Moving Average (50/200)
UNP
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
UNP Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 8.76% | 11.57% | 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 | 0.44 | 0.40 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -42.92% | -65.92% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 66.2% | 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 |
|---|---|---|---|---|---|---|---|
| 2025-11-28 | 2026-04-07 | OPEN | 100% | $228.39 | $246.11 | 7.76% | Mark-to-Market |
| 2025-10-02 | 2025-11-28 | INTEREST | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2025-09-26 | 2025-10-02 | COMPLETED | 100% | $229.47 | $232.85 | 1.47% | Signal |
| 2025-04-08 | 2025-09-26 | INTEREST | 100% | $1.00 | $1.02 | 2.00% | Interest Income |
| 2025-02-18 | 2025-04-08 | COMPLETED | 100% | $242.90 | $212.52 | -12.51% | Stop |
| 2024-12-20 | 2025-02-18 | INTEREST | 100% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2024-08-30 | 2024-12-20 | COMPLETED | 100% | $243.37 | $216.79 | -10.92% | Signal |
| 2024-07-22 | 2024-08-30 | INTEREST | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2023-10-25 | 2024-07-22 | COMPLETED | 100% | $192.69 | $233.29 | 21.07% | Signal |
| 2023-10-03 | 2023-10-25 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-07-18 | 2023-10-03 | COMPLETED | 100% | $196.84 | $190.89 | -3.03% | Stop |
| 2022-06-09 | 2023-07-18 | INTEREST | 100% | $1.00 | $1.04 | 3.88% | Interest Income |
| 2022-05-17 | 2022-06-09 | COMPLETED | 100% | $210.86 | $202.12 | -4.15% | Signal |
| 2022-04-25 | 2022-05-17 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2021-11-03 | 2022-04-25 | COMPLETED | 100% | $216.37 | $213.01 | -1.55% | Stop |
| 2021-10-05 | 2021-11-03 | INTEREST | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2020-11-19 | 2021-10-05 | COMPLETED | 100% | $179.38 | $185.07 | 3.17% | Signal |
| 2020-10-28 | 2020-11-19 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-07-02 | 2020-10-28 | COMPLETED | 100% | $149.03 | $155.63 | 4.43% | Stop |
| 2020-02-28 | 2020-07-02 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2019-11-29 | 2020-02-28 | COMPLETED | 100% | $153.75 | $135.79 | -11.68% | Stop |
| 2019-10-03 | 2019-11-29 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2019-01-16 | 2019-10-03 | COMPLETED | 100% | $130.26 | $132.04 | 1.36% | Stop |
| 2018-12-21 | 2019-01-16 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-11-19 | 2018-12-21 | COMPLETED | 100% | $127.42 | $114.30 | -10.30% | Stop |
| 2018-10-26 | 2018-11-19 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2017-09-29 | 2018-10-26 | COMPLETED | 100% | $96.16 | $121.24 | 26.08% | Stop |
| 2017-08-31 | 2017-09-29 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-05-19 | 2017-08-31 | COMPLETED | 100% | $65.30 | $87.36 | 33.79% | Signal |
| 2015-05-11 | 2016-05-19 | INTEREST | 100% | $1.00 | $1.02 | 2.16% | Interest Income |
| 2015-05-07 | 2015-05-11 | COMPLETED | 100% | $83.02 | $83.70 | 0.83% | Signal |
| 2015-04-15 | 2015-05-07 | INTEREST | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2011-12-08 | 2015-04-15 | COMPLETED | 100% | $37.44 | $86.02 | 129.78% | Stop |
| 2011-09-12 | 2011-12-08 | INTEREST | 100% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2011-08-30 | 2011-09-12 | COMPLETED | 100% | $32.98 | $30.55 | -7.36% | Signal |
| 2011-08-08 | 2011-08-30 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-16 | 2011-08-08 | COMPLETED | 100% | $26.54 | $32.33 | 21.83% | Stop |
