Moving Average (50/200)
TLT
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
TLT Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 2.26% | 3.12% | 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 | 0.21 | 0.21 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -27.16% | -48.35% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 57.5% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.3 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-09-16 | 2026-04-07 | OPEN | 100% | $87.81 | $86.64 | -1.33% | Mark-to-Market |
| 2024-12-17 | 2025-09-16 | INTEREST | 100% | $1.00 | $1.03 | 3.20% | Interest Income |
| 2024-06-26 | 2024-12-17 | COMPLETED | 100% | $86.25 | $85.37 | -1.02% | Signal |
| 2024-05-21 | 2024-06-26 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2024-01-30 | 2024-05-21 | COMPLETED | 100% | $86.83 | $84.53 | -2.66% | Signal |
| 2023-07-26 | 2024-01-30 | INTEREST | 100% | $1.00 | $1.02 | 2.19% | Interest Income |
| 2023-05-04 | 2023-07-26 | COMPLETED | 100% | $93.42 | $90.76 | -2.85% | Signal |
| 2022-02-16 | 2023-05-04 | INTEREST | 100% | $1.00 | $1.04 | 3.93% | Interest Income |
| 2021-08-17 | 2022-02-16 | COMPLETED | 100% | $127.06 | $116.90 | -7.99% | Signal |
| 2021-07-12 | 2021-08-17 | INTEREST | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2021-07-08 | 2021-07-12 | COMPLETED | 100% | $126.90 | $125.38 | -1.20% | Signal |
| 2020-11-16 | 2021-07-08 | INTEREST | 100% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2020-04-13 | 2020-11-16 | COMPLETED | 100% | $137.91 | $133.11 | -3.48% | Signal |
| 2020-03-19 | 2020-04-13 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-01-17 | 2020-03-19 | COMPLETED | 100% | $97.87 | $122.83 | 25.50% | Stop |
| 2018-12-13 | 2019-01-17 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2018-12-11 | 2018-12-13 | COMPLETED | 100% | $96.63 | $96.21 | -0.43% | Signal |
| 2018-09-28 | 2018-12-11 | INTEREST | 100% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-08-17 | 2018-09-28 | COMPLETED | 100% | $97.45 | $95.05 | -2.46% | Signal |
| 2018-02-20 | 2018-08-17 | INTEREST | 100% | $1.00 | $1.01 | 1.43% | Interest Income |
| 2017-06-29 | 2018-02-20 | COMPLETED | 100% | $97.65 | $93.94 | -3.79% | Signal |
| 2017-06-07 | 2017-06-29 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2017-06-05 | 2017-06-07 | COMPLETED | 100% | $97.56 | $97.82 | 0.27% | Signal |
| 2016-11-15 | 2017-06-05 | INTEREST | 100% | $1.00 | $1.01 | 1.30% | Interest Income |
| 2016-01-07 | 2016-11-15 | COMPLETED | 100% | $92.61 | $94.04 | 1.55% | Stop |
| 2015-12-07 | 2016-01-07 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2015-12-03 | 2015-12-07 | COMPLETED | 100% | $91.42 | $91.01 | -0.45% | Signal |
| 2015-06-10 | 2015-12-03 | INTEREST | 100% | $1.00 | $1.01 | 1.08% | Interest Income |
| 2014-03-06 | 2015-06-10 | COMPLETED | 100% | $76.69 | $86.20 | 12.41% | Stop |
| 2013-01-25 | 2014-03-06 | INTEREST | 100% | $1.00 | $1.03 | 2.71% | Interest Income |
| 2011-06-15 | 2013-01-25 | COMPLETED | 100% | $63.25 | $82.14 | 29.86% | Signal |
| 2010-12-16 | 2011-06-15 | INTEREST | 100% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2010-05-28 | 2010-12-16 | COMPLETED | 100% | $61.15 | $59.04 | -3.46% | Stop |
| 2009-12-14 | 2010-05-28 | INTEREST | 100% | $1.00 | $1.02 | 1.65% | Interest Income |
| 2009-11-24 | 2009-12-14 | COMPLETED | 100% | $59.05 | $57.52 | -2.59% | Signal |
| 2009-05-26 | 2009-11-24 | INTEREST | 100% | $1.00 | $1.02 | 1.77% | Interest Income |
| 2009-02-25 | 2009-05-26 | COMPLETED | 100% | $63.53 | $57.27 | -9.86% | Signal |
| 2009-02-02 | 2009-02-25 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2008-08-25 | 2009-02-02 | COMPLETED | 100% | $55.69 | $62.80 | 12.77% | Stop |
| 2008-07-22 | 2008-08-25 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2007-09-11 | 2008-07-22 | COMPLETED | 100% | $51.55 | $53.43 | 3.66% | Signal |
| 2007-06-13 | 2007-09-11 | INTEREST | 100% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2006-09-28 | 2007-06-13 | COMPLETED | 100% | $48.45 | $46.36 | -4.32% | Signal |
| 2006-09-06 | 2006-09-28 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-08-29 | 2006-09-06 | COMPLETED | 100% | $47.08 | $47.07 | -0.02% | Signal |
| 2006-07-19 | 2006-08-29 | INTEREST | 100% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2006-07-17 | 2006-07-19 | COMPLETED | 100% | $45.67 | $45.32 | -0.75% | Signal |
| 2006-03-16 | 2006-07-17 | INTEREST | 100% | $1.00 | $1.02 | 1.65% | Interest Income |
| 2006-02-14 | 2006-03-16 | COMPLETED | 100% | $47.41 | $46.84 | -1.20% | Signal |
| 2005-11-21 | 2006-02-14 | INTEREST | 100% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2004-09-01 | 2005-11-21 | COMPLETED | 100% | $43.34 | $47.07 | 8.61% | Signal |
| 2004-08-10 | 2004-09-01 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2004-08-06 | 2004-08-10 | COMPLETED | 100% | $42.53 | $42.45 | -0.17% | Signal |
| 2004-06-04 | 2004-08-06 | INTEREST | 100% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2004-01-26 | 2004-06-04 | COMPLETED | 100% | $41.79 | $40.06 | -4.14% | Signal |
| 2003-08-28 | 2004-01-26 | INTEREST | 100% | $1.00 | $1.02 | 1.71% | Interest Income |
| 2003-08-25 | 2003-08-28 | COMPLETED | 100% | $39.00 | $38.96 | -0.11% | Signal |
| 2003-08-01 | 2003-08-25 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2003-05-15 | 2003-08-01 | COMPLETED | 100% | $42.81 | $38.43 | -10.21% | Stop |
| 2003-05-13 | 2003-05-15 | INTEREST | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
