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% | 18.62% | 18.65% | 14.21% | 16.83% | 13.79% | 17.95% |
| Sharpe Ratio | 1.24 | 1.24 | 0.97 | 0.77 | 0.71 | 0.60 | 0.57 | 0.50 |
| Max Drawdown | -10.13% | -10.13% | -16.92% | -27.68% | -22.86% | -42.55% | -40.55% | -64.59% |
| % Time Invested | 100.0% | 100.0% | 84.5% | 100.0% | 76.1% | 100.0% | 66.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.8 | 0.0 | 1.4 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2022-10-03 | Open | Open | 100% | $60.05 | $156.07 | 159.92% | Mark-to-Market |
| 2022-02-18 | 2022-10-03 | Interest | 100% | $1.00 | $1.02 | 1.74% | Interest Income |
| 2021-12-14 | 2022-02-18 | Completed | 100% | $68.30 | $61.42 | -10.07% | Stop |
| 2021-11-09 | 2021-12-14 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2021-10-29 | 2021-11-09 | Completed | 100% | $60.85 | $65.60 | 7.80% | Signal |
| 2021-10-07 | 2021-10-29 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-09-24 | 2021-10-07 | Completed | 100% | $48.68 | $60.67 | 24.63% | Stop |
| 2020-03-13 | 2020-09-24 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2019-03-26 | 2020-03-13 | Completed | 100% | $48.31 | $48.04 | -0.56% | Stop |
| 2019-01-14 | 2019-03-26 | Interest | 100% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2018-12-17 | 2019-01-14 | Completed | 100% | $40.72 | $42.81 | 5.12% | Signal |
| 2018-11-21 | 2018-12-17 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2018-01-09 | 2018-11-21 | Completed | 100% | $33.78 | $42.60 | 26.10% | Stop |
| 2017-06-23 | 2018-01-09 | Interest | 100% | $1.00 | $1.01 | 1.25% | Interest Income |
| 2017-03-09 | 2017-06-23 | Completed | 100% | $34.53 | $30.40 | -11.95% | Stop |
| 2017-02-14 | 2017-03-09 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2017-01-17 | 2017-02-14 | Completed | 100% | $33.41 | $33.84 | 1.30% | Signal |
| 2016-10-28 | 2017-01-17 | Interest | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2015-12-09 | 2016-10-28 | Completed | 100% | $30.62 | $32.08 | 4.75% | Signal |
| 2015-11-16 | 2015-12-09 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-10-09 | 2015-11-16 | Completed | 100% | $25.91 | $27.65 | 6.71% | Stop |
| 2014-05-21 | 2014-10-09 | Interest | 100% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2013-01-22 | 2014-05-21 | Completed | 100% | $18.70 | $23.13 | 23.69% | Stop |
| 2012-12-27 | 2013-01-22 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2010-08-12 | 2012-12-27 | Completed | 100% | $8.43 | $17.28 | 104.88% | Signal |
| 2010-07-21 | 2010-08-12 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2009-05-12 | 2010-07-21 | Completed | 100% | $5.78 | $8.58 | 48.35% | Stop |
| 2008-10-24 | 2009-05-12 | Interest | 100% | $1.00 | $1.02 | 1.56% | Interest Income |
| 2008-10-13 | 2008-10-24 | Completed | 100% | $5.36 | $4.59 | -14.30% | Signal |
| 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 |
| 2007-08-08 | 2007-11-07 | Completed | 100% | $5.61 | $5.30 | -5.57% | Stop |
| 2007-07-11 | 2007-08-08 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2007-07-09 | 2007-07-11 | Completed | 100% | $5.48 | $5.45 | -0.46% | Signal |
| 2007-04-20 | 2007-07-09 | Interest | 100% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2006-08-15 | 2007-04-20 | Completed | 100% | $5.16 | $5.63 | 9.11% | Signal |
| 2006-07-18 | 2006-08-15 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2006-01-10 | 2006-07-18 | Completed | 100% | $4.78 | $4.59 | -3.83% | Signal |
| 2005-05-24 | 2006-01-10 | Interest | 100% | $1.00 | $1.03 | 2.69% | Interest Income |
