SPGI
S&P Global Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SPGI Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -7.40% | -11.22% | -0.78% | 2.83% | 13.87% | 16.10% | 14.14% | 15.19% |
| Sharpe Ratio | -0.34 | -0.44 | -0.04 | 0.11 | 0.64 | 0.57 | 0.62 | 0.50 |
| Max Drawdown | -23.80% | -30.48% | -28.13% | -39.76% | -28.13% | -39.76% | -46.61% | -74.67% |
| % Time Invested | 79.0% | 100.0% | 69.0% | 100.0% | 81.3% | 100.0% | 75.9% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 1.8 | 0.0 | 1.4 | 0.0 | 1.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-01 | Open | Interest | 100% | $1.00 | $1.00 | 0.34% | Mark-to-Market |
| 2026-03-02 | 2026-04-01 | Completed | 100% | $433.01 | $425.62 | -1.71% | Signal |
| 2026-02-05 | 2026-03-02 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-10-27 | 2026-02-05 | Completed | 100% | $489.94 | $468.91 | -4.29% | Stop |
| 2025-10-03 | 2025-10-27 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-04-30 | 2025-10-03 | Completed | 100% | $485.06 | $473.50 | -2.38% | Stop |
| 2025-04-07 | 2025-04-30 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-12-18 | 2025-04-07 | Completed | 100% | $428.43 | $439.36 | 2.55% | Stop |
| 2023-07-25 | 2023-12-18 | Interest | 100% | $1.00 | $1.02 | 1.76% | Interest Income |
| 2023-07-21 | 2023-07-25 | Completed | 100% | $415.56 | $412.27 | -0.79% | Signal |
| 2023-06-08 | 2023-07-21 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2023-06-06 | 2023-06-08 | Completed | 100% | $368.47 | $366.53 | -0.53% | Signal |
| 2022-11-09 | 2023-06-06 | Interest | 100% | $1.00 | $1.02 | 2.02% | Interest Income |
| 2022-10-17 | 2022-11-09 | Completed | 100% | $284.21 | $309.30 | 8.83% | Signal |
| 2022-09-23 | 2022-10-17 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-05-27 | 2022-09-23 | Completed | 100% | $343.19 | $312.44 | -8.96% | Stop |
| 2022-05-05 | 2022-05-27 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-02-16 | 2022-05-05 | Completed | 100% | $371.50 | $348.12 | -6.29% | Stop |
| 2022-01-25 | 2022-02-16 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-11-23 | 2022-01-25 | Completed | 100% | $324.05 | $396.01 | 22.21% | Stop |
| 2020-10-30 | 2020-11-23 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-24 | 2020-10-30 | Completed | 100% | $192.91 | $308.96 | 60.15% | Stop |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-01-18 | 2020-03-02 | Completed | 100% | $175.29 | $257.86 | 47.11% | Stop |
| 2018-12-26 | 2019-01-18 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-11-05 | 2018-12-26 | Completed | 100% | $171.92 | $149.88 | -12.82% | Stop |
| 2018-10-12 | 2018-11-05 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2017-01-26 | 2018-10-12 | Completed | 100% | $110.94 | $171.80 | 54.86% | Stop |
| 2017-01-03 | 2017-01-26 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-02-08 | 2017-01-03 | Completed | 100% | $76.77 | $99.69 | 29.86% | Stop |
| 2016-01-14 | 2016-02-08 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-09-17 | 2016-01-14 | Completed | 100% | $85.75 | $77.01 | -10.19% | Stop |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2013-02-28 | 2015-08-25 | Completed | 100% | $40.49 | $88.17 | 117.74% | Stop |
| 2013-02-05 | 2013-02-28 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2011-08-31 | 2013-02-05 | Completed | 100% | $34.08 | $43.52 | 27.68% | Stop |
| 2011-08-09 | 2011-08-31 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-09 | Completed | 100% | $21.37 | $29.83 | 39.61% | Stop |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-04 | 2010-05-07 | Completed | 100% | $26.37 | $23.42 | -11.19% | Stop |
| 2009-09-01 | 2010-03-04 | Interest | 100% | $1.00 | $1.02 | 1.75% | Interest Income |
| 2009-08-27 | 2009-09-01 | Completed | 100% | $24.31 | $25.56 | 5.16% | Signal |
