SPY
SPDR S&P 500 ETF Trust
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SPY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 21.24% | 29.86% | 8.14% | 12.65% | 13.22% | 15.04% | 10.15% | 11.03% |
| Sharpe Ratio | 1.74 | 2.11 | 0.68 | 0.70 | 1.01 | 0.78 | 0.80 | 0.55 |
| Max Drawdown | -8.88% | -8.88% | -17.01% | -24.50% | -17.01% | -33.72% | -18.97% | -55.19% |
| % Time Invested | 99.6% | 100.0% | 92.3% | 100.0% | 95.2% | 100.0% | 89.0% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 2.2 | 0.0 | 2.6 | 0.0 | 2.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-09-10 | Open | Open | 34% | $648.12 | $711.58 | 9.79% | Mark-to-Market |
| 2025-04-30 | Open | Open | 33% | $541.36 | $711.58 | 31.44% | Mark-to-Market |
| 2026-04-06 | Open | Interest | 33% | $1.00 | $1.00 | 0.30% | Mark-to-Market |
| 2025-07-11 | 2026-04-06 | Completed | 33% | $617.50 | $655.86 | 6.21% | Signal |
| 2025-07-17 | 2025-09-10 | Interest | 34% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2025-04-30 | 2025-07-17 | Completed | 34% | $541.36 | $619.15 | 14.37% | Signal |
| 2025-05-06 | 2025-07-11 | Interest | 33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2025-05-01 | 2025-05-06 | Completed | 33% | $554.02 | $551.61 | -0.44% | Signal |
| 2025-03-28 | 2025-05-01 | Interest | 33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-12-05 | 2025-04-07 | Completed | 33% | $441.28 | $483.65 | 9.60% | Stop |
| 2023-04-17 | 2025-04-07 | Completed | 34% | $396.83 | $483.65 | 21.88% | Stop |
| 2024-01-02 | 2025-03-28 | Completed | 33% | $459.51 | $559.12 | 21.68% | Signal |
| 2023-11-07 | 2024-01-02 | Interest | 33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2023-11-10 | 2023-12-05 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-11-08 | 2023-11-10 | Completed | 33% | $424.11 | $422.59 | -0.36% | Signal |
| 2022-11-15 | 2023-11-08 | Interest | 33% | $1.00 | $1.04 | 3.79% | Interest Income |
| 2023-01-27 | 2023-11-07 | Completed | 33% | $386.97 | $422.31 | 9.13% | Signal |
| 2022-05-10 | 2023-04-17 | Interest | 34% | $1.00 | $1.03 | 3.19% | Interest Income |
| 2022-02-25 | 2023-01-27 | Interest | 33% | $1.00 | $1.03 | 2.91% | Interest Income |
| 2022-10-25 | 2022-11-15 | Completed | 33% | $361.47 | $382.80 | 5.90% | Signal |
| 2022-10-03 | 2022-10-25 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2022-06-02 | 2022-10-03 | Completed | 33% | $387.42 | $344.57 | -11.06% | Stop |
| 2022-05-10 | 2022-06-02 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-03-21 | 2022-05-10 | Completed | 34% | $420.47 | $382.76 | -8.97% | Stop |
| 2020-04-01 | 2022-05-10 | Completed | 33% | $227.95 | $382.76 | 67.91% | Stop |
| 2022-02-25 | 2022-03-21 | Interest | 34% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-09-10 | 2022-02-25 | Completed | 34% | $315.60 | $405.27 | 28.41% | Stop |
| 2020-06-25 | 2022-02-25 | Completed | 33% | $280.19 | $405.27 | 44.64% | Stop |
| 2020-08-13 | 2020-09-10 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-08-11 | 2020-08-13 | Completed | 34% | $311.01 | $310.79 | -0.07% | Signal |
| 2020-06-25 | 2020-08-11 | Interest | 34% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-04-08 | 2020-06-25 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2020-03-24 | 2020-06-25 | Completed | 34% | $215.49 | $280.19 | 30.03% | Signal |
| 2020-03-24 | 2020-04-08 | Completed | 33% | $215.49 | $246.32 | 14.31% | Signal |
| 2020-03-10 | 2020-04-01 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 34% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-01-16 | 2020-03-10 | Completed | 33% | $233.93 | $260.12 | 11.20% | Stop |
