WMT
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
WMT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 10.93% | 14.28% | 9.58% | 19.70% | 7.91% | 18.12% | 11.07% | 22.05% |
| Sharpe Ratio | 0.44 | 0.55 | 0.48 | 0.82 | 0.41 | 0.76 | 0.48 | 0.71 |
| Max Drawdown | -21.59% | -19.23% | -35.16% | -25.74% | -44.09% | -25.74% | -50.88% | -50.55% |
| % Time Invested | 93.7% | 100.0% | 83.2% | 100.0% | 79.0% | 100.0% | 69.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 1.3 | 0.0 | 1.6 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-11-16 | 2025-03-11 | Completed | 100% | $47.16 | $86.12 | 82.53% | Stop | |
| 2022-08-29 | 2022-11-16 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.80% | Interest Income | |
| 2022-08-16 | 2022-08-29 | Completed | 100% | $44.29 | $41.72 | -5.86% | Stop | |
| 2022-06-16 | 2022-08-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2022-06-10 | 2022-06-16 | Completed | 100% | $38.02 | $37.58 | -1.22% | Signal | |
| 2022-05-18 | 2022-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-04-14 | 2022-05-18 | Completed | 100% | $49.70 | $40.65 | -18.25% | Stop | |
| 2022-01-27 | 2022-04-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2021-08-11 | 2022-01-27 | Completed | 100% | $46.76 | $43.15 | -7.76% | Signal | |
| 2021-03-31 | 2021-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-03-26 | 2021-03-31 | Completed | 100% | $41.74 | $42.22 | 1.11% | Signal | |
| 2021-03-04 | 2021-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-04-07 | 2021-03-04 | Completed | 100% | $38.00 | $39.66 | 4.34% | Stop | |
| 2020-03-13 | 2020-04-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-01-16 | 2020-03-13 | Completed | 100% | $28.69 | $33.03 | 15.06% | Stop | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-09-12 | 2018-12-21 | Completed | 100% | $28.63 | $25.98 | -9.31% | Stop | |
| 2018-05-01 | 2018-09-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.73% | Interest Income | |
| 2018-03-16 | 2018-05-01 | Completed | 100% | $25.78 | $25.76 | -0.11% | Signal | |
| 2018-02-22 | 2018-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2017-04-17 | 2018-02-22 | Completed | 100% | $20.99 | $26.71 | 27.20% | Stop | |
| 2017-01-12 | 2017-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2017-01-04 | 2017-01-12 | Completed | 100% | $19.55 | $19.47 | -0.49% | Signal | |
| 2016-12-09 | 2017-01-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-03-15 | 2016-12-09 | Completed | 100% | $18.68 | $20.01 | 7.08% | Signal | |
| 2015-05-20 | 2016-03-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2014-09-26 | 2015-05-20 | Completed | 100% | $20.42 | $20.85 | 2.06% | Signal | |
| 2014-08-01 | 2014-09-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-04-25 | 2014-08-01 | Completed | 100% | $20.70 | $19.50 | -5.84% | Signal | |
| 2014-03-07 | 2014-04-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-03-28 | 2014-03-07 | Completed | 100% | $19.31 | $19.82 | 2.57% | Signal | |
| 2013-02-12 | 2013-03-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-10-26 | 2013-02-12 | Completed | 100% | $14.20 | $18.33 | 29.03% | Signal | |
| 2011-08-04 | 2011-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-05-17 | 2011-08-04 | Completed | 100% | $13.72 | $12.59 | -8.27% | Signal | |
| 2011-04-25 | 2011-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-10-13 | 2011-04-25 | Completed | 100% | $13.12 | $13.14 | 0.12% | Signal | |
| 2010-06-24 | 2010-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2009-09-21 | 2010-06-24 | Completed | 100% | $11.85 | $12.21 | 3.03% | Signal | |
| 2008-11-21 | 2009-09-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2008-10-31 | 2008-11-21 | Completed | 100% | $12.76 | $11.92 | -6.59% | Signal | |
| 2008-10-09 | 2008-10-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-01-07 | 2008-10-09 | Completed | 100% | $10.49 | $12.68 | 20.87% | Stop | |
| 2007-08-15 | 2008-01-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.41% | Interest Income | |
| 2006-09-06 | 2007-08-15 | Completed | 100% | $10.17 | $10.03 | -1.49% | Stop | |
| 2006-08-04 | 2006-09-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2006-05-11 | 2006-08-04 | Completed | 100% | $10.65 | $10.07 | -5.46% | Signal | |
| 2006-02-09 | 2006-05-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.15% | Interest Income | |
| 2005-12-21 | 2006-02-09 | Completed | 100% | $10.82 | $10.07 | -6.95% | Signal | |
| 2005-08-25 | 2005-12-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.21% | Interest Income | |
