TJX
TJX Companies Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
TJX Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 23.41% | 23.41% | 12.06% | 18.65% | 7.62% | 16.83% | 7.83% | 17.95% |
| Sharpe Ratio | 1.24 | 1.24 | 0.60 | 0.77 | 0.36 | 0.60 | 0.31 | 0.50 |
| Max Drawdown | -10.13% | -10.13% | -31.09% | -27.68% | -39.17% | -42.55% | -58.25% | -64.59% |
| % Time Invested | 100.0% | 100.0% | 83.4% | 100.0% | 79.4% | 100.0% | 68.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 1.3 | 0.0 | 1.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-05-01 | Open | Open | 100% | $75.89 | $156.07 | 105.65% | Mark-to-Market |
| 2023-04-06 | 2023-05-01 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-04-04 | 2023-04-06 | Completed | 100% | $76.04 | $74.79 | -1.65% | Signal |
| 2022-09-06 | 2023-04-04 | Interest | 100% | $1.00 | $1.02 | 2.12% | Interest Income |
| 2022-06-03 | 2022-09-06 | Completed | 100% | $60.30 | $60.52 | 0.36% | Signal |
| 2022-05-11 | 2022-06-03 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-03-15 | 2022-05-11 | Completed | 100% | $58.25 | $53.50 | -8.16% | Stop |
| 2022-02-18 | 2022-03-15 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-10-29 | 2022-02-18 | Completed | 100% | $60.85 | $61.42 | 0.93% | Stop |
| 2021-10-07 | 2021-10-29 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-03-18 | 2021-10-07 | Completed | 100% | $62.40 | $60.67 | -2.78% | Stop |
| 2021-02-24 | 2021-03-18 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-11-24 | 2021-02-24 | Completed | 100% | $57.77 | $64.59 | 11.80% | Signal |
| 2020-11-02 | 2020-11-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-07-23 | 2020-11-02 | Completed | 100% | $49.68 | $47.78 | -3.82% | Stop |
| 2020-06-30 | 2020-07-23 | Interest | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-06-08 | 2020-06-30 | Completed | 100% | $53.59 | $46.59 | -13.06% | Stop |
| 2020-05-14 | 2020-06-08 | Interest | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-04-06 | 2020-05-14 | Completed | 100% | $39.83 | $40.12 | 0.72% | Stop |
| 2020-03-13 | 2020-04-06 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-12-17 | 2020-03-13 | Completed | 100% | $40.72 | $48.04 | 17.96% | Stop |
| 2018-11-21 | 2018-12-17 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2018-07-09 | 2018-11-21 | Completed | 100% | $43.23 | $42.60 | -1.45% | Stop |
| 2018-06-14 | 2018-07-09 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-06-07 | 2018-06-14 | Completed | 100% | $42.64 | $42.61 | -0.06% | Signal |
| 2017-09-19 | 2018-06-07 | Interest | 100% | $1.00 | $1.02 | 1.88% | Interest Income |
| 2017-07-17 | 2017-09-19 | Completed | 100% | $30.88 | $32.70 | 5.90% | Signal |
| 2017-06-22 | 2017-07-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-12-09 | 2017-06-22 | Completed | 100% | $30.62 | $30.71 | 0.28% | Stop |
| 2015-11-16 | 2015-12-09 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-06-13 | 2015-11-16 | Completed | 100% | $23.30 | $27.65 | 18.66% | Stop |
| 2014-05-21 | 2014-06-13 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2010-08-12 | 2014-05-21 | Completed | 100% | $8.43 | $23.13 | 174.31% | Stop |
| 2010-07-21 | 2010-08-12 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2009-12-08 | 2010-07-21 | Completed | 100% | $7.45 | $8.58 | 15.22% | Stop |
| 2009-02-09 | 2009-12-08 | Interest | 100% | $1.00 | $1.03 | 2.75% | Interest Income |
