SPGI S&P Global Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:

SPGI Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR-16.37%-11.22%-0.01%2.83%11.15%16.10%7.15%15.19%
Sharpe Ratio-1.03-0.44-0.000.110.570.570.340.50
Max Drawdown-24.30%-30.48%-33.00%-39.76%-33.00%-39.76%-56.91%-74.67%
% Time Invested32.9%100.0%62.1%100.0%71.4%100.0%68.8%100.0%
Trades / Year4.00.02.00.01.80.01.90.0

Trade History

Entry DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
2026-03-10 Open Interest 100% $1.00 $1.00 0.60% Mark-to-Market
2026-03-05 2026-03-10 Completed 100% $443.23 $444.29 0.24% Signal
2026-02-05 2026-03-05 Interest 100% $1.00 $1.00 0.30% Interest Income
2026-01-21 2026-02-05 Completed 100% $519.44 $468.91 -9.73% Stop
2025-10-30 2026-01-21 Interest 100% $1.00 $1.01 0.89% Interest Income
2025-10-27 2025-10-30 Completed 100% $489.94 $485.68 -0.87% Signal
2025-10-03 2025-10-27 Interest 100% $1.00 $1.00 0.25% Interest Income
2025-07-01 2025-10-03 Completed 100% $522.01 $473.50 -9.29% Stop
2025-04-07 2025-07-01 Interest 100% $1.00 $1.01 0.99% Interest Income
2023-10-19 2025-04-07 Completed 100% $353.77 $439.36 24.19% Stop
2023-09-27 2023-10-19 Interest 100% $1.00 $1.00 0.29% Interest Income
2023-05-18 2023-09-27 Completed 100% $352.56 $358.04 1.56% Stop
2023-04-20 2023-05-18 Interest 100% $1.00 $1.00 0.27% Interest Income
2023-04-05 2023-04-20 Completed 100% $337.40 $341.81 1.31% Signal
2023-03-14 2023-04-05 Interest 100% $1.00 $1.00 0.22% Interest Income
2023-01-23 2023-03-14 Completed 100% $358.26 $322.40 -10.01% Stop
2022-07-13 2023-01-23 Interest 100% $1.00 $1.02 1.83% Interest Income
2022-07-11 2022-07-13 Completed 100% $343.02 $330.64 -3.61% Signal
2022-02-28 2022-07-11 Interest 100% $1.00 $1.01 0.97% Interest Income
2022-02-16 2022-02-28 Completed 100% $371.50 $366.27 -1.41% Signal
2022-01-25 2022-02-16 Interest 100% $1.00 $1.00 0.12% Interest Income
2021-04-09 2022-01-25 Completed 100% $351.48 $396.01 12.67% Stop
2021-01-20 2021-04-09 Interest 100% $1.00 $1.00 0.31% Interest Income
2020-11-23 2021-01-20 Completed 100% $324.05 $304.04 -6.17% Signal
2020-10-30 2020-11-23 Interest 100% $1.00 $1.00 0.06% Interest Income
2020-05-26 2020-10-30 Completed 100% $303.43 $308.96 1.82% Stop
2020-04-24 2020-05-26 Interest 100% $1.00 $1.00 0.06% Interest Income
2020-03-24 2020-04-24 Completed 100% $192.91 $268.86 39.37% Signal
2020-03-02 2020-03-24 Interest 100% $1.00 $1.00 0.06% Interest Income
2019-03-20 2020-03-02 Completed 100% $194.96 $257.86 32.26% Stop
2018-11-08 2019-03-20 Interest 100% $1.00 $1.01 0.97% Interest Income
2018-11-05 2018-11-08 Completed 100% $171.92 $174.86 1.71% Signal
2018-10-12 2018-11-05 Interest 100% $1.00 $1.00 0.20% Interest Income
2017-02-22 2018-10-12 Completed 100% $119.91 $171.80 43.27% Stop
2017-01-30 2017-02-22 Interest 100% $1.00 $1.00 0.15% Interest Income
2017-01-26 2017-01-30 Completed 100% $110.94 $111.24 0.27% Signal
2017-01-03 2017-01-26 Interest 100% $1.00 $1.00 0.15% Interest Income
2016-04-21 2017-01-03 Completed 100% $94.50 $99.69 5.50% Stop