| 2005-05-10 | 2005-08-25 | Completed | 100% | $10.75 | $10.12 | -5.92% | Stop | |
| 2004-06-23 | 2005-05-10 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.86% | Interest Income | |
| 2004-03-12 | 2004-06-23 | Completed | 100% | $12.56 | $11.77 | -6.39% | Signal | |
| 2003-12-16 | 2004-03-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2003-04-29 | 2003-12-16 | Completed | 100% | $12.09 | $11.03 | -8.83% | Stop | |
| 2002-06-28 | 2003-04-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.15% | Interest Income | |
| 2002-05-30 | 2002-06-28 | Completed | 100% | $11.59 | $12.23 | 5.44% | Signal | |
| 2002-05-07 | 2002-05-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-11-19 | 2002-05-07 | Completed | 100% | $11.67 | $11.71 | 0.23% | Stop | |
| 2001-08-31 | 2001-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2001-05-15 | 2001-08-31 | Completed | 100% | $11.59 | $10.18 | -12.15% | Stop | |
| 2001-03-22 | 2001-05-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2001-02-06 | 2001-03-22 | Completed | 100% | $11.37 | $10.07 | -11.43% | Signal | |
| 2000-06-23 | 2001-02-06 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.70% | Interest Income | |
| 2000-05-11 | 2000-06-23 | Completed | 100% | $12.08 | $11.40 | -5.65% | Signal | |
| 2000-04-18 | 2000-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-03-14 | 2000-04-18 | Completed | 100% | $9.96 | $11.45 | 14.98% | Stop | |
| 2000-02-18 | 2000-03-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-02-16 | 2000-02-18 | Completed | 100% | $11.97 | $10.27 | -14.20% | Stop | |
| 2000-01-25 | 2000-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1999-08-26 | 2000-01-25 | Completed | 100% | $10.15 | $12.67 | 24.77% | Stop | |
| 1999-08-04 | 1999-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-05-12 | 1999-08-04 | Completed | 100% | $10.01 | $8.74 | -12.74% | Stop | |
| 1999-04-20 | 1999-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-10-23 | 1999-04-20 | Completed | 100% | $7.04 | $9.72 | 37.92% | Stop | |
| 1998-10-01 | 1998-10-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1998-09-24 | 1998-10-01 | Completed | 100% | $6.80 | $5.69 | -16.40% | Stop | |
| 1998-09-01 | 1998-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1998-08-27 | 1998-09-01 | Completed | 100% | $7.18 | $6.26 | -12.86% | Stop | |
| 1998-08-05 | 1998-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1997-11-19 | 1998-08-05 | Completed | 100% | $4.09 | $6.14 | 50.29% | Stop | |
| 1997-10-28 | 1997-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-03-26 | 1997-10-28 | Completed | 100% | $3.05 | $3.18 | 4.19% | Stop | |
| 1996-12-16 | 1997-03-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.39% | Interest Income | |
| 1996-08-08 | 1996-12-16 | Completed | 100% | $2.55 | $2.49 | -2.70% | Stop | |
| 1996-07-17 | 1996-08-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-05-20 | 1996-07-17 | Completed | 100% | $2.56 | $2.40 | -6.43% | Stop | |
| 1995-10-12 | 1996-05-20 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.11% | Interest Income | |
| 1995-01-31 | 1995-10-12 | Completed | 100% | $2.34 | $2.38 | 1.65% | Stop | |
| 1994-05-12 | 1995-01-31 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.56% | Interest Income | |
| 1994-04-26 | 1994-05-12 | Completed | 100% | $2.57 | $2.47 | -4.01% | Signal | |
| 1994-04-04 | 1994-04-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1994-03-08 | 1994-04-04 | Completed | 100% | $2.89 | $2.56 | -11.37% | Stop | |
| 1994-02-11 | 1994-03-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 1993-12-08 | 1994-02-11 | Completed | 100% | $2.80 | $2.73 | -2.32% | Signal | |
| 1993-05-10 | 1993-12-08 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.81% | Interest Income | |
| 1993-04-30 | 1993-05-10 | Completed | 100% | $2.71 | $2.67 | -1.45% | Signal | |
| 1993-04-07 | 1993-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 1992-03-13 | 1993-04-07 | Completed | 100% | $2.68 | $2.79 | 3.96% | Stop | |
| 1992-02-20 | 1992-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1990-11-06 | 1992-02-20 | Completed | 100% | $1.41 | $2.62 | 85.27% | Stop | |
| 1990-10-15 | 1990-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 1990-08-22 | 1990-10-15 | Completed | 100% | $1.38 | $1.31 | -4.92% | Stop | |
| 1990-07-31 | 1990-08-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1989-11-08 | 1990-07-31 | Completed | 100% | $1.04 | $1.58 | 51.87% | Stop | |
| 1989-10-17 | 1989-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-07-07 | 1989-10-17 | Completed | 100% | $0.79 | $1.04 | 31.83% | Stop | |
