Moving Average (50/200)
XLE
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
XLE Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 8.26% | 8.70% | 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 | 0.29 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -37.21% | -71.26% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 62.9% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.4 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-08-29 | 2026-04-07 | OPEN | 100% | $43.93 | $60.16 | 36.96% | Mark-to-Market |
| 2025-04-07 | 2025-08-29 | INTEREST | 100% | $1.00 | $1.02 | 1.71% | Interest Income |
| 2025-03-11 | 2025-04-07 | COMPLETED | 100% | $42.51 | $36.92 | -13.16% | Stop |
| 2025-02-10 | 2025-03-11 | INTEREST | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2024-11-26 | 2025-02-10 | COMPLETED | 100% | $45.52 | $42.95 | -5.64% | Signal |
| 2024-11-04 | 2024-11-26 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-02-27 | 2024-11-04 | COMPLETED | 100% | $40.17 | $42.25 | 5.17% | Signal |
| 2024-01-18 | 2024-02-27 | INTEREST | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2023-08-24 | 2024-01-18 | COMPLETED | 100% | $39.60 | $37.25 | -5.93% | Signal |
| 2023-07-31 | 2023-08-24 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-07-27 | 2023-07-31 | COMPLETED | 100% | $39.62 | $39.62 | -0.01% | Signal |
| 2023-05-15 | 2023-07-27 | INTEREST | 100% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2023-04-05 | 2023-05-15 | COMPLETED | 100% | $38.64 | $35.74 | -7.52% | Signal |
| 2023-03-14 | 2023-04-05 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-10-18 | 2023-03-14 | COMPLETED | 100% | $36.40 | $36.32 | -0.22% | Stop |
| 2022-09-26 | 2022-10-18 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-07-13 | 2022-09-26 | COMPLETED | 100% | $29.84 | $31.11 | 4.28% | Stop |
| 2022-06-17 | 2022-07-13 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-08-11 | 2022-06-17 | COMPLETED | 100% | $20.80 | $33.55 | 61.30% | Stop |
| 2021-07-20 | 2021-08-11 | INTEREST | 100% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-12-22 | 2021-07-20 | COMPLETED | 100% | $15.65 | $19.72 | 26.05% | Stop |
| 2020-02-04 | 2020-12-22 | INTEREST | 100% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2020-01-21 | 2020-02-04 | COMPLETED | 100% | $22.67 | $20.63 | -9.00% | Signal |
| 2019-07-17 | 2020-01-21 | INTEREST | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2019-07-15 | 2019-07-17 | COMPLETED | 100% | $23.71 | $23.19 | -2.20% | Signal |
| 2019-02-25 | 2019-07-15 | INTEREST | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2019-02-21 | 2019-02-25 | COMPLETED | 100% | $23.98 | $23.68 | -1.27% | Signal |
| 2018-10-25 | 2019-02-21 | INTEREST | 100% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2018-03-07 | 2018-10-25 | COMPLETED | 100% | $23.48 | $23.97 | 2.10% | Stop |
| 2018-02-12 | 2018-03-07 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2017-11-07 | 2018-02-12 | COMPLETED | 100% | $24.50 | $23.67 | -3.40% | Stop |
| 2017-09-27 | 2017-11-07 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2017-09-20 | 2017-09-27 | COMPLETED | 100% | $23.18 | $23.75 | 2.43% | Signal |
| 2017-04-25 | 2017-09-20 | INTEREST | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2016-05-05 | 2017-04-25 | COMPLETED | 100% | $21.99 | $23.33 | 6.09% | Signal |
| 2015-10-13 | 2016-05-05 | INTEREST | 100% | $1.00 | $1.01 | 1.12% | Interest Income |
| 2015-10-09 | 2015-10-13 | COMPLETED | 100% | $22.81 | $22.15 | -2.89% | Signal |
| 2014-10-09 | 2015-10-09 | INTEREST | 100% | $1.00 | $1.02 | 2.15% | Interest Income |
| 2012-09-06 | 2014-10-09 | COMPLETED | 100% | $21.80 | $27.87 | 27.84% | Stop |
| 2012-05-18 | 2012-09-06 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2012-02-09 | 2012-05-18 | COMPLETED | 100% | $22.40 | $19.73 | -11.95% | Stop |
| 2011-08-08 | 2012-02-09 | INTEREST | 100% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2010-10-28 | 2011-08-08 | COMPLETED | 100% | $17.76 | $19.64 | 10.62% | Stop |
| 2010-06-22 | 2010-10-28 | INTEREST | 100% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2010-06-01 | 2010-06-22 | COMPLETED | 100% | $15.37 | $16.41 | 6.77% | Signal |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-19 | 2010-05-07 | COMPLETED | 100% | $14.61 | $16.47 | 12.76% | Stop |
| 2009-01-09 | 2009-06-19 | INTEREST | 100% | $1.00 | $1.01 | 1.32% | Interest Income |
| 2009-01-07 | 2009-01-09 | COMPLETED | 100% | $14.71 | $14.48 | -1.55% | Signal |
| 2008-09-03 | 2009-01-07 | INTEREST | 100% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2008-08-08 | 2008-09-03 | COMPLETED | 100% | $20.35 | $20.04 | -1.50% | Signal |
| 2008-07-17 | 2008-08-08 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2008-02-13 | 2008-07-17 | COMPLETED | 100% | $20.45 | $22.14 | 8.30% | Stop |
| 2008-01-22 | 2008-02-13 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-09-11 | 2008-01-22 | COMPLETED | 100% | $19.82 | $18.11 | -8.64% | Stop |
| 2007-08-17 | 2007-09-11 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2006-11-30 | 2007-08-17 | COMPLETED | 100% | $16.80 | $18.96 | 12.85% | Stop |
| 2006-10-16 | 2006-11-30 | INTEREST | 100% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2006-07-07 | 2006-10-16 | COMPLETED | 100% | $16.09 | $15.08 | -6.27% | Signal |
| 2006-06-14 | 2006-07-07 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2005-11-11 | 2006-06-14 | COMPLETED | 100% | $12.91 | $13.99 | 8.37% | Stop |
| 2005-10-20 | 2005-11-11 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2005-06-09 | 2005-10-20 | COMPLETED | 100% | $11.70 | $13.09 | 11.93% | Stop |
| 2005-05-17 | 2005-06-09 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2003-04-14 | 2005-05-17 | COMPLETED | 100% | $5.88 | $10.62 | 80.44% | Stop |
| 2002-07-12 | 2003-04-14 | INTEREST | 100% | $1.00 | $1.03 | 3.02% | Interest Income |
| 2002-04-12 | 2002-07-12 | COMPLETED | 100% | $7.17 | $6.28 | -12.41% | Stop |
| 2001-10-15 | 2002-04-12 | INTEREST | 100% | $1.00 | $1.02 | 2.39% | Interest Income |
| 2001-10-11 | 2001-10-15 | COMPLETED | 100% | $7.40 | $7.27 | -1.78% | Signal |
| 2001-07-12 | 2001-10-11 | INTEREST | 100% | $1.00 | $1.01 | 1.15% | Interest Income |
| 2000-04-24 | 2001-07-12 | COMPLETED | 100% | $7.24 | $7.54 | 4.08% | Stop |
| 1999-12-06 | 2000-04-24 | INTEREST | 100% | $1.00 | $1.02 | 2.37% | Interest Income |
| 1999-10-08 | 1999-12-06 | COMPLETED | 100% | $6.54 | $6.79 | 3.82% | Signal |
| 1999-10-06 | 1999-10-08 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
