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 | 31.47% | 29.86% | 6.85% | 12.65% | 13.70% | 15.04% | 9.88% | 11.03% |
| Sharpe Ratio | 2.20 | 2.11 | 0.47 | 0.70 | 0.89 | 0.78 | 0.67 | 0.55 |
| Max Drawdown | -8.88% | -8.88% | -25.02% | -24.50% | -25.02% | -33.72% | -30.60% | -55.19% |
| % Time Invested | 99.6% | 100.0% | 75.6% | 100.0% | 84.0% | 100.0% | 77.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.7 | 0.0 | 0.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-04-30 | Open | Open | 100% | $541.36 | $711.58 | 31.44% | Mark-to-Market |
| 2025-04-07 | 2025-04-30 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-12-05 | 2025-04-07 | Completed | 100% | $441.28 | $483.65 | 9.60% | Stop |
| 2023-11-10 | 2023-12-05 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-11-08 | 2023-11-10 | Completed | 100% | $424.11 | $422.59 | -0.36% | Signal |
| 2022-11-21 | 2023-11-08 | Interest | 100% | $1.00 | $1.04 | 3.73% | Interest Income |
| 2022-10-18 | 2022-11-21 | Completed | 100% | $357.97 | $376.59 | 5.20% | Signal |
| 2022-09-26 | 2022-10-18 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-06-02 | 2022-09-26 | Completed | 100% | $387.42 | $349.65 | -9.75% | Stop |
| 2022-05-10 | 2022-06-02 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-03-24 | 2022-05-10 | Completed | 100% | $215.49 | $382.76 | 77.62% | Stop |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-01-16 | 2020-03-02 | Completed | 100% | $233.93 | $272.52 | 16.50% | Stop |
| 2018-12-21 | 2019-01-16 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-09-08 | 2018-12-21 | Completed | 100% | $186.70 | $221.30 | 18.53% | Stop |
| 2016-06-09 | 2016-09-08 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2011-08-31 | 2016-06-09 | Completed | 100% | $94.30 | $179.70 | 90.56% | Signal |
| 2011-08-09 | 2011-08-31 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-07-26 | 2011-08-09 | Completed | 100% | $83.49 | $87.84 | 5.21% | Stop |
| 2010-07-01 | 2010-07-26 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2010-04-13 | 2010-07-01 | Completed | 100% | $89.87 | $77.87 | -13.36% | Stop |
| 2010-03-19 | 2010-04-13 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2010-03-09 | 2010-03-19 | Completed | 100% | $85.25 | $87.13 | 2.21% | Signal |
| 2009-11-13 | 2010-03-09 | Interest | 100% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2009-11-11 | 2009-11-13 | Completed | 100% | $82.09 | $81.35 | -0.91% | Signal |
| 2008-07-02 | 2009-11-11 | Interest | 100% | $1.00 | $1.05 | 4.60% | Interest Income |
| 2008-02-13 | 2008-07-02 | Completed | 100% | $97.13 | $92.89 | -4.36% | Signal |
| 2008-01-22 | 2008-02-13 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2004-01-27 | 2008-01-22 | Completed | 100% | $76.83 | $90.84 | 18.23% | Stop |
| 2003-09-08 | 2004-01-27 | Interest | 100% | $1.00 | $1.02 | 1.62% | Interest Income |
| 2003-09-04 | 2003-09-08 | Completed | 100% | $67.85 | $67.82 | -0.06% | Signal |
| 2003-03-25 | 2003-09-04 | Interest | 100% | $1.00 | $1.02 | 1.72% | Interest Income |
| 2003-03-21 | 2003-03-25 | Completed | 100% | $58.23 | $56.88 | -2.32% | Signal |
| 2001-08-07 | 2003-03-21 | Interest | 100% | $1.00 | $1.07 | 7.40% | Interest Income |
| 2001-08-03 | 2001-08-07 | Completed | 100% | $78.11 | $76.77 | -1.71% | Signal |
| 2001-03-01 | 2001-08-03 | Interest | 100% | $1.00 | $1.02 | 2.19% | Interest Income |
| 2000-12-26 | 2001-03-01 | Completed | 100% | $83.06 | $78.75 | -5.19% | Signal |
| 2000-12-01 | 2000-12-26 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1998-09-24 | 2000-12-01 | Completed | 100% | $65.86 | $84.29 | 27.99% | Stop |
| 1998-09-01 | 1998-09-24 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1995-06-27 | 1998-09-01 | Completed | 100% | $31.83 | $59.30 | 86.32% | Stop |
| 1995-01-19 | 1995-06-27 | Interest | 100% | $1.00 | $1.03 | 2.96% | Interest Income |
Return Distribution Analysis
