Moving Average (50/200)
TMO
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-08
Trading Style:
Methodology:

TMO Quality Metrics & KPI Summary

MetricStrategyBuy & HoldDescription
CAGR 10.24% 12.69% 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 0.46 0.38 A measure of risk-adjusted return. Higher indicates better return per unit of volatility.
Max Drawdown -56.18% -71.16% The maximum loss from a peak to a trough of a portfolio, before a new peak is attained.
% Time Invested 65.1% 100.0% The percentage of total simulation time where the strategy held a long position in the asset.
Trades / Year 1.5 0.0 The average number of trade executions per calendar year. Low turnover reduces slippage and tax drag.

Trade History

Entry DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
2026-03-03 2026-04-07 OPEN 100% $501.01 $489.50 -2.30% Mark-to-Market
2026-02-06 2026-03-03 INTEREST 100% $1.00 $1.00 0.25% Interest Income
2025-10-01 2026-02-06 COMPLETED 100% $486.15 $542.70 11.63% Stop
2025-08-20 2025-10-01 INTEREST 100% $1.00 $1.00 0.47% Interest Income
2025-08-18 2025-08-20 COMPLETED 100% $488.84 $497.46 1.76% Signal
2024-11-18 2025-08-18 INTEREST 100% $1.00 $1.03 3.20% Interest Income
2024-01-31 2024-11-18 COMPLETED 100% $559.24 $508.32 -9.11% Stop
2023-05-18 2024-01-31 INTEREST 100% $1.00 $1.03 2.90% Interest Income
2023-01-20 2023-05-18 COMPLETED 100% $581.21 $515.99 -11.22% Stop
2022-03-18 2023-01-20 INTEREST 100% $1.00 $1.03 2.72% Interest Income
2022-02-16 2022-03-18 COMPLETED 100% $545.72 $570.18 4.48% Signal
2022-01-25 2022-02-16 INTEREST 100% $1.00 $1.00 0.12% Interest Income
2021-03-29 2022-01-25 COMPLETED 100% $450.35 $561.74 24.73% Stop
2021-03-05 2021-03-29 INTEREST 100% $1.00 $1.00 0.10% Interest Income
2020-12-17 2021-03-05 COMPLETED 100% $451.93 $438.76 -2.91% Stop
2020-11-24 2020-12-17 INTEREST 100% $1.00 $1.00 0.06% Interest Income
2020-03-24 2020-11-24 COMPLETED 100% $259.43 $437.87 68.78% Stop
2020-03-02 2020-03-24 INTEREST 100% $1.00 $1.00 0.06% Interest Income
2019-01-18 2020-03-02 COMPLETED 100% $235.77 $286.26 21.42% Stop
2018-12-26 2019-01-18 INTEREST 100% $1.00 $1.00 0.17% Interest Income
2017-03-14 2018-12-26 COMPLETED 100% $154.64 $206.36 33.44% Stop
2017-02-17 2017-03-14 INTEREST 100% $1.00 $1.00 0.15% Interest Income
2017-02-15 2017-02-17 COMPLETED 100% $152.55 $153.65 0.72% Signal
2016-12-13 2017-02-15 INTEREST 100% $1.00 $1.00 0.42% Interest Income
2016-03-02 2016-12-13 COMPLETED 100% $130.90 $141.89 8.40% Signal
2016-02-08 2016-03-02 INTEREST 100% $1.00 $1.00 0.11% Interest Income
2015-12-07 2016-02-08 COMPLETED 100% $132.71 $118.19 -10.94% Stop
2015-10-02 2015-12-07 INTEREST 100% $1.00 $1.00 0.38% Interest Income
2015-09-17 2015-10-02 COMPLETED 100% $122.59 $116.40 -5.05% Signal
2015-08-25 2015-09-17 INTEREST 100% $1.00 $1.00 0.14% Interest Income
2014-12-09 2015-08-25 COMPLETED 100% $122.68 $120.61 -1.69% Stop
2014-11-12 2014-12-09 INTEREST 100% $1.00 $1.00 0.16% Interest Income
