Moving Average (50/200)
XLK
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
XLK Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 10.11% | 8.50% | 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 | 0.61 | 0.32 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -28.07% | -82.05% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 70.2% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.1 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-06-27 | 2026-03-31 | COMPLETED | 100% | $125.37 | $129.15 | 3.02% | Stop |
| 2025-04-01 | 2025-06-27 | INTEREST | 100% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2024-08-27 | 2025-04-01 | COMPLETED | 100% | $108.70 | $102.25 | -5.94% | Stop |
| 2024-08-05 | 2024-08-27 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2023-02-21 | 2024-08-05 | COMPLETED | 100% | $67.41 | $94.92 | 40.80% | Stop |
| 2023-01-20 | 2023-02-21 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-01-18 | 2023-01-20 | COMPLETED | 100% | $64.42 | $62.80 | -2.50% | Signal |
| 2022-03-17 | 2023-01-18 | INTEREST | 100% | $1.00 | $1.03 | 2.70% | Interest Income |
| 2022-02-16 | 2022-03-17 | COMPLETED | 100% | $76.38 | $72.63 | -4.91% | Signal |
| 2022-01-25 | 2022-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-05-28 | 2022-01-25 | COMPLETED | 100% | $46.05 | $73.60 | 59.84% | Stop |
| 2020-04-30 | 2020-05-28 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-24 | 2020-04-30 | COMPLETED | 100% | $35.60 | $43.87 | 23.24% | Signal |
| 2020-03-02 | 2020-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-04-01 | 2020-03-02 | COMPLETED | 100% | $35.09 | $42.67 | 21.59% | Stop |
| 2019-02-28 | 2019-04-01 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2019-02-22 | 2019-02-28 | COMPLETED | 100% | $32.80 | $33.14 | 1.04% | Signal |
| 2018-11-21 | 2019-02-22 | INTEREST | 100% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2016-04-18 | 2018-11-21 | COMPLETED | 100% | $19.83 | $30.33 | 52.97% | Stop |
| 2016-03-24 | 2016-04-18 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-03-22 | 2016-03-24 | COMPLETED | 100% | $19.53 | $19.42 | -0.53% | Signal |
| 2016-02-10 | 2016-03-22 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2015-11-20 | 2016-02-10 | COMPLETED | 100% | $19.56 | $17.44 | -10.86% | Signal |
| 2015-10-14 | 2015-11-20 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2015-10-09 | 2015-10-14 | COMPLETED | 100% | $18.39 | $18.34 | -0.24% | Signal |
| 2015-08-25 | 2015-10-09 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2013-02-04 | 2015-08-25 | COMPLETED | 100% | $12.51 | $17.44 | 39.45% | Stop |
| 2012-12-13 | 2013-02-04 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2011-12-07 | 2012-12-13 | COMPLETED | 100% | $10.71 | $12.23 | 14.19% | Signal |
| 2011-08-10 | 2011-12-07 | INTEREST | 100% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2010-10-14 | 2011-08-10 | COMPLETED | 100% | $9.66 | $9.70 | 0.38% | Stop |
| 2010-09-22 | 2010-10-14 | INTEREST | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2010-09-17 | 2010-09-22 | COMPLETED | 100% | $9.19 | $9.26 | 0.75% | Signal |
| 2010-07-01 | 2010-09-17 | INTEREST | 100% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2009-06-01 | 2010-07-01 | COMPLETED | 100% | $7.13 | $8.28 | 16.22% | Stop |
| 2008-01-17 | 2009-06-01 | INTEREST | 100% | $1.00 | $1.05 | 4.71% | Interest Income |
| 2006-10-12 | 2008-01-17 | COMPLETED | 100% | $8.66 | $9.33 | 7.78% | Stop |
| 2006-06-16 | 2006-10-12 | INTEREST | 100% | $1.00 | $1.02 | 1.57% | Interest Income |
| 2005-07-13 | 2006-06-16 | COMPLETED | 100% | $7.98 | $7.81 | -2.17% | Signal |
| 2005-05-26 | 2005-07-13 | INTEREST | 100% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2005-05-20 | 2005-05-26 | COMPLETED | 100% | $7.63 | $7.74 | 1.51% | Signal |
| 2005-04-27 | 2005-05-20 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2004-12-03 | 2005-04-27 | COMPLETED | 100% | $8.16 | $7.17 | -12.16% | Signal |
| 2004-11-10 | 2004-12-03 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2004-11-04 | 2004-11-10 | COMPLETED | 100% | $7.61 | $7.76 | 2.02% | Signal |
| 2004-10-11 | 2004-11-04 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2004-10-07 | 2004-10-11 | COMPLETED | 100% | $7.48 | $7.33 | -2.01% | Signal |
| 2004-06-21 | 2004-10-07 | INTEREST | 100% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2003-04-23 | 2004-06-21 | COMPLETED | 100% | $5.78 | $7.57 | 31.00% | Signal |
| 2003-03-21 | 2003-04-23 | INTEREST | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2003-03-19 | 2003-03-21 | COMPLETED | 100% | $5.68 | $5.82 | 2.43% | Signal |
| 2003-02-14 | 2003-03-19 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2003-01-16 | 2003-02-14 | COMPLETED | 100% | $6.09 | $5.27 | -13.48% | Stop |
| 2000-09-14 | 2003-01-16 | INTEREST | 100% | $1.00 | $1.12 | 11.75% | Interest Income |
| 2000-06-15 | 2000-09-14 | COMPLETED | 100% | $19.91 | $19.37 | -2.69% | Signal |
| 2000-05-23 | 2000-06-15 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2000-04-28 | 2000-05-23 | COMPLETED | 100% | $20.63 | $18.05 | -12.51% | Stop |
| 2000-04-05 | 2000-04-28 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-10-08 | 2000-04-05 | COMPLETED | 100% | $15.82 | $21.07 | 33.14% | Stop |
| 1999-10-06 | 1999-10-08 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
