Moving Average (50/200)
XLF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
XLF Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 7.17% | 5.86% | 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 | 0.48 | 0.20 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -30.47% | -82.69% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 66.2% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.0 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-04-30 | 2026-03-19 | COMPLETED | 100% | $47.42 | $48.52 | 2.33% | Signal |
| 2025-04-07 | 2025-04-30 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-11-21 | 2025-04-07 | COMPLETED | 100% | $33.74 | $42.19 | 25.03% | Stop |
| 2023-10-30 | 2023-11-21 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-08-08 | 2023-10-30 | COMPLETED | 100% | $33.44 | $30.44 | -8.95% | Signal |
| 2023-04-25 | 2023-08-08 | INTEREST | 100% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2023-04-05 | 2023-04-25 | COMPLETED | 100% | $30.17 | $31.37 | 3.98% | Signal |
| 2023-03-14 | 2023-04-05 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-12-20 | 2023-03-14 | COMPLETED | 100% | $31.79 | $31.13 | -2.06% | Stop |
| 2022-04-21 | 2022-12-20 | INTEREST | 100% | $1.00 | $1.02 | 2.19% | Interest Income |
| 2020-10-15 | 2022-04-21 | COMPLETED | 100% | $22.28 | $35.56 | 59.57% | Signal |
| 2020-03-02 | 2020-10-15 | INTEREST | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2019-04-25 | 2020-03-02 | COMPLETED | 100% | $23.89 | $23.69 | -0.81% | Stop |
| 2019-01-23 | 2019-04-25 | INTEREST | 100% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2019-01-15 | 2019-01-23 | COMPLETED | 100% | $21.41 | $22.48 | 5.01% | Signal |
| 2018-10-24 | 2019-01-15 | INTEREST | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2018-09-13 | 2018-10-24 | COMPLETED | 100% | $24.26 | $22.39 | -7.73% | Signal |
| 2018-07-09 | 2018-09-13 | INTEREST | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2016-05-24 | 2018-07-09 | COMPLETED | 100% | $15.73 | $23.12 | 46.93% | Signal |
| 2016-01-13 | 2016-05-24 | INTEREST | 100% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2015-12-23 | 2016-01-13 | COMPLETED | 100% | $16.03 | $15.02 | -6.32% | Signal |
| 2015-09-24 | 2015-12-23 | INTEREST | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2015-09-17 | 2015-09-24 | COMPLETED | 100% | $15.61 | $14.92 | -4.42% | Signal |
| 2015-08-25 | 2015-09-17 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-06-26 | 2015-08-25 | COMPLETED | 100% | $8.89 | $15.56 | 75.15% | Stop |
| 2012-06-04 | 2012-06-26 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-02-17 | 2012-06-04 | COMPLETED | 100% | $9.22 | $8.50 | -7.78% | Stop |
| 2011-06-27 | 2012-02-17 | INTEREST | 100% | $1.00 | $1.01 | 1.42% | Interest Income |
| 2010-12-20 | 2011-06-27 | COMPLETED | 100% | $9.57 | $9.12 | -4.68% | Signal |
| 2010-07-07 | 2010-12-20 | INTEREST | 100% | $1.00 | $1.01 | 1.27% | Interest Income |
| 2010-06-15 | 2010-07-07 | COMPLETED | 100% | $8.87 | $8.37 | -5.65% | Signal |
| 2010-05-21 | 2010-06-15 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2009-07-01 | 2010-05-21 | COMPLETED | 100% | $7.24 | $8.51 | 17.60% | Stop |
| 2007-08-06 | 2009-07-01 | INTEREST | 100% | $1.00 | $1.07 | 7.08% | Interest Income |
| 2005-07-06 | 2007-08-06 | COMPLETED | 100% | $15.94 | $18.10 | 13.54% | Stop |
| 2005-05-02 | 2005-07-06 | INTEREST | 100% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2004-10-07 | 2005-05-02 | COMPLETED | 100% | $15.29 | $15.31 | 0.08% | Signal |
| 2004-08-13 | 2004-10-07 | INTEREST | 100% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2003-05-14 | 2004-08-13 | COMPLETED | 100% | $12.24 | $14.53 | 18.69% | Signal |
| 2003-03-25 | 2003-05-14 | INTEREST | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2003-03-21 | 2003-03-25 | COMPLETED | 100% | $11.20 | $10.96 | -2.15% | Signal |
| 2002-07-11 | 2003-03-21 | INTEREST | 100% | $1.00 | $1.03 | 2.79% | Interest Income |
| 2002-04-04 | 2002-07-11 | COMPLETED | 100% | $13.43 | $11.58 | -13.80% | Signal |
| 2001-09-05 | 2002-04-04 | INTEREST | 100% | $1.00 | $1.03 | 2.71% | Interest Income |
| 2001-06-18 | 2001-09-05 | COMPLETED | 100% | $13.69 | $12.81 | -6.40% | Signal |
| 2001-04-10 | 2001-06-18 | INTEREST | 100% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2001-04-04 | 2001-04-10 | COMPLETED | 100% | $12.65 | $12.73 | 0.58% | Signal |
| 2001-03-13 | 2001-04-04 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2000-11-10 | 2001-03-13 | COMPLETED | 100% | $13.96 | $13.00 | -6.88% | Stop |
| 2000-10-19 | 2000-11-10 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-05-12 | 2000-10-19 | COMPLETED | 100% | $11.44 | $12.99 | 13.63% | Stop |
| 1999-10-06 | 2000-05-12 | INTEREST | 100% | $1.00 | $1.04 | 3.72% | Interest Income |
Return Distribution Analysis