2012-08-06 2014-11-12 COMPLETED 100% $53.90 $113.81 111.15% Signal
2012-07-12 2012-08-06 INTEREST 100% $1.00 $1.00 0.10% Interest Income
2012-06-26 2012-07-12 COMPLETED 100% $47.41 $48.69 2.71% Signal
2012-06-04 2012-06-26 INTEREST 100% $1.00 $1.00 0.10% Interest Income
2012-03-16 2012-06-04 COMPLETED 100% $55.10 $46.55 -15.51% Stop
2011-09-12 2012-03-16 INTEREST 100% $1.00 $1.01 1.03% Interest Income
2011-08-26 2011-09-12 COMPLETED 100% $49.75 $47.08 -5.38% Signal
2011-08-04 2011-08-26 INTEREST 100% $1.00 $1.00 0.14% Interest Income
2010-11-26 2011-08-04 COMPLETED 100% $48.67 $52.81 8.51% Stop
2010-09-24 2010-11-26 INTEREST 100% $1.00 $1.00 0.45% Interest Income
2010-09-20 2010-09-24 COMPLETED 100% $44.93 $45.73 1.79% Signal
2010-08-12 2010-09-20 INTEREST 100% $1.00 $1.00 0.27% Interest Income
2010-07-27 2010-08-12 COMPLETED 100% $46.11 $41.99 -8.95% Signal
2010-07-02 2010-07-27 INTEREST 100% $1.00 $1.00 0.19% Interest Income
2009-07-02 2010-07-02 COMPLETED 100% $37.72 $45.63 20.97% Stop
2008-09-25 2009-07-02 INTEREST 100% $1.00 $1.02 2.38% Interest Income
2008-04-11 2008-09-25 COMPLETED 100% $52.30 $51.62 -1.30% Stop
2008-03-10 2008-04-11 INTEREST 100% $1.00 $1.00 0.31% Interest Income
2008-02-14 2008-03-10 COMPLETED 100% $54.28 $50.62 -6.73% Signal
2008-01-23 2008-02-14 INTEREST 100% $1.00 $1.00 0.23% Interest Income
2005-08-17 2008-01-23 COMPLETED 100% $27.13 $46.80 72.49% Stop
2005-03-17 2005-08-17 INTEREST 100% $1.00 $1.02 1.75% Interest Income
2004-11-19 2005-03-17 COMPLETED 100% $28.54 $24.79 -13.16% Signal
2004-08-27 2004-11-19 INTEREST 100% $1.00 $1.01 0.95% Interest Income
2004-08-18 2004-08-27 COMPLETED 100% $23.43 $25.27 7.83% Signal
2004-07-27 2004-08-18 INTEREST 100% $1.00 $1.00 0.27% Interest Income
2003-03-11 2004-07-27 COMPLETED 100% $16.80 $24.68 46.90% Stop
2003-02-14 2003-03-11 INTEREST 100% $1.00 $1.00 0.24% Interest Income
2002-12-04 2003-02-14 COMPLETED 100% $18.78 $16.65 -11.34% Stop
2002-04-30 2002-12-04 INTEREST 100% $1.00 $1.03 2.64% Interest Income
2002-03-01 2002-04-30 COMPLETED 100% $19.25 $17.98 -6.63% Signal
2002-02-06 2002-03-01 INTEREST 100% $1.00 $1.00 0.30% Interest Income
2001-12-14 2002-02-06 COMPLETED 100% $20.91 $19.86 -5.02% Stop
2001-11-21 2001-12-14 INTEREST 100% $1.00 $1.00 0.31% Interest Income
2001-11-19 2001-11-21 COMPLETED 100% $20.97 $20.95 -0.09% Signal
2001-04-16 2001-11-19 INTEREST 100% $1.00 $1.03 2.91% Interest Income
2001-04-05 2001-04-16 COMPLETED 100% $17.85 $17.32 -2.96% Signal
2001-03-14 2001-04-05 INTEREST 100% $1.00 $1.00 0.30% Interest Income
2001-02-02 2001-03-14 COMPLETED 100% $24.01 $20.35 -15.25% Stop
2001-01-10 2001-02-02 INTEREST 100% $1.00 $1.00 0.32% Interest Income
2000-08-18 2001-01-10 COMPLETED 100% $17.19 $21.50 25.02% Stop
2000-07-27 2000-08-18 INTEREST 100% $1.00 $1.00 0.36% Interest Income
2000-04-13 2000-07-27 COMPLETED 100% $16.18 $16.84 4.09% Stop
2000-03-22 2000-04-13 INTEREST 100% $1.00 $1.00 0.37% Interest Income
2000-03-08 2000-03-22 COMPLETED 100% $20.25 $16.89 -16.58% Stop
