Moving Average (50/200)
VGT
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
VGT Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 10.11% | 14.67% | 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 | 0.60 | 0.60 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -30.34% | -54.63% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 75.2% | 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 |
|---|---|---|---|---|---|---|---|
| 2025-07-01 | 2026-03-30 | COMPLETED | 100% | $658.74 | $687.50 | 4.37% | Stop |
| 2025-04-07 | 2025-07-01 | INTEREST | 100% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2025-04-02 | 2025-04-07 | COMPLETED | 100% | $536.74 | $455.51 | -15.13% | Signal |
| 2025-03-11 | 2025-04-02 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-28 | 2025-03-11 | COMPLETED | 100% | $571.59 | $544.94 | -4.66% | Stop |
| 2024-08-06 | 2024-08-28 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2023-02-22 | 2024-08-06 | COMPLETED | 100% | $345.55 | $515.48 | 49.17% | Stop |
| 2023-01-20 | 2023-02-22 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2023-01-18 | 2023-01-20 | COMPLETED | 100% | $333.07 | $324.60 | -2.54% | Signal |
| 2022-03-11 | 2023-01-18 | INTEREST | 100% | $1.00 | $1.03 | 2.74% | Interest Income |
| 2022-02-16 | 2022-03-11 | COMPLETED | 100% | $402.81 | $375.77 | -6.71% | Signal |
| 2022-01-25 | 2022-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-06-01 | 2022-01-25 | COMPLETED | 100% | $249.29 | $386.25 | 54.94% | Stop |
| 2020-04-24 | 2020-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-03-24 | 2020-04-24 | COMPLETED | 100% | $189.09 | $220.78 | 16.75% | Signal |
| 2020-03-02 | 2020-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-04-12 | 2020-03-02 | COMPLETED | 100% | $196.94 | $228.65 | 16.10% | Stop |
| 2019-03-21 | 2019-04-12 | INTEREST | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2019-03-19 | 2019-03-21 | COMPLETED | 100% | $189.13 | $188.15 | -0.52% | Signal |
| 2019-02-22 | 2019-03-19 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2019-02-20 | 2019-02-22 | COMPLETED | 100% | $179.37 | $180.21 | 0.47% | Signal |
| 2018-11-21 | 2019-02-20 | INTEREST | 100% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2016-04-22 | 2018-11-21 | COMPLETED | 100% | $98.64 | $164.07 | 66.33% | Stop |
| 2016-03-24 | 2016-04-22 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2016-03-22 | 2016-03-24 | COMPLETED | 100% | $98.06 | $97.40 | -0.68% | Signal |
| 2016-01-21 | 2016-03-22 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2015-11-24 | 2016-01-21 | COMPLETED | 100% | $100.40 | $88.90 | -11.45% | Stop |
| 2015-10-14 | 2015-11-24 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2015-10-09 | 2015-10-14 | COMPLETED | 100% | $95.18 | $95.00 | -0.19% | Signal |
| 2015-08-25 | 2015-10-09 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2013-01-31 | 2015-08-25 | COMPLETED | 100% | $62.76 | $87.82 | 39.93% | Stop |
| 2012-12-03 | 2013-01-31 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2011-12-14 | 2012-12-03 | COMPLETED | 100% | $53.68 | $61.61 | 14.78% | Signal |
| 2011-08-05 | 2011-12-14 | INTEREST | 100% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2010-11-11 | 2011-08-05 | COMPLETED | 100% | $51.87 | $52.41 | 1.04% | Signal |
| 2010-10-20 | 2010-11-11 | INTEREST | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2010-10-18 | 2010-10-20 | COMPLETED | 100% | $50.47 | $49.89 | -1.15% | Signal |
| 2010-07-09 | 2010-10-18 | INTEREST | 100% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2010-06-01 | 2010-07-09 | COMPLETED | 100% | $45.30 | $44.55 | -1.66% | Signal |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-01 | 2010-05-07 | COMPLETED | 100% | $35.73 | $46.60 | 30.42% | Stop |
| 2008-01-09 | 2009-06-01 | INTEREST | 100% | $1.00 | $1.05 | 4.80% | Interest Income |
| 2006-10-20 | 2008-01-09 | COMPLETED | 100% | $43.21 | $46.33 | 7.22% | Stop |
| 2006-09-21 | 2006-10-20 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2006-09-19 | 2006-09-21 | COMPLETED | 100% | $41.60 | $42.05 | 1.08% | Signal |
| 2006-06-14 | 2006-09-19 | INTEREST | 100% | $1.00 | $1.01 | 1.30% | Interest Income |
| 2005-07-12 | 2006-06-14 | COMPLETED | 100% | $39.08 | $37.66 | -3.64% | Stop |
| 2005-05-26 | 2005-07-12 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2005-05-24 | 2005-05-26 | COMPLETED | 100% | $37.80 | $38.10 | 0.81% | Signal |
| 2005-05-02 | 2005-05-24 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2004-12-03 | 2005-05-02 | COMPLETED | 100% | $40.18 | $35.30 | -12.14% | Signal |
| 2004-11-11 | 2004-12-03 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
Return Distribution Analysis