| 2008-12-30 | 2009-02-09 | Completed | 100% | $3.94 | $4.55 | 15.26% | Signal |
| 2008-12-05 | 2008-12-30 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2008-11-18 | 2008-12-05 | Completed | 100% | $4.09 | $3.80 | -6.95% | Stop |
| 2008-10-27 | 2008-11-18 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2008-10-13 | 2008-10-27 | Completed | 100% | $5.36 | $4.61 | -13.85% | Stop |
| 2008-09-19 | 2008-10-13 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2008-02-04 | 2008-09-19 | Completed | 100% | $6.33 | $6.61 | 4.44% | Stop |
| 2008-01-10 | 2008-02-04 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-11-30 | 2008-01-10 | Completed | 100% | $5.63 | $5.19 | -7.90% | Stop |
| 2007-11-07 | 2007-11-30 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2006-10-10 | 2007-11-07 | Completed | 100% | $5.56 | $5.30 | -4.66% | Stop |
| 2005-09-27 | 2006-10-10 | Interest | 100% | $1.00 | $1.05 | 4.92% | Interest Income |
| 2005-09-12 | 2005-09-27 | Completed | 100% | $4.08 | $3.95 | -3.28% | Signal |
| 2005-08-18 | 2005-09-12 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2004-08-02 | 2005-08-18 | Completed | 100% | $4.41 | $4.20 | -4.70% | Stop |
| 2004-07-09 | 2004-08-02 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2004-02-23 | 2004-07-09 | Completed | 100% | $4.45 | $4.21 | -5.49% | Stop |
| 2004-01-22 | 2004-02-23 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2004-01-20 | 2004-01-22 | Completed | 100% | $4.43 | $4.39 | -0.85% | Signal |
| 2003-09-08 | 2004-01-20 | Interest | 100% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2003-09-04 | 2003-09-08 | Completed | 100% | $4.14 | $3.90 | -5.85% | Stop |
| 2003-06-02 | 2003-09-04 | Interest | 100% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2003-03-05 | 2003-06-02 | Completed | 100% | $2.98 | $3.46 | 16.26% | Signal |
| 2003-02-10 | 2003-03-05 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2002-10-23 | 2003-02-10 | Completed | 100% | $3.82 | $3.19 | -16.37% | Stop |
| 2002-10-01 | 2002-10-23 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2002-08-06 | 2002-10-01 | Completed | 100% | $3.16 | $3.17 | 0.53% | Stop |
| 2002-07-15 | 2002-08-06 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2002-03-20 | 2002-07-15 | Completed | 100% | $3.68 | $3.47 | -5.68% | Stop |
| 2002-02-26 | 2002-03-20 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2001-10-10 | 2002-02-26 | Completed | 100% | $3.11 | $3.30 | 6.22% | Stop |
| 2001-09-18 | 2001-10-10 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2001-04-12 | 2001-09-18 | Completed | 100% | $2.62 | $2.79 | 6.49% | Stop |
| 2000-04-10 | 2001-04-12 | Interest | 100% | $1.00 | $1.06 | 5.69% | Interest Income |
| 2000-03-20 | 2000-04-10 | Completed | 100% | $1.77 | $2.07 | 17.21% | Signal |
| 2000-02-25 | 2000-03-20 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2000-02-15 | 2000-02-25 | Completed | 100% | $1.53 | $1.31 | -14.61% | Stop |
| 2000-01-24 | 2000-02-15 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1999-12-28 | 2000-01-24 | Completed | 100% | $1.83 | $1.54 | -15.99% | Stop |
| 1999-12-03 | 1999-12-28 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 1999-11-10 | 1999-12-03 | Completed | 100% | $2.16 | $1.88 | -12.77% | Stop |
| 1999-10-19 | 1999-11-10 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 1999-09-01 | 1999-10-19 | Completed | 100% | $2.67 | $2.54 | -4.72% | Stop |