| 2019-06-19 | 2020-03-02 | Completed | 34% | $263.54 | $272.52 | 3.41% | Stop |
| 2019-03-28 | 2020-03-02 | Completed | 33% | $252.55 | $272.52 | 7.91% | Stop |
| 2019-04-10 | 2019-06-19 | Interest | 34% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2019-04-08 | 2019-04-10 | Completed | 34% | $259.53 | $259.23 | -0.11% | Signal |
| 2019-02-07 | 2019-04-08 | Interest | 34% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2018-12-03 | 2019-03-28 | Interest | 33% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2019-01-11 | 2019-02-07 | Completed | 34% | $231.11 | $243.00 | 5.15% | Signal |
| 2018-12-21 | 2019-01-16 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-12-18 | 2019-01-11 | Interest | 34% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-09-01 | 2018-12-21 | Completed | 33% | $185.64 | $221.30 | 19.21% | Stop |
| 2016-07-07 | 2018-12-18 | Completed | 34% | $179.23 | $229.34 | 27.96% | Stop |
| 2018-07-12 | 2018-12-03 | Completed | 33% | $247.02 | $249.92 | 1.17% | Signal |
| 2018-05-07 | 2018-07-12 | Interest | 33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2016-05-02 | 2018-05-07 | Completed | 33% | $175.80 | $235.85 | 34.16% | Signal |
| 2016-06-17 | 2016-09-01 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2015-10-12 | 2016-07-07 | Interest | 34% | $1.00 | $1.01 | 1.42% | Interest Income |
| 2011-08-31 | 2016-06-17 | Completed | 33% | $94.30 | $176.92 | 87.62% | Signal |
| 2016-02-23 | 2016-05-02 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2015-12-21 | 2016-02-23 | Completed | 33% | $170.24 | $163.97 | -3.68% | Signal |
| 2015-08-24 | 2015-12-21 | Interest | 33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2015-09-17 | 2015-10-12 | Completed | 34% | $167.19 | $169.24 | 1.22% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-03-14 | 2015-08-25 | Completed | 34% | $109.13 | $163.36 | 49.69% | Stop |
| 2012-08-31 | 2015-08-24 | Completed | 33% | $111.11 | $156.72 | 41.05% | Signal |
| 2012-07-09 | 2012-08-31 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2011-12-27 | 2012-07-09 | Completed | 33% | $98.28 | $106.46 | 8.33% | Signal |
| 2011-10-06 | 2012-03-14 | Interest | 34% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2011-07-28 | 2011-12-27 | Interest | 33% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2011-08-30 | 2011-10-06 | Completed | 34% | $93.04 | $88.52 | -4.87% | Signal |
| 2011-08-09 | 2011-08-31 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-08 | 2011-08-30 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-07-27 | 2011-08-09 | Completed | 33% | $84.68 | $87.84 | 3.73% | Stop |
| 2010-12-10 | 2011-08-08 | Completed | 34% | $94.21 | $90.02 | -4.45% | Stop |
| 2010-10-14 | 2011-07-28 | Completed | 33% | $89.41 | $100.57 | 12.48% | Signal |
| 2010-11-10 | 2010-12-10 | Interest | 34% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2010-11-08 | 2010-11-10 | Completed | 34% | $92.85 | $92.27 | -0.62% | Signal |
| 2010-09-27 | 2010-11-08 | Interest | 34% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2010-07-12 | 2010-10-14 | Interest | 33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2010-06-01 | 2010-09-27 | Completed | 34% | $81.40 | $87.17 | 7.08% | Signal |
| 2010-07-02 | 2010-07-27 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2010-06-01 | 2010-07-12 | Completed | 33% | $81.40 | $81.23 | -0.22% | Signal |
| 2010-04-13 | 2010-07-02 | Completed | 33% | $89.87 | $77.84 | -13.39% | Stop |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 34% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-08-20 | 2010-05-07 | Completed | 34% | $74.14 | $84.63 | 14.15% | Stop |