2015-09-22 2016-04-21 Interest 100% $1.00 $1.01 1.17% Interest Income
2015-09-17 2015-09-22 Completed 100% $85.75 $83.20 -2.97% Signal
2015-08-25 2015-09-17 Interest 100% $1.00 $1.00 0.14% Interest Income
2013-05-03 2015-08-25 Completed 100% $47.13 $88.17 87.09% Stop
2013-04-08 2013-05-03 Interest 100% $1.00 $1.00 0.13% Interest Income
2013-02-28 2013-04-08 Completed 100% $40.49 $44.83 10.71% Signal
2013-02-05 2013-02-28 Interest 100% $1.00 $1.00 0.12% Interest Income
2012-08-14 2013-02-05 Completed 100% $40.73 $43.52 6.85% Stop
2012-07-13 2012-08-14 Interest 100% $1.00 $1.00 0.13% Interest Income
2011-08-31 2012-07-13 Completed 100% $34.08 $36.54 7.21% Signal
2011-08-09 2011-08-31 Interest 100% $1.00 $1.00 0.14% Interest Income
2010-10-27 2011-08-09 Completed 100% $28.94 $29.83 3.09% Stop
2010-09-29 2010-10-27 Interest 100% $1.00 $1.00 0.20% Interest Income
2010-09-27 2010-09-29 Completed 100% $26.06 $25.78 -1.08% Signal
2010-06-14 2010-09-27 Interest 100% $1.00 $1.01 0.82% Interest Income
2010-06-01 2010-06-14 Completed 100% $21.37 $22.63 5.93% Signal
2010-05-07 2010-06-01 Interest 100% $1.00 $1.00 0.21% Interest Income
2009-10-20 2010-05-07 Completed 100% $22.77 $23.42 2.83% Stop
2009-09-28 2009-10-20 Interest 100% $1.00 $1.00 0.21% Interest Income
2009-09-10 2009-09-28 Completed 100% $20.61 $18.11 -12.09% Stop
2009-08-18 2009-09-10 Interest 100% $1.00 $1.00 0.21% Interest Income
2009-05-27 2009-08-18 Completed 100% $24.12 $21.09 -12.54% Stop
2008-09-24 2009-05-27 Interest 100% $1.00 $1.02 2.02% Interest Income
2008-09-15 2008-09-24 Completed 100% $30.80 $26.24 -14.78% Stop
2007-07-25 2008-09-15 Interest 100% $1.00 $1.05 4.64% Interest Income
2006-08-30 2007-07-25 Completed 100% $39.61 $42.69 7.77% Stop
2006-06-26 2006-08-30 Interest 100% $1.00 $1.01 0.90% Interest Income
2005-08-10 2006-06-26 Completed 100% $32.72 $35.35 8.04% Stop
2005-07-19 2005-08-10 Interest 100% $1.00 $1.00 0.27% Interest Income
2005-07-11 2005-07-19 Completed 100% $30.67 $30.42 -0.79% Signal
2005-06-16 2005-07-11 Interest 100% $1.00 $1.00 0.25% Interest Income
2005-05-10 2005-06-16 Completed 100% $30.80 $29.59 -3.93% Signal
2005-04-18 2005-05-10 Interest 100% $1.00 $1.00 0.26% Interest Income
2003-06-11 2005-04-18 Completed 100% $21.77 $28.33 30.14% Stop
2002-11-19 2003-06-11 Interest 100% $1.00 $1.02 2.12% Interest Income
2002-11-15 2002-11-19 Completed 100% $20.98 $20.13 -4.04% Signal
2002-10-09 2002-11-15 Interest 100% $1.00 $1.00 0.42% Interest Income
2002-10-07 2002-10-09 Completed 100% $19.74 $18.68 -5.41% Signal
2002-07-22 2002-10-07 Interest 100% $1.00 $1.01 0.87% Interest Income
2002-07-09 2002-07-22 Completed 100% $19.66 $17.12 -12.88% Signal
2002-06-14 2002-07-09 Interest 100% $1.00 $1.00 0.30% Interest Income
2002-02-11 2002-06-14 Completed 100% $21.59 $18.84 -12.75% Stop
2001-11-16 2002-02-11 Interest 100% $1.00 $1.01 1.11% Interest Income
2001-11-12 2001-11-16 Completed 100% $18.68 $18.87 1.02% Signal
2001-09-18 2001-11-12 Interest 100% $1.00 $1.01 0.69% 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
