Trend-Following Strategy — Dashboard
Last updated: 2026-08-28T17:08:15.471853+00:00
Confidence filter: min trend strength = 2.0 ·
267 trades taken · 1561 signals skipped as too weak
Performance vs. SPY Buy&Hold
| Metric | Strategy | SPY Buy&Hold |
|---|
| total_return_% | 161.14 | 784.18 |
| CAGR_% | 4.79 | 11.2 |
| annual_vol_% | 8.87 | 19.26 |
| sharpe | 0.57 | 0.65 |
| max_drawdown_% | -15.4 | -55.19 |
| calmar | 0.31 | 0.2 |
| n_years | 20.5 | 20.5 |
Current Signal State (latest available bar)
| Ticker | Signal | Action | Price | SMA Fast |
SMA Slow | 12m Mom | Strength | Reasoning |
|---|
| DBC |
long |
WOULD TRADE |
30.86 |
28.89 |
26.91 |
44.73% |
4.574 |
Uptrend confirmed, trend strength 4.57 clears the 2.0 threshold. |
| GLD |
flat |
no trade |
410.56 |
386.1 |
414.8 |
31.29% |
3.71 |
No trend: moving averages and momentum disagree or are flat. |
| TLT |
flat |
no trade |
82.88 |
83.62 |
85.02 |
0.03% |
2.167 |
No trend: moving averages and momentum disagree or are flat. |
| SPY |
long |
WOULD TRADE |
768.64 |
753.94 |
707.42 |
20.19% |
7.82 |
Uptrend confirmed, trend strength 7.82 clears the 2.0 threshold. |
Recent Trades
| Ticker | Dir | Entry | Exit | Held | P&L | Exit Reason |
|---|
| TLT | short |
2026-07-30 00:00:00 | 2026-08-19 00:00:00 |
20d |
-427.52 |
signal_reverse |
| GLD | long |
2024-01-17 00:00:00 | 2026-06-30 00:00:00 |
895d |
+46,449.89 |
signal_reverse |
| TLT | long |
2025-12-16 00:00:00 | 2026-03-20 00:00:00 |
94d |
-745.10 |
signal_reverse |
| TLT | long |
2025-11-14 00:00:00 | 2025-12-03 00:00:00 |
19d |
+333.51 |
signal_reverse |
| TLT | long |
2025-10-13 00:00:00 | 2025-11-14 00:00:00 |
32d |
-885.17 |
stop_loss |
| TLT | short |
2025-09-08 00:00:00 | 2025-09-15 00:00:00 |
7d |
-257.48 |
signal_reverse |
| TLT | short |
2025-08-01 00:00:00 | 2025-09-08 00:00:00 |
38d |
-1,361.90 |
stop_loss |
| TLT | short |
2025-07-07 00:00:00 | 2025-08-01 00:00:00 |
25d |
-1,244.73 |
stop_loss |
| TLT | short |
2025-06-12 00:00:00 | 2025-07-03 00:00:00 |
21d |
-76.43 |
signal_reverse |
| TLT | short |
2025-06-03 00:00:00 | 2025-06-12 00:00:00 |
9d |
-1,363.61 |
stop_loss |
| TLT | short |
2025-05-29 00:00:00 | 2025-06-02 00:00:00 |
4d |
+416.82 |
signal_reverse |
| TLT | short |
2025-05-21 00:00:00 | 2025-05-29 00:00:00 |
8d |
-1,394.94 |
stop_loss |
| SPY | long |
2023-05-08 00:00:00 | 2025-04-04 00:00:00 |
697d |
+12,625.23 |
signal_reverse |
| DBC | long |
2025-03-07 00:00:00 | 2025-04-03 00:00:00 |
27d |
-515.16 |
signal_reverse |
| TLT | short |
2025-03-26 00:00:00 | 2025-03-28 00:00:00 |
2d |
-591.26 |
signal_reverse |
Performance by Ticker
| Ticker | Trades | Win Rate | Total P&L |
|---|
| SPY | 35 |
37.1% |
+57,980.38 |
| GLD | 69 |
23.2% |
+55,526.67 |
| DBC | 88 |
21.6% |
+17,593.23 |
| TLT | 75 |
21.3% |
-1,426.91 |
This dashboard shows backtest results and the strategy's read on the most
recent available data — it does not place, manage, or execute any live
trades. Past backtest performance is not a guarantee of future results.