Moving Average (50/200)
SPY
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
SPY Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 10.20% | 10.49% | 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 | 0.76 | 0.53 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -26.58% | -55.19% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 76.3% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 0.6 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-06-30 | 2026-04-07 | OPEN | 100% | $612.19 | $659.22 | 7.68% | Mark-to-Market |
| 2025-05-06 | 2025-06-30 | INTEREST | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2025-05-01 | 2025-05-06 | COMPLETED | 100% | $554.02 | $551.61 | -0.44% | Signal |
| 2025-04-07 | 2025-05-01 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-01-27 | 2025-04-07 | COMPLETED | 100% | $386.97 | $483.65 | 24.98% | Stop |
| 2022-03-17 | 2023-01-27 | INTEREST | 100% | $1.00 | $1.03 | 2.80% | Interest Income |
| 2020-07-07 | 2022-03-17 | COMPLETED | 100% | $291.19 | $409.02 | 40.47% | Signal |
| 2020-04-01 | 2020-07-07 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-03-24 | 2020-04-01 | COMPLETED | 100% | $215.49 | $227.95 | 5.78% | 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% | $253.23 | $272.52 | 7.62% | Stop |
| 2018-12-13 | 2019-03-27 | INTEREST | 100% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2016-04-21 | 2018-12-13 | COMPLETED | 100% | $178.52 | $237.65 | 33.13% | Signal |
| 2016-01-19 | 2016-04-21 | INTEREST | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2015-12-10 | 2016-01-19 | COMPLETED | 100% | $172.60 | $160.56 | -6.98% | Signal |
| 2015-09-04 | 2015-12-10 | INTEREST | 100% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2012-01-24 | 2015-09-04 | COMPLETED | 100% | $101.88 | $161.20 | 58.22% | Signal |
| 2011-08-09 | 2012-01-24 | INTEREST | 100% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2010-10-14 | 2011-08-09 | COMPLETED | 100% | $89.41 | $87.84 | -1.76% | Stop |
| 2010-07-01 | 2010-10-14 | INTEREST | 100% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2009-06-19 | 2010-07-01 | COMPLETED | 100% | $68.57 | $77.87 | 13.55% | Stop |
| 2007-12-31 | 2009-06-19 | INTEREST | 100% | $1.00 | $1.05 | 5.11% | Interest Income |
| 2006-08-30 | 2007-12-31 | COMPLETED | 100% | $90.85 | $105.05 | 15.62% | Signal |
| 2006-07-26 | 2006-08-30 | INTEREST | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2004-10-28 | 2006-07-26 | COMPLETED | 100% | $75.71 | $87.88 | 16.07% | Signal |
| 2004-08-26 | 2004-10-28 | INTEREST | 100% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2003-05-13 | 2004-08-26 | COMPLETED | 100% | $61.99 | $74.18 | 19.67% | Signal |
| 2003-03-25 | 2003-05-13 | INTEREST | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2003-03-21 | 2003-03-25 | COMPLETED | 100% | $58.23 | $56.88 | -2.32% | Signal |
| 2002-05-20 | 2003-03-21 | INTEREST | 100% | $1.00 | $1.04 | 3.50% | Interest Income |
| 2002-04-22 | 2002-05-20 | COMPLETED | 100% | $72.46 | $71.34 | -1.55% | Signal |
| 2001-08-07 | 2002-04-22 | INTEREST | 100% | $1.00 | $1.03 | 3.36% | Interest Income |
| 2001-08-03 | 2001-08-07 | COMPLETED | 100% | $78.11 | $76.77 | -1.71% | Signal |
| 2000-11-03 | 2001-08-03 | INTEREST | 100% | $1.00 | $1.04 | 3.86% | Interest Income |
| 1998-12-07 | 2000-11-03 | COMPLETED | 100% | $73.14 | $90.80 | 24.15% | Signal |
| 1998-10-02 | 1998-12-07 | INTEREST | 100% | $1.00 | $1.01 | 0.82% | Interest Income |
| 1998-09-24 | 1998-10-02 | COMPLETED | 100% | $65.86 | $61.25 | -7.00% | Signal |
| 1998-09-01 | 1998-09-24 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1994-09-02 | 1998-09-01 | COMPLETED | 100% | $27.25 | $59.30 | 117.62% | Stop |
| 1994-05-02 | 1994-09-02 | INTEREST | 100% | $1.00 | $1.02 | 2.43% | Interest Income |
| 1993-11-12 | 1994-05-02 | COMPLETED | 100% | $26.03 | $25.58 | -1.73% | Signal |
| 1993-11-10 | 1993-11-12 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