| 2009-06-01 | 2010-05-07 | Completed | 33% | $68.99 | $84.63 | 22.66% | Stop |
| 2010-03-19 | 2010-04-13 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2010-03-09 | 2010-03-19 | Completed | 33% | $85.25 | $87.13 | 2.21% | Signal |
| 2009-11-13 | 2010-03-09 | Interest | 33% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2009-11-11 | 2009-11-13 | Completed | 33% | $82.09 | $81.35 | -0.91% | Signal |
| 2008-07-08 | 2009-11-11 | Interest | 33% | $1.00 | $1.05 | 4.55% | Interest Income |
| 2008-01-08 | 2009-08-20 | Interest | 34% | $1.00 | $1.06 | 5.67% | Interest Income |
| 2008-07-24 | 2009-06-01 | Interest | 33% | $1.00 | $1.03 | 2.71% | Interest Income |
| 2008-06-17 | 2008-07-24 | Completed | 33% | $98.37 | $92.56 | -5.90% | Signal |
| 2008-02-14 | 2008-07-08 | Completed | 33% | $97.80 | $90.15 | -7.82% | Signal |
| 2007-12-31 | 2008-06-17 | Interest | 33% | $1.00 | $1.02 | 1.71% | Interest Income |
| 2008-01-23 | 2008-02-14 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2004-01-28 | 2008-01-23 | Completed | 33% | $76.32 | $90.76 | 18.91% | Stop |
| 2006-11-15 | 2008-01-08 | Completed | 34% | $97.32 | $101.46 | 4.25% | Signal |
| 2007-12-05 | 2007-12-31 | Completed | 33% | $105.08 | $105.05 | -0.03% | Signal |
| 2007-09-17 | 2007-12-05 | Interest | 33% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2006-10-13 | 2007-09-17 | Completed | 33% | $94.94 | $104.85 | 10.44% | Signal |
| 2006-10-06 | 2006-11-15 | Interest | 34% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2006-09-21 | 2006-10-13 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2005-01-10 | 2006-10-06 | Completed | 34% | $80.06 | $94.10 | 17.54% | Signal |
| 2006-09-19 | 2006-09-21 | Completed | 33% | $92.13 | $92.47 | 0.37% | Signal |
| 2006-06-22 | 2006-09-19 | Interest | 33% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2006-01-05 | 2006-06-22 | Completed | 33% | $87.53 | $86.74 | -0.90% | Signal |
| 2005-11-08 | 2006-01-05 | Interest | 33% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2005-07-22 | 2005-11-08 | Completed | 33% | $83.79 | $83.50 | -0.35% | Signal |
| 2005-06-24 | 2005-07-22 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2005-06-22 | 2005-06-24 | Completed | 33% | $82.97 | $81.75 | -1.48% | Signal |
| 2005-04-28 | 2005-06-22 | Interest | 33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2004-11-11 | 2005-04-28 | Completed | 33% | $78.67 | $78.29 | -0.48% | Signal |
| 2004-09-30 | 2005-01-10 | Interest | 34% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2004-06-01 | 2004-11-11 | Interest | 33% | $1.00 | $1.02 | 1.94% | Interest Income |
| 2003-06-19 | 2004-09-30 | Completed | 34% | $66.65 | $74.89 | 12.35% | Signal |
| 2003-05-23 | 2004-06-01 | Completed | 33% | $61.33 | $74.91 | 22.14% | Signal |
| 2003-09-08 | 2004-01-28 | Interest | 33% | $1.00 | $1.02 | 1.63% | Interest Income |
| 2003-09-04 | 2003-09-08 | Completed | 33% | $67.85 | $67.82 | -0.06% | Signal |
| 2003-03-25 | 2003-09-04 | Interest | 33% | $1.00 | $1.02 | 1.72% | Interest Income |
| 2003-03-25 | 2003-06-19 | Interest | 34% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2003-03-25 | 2003-05-23 | Interest | 33% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2003-03-21 | 2003-03-25 | Completed | 33% | $58.23 | $56.88 | -2.32% | Signal |
| 2003-03-21 | 2003-03-25 | Completed | 34% | $58.23 | $56.88 | -2.32% | Signal |
| 2003-03-21 | 2003-03-25 | Completed | 33% | $58.23 | $56.88 | -2.32% | Signal |
| 2003-02-14 | 2003-03-21 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2001-08-07 | 2003-03-21 | Interest | 34% | $1.00 | $1.07 | 7.40% | Interest Income |
