Moving Average (50/200)
SPYG
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-08
Trading Style:
Methodology:
SPYG Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 8.95% | 9.36% | 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 | 0.68 | 0.44 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -27.43% | -51.28% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 71.5% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.0 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-06-20 | 2026-04-07 | OPEN | 100% | $91.19 | $100.16 | 9.83% | Mark-to-Market |
| 2025-04-01 | 2025-06-20 | INTEREST | 100% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2024-08-28 | 2025-04-01 | COMPLETED | 100% | $79.98 | $79.56 | -0.53% | Stop |
| 2024-08-06 | 2024-08-28 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2023-04-10 | 2024-08-06 | COMPLETED | 100% | $53.91 | $73.04 | 35.50% | Stop |
| 2022-03-09 | 2023-04-10 | INTEREST | 100% | $1.00 | $1.04 | 3.57% | Interest Income |
| 2022-02-16 | 2022-03-09 | COMPLETED | 100% | $62.50 | $58.75 | -5.99% | Signal |
| 2022-01-25 | 2022-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-06-29 | 2022-01-25 | COMPLETED | 100% | $41.68 | $60.93 | 46.21% | Stop |
| 2020-06-05 | 2020-06-29 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-06-03 | 2020-06-05 | COMPLETED | 100% | $41.87 | $42.23 | 0.84% | Signal |
| 2020-04-08 | 2020-06-03 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-03-24 | 2020-04-08 | COMPLETED | 100% | $31.20 | $35.45 | 13.62% | Signal |
| 2020-03-02 | 2020-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-03-27 | 2020-03-02 | COMPLETED | 100% | $34.71 | $38.12 | 9.80% | Stop |
| 2018-12-13 | 2019-03-27 | INTEREST | 100% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2016-04-25 | 2018-12-13 | COMPLETED | 100% | $22.49 | $32.25 | 43.39% | Signal |
| 2016-02-01 | 2016-04-25 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2015-11-30 | 2016-02-01 | COMPLETED | 100% | $22.93 | $21.10 | -8.00% | Signal |
| 2015-09-28 | 2015-11-30 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2015-09-17 | 2015-09-28 | COMPLETED | 100% | $21.54 | $20.78 | -3.54% | Signal |
| 2015-08-25 | 2015-09-17 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-01-04 | 2015-08-25 | COMPLETED | 100% | $12.33 | $20.74 | 68.18% | Stop |
| 2011-12-09 | 2012-01-04 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2011-12-07 | 2011-12-09 | COMPLETED | 100% | $12.21 | $12.12 | -0.78% | Signal |
| 2011-09-02 | 2011-12-07 | INTEREST | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2011-08-31 | 2011-09-02 | COMPLETED | 100% | $11.85 | $11.49 | -2.97% | Signal |
| 2011-08-09 | 2011-08-31 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-10-20 | 2011-08-09 | COMPLETED | 100% | $10.73 | $11.05 | 2.97% | Stop |
| 2010-07-09 | 2010-10-20 | INTEREST | 100% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2010-06-01 | 2010-07-09 | COMPLETED | 100% | $9.74 | $9.61 | -1.30% | Signal |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-11 | 2010-05-07 | COMPLETED | 100% | $8.26 | $10.09 | 22.22% | Stop |
| 2008-07-14 | 2009-06-11 | INTEREST | 100% | $1.00 | $1.03 | 2.96% | Interest Income |
| 2008-06-17 | 2008-07-14 | COMPLETED | 100% | $11.50 | $10.33 | -10.21% | Signal |
| 2008-01-23 | 2008-06-17 | INTEREST | 100% | $1.00 | $1.01 | 1.48% | Interest Income |
| 2006-10-19 | 2008-01-23 | COMPLETED | 100% | $10.21 | $10.13 | -0.80% | Stop |
| 2006-09-07 | 2006-10-19 | INTEREST | 100% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2006-09-05 | 2006-09-07 | COMPLETED | 100% | $9.81 | $9.62 | -1.91% | Signal |
| 2006-07-06 | 2006-09-05 | INTEREST | 100% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2005-07-05 | 2006-07-06 | COMPLETED | 100% | $9.12 | $9.63 | 5.63% | Signal |
| 2005-05-09 | 2005-07-05 | INTEREST | 100% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2004-12-08 | 2005-05-09 | COMPLETED | 100% | $9.20 | $8.93 | -2.96% | Signal |
| 2004-11-09 | 2004-12-08 | INTEREST | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2004-11-04 | 2004-11-09 | COMPLETED | 100% | $8.93 | $9.09 | 1.80% | Signal |
| 2004-09-16 | 2004-11-04 | INTEREST | 100% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2004-09-13 | 2004-09-16 | COMPLETED | 100% | $8.81 | $8.79 | -0.18% | Signal |
| 2004-08-10 | 2004-09-13 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2003-05-06 | 2004-08-10 | COMPLETED | 100% | $7.62 | $8.37 | 9.79% | Signal |
| 2001-07-17 | 2003-05-06 | INTEREST | 100% | $1.00 | $1.08 | 8.22% | Interest Income |
Return Distribution Analysis
