Moving Average (50/200)
XLV
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-08
Trading Style:
Methodology:
XLV Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 3.67% | 8.18% | 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 | 0.29 | 0.44 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -30.66% | -39.17% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 67.8% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.2 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-10-20 | 2026-04-07 | OPEN | 100% | $142.52 | $146.57 | 2.84% | Mark-to-Market |
| 2025-05-05 | 2025-10-20 | INTEREST | 100% | $1.00 | $1.02 | 1.95% | Interest Income |
| 2025-05-01 | 2025-05-05 | COMPLETED | 100% | $136.38 | $135.83 | -0.40% | Signal |
| 2024-12-20 | 2025-05-01 | INTEREST | 100% | $1.00 | $1.02 | 1.52% | Interest Income |
| 2024-01-30 | 2024-12-20 | COMPLETED | 100% | $135.34 | $133.95 | -1.02% | Signal |
| 2024-01-05 | 2024-01-30 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2024-01-03 | 2024-01-05 | COMPLETED | 100% | $134.14 | $133.83 | -0.23% | Signal |
| 2023-10-31 | 2024-01-03 | INTEREST | 100% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2023-08-09 | 2023-10-31 | COMPLETED | 100% | $128.80 | $119.19 | -7.46% | Signal |
| 2023-07-18 | 2023-08-09 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-05-12 | 2023-07-18 | COMPLETED | 100% | $126.11 | $125.27 | -0.66% | Signal |
| 2023-04-03 | 2023-05-12 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2022-12-06 | 2023-04-03 | COMPLETED | 100% | $130.40 | $123.25 | -5.48% | Signal |
| 2022-06-14 | 2022-12-06 | INTEREST | 100% | $1.00 | $1.02 | 1.62% | Interest Income |
| 2020-06-01 | 2022-06-14 | COMPLETED | 100% | $92.96 | $113.77 | 22.38% | Stop |
| 2020-04-15 | 2020-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-04-06 | 2020-04-15 | COMPLETED | 100% | $81.32 | $87.03 | 7.02% | Signal |
| 2020-03-13 | 2020-04-06 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-07-05 | 2020-03-13 | COMPLETED | 100% | $83.71 | $80.19 | -4.21% | Stop |
| 2019-05-16 | 2019-07-05 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2019-03-21 | 2019-05-16 | COMPLETED | 100% | $80.85 | $78.15 | -3.33% | Signal |
| 2019-02-27 | 2019-03-21 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2019-01-18 | 2019-02-27 | COMPLETED | 100% | $79.23 | $81.32 | 2.63% | Signal |
| 2018-12-26 | 2019-01-18 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-06-21 | 2018-12-26 | COMPLETED | 100% | $74.43 | $71.56 | -3.85% | Stop |
| 2018-05-21 | 2018-06-21 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2017-03-01 | 2018-05-21 | COMPLETED | 100% | $64.62 | $72.96 | 12.90% | Signal |
| 2016-11-25 | 2017-03-01 | INTEREST | 100% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2016-05-20 | 2016-11-25 | COMPLETED | 100% | $58.65 | $59.20 | 0.94% | Signal |
| 2015-10-01 | 2016-05-20 | INTEREST | 100% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2015-09-17 | 2015-10-01 | COMPLETED | 100% | $59.86 | $55.74 | -6.88% | Signal |
| 2015-08-25 | 2015-09-17 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-01-04 | 2015-08-25 | COMPLETED | 100% | $27.70 | $59.23 | 113.80% | Stop |
| 2011-09-19 | 2012-01-04 | INTEREST | 100% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2011-08-31 | 2011-09-19 | COMPLETED | 100% | $26.02 | $25.52 | -1.90% | Signal |
| 2011-08-09 | 2011-08-31 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-11-02 | 2011-08-09 | COMPLETED | 100% | $24.17 | $23.85 | -1.31% | Stop |
| 2010-08-12 | 2010-11-02 | INTEREST | 100% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2010-08-10 | 2010-08-12 | COMPLETED | 100% | $22.63 | $22.08 | -2.43% | Signal |
| 2010-06-16 | 2010-08-10 | INTEREST | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2009-07-08 | 2010-06-16 | COMPLETED | 100% | $19.59 | $22.55 | 15.09% | Signal |
| 2008-01-23 | 2009-07-08 | INTEREST | 100% | $1.00 | $1.05 | 5.06% | Interest Income |
| 2007-10-12 | 2008-01-23 | COMPLETED | 100% | $26.21 | $23.87 | -8.94% | Stop |
| 2007-09-20 | 2007-10-12 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-09-05 | 2007-09-20 | COMPLETED | 100% | $23.45 | $25.66 | 9.42% | Signal |
| 2006-05-23 | 2006-09-05 | INTEREST | 100% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2005-12-27 | 2006-05-23 | COMPLETED | 100% | $22.97 | $21.45 | -6.62% | Signal |
| 2005-11-30 | 2005-12-27 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2005-01-28 | 2005-11-30 | COMPLETED | 100% | $20.59 | $21.83 | 6.02% | Signal |
| 2004-08-10 | 2005-01-28 | INTEREST | 100% | $1.00 | $1.02 | 1.95% | Interest Income |
| 2003-04-30 | 2004-08-10 | COMPLETED | 100% | $18.81 | $19.35 | 2.91% | Signal |
| 2002-10-23 | 2003-04-30 | INTEREST | 100% | $1.00 | $1.02 | 2.01% | Interest Income |
| 2002-10-21 | 2002-10-23 | COMPLETED | 100% | $18.82 | $18.51 | -1.62% | Signal |
| 2002-07-30 | 2002-10-21 | INTEREST | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2002-07-26 | 2002-07-30 | COMPLETED | 100% | $16.44 | $17.40 | 5.85% | Signal |
| 2002-07-03 | 2002-07-26 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2002-02-28 | 2002-07-03 | COMPLETED | 100% | $18.88 | $17.40 | -7.82% | Stop |
| 2001-09-17 | 2002-02-28 | INTEREST | 100% | $1.00 | $1.02 | 2.13% | Interest Income |
| 2001-06-06 | 2001-09-17 | COMPLETED | 100% | $20.37 | $16.20 | -20.44% | Stop |
| 2000-09-18 | 2001-06-06 | INTEREST | 100% | $1.00 | $1.04 | 3.78% | Interest Income |
| 2000-03-16 | 2000-09-18 | COMPLETED | 100% | $18.98 | $19.82 | 4.44% | Signal |
| 2000-02-23 | 2000-03-16 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 1999-12-27 | 2000-02-23 | COMPLETED | 100% | $20.75 | $18.85 | -9.15% | Stop |
| 1999-10-06 | 1999-12-27 | INTEREST | 100% | $1.00 | $1.01 | 1.31% | Interest Income |
Return Distribution Analysis