2001-04-17 2001-08-06 Completed 100% $20.29 $19.38 -4.50% Stop
2001-03-23 2001-04-17 Interest 100% $1.00 $1.00 0.31% Interest Income
2000-12-12 2001-03-23 Completed 100% $17.96 $18.12 0.90% Stop
2000-11-17 2000-12-12 Interest 100% $1.00 $1.00 0.34% Interest Income
2000-07-19 2000-11-17 Completed 100% $19.18 $18.65 -2.76% Stop
2000-03-16 2000-07-19 Interest 100% $1.00 $1.02 2.06% Interest Income
2000-03-10 2000-03-16 Completed 100% $15.87 $15.19 -4.29% Signal
2000-02-16 2000-03-10 Interest 100% $1.00 $1.00 0.40% Interest Income
1999-11-11 2000-02-16 Completed 100% $18.48 $16.81 -9.02% Stop
1999-08-16 1999-11-11 Interest 100% $1.00 $1.01 1.44% Interest Income
1999-06-15 1999-08-16 Completed 100% $16.43 $15.83 -3.61% Signal
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
1996-10-30 1998-10-16 Completed 100% $6.99 $11.87 69.81% Stop
1996-08-12 1996-10-30 Interest 100% $1.00 $1.01 1.45% Interest Income
1996-08-07 1996-08-12 Completed 100% $5.96 $5.94 -0.31% Signal
1996-07-16 1996-08-07 Interest 100% $1.00 $1.00 0.42% Interest Income
1995-04-04 1996-07-16 Completed 100% $5.10 $5.91 15.84% Stop
1995-01-18 1995-04-04 Interest 100% $1.00 $1.02 1.51% Interest Income
1995-01-03 1995-01-18 Completed 100% $4.70 $4.65 -1.12% Signal
1994-12-08 1995-01-03 Interest 100% $1.00 $1.00 0.48% Interest Income
1994-07-25 1994-12-08 Completed 100% $4.78 $4.61 -3.66% Stop
1994-05-13 1994-07-25 Interest 100% $1.00 $1.01 1.36% Interest Income
1994-04-28 1994-05-13 Completed 100% $4.49 $4.44 -1.15% Signal
1994-04-05 1994-04-28 Interest 100% $1.00 $1.00 0.43% Interest Income
1993-08-10 1994-04-05 Completed 100% $4.44 $4.41 -0.77% Stop
1993-06-21 1993-08-10 Interest 100% $1.00 $1.01 0.79% Interest Income
1992-11-06 1993-06-21 Completed 100% $4.00 $3.88 -2.94% Signal
1992-07-22 1992-11-06 Interest 100% $1.00 $1.02 1.94% Interest Income
1992-01-29 1992-07-22 Completed 100% $3.77 $3.55 -5.84% Stop
1991-10-18 1992-01-29 Interest 100% $1.00 $1.02 1.96% Interest Income
1991-10-16 1991-10-18 Completed 100% $3.36 $3.24 -3.72% Signal
1991-08-20 1991-10-16 Interest 100% $1.00 $1.01 1.18% Interest Income
1991-01-21 1991-08-20 Completed 100% $3.15 $3.44 9.26% Stop
1990-08-20 1991-01-21 Interest 100% $1.00 $1.03 3.49% Interest Income
1990-08-01 1990-08-20 Completed 100% $3.29 $2.85 -13.32% Signal
1989-11-13 1990-08-01 Interest 100% $1.00 $1.06 5.95% Interest Income
1989-11-09 1989-11-13 Completed 100% $3.58 $3.58 -0.00% Signal
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
1988-12-07 1989-05-18 Completed 100% $3.60 $3.93 9.04% Stop
1988-11-14 1988-12-07 Interest 100% $1.00 $1.00 0.49% Interest Income
1988-07-15 1988-11-14 Completed 100% $3.37 $3.52 4.43% Stop
1988-02-17 1988-07-15 Interest 100% $1.00 $1.03 3.20% Interest Income
1988-02-16 1988-02-17 Completed 100% $3.27 $3.09 -5.44% Stop
1987-11-17 1988-02-16 Interest 100% $1.00 $1.02 1.87% Interest Income
1987-11-09 1987-11-17 Completed 100% $3.01 $3.05 1.13% Signal
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
1986-12-05 1987-04-15 Completed 100% $3.27 $3.36 2.84% Stop
