Moving Average (50/200)
WFC
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
WFC Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 6.56% | 12.16% | 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 | 0.31 | 0.35 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -52.39% | -79.01% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 63.4% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.6 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-03-24 | 2026-04-07 | OPEN | 100% | $77.63 | $81.75 | 5.31% | Mark-to-Market |
| 2026-03-02 | 2026-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-04-30 | 2026-03-02 | COMPLETED | 100% | $68.19 | $79.15 | 16.07% | Stop |
| 2025-04-07 | 2025-04-30 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-01 | 2025-04-07 | COMPLETED | 100% | $69.33 | $59.40 | -14.33% | Stop |
| 2025-03-10 | 2025-04-01 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-10-31 | 2025-03-10 | COMPLETED | 100% | $63.04 | $68.07 | 7.98% | Stop |
| 2024-10-09 | 2024-10-31 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2024-08-27 | 2024-10-09 | COMPLETED | 100% | $54.92 | $55.51 | 1.08% | Signal |
| 2024-08-05 | 2024-08-27 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2023-12-04 | 2024-08-05 | COMPLETED | 100% | $42.42 | $49.30 | 16.21% | Stop |
| 2023-10-04 | 2023-12-04 | INTEREST | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2023-07-31 | 2023-10-04 | COMPLETED | 100% | $43.24 | $36.22 | -16.25% | Stop |
| 2023-04-12 | 2023-07-31 | INTEREST | 100% | $1.00 | $1.01 | 1.08% | Interest Income |
| 2023-04-03 | 2023-04-12 | COMPLETED | 100% | $34.74 | $36.50 | 5.06% | Signal |
| 2023-03-10 | 2023-04-03 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-12-05 | 2023-03-10 | COMPLETED | 100% | $42.05 | $37.57 | -10.64% | Stop |
| 2022-04-26 | 2022-12-05 | INTEREST | 100% | $1.00 | $1.02 | 2.01% | Interest Income |
| 2022-03-24 | 2022-04-26 | COMPLETED | 100% | $46.69 | $40.78 | -12.67% | Stop |
| 2022-03-02 | 2022-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2021-09-27 | 2022-03-02 | COMPLETED | 100% | $43.32 | $46.34 | 6.96% | Stop |
| 2021-09-02 | 2021-09-27 | INTEREST | 100% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-12-28 | 2021-09-02 | COMPLETED | 100% | $26.68 | $39.12 | 46.63% | Stop |
| 2020-02-26 | 2020-12-28 | INTEREST | 100% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2019-09-27 | 2020-02-26 | COMPLETED | 100% | $42.56 | $39.19 | -7.93% | Stop |
| 2018-10-22 | 2019-09-27 | INTEREST | 100% | $1.00 | $1.02 | 2.24% | Interest Income |
| 2018-08-15 | 2018-10-22 | COMPLETED | 100% | $46.90 | $43.15 | -7.99% | Signal |
| 2018-04-18 | 2018-08-15 | INTEREST | 100% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2018-03-06 | 2018-04-18 | COMPLETED | 100% | $46.24 | $40.68 | -12.01% | Signal |
| 2018-02-09 | 2018-03-06 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2017-11-15 | 2018-02-09 | COMPLETED | 100% | $42.71 | $44.98 | 5.30% | Stop |
| 2017-08-14 | 2017-11-15 | INTEREST | 100% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2016-12-07 | 2017-08-14 | COMPLETED | 100% | $43.02 | $41.42 | -3.72% | Signal |
| 2016-01-14 | 2016-12-07 | INTEREST | 100% | $1.00 | $1.02 | 1.60% | Interest Income |
| 2015-12-23 | 2016-01-14 | COMPLETED | 100% | $40.97 | $37.58 | -8.28% | Signal |
| 2015-10-01 | 2015-12-23 | INTEREST | 100% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2015-09-17 | 2015-10-01 | COMPLETED | 100% | $40.02 | $38.39 | -4.08% | Signal |
| 2015-08-25 | 2015-09-17 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-01-20 | 2015-08-25 | COMPLETED | 100% | $20.26 | $39.91 | 96.93% | Stop |