| 2004-12-08 | 2005-05-24 | Completed | 100% | $4.64 | $4.42 | -4.90% | Signal |
| 2004-08-20 | 2004-12-08 | Interest | 100% | $1.00 | $1.01 | 1.24% | Interest Income |
| 2004-08-02 | 2004-08-20 | Completed | 100% | $4.41 | $4.04 | -8.46% | Signal |
| 2004-07-09 | 2004-08-02 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2003-10-22 | 2004-07-09 | Completed | 100% | $3.90 | $4.21 | 7.98% | Stop |
| 2003-09-30 | 2003-10-22 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2003-08-18 | 2003-09-30 | Completed | 100% | $3.89 | $3.55 | -8.65% | Stop |
| 2003-07-25 | 2003-08-18 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2003-06-27 | 2003-07-25 | Completed | 100% | $3.52 | $3.73 | 6.25% | Signal |
| 2003-01-27 | 2003-06-27 | Interest | 100% | $1.00 | $1.02 | 1.55% | Interest Income |
| 2002-12-19 | 2003-01-27 | Completed | 100% | $3.73 | $3.53 | -5.61% | Signal |
| 2002-07-15 | 2002-12-19 | Interest | 100% | $1.00 | $1.02 | 1.79% | 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 |
| 2001-05-07 | 2001-09-18 | Completed | 100% | $2.94 | $2.79 | -5.19% | Stop |
| 2001-04-12 | 2001-05-07 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2000-12-08 | 2001-04-12 | Completed | 100% | $2.59 | $2.62 | 1.02% | Stop |
| 2000-11-15 | 2000-12-08 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2000-09-28 | 2000-11-15 | Completed | 100% | $1.99 | $2.29 | 14.94% | Stop |
| 1999-09-24 | 2000-09-28 | Interest | 100% | $1.00 | $1.06 | 6.27% | Interest Income |
| 1999-09-01 | 1999-09-24 | Completed | 100% | $2.67 | $2.52 | -5.58% | Signal |
| 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 |
| 1998-12-24 | 1999-05-07 | Completed | 100% | $2.53 | $2.79 | 10.02% | Stop |
| 1998-10-14 | 1998-12-24 | Interest | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
| 1998-09-24 | 1998-10-14 | Completed | 100% | $1.60 | $1.82 | 14.29% | Signal |
| 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 |
| 1995-10-20 | 1996-07-12 | Completed | 100% | $0.33 | $0.70 | 109.93% | Stop |
| 1995-09-15 | 1995-10-20 | Interest | 100% | $1.00 | $1.01 | 0.59% | Interest Income |
| 1995-08-02 | 1995-09-15 | Completed | 100% | $0.32 | $0.27 | -13.76% | Stop |
| 1994-02-02 | 1995-08-02 | Interest | 100% | $1.00 | $1.11 | 10.81% | Interest Income |
| 1994-01-31 | 1994-02-02 | Completed | 100% | $0.59 | $0.60 | 0.44% | Signal |
| 1993-12-28 | 1994-01-31 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 1993-11-17 | 1993-12-28 | Completed | 100% | $0.66 | $0.59 | -10.32% | Signal |
| 1993-08-30 | 1993-11-17 | Interest | 100% | $1.00 | $1.01 | 1.18% | Interest Income |
| 1993-07-30 | 1993-08-30 | Completed | 100% | $0.56 | $0.58 | 3.20% | Signal |
| 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 |
| 1992-03-02 | 1992-04-09 | Completed | 100% | $0.37 | $0.34 | -7.53% | Stop |
| 1991-10-23 | 1992-03-02 | Interest | 100% | $1.00 | $1.02 | 2.50% | Interest Income |
| 1991-10-01 | 1991-10-23 | Completed | 100% | $0.32 | $0.29 | -11.45% | Stop |
| 1991-09-09 | 1991-10-01 | Interest | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 1991-05-23 | 1991-09-09 | Completed | 100% | $0.36 | $0.35 | -2.17% | Stop |
| 1991-05-01 | 1991-05-23 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1991-03-07 | 1991-05-01 | Completed | 100% | $0.31 | $0.33 | 8.80% | Stop |
| 1990-07-17 | 1991-03-07 | Interest | 100% | $1.00 | $1.05 | 5.32% | Interest Income |
| 1990-07-13 | 1990-07-17 | Completed | 100% | $0.31 | $0.30 | -5.34% | Stop |
| 1989-09-05 | 1990-07-13 | Interest | 100% | $1.00 | $1.07 | 7.05% | Interest Income |
Return Distribution Analysis