1986-11-06 1986-12-05 Interest 100% $1.00 $1.01 0.61% Interest Income
1986-01-02 1986-11-06 Completed 100% $2.49 $2.99 20.09% Signal
1985-09-23 1986-01-02 Interest 100% $1.00 $1.02 2.11% Interest Income
1985-09-18 1985-09-23 Completed 100% $2.18 $2.24 2.65% Signal
1985-08-26 1985-09-18 Interest 100% $1.00 $1.00 0.49% Interest Income
1985-02-15 1985-08-26 Completed 100% $2.35 $2.25 -4.17% Stop
1984-12-06 1985-02-15 Interest 100% $1.00 $1.01 1.50% Interest Income
1984-11-01 1984-12-06 Completed 100% $2.09 $2.03 -2.75% Signal
1984-10-10 1984-11-01 Interest 100% $1.00 $1.00 0.49% Interest Income
1984-07-17 1984-10-10 Completed 100% $2.20 $2.07 -5.81% Stop
1983-12-09 1984-07-17 Interest 100% $1.00 $1.05 4.68% Interest Income
1983-11-17 1983-12-09 Completed 100% $2.38 $2.25 -5.63% Signal
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
1982-09-14 1983-07-18 Completed 100% $1.46 $2.25 53.71% Stop
1982-08-06 1982-09-14 Interest 100% $1.00 $1.01 0.79% Interest Income
1982-04-14 1982-08-06 Completed 100% $1.30 $1.22 -6.16% Signal
1982-02-26 1982-04-14 Interest 100% $1.00 $1.01 0.97% Interest Income
1982-02-05 1982-02-26 Completed 100% $1.26 $1.27 0.51% Signal
1982-01-14 1982-02-05 Interest 100% $1.00 $1.00 0.49% Interest Income
1981-11-16 1982-01-14 Completed 100% $1.29 $1.16 -10.15% Stop
1981-10-23 1981-11-16 Interest 100% $1.00 $1.00 0.49% Interest Income
1981-09-17 1981-10-23 Completed 100% $1.19 $1.19 0.54% Signal
1981-08-25 1981-09-17 Interest 100% $1.00 $1.00 0.49% Interest Income
1980-03-21 1981-08-25 Completed 100% $0.63 $1.20 89.90% Stop
1980-02-28 1980-03-21 Interest 100% $1.00 $1.00 0.49% Interest Income
1979-12-19 1980-02-28 Completed 100% $0.73 $0.66 -9.65% Stop
1979-10-11 1979-12-19 Interest 100% $1.00 $1.01 1.47% Interest Income
1979-10-08 1979-10-11 Completed 100% $0.68 $0.64 -6.54% Signal
1979-06-19 1979-10-08 Interest 100% $1.00 $1.02 2.36% Interest Income
1979-02-26 1979-06-19 Completed 100% $0.67 $0.64 -4.29% Signal
1979-02-01 1979-02-26 Interest 100% $1.00 $1.00 0.49% Interest Income
1979-01-16 1979-02-01 Completed 100% $0.86 $0.72 -16.42% Stop
1978-12-21 1979-01-16 Interest 100% $1.00 $1.00 0.49% Interest Income
1978-11-09 1978-12-21 Completed 100% $0.52 $0.59 12.20% Signal
1978-10-18 1978-11-09 Interest 100% $1.00 $1.00 0.49% Interest Income
1978-04-24 1978-10-18 Completed 100% $0.53 $0.56 6.67% Stop
1978-01-20 1978-04-24 Interest 100% $1.00 $1.02 1.96% 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
1975-10-21 1975-12-08 Completed 100% $0.33 $0.29 -9.80% Stop
1975-09-15 1975-10-21 Interest 100% $1.00 $1.01 0.79% Interest Income
1975-08-21 1975-09-15 Completed 100% $0.23 $0.25 5.48% Stop
1975-07-30 1975-08-21 Interest 100% $1.00 $1.00 0.49% Interest Income
1975-07-03 1975-07-30 Completed 100% $0.28 $0.26 -7.87% Stop
1975-06-11 1975-07-03 Interest 100% $1.00 $1.00 0.49% Interest Income
1975-05-05 1975-06-11 Completed 100% $0.32 $0.30 -5.00% Stop
1975-05-01 1975-05-05 Interest 100% $1.00 $1.00 0.03% Interest Income

Return Distribution Analysis

Return Distribution