1999-09-27 2000-03-08 INTEREST 100% $1.00 $1.03 2.78% Interest Income
1999-08-25 1999-09-27 COMPLETED 100% $13.12 $11.04 -15.89% Stop
1999-08-03 1999-08-25 INTEREST 100% $1.00 $1.00 0.37% Interest Income
1999-06-08 1999-08-03 COMPLETED 100% $15.72 $13.89 -11.65% Stop
1998-05-21 1999-06-08 INTEREST 100% $1.00 $1.05 5.32% Interest Income
1998-04-09 1998-05-21 COMPLETED 100% $33.22 $29.25 -11.94% Signal
1998-03-18 1998-04-09 INTEREST 100% $1.00 $1.00 0.35% Interest Income
1997-11-20 1998-03-18 COMPLETED 100% $30.93 $30.32 -1.97% Stop
1997-10-29 1997-11-20 INTEREST 100% $1.00 $1.00 0.36% Interest Income
1997-08-04 1997-10-29 COMPLETED 100% $27.32 $30.32 10.99% Stop
1996-10-25 1997-08-04 INTEREST 100% $1.00 $1.05 4.97% Interest Income
1996-08-07 1996-10-25 COMPLETED 100% $31.44 $30.72 -2.27% Signal
1996-07-16 1996-08-07 INTEREST 100% $1.00 $1.00 0.42% Interest Income
1994-08-26 1996-07-16 COMPLETED 100% $15.73 $28.28 79.76% Stop
1994-04-05 1994-08-26 INTEREST 100% $1.00 $1.03 2.78% Interest Income
1992-11-10 1994-04-05 COMPLETED 100% $10.76 $14.11 31.06% Stop
1992-05-04 1992-11-10 INTEREST 100% $1.00 $1.04 3.55% Interest Income
1992-04-15 1992-05-04 COMPLETED 100% $10.49 $10.07 -4.01% Signal
1992-03-24 1992-04-15 INTEREST 100% $1.00 $1.00 0.46% Interest Income
1991-01-24 1992-03-24 COMPLETED 100% $6.98 $9.77 40.09% Stop
1990-07-17 1991-01-24 INTEREST 100% $1.00 $1.04 4.40% Interest Income
1989-11-07 1990-07-17 COMPLETED 100% $7.79 $7.46 -4.25% Signal
1989-10-16 1989-11-07 INTEREST 100% $1.00 $1.00 0.49% Interest Income
1988-12-12 1989-10-16 COMPLETED 100% $4.27 $7.16 67.61% Stop
1988-11-17 1988-12-12 INTEREST 100% $1.00 $1.00 0.49% Interest Income
1988-07-01 1988-11-17 COMPLETED 100% $4.33 $3.97 -8.33% Stop
1987-10-09 1988-07-01 INTEREST 100% $1.00 $1.06 5.74% Interest Income
1987-04-23 1987-10-09 COMPLETED 100% $5.29 $5.44 2.84% Stop
1987-03-31 1987-04-23 INTEREST 100% $1.00 $1.00 0.49% Interest Income
1987-02-13 1987-03-31 COMPLETED 100% $5.92 $5.89 -0.51% Stop
1986-10-28 1987-02-13 INTEREST 100% $1.00 $1.02 2.30% Interest Income
1986-10-02 1986-10-28 COMPLETED 100% $4.55 $4.33 -4.85% Signal
1986-09-10 1986-10-02 INTEREST 100% $1.00 $1.00 0.49% Interest Income
1986-05-23 1986-09-10 COMPLETED 100% $4.81 $4.55 -5.42% Stop
1986-05-01 1986-05-23 INTEREST 100% $1.00 $1.00 0.49% Interest Income
1986-01-17 1986-05-01 COMPLETED 100% $3.57 $4.53 26.97% Stop
1985-12-24 1986-01-17 INTEREST 100% $1.00 $1.00 0.49% Interest Income
1985-10-14 1985-12-24 COMPLETED 100% $3.31 $3.19 -3.64% Stop
1985-09-19 1985-10-14 INTEREST 100% $1.00 $1.00 0.49% Interest Income
1985-04-09 1985-09-19 COMPLETED 100% $2.46 $3.17 28.80% Stop
1985-03-15 1985-04-09 INTEREST 100% $1.00 $1.00 0.49% Interest Income
1984-12-12 1985-03-15 COMPLETED 100% $1.87 $2.34 25.00% Stop
1984-11-19 1984-12-12 INTEREST 100% $1.00 $1.00 0.49% Interest Income
1984-09-14 1984-11-19 COMPLETED 100% $2.06 $1.86 -9.74% Stop
1984-03-15 1984-09-14 INTEREST 100% $1.00 $1.04 3.93% Interest Income