| 2011-06-13 | 2012-01-20 | INTEREST | 100% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2011-05-16 | 2011-06-13 | COMPLETED | 100% | $18.54 | $17.75 | -4.24% | Signal |
| 2011-04-21 | 2011-05-16 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2010-12-30 | 2011-04-21 | COMPLETED | 100% | $20.52 | $19.22 | -6.35% | Stop |
| 2010-07-15 | 2010-12-30 | INTEREST | 100% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2010-06-15 | 2010-07-15 | COMPLETED | 100% | $18.17 | $18.35 | 0.94% | Signal |
| 2010-05-21 | 2010-06-15 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2009-12-01 | 2010-05-21 | COMPLETED | 100% | $18.48 | $18.48 | -0.03% | Stop |
| 2009-11-06 | 2009-12-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-26 | 2009-11-06 | COMPLETED | 100% | $15.53 | $17.54 | 12.97% | Stop |
| 2008-12-12 | 2009-06-26 | INTEREST | 100% | $1.00 | $1.02 | 1.55% | Interest Income |
| 2008-12-02 | 2008-12-12 | COMPLETED | 100% | $15.49 | $15.92 | 2.77% | Stop |
| 2008-11-07 | 2008-12-02 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2008-10-21 | 2008-11-07 | COMPLETED | 100% | $20.04 | $17.56 | -12.39% | Stop |
| 2008-09-29 | 2008-10-21 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2008-09-15 | 2008-09-29 | COMPLETED | 100% | $20.73 | $22.84 | 10.19% | Stop |
| 2007-11-06 | 2008-09-15 | INTEREST | 100% | $1.00 | $1.03 | 3.29% | Interest Income |
| 2007-09-04 | 2007-11-06 | COMPLETED | 100% | $22.23 | $19.50 | -12.28% | Stop |
| 2007-08-09 | 2007-09-04 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2007-05-25 | 2007-08-09 | COMPLETED | 100% | $21.79 | $20.66 | -5.17% | Signal |
| 2007-04-10 | 2007-05-25 | INTEREST | 100% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2005-11-23 | 2007-04-10 | COMPLETED | 100% | $18.34 | $20.61 | 12.40% | Signal |
| 2005-10-06 | 2005-11-23 | INTEREST | 100% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2005-06-10 | 2005-10-06 | COMPLETED | 100% | $17.40 | $16.48 | -5.30% | Signal |
| 2005-05-18 | 2005-06-10 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2003-06-02 | 2005-05-18 | COMPLETED | 100% | $12.87 | $17.23 | 33.87% | Signal |
| 2002-11-08 | 2003-06-02 | INTEREST | 100% | $1.00 | $1.02 | 2.13% | Interest Income |
| 2002-10-29 | 2002-11-08 | COMPLETED | 100% | $13.14 | $12.31 | -6.26% | Signal |
| 2002-10-07 | 2002-10-29 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2002-08-13 | 2002-10-07 | COMPLETED | 100% | $13.18 | $11.49 | -12.81% | Stop |
| 2002-07-22 | 2002-08-13 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2002-02-13 | 2002-07-22 | COMPLETED | 100% | $11.99 | $11.53 | -3.90% | Stop |
| 2001-10-05 | 2002-02-13 | INTEREST | 100% | $1.00 | $1.02 | 1.69% | Interest Income |
| 2001-10-03 | 2001-10-05 | COMPLETED | 100% | $11.35 | $11.33 | -0.22% | Signal |
| 2001-05-22 | 2001-10-03 | INTEREST | 100% | $1.00 | $1.02 | 1.77% | Interest Income |
| 2001-03-19 | 2001-05-22 | COMPLETED | 100% | $11.99 | $11.64 | -2.89% | Signal |
| 2001-02-23 | 2001-03-19 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2000-11-10 | 2001-02-23 | COMPLETED | 100% | $11.99 | $12.10 | 0.92% | Stop |
| 2000-10-19 | 2000-11-10 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-07-12 | 2000-10-19 | COMPLETED | 100% | $10.81 | $10.37 | -4.08% | Stop |
| 2000-06-19 | 2000-07-12 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2000-06-12 | 2000-06-19 | COMPLETED | 100% | $10.85 | $9.50 | -12.43% | Stop |
| 2000-05-18 | 2000-06-12 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2000-05-16 | 2000-05-18 | COMPLETED | 100% | $11.16 | $10.68 | -4.31% | Signal |