| 1999-08-10 | 1999-09-01 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-06-01 | 1999-08-10 | Completed | 100% | $2.75 | $2.71 | -1.13% | Stop |
| 1999-05-07 | 1999-06-01 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1998-11-20 | 1999-05-07 | Completed | 100% | $2.13 | $2.79 | 30.96% | Stop |
| 1998-10-29 | 1998-11-20 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-09-24 | 1998-10-29 | Completed | 100% | $1.60 | $1.73 | 8.57% | Stop |
| 1998-09-01 | 1998-09-24 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-08-19 | 1998-09-01 | Completed | 100% | $2.38 | $2.10 | -11.96% | Stop |
| 1998-07-28 | 1998-08-19 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1998-01-15 | 1998-07-28 | Completed | 100% | $1.52 | $2.31 | 51.61% | Stop |
| 1997-12-22 | 1998-01-15 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1997-11-19 | 1997-12-22 | Completed | 100% | $1.60 | $1.47 | -7.99% | Stop |
| 1997-10-28 | 1997-11-19 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1997-02-21 | 1997-10-28 | Completed | 100% | $0.93 | $1.18 | 27.30% | Stop |
| 1997-01-29 | 1997-02-21 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1996-08-05 | 1997-01-29 | Completed | 100% | $0.70 | $0.90 | 28.52% | Stop |
| 1996-07-12 | 1996-08-05 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1996-04-17 | 1996-07-12 | Completed | 100% | $0.58 | $0.70 | 20.48% | Stop |
| 1994-07-08 | 1996-04-17 | Interest | 100% | $1.00 | $1.12 | 12.35% | Interest Income |
| 1994-05-11 | 1994-07-08 | Completed | 100% | $0.47 | $0.39 | -16.20% | Stop |
| 1994-04-18 | 1994-05-11 | Interest | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 1993-12-23 | 1994-04-18 | Completed | 100% | $0.61 | $0.51 | -15.91% | Stop |
| 1993-12-01 | 1993-12-23 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1993-10-01 | 1993-12-01 | Completed | 100% | $0.63 | $0.59 | -6.66% | Stop |
| 1993-09-09 | 1993-10-01 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1993-07-30 | 1993-09-09 | Completed | 100% | $0.56 | $0.52 | -6.93% | Stop |
| 1993-07-08 | 1993-07-30 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1993-05-19 | 1993-07-08 | Completed | 100% | $0.67 | $0.61 | -9.27% | Stop |
| 1993-04-27 | 1993-05-19 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1992-05-04 | 1993-04-27 | Completed | 100% | $0.32 | $0.58 | 77.52% | Stop |
| 1992-04-09 | 1992-05-04 | Interest | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 1991-11-14 | 1992-04-09 | Completed | 100% | $0.30 | $0.34 | 14.21% | Stop |
| 1991-10-23 | 1991-11-14 | Interest | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 1991-09-25 | 1991-10-23 | Completed | 100% | $0.34 | $0.29 | -14.71% | Stop |
| 1990-07-17 | 1991-09-25 | Interest | 100% | $1.00 | $1.10 | 9.96% | Interest Income |
| 1990-07-13 | 1990-07-17 | Completed | 100% | $0.31 | $0.30 | -5.34% | Stop |
| 1990-02-13 | 1990-07-13 | Interest | 100% | $1.00 | $1.03 | 3.47% | Interest Income |
| 1990-01-16 | 1990-02-13 | Completed | 100% | $0.27 | $0.26 | -2.77% | Signal |
| 1989-12-21 | 1990-01-16 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-11-16 | 1989-12-21 | Completed | 100% | $0.30 | $0.26 | -13.85% | Stop |
| 1989-10-25 | 1989-11-16 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-09-07 | 1989-10-25 | Completed | 100% | $0.37 | $0.32 | -14.47% | Stop |
| 1989-09-05 | 1989-09-07 | Interest | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