| 2009-07-21 | 2009-08-27 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2009-07-17 | 2009-07-21 | Completed | 100% | $24.38 | $25.13 | 3.06% | Signal |
| 2008-01-07 | 2009-07-17 | Interest | 100% | $1.00 | $1.05 | 5.32% | Interest Income |
| 2007-11-28 | 2008-01-07 | Completed | 100% | $33.17 | $29.51 | -11.01% | Stop |
| 2007-11-05 | 2007-11-28 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2007-08-16 | 2007-11-05 | Completed | 100% | $36.13 | $32.93 | -8.86% | Stop |
| 2007-07-25 | 2007-08-16 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2006-07-19 | 2007-07-25 | Completed | 100% | $34.82 | $42.69 | 22.59% | Stop |
| 2006-06-26 | 2006-07-19 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2005-05-10 | 2006-06-26 | Completed | 100% | $30.80 | $35.35 | 14.78% | Stop |
| 2005-04-18 | 2005-05-10 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2004-02-11 | 2005-04-18 | Completed | 100% | $26.48 | $28.33 | 6.99% | Stop |
| 2003-01-28 | 2004-02-11 | Interest | 100% | $1.00 | $1.04 | 4.19% | Interest Income |
| 2002-10-30 | 2003-01-28 | Completed | 100% | $21.77 | $18.82 | -13.53% | Stop |
| 2002-06-05 | 2002-10-30 | Interest | 100% | $1.00 | $1.02 | 1.74% | Interest Income |
| 2001-10-10 | 2002-06-05 | Completed | 100% | $16.41 | $20.58 | 25.42% | Signal |
| 2001-09-18 | 2001-10-10 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2001-08-28 | 2001-09-18 | Completed | 100% | $20.25 | $17.65 | -12.85% | Stop |
| 2001-08-06 | 2001-08-28 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-02-26 | 2001-08-06 | Completed | 100% | $19.08 | $19.38 | 1.57% | Stop |
| 2000-11-17 | 2001-02-26 | Interest | 100% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2000-05-09 | 2000-11-17 | Completed | 100% | $16.47 | $18.65 | 13.25% | Stop |
| 2000-04-14 | 2000-05-09 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2000-03-10 | 2000-04-14 | Completed | 100% | $15.87 | $13.83 | -12.86% | Stop |
| 2000-02-16 | 2000-03-10 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1999-06-15 | 2000-02-16 | Completed | 100% | $16.43 | $16.81 | 2.33% | Stop |
| 1999-05-21 | 1999-06-15 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1998-11-09 | 1999-05-21 | Completed | 100% | $13.91 | $16.81 | 20.91% | Stop |
| 1998-10-16 | 1998-11-09 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1996-08-07 | 1998-10-16 | Completed | 100% | $5.96 | $11.87 | 99.16% | Stop |
| 1996-07-16 | 1996-08-07 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1995-01-03 | 1996-07-16 | Completed | 100% | $4.70 | $5.91 | 25.57% | Stop |
| 1994-12-08 | 1995-01-03 | Interest | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 1994-04-28 | 1994-12-08 | Completed | 100% | $4.49 | $4.61 | 2.57% | Stop |
| 1994-04-05 | 1994-04-28 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 1992-08-13 | 1994-04-05 | Completed | 100% | $3.69 | $4.41 | 19.55% | Stop |
| 1992-07-22 | 1992-08-13 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1991-10-16 | 1992-07-22 | Completed | 100% | $3.36 | $3.55 | 5.55% | Stop |
| 1990-04-12 | 1991-10-16 | Interest | 100% | $1.00 | $1.13 | 12.82% | Interest Income |
| 1990-03-15 | 1990-04-12 | Completed | 100% | $3.11 | $3.27 | 5.20% | Signal |
| 1990-02-21 | 1990-03-15 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1990-01-12 | 1990-02-21 | Completed | 100% | $3.25 | $2.87 | -11.63% | Stop |
| 1989-12-19 | 1990-01-12 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-11-09 | 1989-12-19 | Completed | 100% | $3.58 | $3.19 | -10.77% | Stop |
| 1989-10-18 | 1989-11-09 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-10-10 | 1989-10-18 | Completed | 100% | $4.31 | $3.71 | -14.05% | Stop |
| 1989-09-18 | 1989-10-10 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-06-12 | 1989-09-18 | Completed | 100% | $4.14 | $4.17 | 0.80% | Stop |