| 2000-02-01 | 2000-05-16 | INTEREST | 100% | $1.00 | $1.02 | 1.78% | Interest Income |
| 2000-01-11 | 2000-02-01 | COMPLETED | 100% | $9.28 | $9.82 | 5.79% | Signal |
| 1999-12-17 | 2000-01-11 | INTEREST | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1999-10-13 | 1999-12-17 | COMPLETED | 100% | $10.13 | $9.68 | -4.42% | Stop |
| 1999-09-21 | 1999-10-13 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-08-26 | 1999-09-21 | COMPLETED | 100% | $10.66 | $9.07 | -14.90% | Stop |
| 1999-08-04 | 1999-08-26 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-02-25 | 1999-08-04 | COMPLETED | 100% | $8.65 | $9.55 | 10.33% | Stop |
| 1999-02-02 | 1999-02-25 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 1998-12-21 | 1999-02-02 | COMPLETED | 100% | $9.31 | $8.39 | -9.85% | Stop |
| 1998-10-26 | 1998-12-21 | INTEREST | 100% | $1.00 | $1.01 | 0.72% | Interest Income |
| 1998-10-22 | 1998-10-26 | COMPLETED | 100% | $8.97 | $8.86 | -1.17% | Signal |
| 1998-07-30 | 1998-10-22 | INTEREST | 100% | $1.00 | $1.01 | 1.14% | Interest Income |
| 1998-07-01 | 1998-07-30 | COMPLETED | 100% | $8.98 | $8.69 | -3.15% | Signal |
| 1998-06-09 | 1998-07-01 | INTEREST | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1997-05-06 | 1998-06-09 | COMPLETED | 100% | $5.99 | $8.71 | 45.45% | Stop |
| 1997-04-14 | 1997-05-06 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1995-03-23 | 1997-04-14 | COMPLETED | 100% | $2.72 | $5.22 | 91.45% | Stop |
| 1994-11-02 | 1995-03-23 | INTEREST | 100% | $1.00 | $1.03 | 2.89% | Interest Income |
| 1994-10-27 | 1994-11-02 | COMPLETED | 100% | $2.56 | $2.66 | 4.03% | Signal |
| 1994-10-05 | 1994-10-27 | INTEREST | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 1994-05-20 | 1994-10-05 | COMPLETED | 100% | $2.77 | $2.57 | -7.07% | Stop |
| 1993-12-07 | 1994-05-20 | INTEREST | 100% | $1.00 | $1.03 | 2.81% | Interest Income |
| 1993-11-30 | 1993-12-07 | COMPLETED | 100% | $2.42 | $2.42 | -0.00% | Signal |
| 1993-11-05 | 1993-11-30 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1993-06-29 | 1993-11-05 | COMPLETED | 100% | $2.81 | $2.48 | -11.85% | Stop |
| 1993-06-07 | 1993-06-29 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1991-12-24 | 1993-06-07 | COMPLETED | 100% | $1.75 | $2.47 | 41.04% | Stop |
| 1991-12-02 | 1991-12-24 | INTEREST | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 1991-01-08 | 1991-12-02 | COMPLETED | 100% | $0.95 | $1.47 | 54.84% | Stop |
| 1990-08-06 | 1991-01-08 | INTEREST | 100% | $1.00 | $1.04 | 3.55% | Interest Income |
| 1990-06-21 | 1990-08-06 | COMPLETED | 100% | $1.01 | $0.86 | -15.35% | Stop |
| 1990-05-11 | 1990-06-21 | INTEREST | 100% | $1.00 | $1.01 | 0.92% | Interest Income |
| 1990-05-09 | 1990-05-11 | COMPLETED | 100% | $0.92 | $0.94 | 1.92% | Signal |
| 1990-02-06 | 1990-05-09 | INTEREST | 100% | $1.00 | $1.02 | 2.13% | Interest Income |
| 1990-01-10 | 1990-02-06 | COMPLETED | 100% | $0.97 | $0.93 | -4.42% | Signal |
| 1989-12-15 | 1990-01-10 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-03-02 | 1989-12-15 | COMPLETED | 100% | $0.63 | $0.93 | 47.84% | Stop |
| 1987-11-23 | 1988-03-02 | INTEREST | 100% | $1.00 | $1.02 | 2.08% | Interest Income |
| 1987-11-11 | 1987-11-23 | COMPLETED | 100% | $0.49 | $0.51 | 3.23% | 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% | $0.52 | $0.54 | 3.42% | Stop |
| 1987-04-15 | 1987-05-08 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-12-15 | 1987-04-15 | COMPLETED | 100% | $0.52 | $0.48 | -7.47% | Stop |
| 1986-11-20 | 1986-12-15 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-10-07 | 1986-11-20 | COMPLETED | 100% | $0.47 | $0.49 | 5.21% | Signal |