| 1988-04-21 | 1988-07-07 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.60% | Interest Income | |
| 1988-04-14 | 1988-04-21 | Completed | 100% | $0.72 | $0.68 | -5.22% | Stop | |
| 1987-11-23 | 1988-04-14 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.98% | Interest Income | |
| 1987-11-10 | 1987-11-23 | Completed | 100% | $0.67 | $0.69 | 2.73% | Signal | |
| 1987-10-19 | 1987-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-10-14 | 1987-10-19 | Completed | 100% | $0.86 | $0.54 | -36.72% | Stop | |
| 1987-09-22 | 1987-10-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-08 | 1987-09-22 | Completed | 100% | $0.53 | $0.86 | 60.73% | Stop | |
| 1986-09-16 | 1986-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-08-07 | 1986-09-16 | Completed | 100% | $0.55 | $0.49 | -11.07% | Stop | |
| 1986-07-16 | 1986-08-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-08-22 | 1986-07-16 | Completed | 100% | $0.31 | $0.55 | 76.36% | Stop | |
| 1985-07-31 | 1985-08-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-12-31 | 1985-07-31 | Completed | 100% | $0.23 | $0.29 | 27.45% | Stop | |
| 1984-12-06 | 1984-12-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-07-06 | 1984-12-06 | Completed | 100% | $0.25 | $0.23 | -4.28% | Stop | |
| 1984-01-31 | 1984-07-06 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.31% | Interest Income | |
| 1984-01-13 | 1984-01-31 | Completed | 100% | $0.22 | $0.21 | -7.50% | Signal | |
| 1983-12-20 | 1984-01-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-09-15 | 1983-12-20 | Completed | 100% | $0.23 | $0.23 | 0.37% | Stop | |
| 1983-08-23 | 1983-09-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-01-28 | 1983-08-23 | Completed | 100% | $0.14 | $0.24 | 63.10% | Stop | |
| 1983-01-06 | 1983-01-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-09-03 | 1983-01-06 | Completed | 100% | $0.10 | $0.14 | 38.43% | Stop | |
| 1982-08-12 | 1982-09-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-10-01 | 1982-08-12 | Completed | 100% | $0.06 | $0.08 | 37.12% | Stop | |
| 1981-09-09 | 1981-10-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-02-26 | 1981-09-09 | Completed | 100% | $0.04 | $0.05 | 9.17% | Stop | |
| 1981-02-03 | 1981-02-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-06-06 | 1981-02-03 | Completed | 100% | $0.03 | $0.04 | 63.88% | Stop | |
| 1980-04-18 | 1980-06-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 1980-03-26 | 1980-04-18 | Completed | 100% | $0.02 | $0.02 | 4.97% | Signal | |
| 1980-03-04 | 1980-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-11-01 | 1980-03-04 | Completed | 100% | $0.02 | $0.02 | 4.79% | Stop | |
| 1979-10-10 | 1979-11-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-04-24 | 1979-10-10 | Completed | 100% | $0.02 | $0.02 | 11.36% | Stop | |
| 1978-12-19 | 1979-04-24 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.61% | Interest Income | |
| 1978-11-14 | 1978-12-19 | Completed | 100% | $0.02 | $0.02 | 5.00% | Signal | |
| 1978-10-23 | 1978-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-02-02 | 1978-10-23 | Completed | 100% | $0.01 | $0.02 | 27.82% | Stop | |
| 1978-01-11 | 1978-02-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1977-07-27 | 1978-01-11 | Completed | 100% | $0.01 | $0.01 | 19.05% | Stop | |
| 1977-02-28 | 1977-07-27 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.13% | Interest Income | |
| 1977-02-24 | 1977-02-28 | Completed | 100% | $0.01 | $0.01 | -0.05% | Signal | |
| 1977-02-01 | 1977-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-10-11 | 1977-02-01 | Completed | 100% | $0.01 | $0.01 | -5.02% | Stop | |
| 1976-06-29 | 1976-10-11 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.18% | Interest Income | |
| 1976-06-24 | 1976-06-29 | Completed | 100% | $0.01 | $0.01 | -7.59% | Signal | |
| 1976-06-02 | 1976-06-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-05-18 | 1976-06-02 | Completed | 100% | $0.01 | $0.01 | -11.81% | Stop | |
| 1976-04-26 | 1976-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-01-16 | 1976-04-26 | Completed | 100% | $0.01 | $0.01 | -0.80% | Stop | |
| 1975-12-23 | 1976-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-05-23 | 1975-12-23 | Completed | 100% | $0.01 | $0.01 | 30.50% | Stop | |
| 1975-05-01 | 1975-05-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-03-18 | 1975-05-01 | Completed | 100% | $0.01 | $0.01 | -14.42% | Stop | |
| 1974-11-07 | 1975-03-18 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.67% | Interest Income | |