| 1989-05-18 | 1989-06-12 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-04-11 | 1989-05-18 | Completed | 100% | $4.17 | $3.93 | -5.80% | Stop |
| 1988-07-25 | 1989-04-11 | Interest | 100% | $1.00 | $1.06 | 5.61% | Interest Income |
| 1988-07-21 | 1988-07-25 | Completed | 100% | $3.54 | $3.40 | -3.94% | Signal |
| 1988-04-15 | 1988-07-21 | Interest | 100% | $1.00 | $1.02 | 2.05% | Interest Income |
| 1988-01-18 | 1988-04-15 | Completed | 100% | $2.74 | $2.90 | 5.88% | Stop |
| 1987-12-23 | 1988-01-18 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-11-09 | 1987-12-23 | Completed | 100% | $3.01 | $2.64 | -12.40% | Stop |
| 1987-10-16 | 1987-11-09 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-05-08 | 1987-10-16 | Completed | 100% | $3.39 | $3.82 | 12.68% | Stop |
| 1987-04-15 | 1987-05-08 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-10-14 | 1987-04-15 | Completed | 100% | $2.20 | $3.36 | 52.76% | Stop |
| 1985-08-15 | 1985-10-14 | Interest | 100% | $1.00 | $1.01 | 1.22% | Interest Income |
| 1985-07-18 | 1985-08-15 | Completed | 100% | $2.44 | $2.39 | -1.84% | Signal |
| 1984-08-28 | 1985-07-18 | Interest | 100% | $1.00 | $1.07 | 7.03% | Interest Income |
| 1984-02-15 | 1984-08-28 | Completed | 100% | $1.82 | $2.29 | 26.06% | Signal |
| 1984-01-24 | 1984-02-15 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-11-17 | 1984-01-24 | Completed | 100% | $2.38 | $2.03 | -14.75% | Stop |
| 1983-10-26 | 1983-11-17 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-08-09 | 1983-10-26 | Completed | 100% | $2.05 | $2.20 | 7.50% | Stop |
| 1983-07-18 | 1983-08-09 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-09-02 | 1983-07-18 | Completed | 100% | $1.34 | $2.25 | 67.62% | Stop |
| 1982-08-11 | 1982-09-02 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-02-05 | 1982-08-11 | Completed | 100% | $1.26 | $1.20 | -4.57% | Stop |
| 1982-01-14 | 1982-02-05 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-09-17 | 1982-01-14 | Completed | 100% | $1.19 | $1.16 | -2.16% | Stop |
| 1981-08-25 | 1981-09-17 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1980-06-12 | 1981-08-25 | Completed | 100% | $0.78 | $1.20 | 53.47% | Stop |
| 1980-03-31 | 1980-06-12 | Interest | 100% | $1.00 | $1.02 | 1.56% | Interest Income |
| 1980-03-21 | 1980-03-31 | Completed | 100% | $0.63 | $0.66 | 5.05% | Signal |
| 1980-02-28 | 1980-03-21 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1979-02-26 | 1980-02-28 | Completed | 100% | $0.67 | $0.66 | -1.90% | Stop |
| 1979-02-01 | 1979-02-26 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-11-09 | 1979-02-01 | Completed | 100% | $0.52 | $0.72 | 36.59% | Stop |
| 1978-10-18 | 1978-11-09 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-02-13 | 1978-10-18 | Completed | 100% | $0.46 | $0.56 | 23.08% | Stop |
| 1978-01-20 | 1978-02-13 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1976-11-15 | 1978-01-20 | Completed | 100% | $0.37 | $0.43 | 15.65% | Stop |
| 1976-10-21 | 1976-11-15 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1976-04-12 | 1976-10-21 | Completed | 100% | $0.35 | $0.35 | -1.80% | Stop |
| 1976-03-19 | 1976-04-12 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-12-31 | 1976-03-19 | Completed | 100% | $0.33 | $0.36 | 9.80% | Stop |
| 1975-12-08 | 1975-12-31 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-09-16 | 1975-12-08 | Completed | 100% | $0.24 | $0.29 | 21.05% | Stop |
| 1975-08-22 | 1975-09-16 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-08-04 | 1975-08-22 | Completed | 100% | $0.27 | $0.23 | -14.46% | Stop |
| 1975-05-01 | 1975-08-04 | Interest | 100% | $1.00 | $1.02 | 1.96% | Interest Income |
Return Distribution Analysis