| 2010-05-24 | 2010-06-16 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2009-11-25 | 2010-05-24 | COMPLETED | 100% | $22.77 | $24.57 | 7.92% | Stop |
| 2009-11-03 | 2009-11-25 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-30 | 2009-11-03 | COMPLETED | 100% | $18.33 | $20.30 | 10.76% | Stop |
| 2008-10-31 | 2009-06-30 | INTEREST | 100% | $1.00 | $1.02 | 1.96% | Interest Income |
| 2008-10-29 | 2008-10-31 | COMPLETED | 100% | $20.34 | $21.85 | 7.45% | Signal |
| 2008-10-07 | 2008-10-29 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2008-10-02 | 2008-10-07 | COMPLETED | 100% | $23.66 | $21.39 | -9.58% | Stop |
| 2008-09-10 | 2008-10-02 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2008-07-29 | 2008-09-10 | COMPLETED | 100% | $26.29 | $24.85 | -5.50% | Stop |
| 2008-07-07 | 2008-07-29 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2008-02-01 | 2008-07-07 | COMPLETED | 100% | $21.30 | $24.39 | 14.52% | Stop |
| 2008-01-09 | 2008-02-01 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-09-10 | 2008-01-09 | COMPLETED | 100% | $18.46 | $19.59 | 6.13% | Stop |
| 2007-08-16 | 2007-09-10 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2006-11-15 | 2007-08-16 | COMPLETED | 100% | $15.34 | $17.98 | 17.25% | Stop |
| 2006-08-28 | 2006-11-15 | INTEREST | 100% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2006-08-15 | 2006-08-28 | COMPLETED | 100% | $13.41 | $13.51 | 0.75% | Signal |
| 2006-07-24 | 2006-08-15 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2004-11-01 | 2006-07-24 | COMPLETED | 100% | $10.21 | $13.92 | 36.37% | Stop |
| 2004-04-06 | 2004-11-01 | INTEREST | 100% | $1.00 | $1.02 | 2.49% | Interest Income |
| 2003-05-28 | 2004-04-06 | COMPLETED | 100% | $9.24 | $9.38 | 1.44% | Stop |
| 2003-01-24 | 2003-05-28 | INTEREST | 100% | $1.00 | $1.01 | 1.28% | Interest Income |
| 2003-01-06 | 2003-01-24 | COMPLETED | 100% | $9.51 | $9.02 | -5.19% | Signal |
| 2002-10-29 | 2003-01-06 | INTEREST | 100% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2002-10-16 | 2002-10-29 | COMPLETED | 100% | $9.36 | $9.42 | 0.67% | Signal |
| 2002-09-24 | 2002-10-16 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2002-08-15 | 2002-09-24 | COMPLETED | 100% | $9.58 | $9.17 | -4.32% | Signal |
| 2002-07-24 | 2002-08-15 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2002-05-17 | 2002-07-24 | COMPLETED | 100% | $9.37 | $8.50 | -9.24% | Stop |
| 2002-04-25 | 2002-05-17 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2001-12-28 | 2002-04-25 | COMPLETED | 100% | $8.83 | $8.52 | -3.45% | Stop |
| 2001-11-12 | 2001-12-28 | INTEREST | 100% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2001-11-08 | 2001-11-12 | COMPLETED | 100% | $8.31 | $8.29 | -0.19% | Signal |
| 2001-09-18 | 2001-11-08 | INTEREST | 100% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2001-07-11 | 2001-09-18 | COMPLETED | 100% | $8.44 | $7.55 | -10.49% | Stop |
| 2001-06-18 | 2001-07-11 | INTEREST | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2000-11-07 | 2001-06-18 | COMPLETED | 100% | $7.36 | $7.87 | 6.88% | Stop |
| 2000-10-16 | 2000-11-07 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2000-08-30 | 2000-10-16 | COMPLETED | 100% | $6.11 | $6.08 | -0.41% | Signal |
| 1999-09-29 | 2000-08-30 | INTEREST | 100% | $1.00 | $1.06 | 5.72% | Interest Income |
| 1999-09-21 | 1999-09-29 | COMPLETED | 100% | $7.52 | $7.15 | -4.83% | Signal |
| 1999-08-27 | 1999-09-21 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-06-16 | 1999-08-27 | COMPLETED | 100% | $8.89 | $7.63 | -14.17% | Stop |
