Moving Average (50/200)
XLY
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
XLY Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 4.97% | 9.34% | 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 | 0.34 | 0.39 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -36.73% | -59.05% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 70.6% | 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 |
|---|---|---|---|---|---|---|---|
| 2025-07-08 | 2026-03-30 | COMPLETED | 100% | $108.82 | $106.61 | -2.03% | Stop |
| 2025-04-22 | 2025-07-08 | INTEREST | 100% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2025-04-01 | 2025-04-22 | COMPLETED | 100% | $97.83 | $90.54 | -7.45% | Signal |
| 2025-03-10 | 2025-04-01 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-11-15 | 2025-03-10 | COMPLETED | 100% | $82.46 | $100.40 | 21.75% | Stop |
| 2023-10-24 | 2023-11-15 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-05-22 | 2023-10-24 | COMPLETED | 100% | $73.98 | $74.95 | 1.31% | Stop |
| 2023-04-12 | 2023-05-22 | INTEREST | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2023-04-10 | 2023-04-12 | COMPLETED | 100% | $69.99 | $71.73 | 2.48% | Signal |
| 2023-01-20 | 2023-04-10 | INTEREST | 100% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2023-01-18 | 2023-01-20 | COMPLETED | 100% | $68.69 | $66.15 | -3.70% | Signal |
| 2022-03-10 | 2023-01-18 | INTEREST | 100% | $1.00 | $1.03 | 2.74% | Interest Income |
| 2022-02-16 | 2022-03-10 | COMPLETED | 100% | $88.95 | $81.38 | -8.51% | Signal |
| 2022-01-25 | 2022-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-06-19 | 2022-01-25 | COMPLETED | 100% | $61.91 | $86.55 | 39.79% | Stop |
| 2020-03-09 | 2020-06-19 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2019-03-26 | 2020-03-09 | COMPLETED | 100% | $53.02 | $50.28 | -5.16% | Stop |
| 2018-12-10 | 2019-03-26 | INTEREST | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2016-04-25 | 2018-12-10 | COMPLETED | 100% | $35.68 | $48.10 | 34.80% | Signal |
| 2016-01-21 | 2016-04-25 | INTEREST | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2015-09-17 | 2016-01-21 | COMPLETED | 100% | $34.14 | $31.98 | -6.35% | Stop |
| 2015-08-25 | 2015-09-17 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-12-14 | 2015-08-25 | COMPLETED | 100% | $16.14 | $32.53 | 101.60% | Stop |
| 2011-09-02 | 2011-12-14 | INTEREST | 100% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2011-08-30 | 2011-09-02 | COMPLETED | 100% | $15.54 | $15.24 | -1.94% | Signal |
| 2011-08-08 | 2011-08-30 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-09-20 | 2011-08-08 | COMPLETED | 100% | $13.59 | $14.84 | 9.21% | Stop |
| 2010-08-25 | 2010-09-20 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2010-06-16 | 2010-08-25 | COMPLETED | 100% | $13.57 | $12.32 | -9.25% | Signal |
| 2010-05-24 | 2010-06-16 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2009-06-03 | 2010-05-24 | COMPLETED | 100% | $9.82 | $13.03 | 32.68% | Stop |
| 2007-08-17 | 2009-06-03 | INTEREST | 100% | $1.00 | $1.07 | 6.59% | Interest Income |
| 2006-10-05 | 2007-08-17 | COMPLETED | 100% | $13.95 | $14.19 | 1.70% | Stop |
| 2006-07-24 | 2006-10-05 | INTEREST | 100% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2006-01-04 | 2006-07-24 | COMPLETED | 100% | $12.82 | $12.26 | -4.35% | Signal |
| 2005-11-10 | 2006-01-04 | INTEREST | 100% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2005-11-08 | 2005-11-10 | COMPLETED | 100% | $12.67 | $12.50 | -1.34% | Signal |
| 2005-10-12 | 2005-11-08 | INTEREST | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2005-07-26 | 2005-10-12 | COMPLETED | 100% | $13.30 | $12.09 | -9.09% | Signal |
| 2005-05-13 | 2005-07-26 | INTEREST | 100% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2004-10-29 | 2005-05-13 | COMPLETED | 100% | $12.46 | $12.09 | -2.95% | Signal |
| 2004-08-11 | 2004-10-29 | INTEREST | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2003-05-12 | 2004-08-11 | COMPLETED | 100% | $9.71 | $11.20 | 15.36% | Signal |
| 2002-07-03 | 2003-05-12 | INTEREST | 100% | $1.00 | $1.03 | 3.44% | Interest Income |
| 2001-12-28 | 2002-07-03 | COMPLETED | 100% | $10.91 | $9.84 | -9.74% | Stop |
| 2001-09-10 | 2001-12-28 | INTEREST | 100% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2001-02-08 | 2001-09-10 | COMPLETED | 100% | $10.33 | $9.08 | -12.11% | Stop |
| 2000-06-23 | 2001-02-08 | INTEREST | 100% | $1.00 | $1.04 | 3.51% | Interest Income |
| 2000-05-03 | 2000-06-23 | COMPLETED | 100% | $10.44 | $9.25 | -11.37% | Signal |
| 2000-02-17 | 2000-05-03 | INTEREST | 100% | $1.00 | $1.01 | 1.25% | Interest Income |
| 1999-12-21 | 2000-02-17 | COMPLETED | 100% | $10.85 | $9.74 | -10.23% | Stop |
| 1999-10-06 | 1999-12-21 | INTEREST | 100% | $1.00 | $1.01 | 1.23% | Interest Income |
Return Distribution Analysis