1984-02-28 1984-03-15 COMPLETED 100% $1.92 $1.80 -6.25% Signal
1984-02-03 1984-02-28 INTEREST 100% $1.00 $1.00 0.49% Interest Income
1984-01-09 1984-02-03 COMPLETED 100% $2.35 $2.00 -14.77% Stop
1983-11-03 1984-01-09 INTEREST 100% $1.00 $1.01 1.34% Interest Income
1983-10-06 1983-11-03 COMPLETED 100% $1.84 $1.61 -12.14% Stop
1983-09-14 1983-10-06 INTEREST 100% $1.00 $1.00 0.49% Interest Income
1983-06-07 1983-09-14 COMPLETED 100% $2.09 $1.96 -6.38% Stop
1983-05-13 1983-06-07 INTEREST 100% $1.00 $1.00 0.49% Interest Income
1983-01-07 1983-05-13 COMPLETED 100% $1.31 $1.87 42.86% Stop
1982-12-15 1983-01-07 INTEREST 100% $1.00 $1.00 0.49% Interest Income
1982-11-08 1982-12-15 COMPLETED 100% $1.37 $1.16 -15.58% Stop
1981-06-23 1982-11-08 INTEREST 100% $1.00 $1.11 11.16% Interest Income
1981-06-10 1981-06-23 COMPLETED 100% $2.17 $2.12 -2.46% Signal
1981-05-18 1981-06-10 INTEREST 100% $1.00 $1.00 0.49% Interest Income
1981-03-18 1981-05-18 COMPLETED 100% $2.43 $2.35 -3.30% Stop
1981-02-11 1981-03-18 INTEREST 100% $1.00 $1.01 0.73% Interest Income
1980-12-31 1981-02-11 COMPLETED 100% $2.19 $2.17 -0.81% Signal
1980-12-29 1980-12-31 INTEREST 100% $1.00 $1.00 0.03% Interest Income

Return Distribution Analysis

Return Distribution
--- ### Disclaimer **For Educational Purposes Only:** All content on this site, including articles, tools, and simulations, is for informational and educational purposes only. It should not be construed as financial, investment, legal, or tax advice. The information provided is general in nature and not tailored to any individual's specific circumstances. **Software Development Has Inherent Risks:** The software used to perform the analyses may have errors or inaccuracies. When we post updates to any material, errors or inaccuracies that are subsequently fixed may change the results. **No Guarantees & Risk of Loss:** The analyses and simulations presented are based on historical data. Past performance is not an indicator or guarantee of future results. All investing involves risk, including the possible loss of principal. Market conditions are subject to change, and the future may not resemble the past. **No Fiduciary Relationship:** Your use of this information does not create a fiduciary or professional advisory relationship. We are not acting as your financial advisor. **Consult a Professional:** You should always conduct your own research and due diligence. Before making any financial decisions, it is essential to consult with a qualified and licensed financial professional who can assess your individual situation and objectives. We disclaim any liability for actions taken or not taken based on the content of this site. \* Nobody associated with Algorithmic Fire LLC has any credential(s) or affiliation(s) with any licensing or regulatory bodies, including but not limited to: Securities and Exchange Commission (SEC), Financial Industry Regulatory Authority (FINRA). Copyright 2025-2026 Algorithmic Fire LLC. All rights reserved.