| 1999-05-24 | 1999-06-16 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1998-12-17 | 1999-05-24 | COMPLETED | 100% | $6.58 | $8.38 | 27.34% | Stop |
| 1997-10-30 | 1998-12-17 | INTEREST | 100% | $1.00 | $1.06 | 6.09% | Interest Income |
| 1997-10-22 | 1997-10-30 | COMPLETED | 100% | $9.23 | $8.95 | -3.11% | Signal |
| 1997-09-30 | 1997-10-22 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 1995-04-04 | 1997-09-30 | COMPLETED | 100% | $5.04 | $8.89 | 76.32% | Stop |
| 1995-02-23 | 1995-04-04 | INTEREST | 100% | $1.00 | $1.01 | 0.78% | Interest Income |
| 1995-02-21 | 1995-02-23 | COMPLETED | 100% | $4.74 | $4.72 | -0.47% | Signal |
| 1994-03-25 | 1995-02-21 | INTEREST | 100% | $1.00 | $1.07 | 6.71% | Interest Income |
| 1992-01-07 | 1994-03-25 | COMPLETED | 100% | $4.04 | $5.11 | 26.56% | Signal |
| 1991-12-12 | 1992-01-07 | INTEREST | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 1991-01-31 | 1991-12-12 | COMPLETED | 100% | $2.95 | $3.68 | 24.64% | Stop |
| 1990-10-08 | 1991-01-31 | INTEREST | 100% | $1.00 | $1.03 | 2.57% | Interest Income |
| 1990-08-07 | 1990-10-08 | COMPLETED | 100% | $2.96 | $2.67 | -9.64% | Signal |
| 1990-03-26 | 1990-08-07 | INTEREST | 100% | $1.00 | $1.03 | 3.10% | Interest Income |
| 1988-12-14 | 1990-03-26 | COMPLETED | 100% | $2.37 | $2.72 | 14.43% | Signal |
| 1988-08-23 | 1988-12-14 | INTEREST | 100% | $1.00 | $1.02 | 2.42% | Interest Income |
| 1988-05-04 | 1988-08-23 | COMPLETED | 100% | $2.42 | $2.10 | -13.21% | Stop |
| 1987-10-15 | 1988-05-04 | INTEREST | 100% | $1.00 | $1.04 | 4.30% | Interest Income |
| 1987-05-20 | 1987-10-15 | COMPLETED | 100% | $2.68 | $2.53 | -5.50% | Stop |
| 1987-04-28 | 1987-05-20 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-02-25 | 1987-04-28 | COMPLETED | 100% | $1.71 | $2.48 | 44.85% | Stop |
| 1986-01-31 | 1986-02-25 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-01-23 | 1986-01-31 | COMPLETED | 100% | $1.49 | $1.69 | 13.45% | Stop |
| 1983-11-22 | 1985-01-23 | INTEREST | 100% | $1.00 | $1.09 | 9.36% | Interest Income |
| 1983-08-31 | 1983-11-22 | COMPLETED | 100% | $1.73 | $1.62 | -6.55% | Stop |
| 1983-08-09 | 1983-08-31 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-02-16 | 1983-08-09 | COMPLETED | 100% | $1.53 | $1.59 | 3.79% | Stop |
| 1983-01-25 | 1983-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-12-17 | 1983-01-25 | COMPLETED | 100% | $1.34 | $1.45 | 8.26% | Stop |
| 1982-11-24 | 1982-12-17 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-10-11 | 1982-11-24 | COMPLETED | 100% | $1.39 | $1.28 | -7.98% | Stop |
| 1982-09-14 | 1982-10-11 | INTEREST | 100% | $1.00 | $1.01 | 0.58% | Interest Income |
| 1982-09-10 | 1982-09-14 | COMPLETED | 100% | $1.31 | $1.33 | 1.44% | Signal |
| 1981-05-21 | 1982-09-10 | INTEREST | 100% | $1.00 | $1.11 | 10.52% | Interest Income |
| 1981-05-14 | 1981-05-21 | COMPLETED | 100% | $1.67 | $1.61 | -3.43% | Signal |
| 1981-04-22 | 1981-05-14 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-03-05 | 1981-04-22 | COMPLETED | 100% | $2.05 | $1.79 | -12.72% | Stop |
| 1981-02-10 | 1981-03-05 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-01-02 | 1981-02-10 | COMPLETED | 100% | $2.24 | $1.86 | -16.98% | Stop |
| 1980-12-09 | 1981-01-02 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1980-10-15 | 1980-12-09 | COMPLETED | 100% | $1.69 | $2.17 | 28.20% | Stop |
| 1980-10-13 | 1980-10-15 | INTEREST | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
