Moving Average (50/200)
SOXX
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
SOXX Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 11.87% | 13.64% | 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 | 0.54 | 0.40 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -32.23% | -66.85% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 62.9% | 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 |
|---|---|---|---|---|---|---|---|
| 2025-12-17 | 2026-03-31 | COMPLETED | 100% | $297.14 | $315.60 | 6.21% | Stop |
| 2025-11-24 | 2025-12-17 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-07-09 | 2025-11-24 | COMPLETED | 100% | $242.99 | $273.21 | 12.44% | Stop |
| 2025-02-24 | 2025-07-09 | INTEREST | 100% | $1.00 | $1.02 | 1.58% | Interest Income |
| 2025-02-20 | 2025-02-24 | COMPLETED | 100% | $230.23 | $223.26 | -3.03% | Signal |
| 2024-11-12 | 2025-02-20 | INTEREST | 100% | $1.00 | $1.01 | 1.15% | Interest Income |
| 2024-08-19 | 2024-11-12 | COMPLETED | 100% | $227.66 | $222.72 | -2.17% | Signal |
| 2024-07-26 | 2024-08-19 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2024-05-14 | 2024-07-26 | COMPLETED | 100% | $217.70 | $227.01 | 4.28% | Stop |
| 2024-04-22 | 2024-05-14 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2023-11-15 | 2024-04-22 | COMPLETED | 100% | $167.72 | $197.87 | 17.97% | Stop |
| 2023-10-24 | 2023-11-15 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-02-13 | 2023-10-24 | COMPLETED | 100% | $136.61 | $150.08 | 9.86% | 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% | $127.32 | $123.04 | -3.36% | 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% | $105.02 | $104.48 | -0.51% | Signal |
| 2022-03-23 | 2022-10-26 | INTEREST | 100% | $1.00 | $1.02 | 1.83% | Interest Income |
| 2022-02-15 | 2022-03-23 | COMPLETED | 100% | $152.74 | $151.79 | -0.62% | Signal |
| 2022-01-24 | 2022-02-15 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-06-05 | 2022-01-24 | COMPLETED | 100% | $86.24 | $148.96 | 72.71% | Stop |
| 2020-04-21 | 2020-06-05 | INTEREST | 100% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-03-23 | 2020-04-21 | COMPLETED | 100% | $56.43 | $70.64 | 25.19% | 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% | $59.37 | $69.12 | 16.42% | Stop |
| 2019-05-21 | 2019-06-13 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2019-03-20 | 2019-05-21 | COMPLETED | 100% | $59.68 | $58.33 | -2.26% | Stop |
| 2018-10-24 | 2019-03-20 | INTEREST | 100% | $1.00 | $1.01 | 1.10% | Interest Income |
| 2018-05-18 | 2018-10-24 | COMPLETED | 100% | $56.59 | $50.80 | -10.22% | Stop |
| 2018-04-26 | 2018-05-18 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2016-04-13 | 2018-04-26 | COMPLETED | 100% | $27.53 | $52.70 | 91.48% | Stop |
| 2016-01-13 | 2016-04-13 | INTEREST | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2015-12-24 | 2016-01-13 | COMPLETED | 100% | $27.29 | $24.75 | -9.29% | Signal |
| 2015-07-28 | 2015-12-24 | INTEREST | 100% | $1.00 | $1.01 | 0.90% | Interest Income |
| 2014-11-04 | 2015-07-28 | COMPLETED | 100% | $25.73 | $25.88 | 0.57% | Stop |
| 2014-10-13 | 2014-11-04 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2013-01-24 | 2014-10-13 | COMPLETED | 100% | $15.96 | $22.48 | 40.86% | Stop |
| 2012-06-22 | 2013-01-24 | INTEREST | 100% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2012-06-12 | 2012-06-22 | COMPLETED | 100% | $14.25 | $14.56 | 2.22% | Signal |
| 2012-05-18 | 2012-06-12 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-02-10 | 2012-05-18 | COMPLETED | 100% | $16.38 | $14.49 | -11.52% | Stop |
| 2011-07-19 | 2012-02-10 | INTEREST | 100% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2011-07-06 | 2011-07-19 | COMPLETED | 100% | $15.84 | $14.91 | -5.90% | Signal |
| 2011-06-13 | 2011-07-06 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2010-11-10 | 2011-06-13 | COMPLETED | 100% | $14.85 | $15.47 | 4.17% | Stop |
| 2010-07-15 | 2010-11-10 | INTEREST | 100% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2010-06-01 | 2010-07-15 | COMPLETED | 100% | $13.17 | $13.41 | 1.77% | Signal |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-05-27 | 2010-05-07 | COMPLETED | 100% | $9.79 | $13.16 | 34.46% | Stop |
| 2007-11-13 | 2009-05-27 | INTEREST | 100% | $1.00 | $1.05 | 5.39% | Interest Income |
| 2006-11-16 | 2007-11-13 | COMPLETED | 100% | $17.48 | $16.74 | -4.25% | Stop |
| 2006-06-09 | 2006-11-16 | INTEREST | 100% | $1.00 | $1.02 | 2.14% | Interest Income |
| 2005-06-22 | 2006-06-09 | COMPLETED | 100% | $14.91 | $16.08 | 7.84% | Stop |
| 2005-05-12 | 2005-06-22 | INTEREST | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2005-03-11 | 2005-05-12 | COMPLETED | 100% | $14.81 | $13.55 | -8.47% | Signal |
| 2004-05-04 | 2005-03-11 | INTEREST | 100% | $1.00 | $1.04 | 3.68% | Interest Income |
| 2004-04-07 | 2004-05-04 | COMPLETED | 100% | $17.53 | $15.34 | -12.50% | Stop |
| 2004-03-16 | 2004-04-07 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2003-05-06 | 2004-03-16 | COMPLETED | 100% | $11.31 | $16.53 | 46.14% | Stop |
| 2002-06-04 | 2003-05-06 | INTEREST | 100% | $1.00 | $1.04 | 3.79% | Interest Income |
| 2002-05-06 | 2002-06-04 | COMPLETED | 100% | $16.50 | $15.53 | -5.89% | Stop |
| 2002-05-02 | 2002-05-06 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
