Moving Average (50/200)
XLI
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-08
Trading Style:
Methodology:
XLI Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 7.41% | 8.68% | 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 | 0.53 | 0.39 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -21.17% | -62.26% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 71.2% | 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 |
|---|---|---|---|---|---|---|---|
| 2025-06-13 | 2026-04-07 | OPEN | 100% | $140.94 | $164.28 | 16.56% | Mark-to-Market |
| 2025-04-07 | 2025-06-13 | INTEREST | 100% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2023-12-08 | 2025-04-07 | COMPLETED | 100% | $104.75 | $113.13 | 8.00% | Stop |
| 2023-11-10 | 2023-12-08 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2022-12-12 | 2023-11-10 | COMPLETED | 100% | $94.12 | $97.99 | 4.11% | Signal |
| 2022-03-25 | 2022-12-12 | INTEREST | 100% | $1.00 | $1.02 | 2.30% | Interest Income |
| 2022-03-23 | 2022-03-25 | COMPLETED | 100% | $96.60 | $97.02 | 0.43% | Signal |
| 2022-02-25 | 2022-03-23 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-09-08 | 2022-02-25 | COMPLETED | 100% | $70.85 | $90.84 | 28.23% | Signal |
| 2020-08-14 | 2020-09-08 | INTEREST | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-08-12 | 2020-08-14 | COMPLETED | 100% | $71.59 | $70.42 | -1.64% | Signal |
| 2020-03-02 | 2020-08-12 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2019-03-21 | 2020-03-02 | COMPLETED | 100% | $65.76 | $66.95 | 1.80% | Stop |
| 2019-02-11 | 2019-03-21 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2019-02-07 | 2019-02-11 | COMPLETED | 100% | $64.75 | $65.01 | 0.40% | Signal |
| 2018-11-26 | 2019-02-07 | INTEREST | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2018-11-21 | 2018-11-26 | COMPLETED | 100% | $61.64 | $61.95 | 0.51% | Signal |
| 2018-10-30 | 2018-11-21 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-09-05 | 2018-10-30 | COMPLETED | 100% | $67.48 | $59.85 | -11.31% | Stop |
| 2018-07-05 | 2018-09-05 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2016-04-07 | 2018-07-05 | COMPLETED | 100% | $45.80 | $63.01 | 37.56% | Signal |
| 2016-01-11 | 2016-04-07 | INTEREST | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2015-12-28 | 2016-01-11 | COMPLETED | 100% | $44.47 | $41.80 | -6.01% | Signal |
| 2015-07-28 | 2015-12-28 | INTEREST | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2012-08-16 | 2015-07-28 | COMPLETED | 100% | $28.43 | $43.62 | 53.46% | Signal |
| 2012-07-23 | 2012-08-16 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2012-01-26 | 2012-07-23 | COMPLETED | 100% | $28.29 | $26.87 | -5.01% | Signal |
| 2011-08-04 | 2012-01-26 | INTEREST | 100% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2010-09-22 | 2011-08-04 | COMPLETED | 100% | $23.32 | $25.07 | 7.51% | Stop |
| 2010-08-30 | 2010-09-22 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2010-06-18 | 2010-08-30 | COMPLETED | 100% | $22.32 | $21.31 | -4.54% | Signal |
| 2010-05-26 | 2010-06-18 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2009-06-26 | 2010-05-26 | COMPLETED | 100% | $16.11 | $21.77 | 35.11% | Stop |
| 2009-03-23 | 2009-06-26 | INTEREST | 100% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2009-03-19 | 2009-03-23 | COMPLETED | 100% | $13.29 | $12.93 | -2.69% | Stop |
| 2008-06-13 | 2009-03-19 | INTEREST | 100% | $1.00 | $1.03 | 2.56% | Interest Income |
| 2008-06-11 | 2008-06-13 | COMPLETED | 100% | $26.16 | $25.89 | -1.05% | Signal |
| 2008-01-16 | 2008-06-11 | INTEREST | 100% | $1.00 | $1.01 | 1.47% | Interest Income |
| 2006-10-20 | 2008-01-16 | COMPLETED | 100% | $23.58 | $25.12 | 6.54% | Signal |
| 2006-08-23 | 2006-10-20 | INTEREST | 100% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2005-11-23 | 2006-08-23 | COMPLETED | 100% | $21.28 | $22.00 | 3.39% | Signal |
| 2005-10-05 | 2005-11-23 | INTEREST | 100% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2005-09-19 | 2005-10-05 | COMPLETED | 100% | $20.24 | $19.95 | -1.43% | Signal |
| 2005-08-12 | 2005-09-19 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2003-05-21 | 2005-08-12 | COMPLETED | 100% | $13.78 | $20.44 | 48.29% | Signal |
| 2002-06-03 | 2003-05-21 | INTEREST | 100% | $1.00 | $1.04 | 3.97% | Interest Income |
| 2002-04-15 | 2002-06-03 | COMPLETED | 100% | $17.13 | $16.42 | -4.16% | Signal |
| 2001-08-01 | 2002-04-15 | INTEREST | 100% | $1.00 | $1.03 | 3.34% | Interest Income |
| 2001-06-20 | 2001-08-01 | COMPLETED | 100% | $18.87 | $18.53 | -1.79% | Signal |
| 2001-03-19 | 2001-06-20 | INTEREST | 100% | $1.00 | $1.01 | 1.32% | Interest Income |
| 2000-05-09 | 2001-03-19 | COMPLETED | 100% | $18.55 | $17.17 | -7.43% | Stop |
| 1999-12-02 | 2000-05-09 | INTEREST | 100% | $1.00 | $1.03 | 2.70% | Interest Income |
| 1999-10-08 | 1999-12-02 | COMPLETED | 100% | $18.15 | $17.42 | -4.03% | Signal |
| 1999-10-06 | 1999-10-08 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