| 2001-08-07 | 2003-03-21 | Interest | 33% | $1.00 | $1.07 | 7.40% | Interest Income |
| 2003-01-03 | 2003-02-14 | Completed | 33% | $59.38 | $53.80 | -9.39% | Stop |
| 2002-04-11 | 2003-01-03 | Interest | 33% | $1.00 | $1.03 | 3.23% | Interest Income |
| 2002-01-14 | 2002-04-11 | Completed | 33% | $73.71 | $72.79 | -1.25% | Signal |
| 2001-08-23 | 2002-01-14 | Interest | 33% | $1.00 | $1.02 | 1.76% | Interest Income |
| 2001-07-23 | 2001-08-23 | Completed | 33% | $77.75 | $74.66 | -3.97% | Signal |
| 2001-08-03 | 2001-08-07 | Completed | 34% | $78.11 | $76.77 | -1.71% | Signal |
| 2001-08-03 | 2001-08-07 | Completed | 33% | $78.11 | $76.77 | -1.71% | Signal |
| 2001-03-08 | 2001-08-03 | Interest | 33% | $1.00 | $1.02 | 2.09% | Interest Income |
| 2000-10-18 | 2001-08-03 | Interest | 34% | $1.00 | $1.04 | 4.13% | Interest Income |
| 2000-10-18 | 2001-07-23 | Interest | 33% | $1.00 | $1.04 | 3.95% | Interest Income |
| 2001-01-17 | 2001-03-08 | Completed | 33% | $85.60 | $80.37 | -6.11% | Signal |
| 2000-12-21 | 2001-01-17 | Interest | 33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 1998-09-24 | 2000-12-21 | Completed | 33% | $65.86 | $79.99 | 21.46% | Stop |
| 2000-05-22 | 2000-10-18 | Completed | 33% | $88.96 | $83.94 | -5.65% | Signal |
| 2000-05-10 | 2000-10-18 | Completed | 34% | $88.49 | $83.94 | -5.14% | Signal |
| 2000-04-17 | 2000-05-22 | Interest | 33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2000-04-17 | 2000-05-10 | Interest | 34% | $1.00 | $1.00 | 0.39% | Interest Income |
| 1999-12-22 | 2000-04-17 | Completed | 33% | $90.23 | $85.14 | -5.64% | Stop |
| 1999-02-04 | 2000-04-17 | Completed | 34% | $79.17 | $85.14 | 7.55% | Stop |
| 1999-11-23 | 1999-12-22 | Interest | 33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 1999-11-19 | 1999-11-23 | Completed | 33% | $89.24 | $89.52 | 0.31% | Signal |
| 1999-10-01 | 1999-11-19 | Interest | 33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 1998-12-11 | 1999-10-01 | Completed | 33% | $72.13 | $80.18 | 11.15% | Signal |
| 1999-01-07 | 1999-02-04 | Interest | 34% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1998-09-23 | 1999-01-07 | Completed | 34% | $64.35 | $78.55 | 22.06% | Signal |
| 1998-08-31 | 1998-12-11 | Interest | 33% | $1.00 | $1.01 | 1.32% | Interest Income |
| 1998-09-01 | 1998-09-24 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-08-31 | 1998-09-23 | Interest | 34% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1995-06-23 | 1998-09-01 | Completed | 33% | $32.21 | $59.30 | 84.10% | Stop |
| 1998-02-18 | 1998-08-31 | Completed | 33% | $62.78 | $64.04 | 2.02% | Stop |
| 1997-11-20 | 1998-08-31 | Completed | 34% | $58.25 | $64.04 | 9.95% | Stop |
| 1998-01-26 | 1998-02-18 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1997-11-20 | 1998-01-26 | Completed | 33% | $58.25 | $59.13 | 1.52% | Signal |
| 1997-10-29 | 1997-11-20 | Interest | 33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1997-10-29 | 1997-11-20 | Interest | 34% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1996-10-15 | 1997-10-29 | Completed | 33% | $42.77 | $56.53 | 32.19% | Stop |
| 1995-03-03 | 1997-10-29 | Completed | 34% | $28.15 | $56.53 | 100.82% | Stop |
| 1996-08-30 | 1996-10-15 | Interest | 33% | $1.00 | $1.01 | 0.81% | Interest Income |
| 1995-03-06 | 1996-08-30 | Completed | 33% | $28.06 | $39.48 | 40.71% | Signal |
| 1995-01-19 | 1995-06-23 | Interest | 33% | $1.00 | $1.03 | 2.91% | Interest Income |
| 1995-01-19 | 1995-03-06 | Interest | 33% | $1.00 | $1.01 | 0.87% | Interest Income |
| 1995-01-19 | 1995-03-03 | Interest | 34% | $1.00 | $1.01 | 0.84% | Interest Income |
Return Distribution Analysis
