Moving Average (50/200)
VXF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
VXF Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 8.40% | 11.10% | 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 | 0.48 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -27.91% | -58.04% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 72.7% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 0.9 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-07-14 | 2026-04-07 | OPEN | 100% | $194.05 | $209.23 | 7.82% | Mark-to-Market |
| 2025-06-13 | 2025-07-14 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-06-11 | 2025-06-13 | COMPLETED | 100% | $187.85 | $183.94 | -2.08% | Signal |
| 2025-04-08 | 2025-06-11 | INTEREST | 100% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2025-04-01 | 2025-04-08 | COMPLETED | 100% | $169.95 | $157.59 | -7.27% | Stop |
| 2025-03-10 | 2025-04-01 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-12-14 | 2025-03-10 | COMPLETED | 100% | $156.54 | $173.49 | 10.83% | Stop |
| 2023-10-26 | 2023-12-14 | INTEREST | 100% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2023-06-08 | 2023-10-26 | COMPLETED | 100% | $140.23 | $129.72 | -7.50% | Stop |
| 2023-05-03 | 2023-06-08 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2023-02-13 | 2023-05-03 | COMPLETED | 100% | $140.70 | $130.03 | -7.59% | Signal |
| 2023-01-20 | 2023-02-13 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-01-18 | 2023-01-20 | COMPLETED | 100% | $137.35 | $133.54 | -2.77% | Signal |
| 2022-01-19 | 2023-01-18 | INTEREST | 100% | $1.00 | $1.03 | 3.01% | Interest Income |
| 2020-07-16 | 2022-01-19 | COMPLETED | 100% | $114.15 | $160.65 | 40.73% | Stop |
| 2020-03-02 | 2020-07-16 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2019-04-04 | 2020-03-02 | COMPLETED | 100% | $107.42 | $107.69 | 0.25% | Stop |
| 2019-02-22 | 2019-04-04 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2019-02-20 | 2019-02-22 | COMPLETED | 100% | $106.48 | $106.60 | 0.11% | Signal |
| 2018-10-30 | 2019-02-20 | INTEREST | 100% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2016-05-16 | 2018-10-30 | COMPLETED | 100% | $72.44 | $97.32 | 34.34% | Stop |
| 2015-08-25 | 2016-05-16 | INTEREST | 100% | $1.00 | $1.01 | 1.46% | Interest Income |
| 2014-12-11 | 2015-08-25 | COMPLETED | 100% | $73.85 | $73.91 | 0.08% | Stop |
| 2014-11-14 | 2014-12-11 | INTEREST | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2012-02-09 | 2014-11-14 | COMPLETED | 100% | $48.52 | $74.52 | 53.61% | Signal |
| 2011-08-05 | 2012-02-09 | INTEREST | 100% | $1.00 | $1.01 | 1.04% | Interest Income |
| 2010-10-01 | 2011-08-05 | COMPLETED | 100% | $38.95 | $42.56 | 9.27% | Stop |
| 2010-08-23 | 2010-10-01 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2010-06-01 | 2010-08-23 | COMPLETED | 100% | $36.61 | $35.61 | -2.75% | Signal |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-11 | 2010-05-07 | COMPLETED | 100% | $28.60 | $37.38 | 30.72% | Stop |
| 2008-07-08 | 2009-06-11 | INTEREST | 100% | $1.00 | $1.03 | 3.03% | Interest Income |
| 2008-06-25 | 2008-07-08 | COMPLETED | 100% | $39.51 | $36.43 | -7.80% | Signal |
| 2007-12-17 | 2008-06-25 | INTEREST | 100% | $1.00 | $1.02 | 1.96% | Interest Income |
| 2007-10-19 | 2007-12-17 | COMPLETED | 100% | $43.83 | $40.74 | -7.04% | Signal |
| 2007-09-27 | 2007-10-19 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-10-25 | 2007-09-27 | COMPLETED | 100% | $38.09 | $43.19 | 13.39% | Signal |
| 2006-09-07 | 2006-10-25 | INTEREST | 100% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2006-09-05 | 2006-09-07 | COMPLETED | 100% | $36.26 | $35.62 | -1.75% | Signal |
| 2006-07-25 | 2006-09-05 | INTEREST | 100% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2004-10-29 | 2006-07-25 | COMPLETED | 100% | $28.03 | $34.79 | 24.09% | Signal |
| 2004-08-16 | 2004-10-29 | INTEREST | 100% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2003-05-07 | 2004-08-16 | COMPLETED | 100% | $19.88 | $25.12 | 26.36% | Signal |
| 2002-10-17 | 2003-05-07 | INTEREST | 100% | $1.00 | $1.02 | 2.14% | Interest Income |
Return Distribution Analysis