| 1986-09-15 | 1986-10-07 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-12-10 | 1986-09-15 | COMPLETED | 100% | $0.37 | $0.47 | 27.26% | Stop |
| 1985-11-15 | 1985-12-10 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-11-13 | 1985-11-15 | COMPLETED | 100% | $0.35 | $0.34 | -0.92% | Signal |
| 1985-10-15 | 1985-11-13 | INTEREST | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 1985-10-07 | 1985-10-15 | COMPLETED | 100% | $0.30 | $0.30 | -1.05% | Signal |
| 1985-09-12 | 1985-10-07 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-02-28 | 1985-09-12 | COMPLETED | 100% | $0.32 | $0.30 | -5.00% | Stop |
| 1984-01-04 | 1985-02-28 | INTEREST | 100% | $1.00 | $1.09 | 9.26% | Interest Income |
| 1983-11-25 | 1984-01-04 | COMPLETED | 100% | $0.39 | $0.37 | -6.07% | Signal |
| 1983-11-02 | 1983-11-25 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-01-04 | 1983-11-02 | COMPLETED | 100% | $0.26 | $0.36 | 40.50% | Stop |
| 1982-12-10 | 1983-01-04 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-10-07 | 1982-12-10 | COMPLETED | 100% | $0.24 | $0.25 | 6.22% | Stop |
| 1981-08-26 | 1982-10-07 | INTEREST | 100% | $1.00 | $1.09 | 8.93% | Interest Income |
| 1980-06-25 | 1981-08-26 | COMPLETED | 100% | $0.22 | $0.25 | 14.54% | Stop |
| 1980-01-15 | 1980-06-25 | INTEREST | 100% | $1.00 | $1.03 | 3.49% | Interest Income |
| 1980-01-11 | 1980-01-15 | COMPLETED | 100% | $0.21 | $0.21 | 0.00% | Signal |
| 1979-12-18 | 1980-01-11 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1979-11-02 | 1979-12-18 | COMPLETED | 100% | $0.22 | $0.22 | -1.46% | Signal |
| 1979-10-11 | 1979-11-02 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1979-06-29 | 1979-10-11 | COMPLETED | 100% | $0.22 | $0.21 | -2.26% | Stop |
| 1979-03-19 | 1979-06-29 | INTEREST | 100% | $1.00 | $1.02 | 2.21% | Interest Income |
| 1979-01-26 | 1979-03-19 | COMPLETED | 100% | $0.22 | $0.20 | -11.60% | Signal |
| 1979-01-04 | 1979-01-26 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-07-18 | 1979-01-04 | COMPLETED | 100% | $0.20 | $0.21 | 5.99% | Signal |
| 1978-06-23 | 1978-07-18 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-05-09 | 1978-06-23 | COMPLETED | 100% | $0.21 | $0.20 | -6.28% | Stop |
| 1977-06-07 | 1978-05-09 | INTEREST | 100% | $1.00 | $1.07 | 7.29% | Interest Income |
| 1977-01-04 | 1977-06-07 | COMPLETED | 100% | $0.21 | $0.19 | -10.94% | Signal |
| 1976-11-19 | 1977-01-04 | INTEREST | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
| 1975-11-06 | 1976-11-19 | COMPLETED | 100% | $0.16 | $0.18 | 10.18% | Stop |
| 1975-10-06 | 1975-11-06 | INTEREST | 100% | $1.00 | $1.01 | 0.70% | Interest Income |
| 1975-08-26 | 1975-10-06 | COMPLETED | 100% | $0.14 | $0.14 | -1.30% | Signal |
| 1975-08-04 | 1975-08-26 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-02-06 | 1975-08-04 | COMPLETED | 100% | $0.14 | $0.15 | 7.36% | Stop |
| 1974-05-06 | 1975-02-06 | INTEREST | 100% | $1.00 | $1.06 | 5.99% | Interest Income |
| 1974-01-09 | 1974-05-06 | COMPLETED | 100% | $0.21 | $0.18 | -14.06% | Stop |
| 1973-12-14 | 1974-01-09 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1973-07-31 | 1973-12-14 | COMPLETED | 100% | $0.20 | $0.20 | -1.75% | Stop |
| 1973-05-23 | 1973-07-31 | INTEREST | 100% | $1.00 | $1.01 | 1.44% | Interest Income |
| 1973-05-18 | 1973-05-23 | COMPLETED | 100% | $0.18 | $0.18 | -0.92% | Signal |
| 1973-04-26 | 1973-05-18 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1973-03-21 | 1973-04-26 | COMPLETED | 100% | $0.19 | $0.19 | 3.12% | Signal |
| 1973-03-19 | 1973-03-21 | INTEREST | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
