Moving Average (50/200)
T
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-08
Trading Style:
Methodology:
T Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 10.32% | 11.72% | 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 | 0.57 | 0.45 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -40.19% | -63.88% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 67.1% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.2 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-03-20 | 2026-04-07 | OPEN | 100% | $27.84 | $28.04 | 0.72% | Mark-to-Market |
| 2026-02-10 | 2026-03-20 | INTEREST | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2026-02-06 | 2026-02-10 | COMPLETED | 100% | $27.26 | $27.08 | -0.66% | Signal |
| 2025-10-23 | 2026-02-06 | INTEREST | 100% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2023-12-18 | 2025-10-23 | COMPLETED | 100% | $14.79 | $25.38 | 71.64% | Stop |
| 2023-06-06 | 2023-12-18 | INTEREST | 100% | $1.00 | $1.02 | 2.26% | Interest Income |
| 2023-05-25 | 2023-06-06 | COMPLETED | 100% | $13.46 | $13.28 | -1.34% | Signal |
| 2023-05-03 | 2023-05-25 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-12-23 | 2023-05-03 | COMPLETED | 100% | $15.17 | $14.73 | -2.89% | Stop |
| 2022-08-25 | 2022-12-23 | INTEREST | 100% | $1.00 | $1.01 | 1.22% | Interest Income |
| 2022-05-18 | 2022-08-25 | COMPLETED | 100% | $16.60 | $14.80 | -10.82% | Stop |
| 2021-08-17 | 2022-05-18 | INTEREST | 100% | $1.00 | $1.01 | 1.40% | Interest Income |
| 2021-01-07 | 2021-08-17 | COMPLETED | 100% | $16.01 | $16.06 | 0.31% | Signal |
| 2020-12-14 | 2021-01-07 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-12-10 | 2020-12-14 | COMPLETED | 100% | $16.57 | $16.66 | 0.51% | Signal |
| 2020-04-02 | 2020-12-10 | INTEREST | 100% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2020-03-24 | 2020-04-02 | COMPLETED | 100% | $13.92 | $13.92 | -0.00% | Signal |
| 2020-03-02 | 2020-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-04-04 | 2020-03-02 | COMPLETED | 100% | $14.71 | $17.59 | 19.54% | Stop |
| 2019-01-10 | 2019-04-04 | INTEREST | 100% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2019-01-07 | 2019-01-10 | COMPLETED | 100% | $13.84 | $13.84 | -0.06% | Signal |
| 2018-04-27 | 2019-01-07 | INTEREST | 100% | $1.00 | $1.02 | 2.04% | Interest Income |
| 2018-01-25 | 2018-04-27 | COMPLETED | 100% | $15.76 | $14.34 | -8.96% | Stop |
| 2017-06-12 | 2018-01-25 | INTEREST | 100% | $1.00 | $1.01 | 1.44% | Interest Income |
| 2017-01-10 | 2017-06-12 | COMPLETED | 100% | $16.15 | $15.66 | -3.08% | Signal |
| 2016-11-30 | 2017-01-10 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2016-11-25 | 2016-11-30 | COMPLETED | 100% | $15.17 | $15.34 | 1.13% | Signal |
| 2016-10-27 | 2016-11-25 | INTEREST | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2015-11-23 | 2016-10-27 | COMPLETED | 100% | $12.33 | $14.32 | 16.12% | Stop |
| 2015-10-13 | 2015-11-23 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2015-05-19 | 2015-10-13 | COMPLETED | 100% | $12.29 | $12.16 | -1.06% | Signal |
| 2015-03-27 | 2015-05-19 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2015-03-05 | 2015-03-27 | COMPLETED | 100% | $11.84 | $11.42 | -3.54% | Signal |
| 2015-01-05 | 2015-03-05 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2014-04-22 | 2015-01-05 | COMPLETED | 100% | $11.87 | $11.52 | -2.89% | Signal |
| 2014-01-23 | 2014-04-22 | INTEREST | 100% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2013-12-06 | 2014-01-23 | COMPLETED | 100% | $10.96 | $10.73 | -2.09% | Signal |
| 2013-09-18 | 2013-12-06 | INTEREST | 100% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2013-03-04 | 2013-09-18 | COMPLETED | 100% | $10.87 | $10.83 | -0.33% | Signal |
| 2013-01-04 | 2013-03-04 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2011-12-07 | 2013-01-04 | COMPLETED | 100% | $8.07 | $10.42 | 29.15% | Signal |
| 2011-09-27 | 2011-12-07 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2010-08-11 | 2011-09-27 | COMPLETED | 100% | $6.71 | $7.80 | 16.34% | Signal |
| 2010-06-25 | 2010-08-11 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2009-08-24 | 2010-06-25 | COMPLETED | 100% | $6.05 | $6.18 | 2.06% | Signal |
| 2008-06-25 | 2009-08-24 | INTEREST | 100% | $1.00 | $1.04 | 3.90% | Interest Income |
