33.63% | Stop |
| 2025-03-03 | 2025-07-01 | INTEREST | 100% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2024-08-19 | 2025-03-03 | COMPLETED | 100% | $243.95 | $234.64 | -3.81% | Stop |
| 2024-07-26 | 2024-08-19 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2024-05-14 | 2024-07-26 | COMPLETED | 100% | $221.27 | $240.40 | 8.65% | Stop |
| 2024-04-22 | 2024-05-14 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2023-11-22 | 2024-04-22 | COMPLETED | 100% | $161.06 | $199.46 | 23.84% | Stop |
| 2023-10-31 | 2023-11-22 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2023-02-13 | 2023-10-31 | COMPLETED | 100% | $120.88 | $136.10 | 12.59% | Stop |
| 2023-01-20 | 2023-02-13 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-01-18 | 2023-01-20 | COMPLETED | 100% | $113.04 | $109.63 | -3.02% | Signal |
| 2022-10-28 | 2023-01-18 | INTEREST | 100% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2022-10-26 | 2022-10-28 | COMPLETED | 100% | $91.08 | $90.79 | -0.33% | Signal |
| 2022-03-21 | 2022-10-26 | INTEREST | 100% | $1.00 | $1.02 | 1.85% | Interest Income |
| 2022-02-16 | 2022-03-21 | COMPLETED | 100% | $134.60 | $130.92 | -2.74% | Signal |
| 2022-01-25 | 2022-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-03-30 | 2022-01-25 | COMPLETED | 100% | $114.81 | $130.44 | 13.61% | Stop |
| 2021-03-08 | 2021-03-30 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-06-04 | 2021-03-08 | COMPLETED | 100% | $70.77 | $110.39 | 55.98% | Stop |
| 2020-04-24 | 2020-06-04 | INTEREST | 100% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-03-23 | 2020-04-24 | COMPLETED | 100% | $49.36 | $62.29 | 26.20% | Signal |
| 2020-02-28 | 2020-03-23 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-06-13 | 2020-02-28 | COMPLETED | 100% | $50.06 | $60.03 | 19.92% | Stop |
| 2019-05-21 | 2019-06-13 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2019-03-21 | 2019-05-21 | COMPLETED | 100% | $50.61 | $49.09 | -3.00% | Stop |
| 2018-10-12 | 2019-03-21 | INTEREST | 100% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2018-05-18 | 2018-10-12 | COMPLETED | 100% | $48.78 | $45.75 | -6.21% | Stop |
| 2018-04-26 | 2018-05-18 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2016-04-08 | 2018-04-26 | COMPLETED | 100% | $24.98 | $45.83 | 83.42% | Stop |
| 2016-01-19 | 2016-04-08 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2015-12-14 | 2016-01-19 | COMPLETED | 100% | $24.25 | $21.59 | -10.96% | Stop |
| 2015-07-28 | 2015-12-14 | INTEREST | 100% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2014-11-07 | 2015-07-28 | COMPLETED | 100% | $22.92 | $22.82 | -0.42% | Stop |
| 2014-10-16 | 2014-11-07 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2013-01-15 | 2014-10-16 | COMPLETED | 100% | $14.36 | $19.87 | 38.39% | Stop |
| 2012-07-02 | 2013-01-15 | INTEREST | 100% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2012-06-18 | 2012-07-02 | COMPLETED | 100% | $13.46 | $13.77 | 2.30% | Signal |
| 2012-05-24 | 2012-06-18 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-02-13 | 2012-05-24 | COMPLETED | 100% | $14.65 | $13.30 | -9.22% | Stop |
| 2011-10-18 | 2012-02-13 | INTEREST | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2011-10-14 | 2011-10-18 | COMPLETED | 100% | $13.01 | $12.70 | -2.32% | Signal |
| 2011-08-03 | 2011-10-14 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2010-11-05 | 2011-08-03 | COMPLETED | 100% | $13.08 | $13.18 | 0.78% | Stop |
| 2010-08-26 | 2010-11-05 | INTEREST | 100% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2010-06-01 | 2010-08-26 | COMPLETED | 100% | $11.58 | $10.84 | -6.34% | Signal |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-03 | 2010-05-07 | COMPLETED | 100% | $8.95 | $11.54 | 28.88% | Stop |
| 2008-08-15 | 2009-06-03 | INTEREST | 100% | $1.00 | $1.02 | 2.49% | Interest Income |
| 2008-08-13 | 2008-08-15 | COMPLETED | 100% | $12.98 | $12.97 | -0.13% | Signal |
| 2007-10-24 | 2008-08-13 | INTEREST | 100% | $1.00 | $1.03 | 3.11% | Interest Income |
| 2006-12-05 | 2007-10-24 | COMPLETED | 100% | $14.77 | $14.75 | -0.11% | Stop |
| 2006-05-02 | 2006-12-05 | INTEREST | 100% | $1.00 | $1.03 | 2.90% | Interest Income |
| 2005-03-21 | 2006-05-02 | COMPLETED | 100% | $13.82 | $15.87 | 14.81% | Signal |
| 2004-04-30 | 2005-03-21 | INTEREST | 100% | $1.00 | $1.04 | 3.83% | Interest Income |
| 2004-04-02 | 2004-04-30 | COMPLETED | 100% | $17.54 | $15.29 | -12.83% | Stop |
| 2004-03-11 | 2004-04-02 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2003-05-20 | 2004-03-11 | COMPLETED | 100% | $11.29 | $16.47 | 45.86% | Stop |
| 2003-04-28 | 2003-05-20 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2003-04-24 | 2003-04-28 | COMPLETED | 100% | $11.51 | $11.00 | -4.46% | Signal |
| 2002-06-04 | 2003-04-24 | INTEREST | 100% | $1.00 | $1.04 | 3.66% | Interest Income |
| 2002-05-20 | 2002-06-04 | COMPLETED | 100% | $18.47 | $15.51 | -16.05% | Stop |
| 2002-04-26 | 2002-05-20 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2002-01-16 | 2002-04-26 | COMPLETED | 100% | $18.47 | $18.32 | -0.85% | Stop |
| 2001-08-07 | 2002-01-16 | INTEREST | 100% | $1.00 | $1.02 | 2.03% | Interest Income |
| 2001-08-03 | 2001-08-07 | COMPLETED | 100% | $21.38 | $20.25 | -5.26% | Signal |
| 2001-03-19 | 2001-08-03 | INTEREST | 100% | $1.00 | $1.02 | 1.94% | Interest Income |
Return Distribution Analysis