| 2008-05-27 | 2008-06-25 | COMPLETED | 100% | $8.08 | $7.30 | -9.66% | Stop |
| 2008-01-15 | 2008-05-27 | INTEREST | 100% | $1.00 | $1.01 | 1.31% | Interest Income |
| 2005-08-08 | 2008-01-15 | COMPLETED | 100% | $4.40 | $7.83 | 77.72% | Signal |
| 2005-03-08 | 2005-08-08 | INTEREST | 100% | $1.00 | $1.02 | 1.76% | Interest Income |
| 2004-03-23 | 2005-03-08 | COMPLETED | 100% | $3.92 | $4.22 | 7.72% | Signal |
| 2004-03-01 | 2004-03-23 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2003-11-05 | 2004-03-01 | COMPLETED | 100% | $3.77 | $3.91 | 3.70% | Stop |
| 2003-09-18 | 2003-11-05 | INTEREST | 100% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2003-06-18 | 2003-09-18 | COMPLETED | 100% | $3.91 | $3.69 | -5.48% | Signal |
| 2001-10-24 | 2003-06-18 | INTEREST | 100% | $1.00 | $1.07 | 7.33% | Interest Income |
| 2001-10-10 | 2001-10-24 | COMPLETED | 100% | $6.55 | $5.50 | -16.04% | Stop |
| 2001-03-05 | 2001-10-10 | INTEREST | 100% | $1.00 | $1.03 | 2.97% | Interest Income |
| 2001-01-16 | 2001-03-05 | COMPLETED | 100% | $6.96 | $6.35 | -8.71% | Stop |
| 2000-12-20 | 2001-01-16 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2000-10-02 | 2000-12-20 | COMPLETED | 100% | $6.79 | $6.30 | -7.16% | Stop |
| 2000-08-22 | 2000-10-02 | INTEREST | 100% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2000-07-21 | 2000-08-22 | COMPLETED | 100% | $5.88 | $5.48 | -6.79% | Signal |
| 1999-10-01 | 2000-07-21 | INTEREST | 100% | $1.00 | $1.05 | 5.01% | Interest Income |
| 1999-09-23 | 1999-10-01 | COMPLETED | 100% | $6.58 | $6.80 | 3.28% | Signal |
| 1999-08-31 | 1999-09-23 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-03-02 | 1999-08-31 | COMPLETED | 100% | $6.80 | $6.62 | -2.55% | Stop |
| 1999-02-05 | 1999-03-02 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 1998-09-25 | 1999-02-05 | COMPLETED | 100% | $5.37 | $6.62 | 23.25% | Stop |
| 1998-09-02 | 1998-09-25 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-06-04 | 1998-09-02 | COMPLETED | 100% | $4.97 | $5.00 | 0.45% | Stop |
| 1998-05-12 | 1998-06-04 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1996-11-29 | 1998-05-12 | COMPLETED | 100% | $3.18 | $5.04 | 58.59% | Stop |
| 1996-04-24 | 1996-11-29 | INTEREST | 100% | $1.00 | $1.04 | 4.00% | Interest Income |
| 1996-04-04 | 1996-04-24 | COMPLETED | 100% | $2.94 | $3.00 | 1.91% | Signal |
| 1996-03-13 | 1996-04-04 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 1994-06-03 | 1996-03-13 | COMPLETED | 100% | $2.22 | $2.99 | 34.53% | Stop |
| 1994-04-26 | 1994-06-03 | INTEREST | 100% | $1.00 | $1.01 | 0.72% | Interest Income |
| 1994-04-22 | 1994-04-26 | COMPLETED | 100% | $2.38 | $2.35 | -1.13% | Signal |
| 1994-02-23 | 1994-04-22 | INTEREST | 100% | $1.00 | $1.01 | 1.05% | Interest Income |
| 1994-01-31 | 1994-02-23 | COMPLETED | 100% | $2.17 | $2.05 | -5.21% | Signal |
| 1994-01-07 | 1994-01-31 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1991-08-08 | 1994-01-07 | COMPLETED | 100% | $1.25 | $2.03 | 62.25% | Stop |
| 1991-06-13 | 1991-08-08 | INTEREST | 100% | $1.00 | $1.01 | 1.24% | Interest Income |
| 1990-11-26 | 1991-06-13 | COMPLETED | 100% | $1.15 | $1.14 | -0.53% | Signal |
| 1990-08-02 | 1990-11-26 | INTEREST | 100% | $1.00 | $1.03 | 2.69% | Interest Income |
| 1990-02-08 | 1990-08-02 | COMPLETED | 100% | $1.13 | $1.15 | 1.92% | Signal |
| 1990-01-17 | 1990-02-08 | INTEREST | 100% | $1.00 | $1.01 | 0.51% | Interest Income |
| 1988-06-15 | 1990-01-17 | COMPLETED | 100% | $0.71 | $1.17 | 64.26% | Stop |
| 1988-04-25 | 1988-06-15 | INTEREST | 100% | $1.00 | $1.01 | 1.10% | Interest Income |
| 1988-03-24 | 1988-04-25 | COMPLETED | 100% | $0.67 | $0.65 | -2.16% | Signal |
| 1987-12-15 | 1988-03-24 | INTEREST | 100% | $1.00 | $1.02 | 2.11% | Interest Income |
| 1987-11-11 | 1987-12-15 | COMPLETED | 100% | $0.65 | $0.61 | -6.73% | Signal |
| 1987-10-20 | 1987-11-11 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-05-08 | 1987-10-20 | COMPLETED | 100% | $0.63 | $0.58 | -8.61% | Stop |
| 1987-04-15 | 1987-05-08 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-09-06 | 1987-04-15 | COMPLETED | 100% | $0.28 | $0.59 | 110.20% | Stop |
| 1984-09-04 | 1984-09-06 | INTEREST | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
