📈 Ladder Backtester Ladder strategy vs. buy & hold

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AAPL · Apple Inc. #11

2023-05-30T00:00 → 2026-05-29T00:00 · fmp · 1d · scale deploy-excess · created 2026-06-01T04:17

Strategy return 64.18% $16,418
Buy & hold return 76.01% $17,601
Strategy − Buy&Hold -11.82 pp $-1,182
Trades 32 / 32 buys / sells
Start price (B)177.3000 Target (Z)350.0000 (not hit)
Capital (A)10,000 First step (C)7,000
Steps (N)6 Threshold (X)5.0%

Annualized & capital-efficiency metrics (3.00 yr)

Strategy CAGR 17.98% whole pot, annualized
Buy & hold CAGR 20.75% all-in at t0, annualized
Money-weighted IRR 22.80% on capital while deployed
Avg capital deployed 79.5% rest sat idle in cash

CAGR grows the whole pot A, so idle ladder cash dilutes it. IRR counts only dollars actually in the market over time, so it runs higher — the gap is the cash drag, which Avg capital deployed measures directly. IRR only "counts" if that idle cash earns its opportunity cost elsewhere.

Strategy vs benchmarks — returns & drawdown

Series XIRR Max drawdown Downside capture
Ladder strategy 22.80% -28.19%
Buy & hold 20.75% -33.22% 96%

Max drawdown is the bad-market headline — how deep each fell from its high. Downside capture is the bear-market analog to alpha: of a benchmark's loss in its down periods, the share the strategy absorbed (under 100% = protective, negative = the strategy gained while the benchmark fell).

Portfolio value: strategy vs. buy & hold

⬇ Equity CSV

Price & trades

Trade log (65)

⬇ Trades CSV
# WhenActionPriceShares Amount Shares held Cash bal. Portfolio
1 2023-05-30T00:00 INITIAL 177.3000 39.4811 7,000.00 39.4811 3,000.00 10,000.00
2 2023-06-22T00:00 SELL 187.0000 2.6738 500.00 36.8073 3,500.00 10,382.97
3 2023-06-22T00:00 DEPLOY 187.0000 2.6738 500.00 39.4811 3,000.00 10,382.97
4 2023-07-31T00:00 SELL 196.4500 2.5452 500.00 36.9359 3,500.00 10,756.06
5 2023-07-31T00:00 DEPLOY 196.4500 2.5452 500.00 39.4811 3,000.00 10,756.06
6 2023-08-04T00:00 BUY 181.9900 2.7474 500.00 42.2285 2,500.00 10,185.17
7 2023-09-26T00:00 BUY 171.9600 2.9077 500.00 45.1362 2,000.00 9,761.61
8 2023-10-12T00:00 SELL 180.7100 2.7669 500.00 42.3693 2,500.00 10,156.56
9 2023-10-25T00:00 BUY 171.1000 2.9223 500.00 45.2916 2,000.00 9,749.39
10 2023-11-07T00:00 SELL 181.8200 2.7500 500.00 42.5416 2,500.00 10,234.91
11 2023-11-20T00:00 SELL 191.4500 2.6116 500.00 39.9299 3,000.00 10,644.59
12 2024-01-05T00:00 BUY 181.1800 2.7597 500.00 42.6896 2,500.00 10,234.51
13 2024-01-19T00:00 SELL 191.5600 2.6101 500.00 40.0795 3,000.00 10,677.63
14 2024-02-20T00:00 BUY 181.5600 2.7539 500.00 42.8334 2,500.00 10,276.83
15 2024-03-05T00:00 BUY 170.1200 2.9391 500.00 45.7725 2,000.00 9,786.82
16 2024-03-20T00:00 SELL 178.6700 2.7985 500.00 42.9740 2,500.00 10,178.17
17 2024-03-26T00:00 BUY 169.7100 2.9462 500.00 45.9202 2,000.00 9,793.12
18 2024-05-03T00:00 SELL 183.3800 2.7266 500.00 43.1937 2,500.00 10,420.85
19 2024-06-03T00:00 SELL 194.0300 2.5769 500.00 40.6167 3,000.00 10,880.87
20 2024-06-11T00:00 SELL 207.1500 2.4137 500.00 38.2030 3,500.00 11,413.76
21 2024-06-11T00:00 DEPLOY 207.1500 2.4137 500.00 40.6167 3,000.00 11,413.76
22 2024-07-02T00:00 SELL 220.2700 2.2699 500.00 38.3468 3,500.00 11,946.65
23 2024-07-02T00:00 DEPLOY 220.2700 2.2699 500.00 40.6167 3,000.00 11,946.65
24 2024-07-10T00:00 SELL 232.9800 2.1461 500.00 38.4706 3,500.00 12,462.89
25 2024-07-10T00:00 DEPLOY 232.9800 2.1461 500.00 40.6167 3,000.00 12,462.89
26 2024-07-24T00:00 BUY 218.5400 2.2879 500.00 42.9047 2,500.00 11,876.38
27 2024-08-06T00:00 BUY 207.2300 2.4128 500.00 45.3174 2,000.00 11,391.13
28 2024-08-13T00:00 SELL 221.2700 2.2597 500.00 43.0577 2,500.00 12,027.39
29 2024-09-30T00:00 SELL 233.0000 2.1459 500.00 40.9118 3,000.00 12,532.46
30 2024-12-09T00:00 SELL 246.7500 2.0263 500.00 38.8855 3,500.00 13,094.99
31 2024-12-09T00:00 DEPLOY 246.7500 2.0263 500.00 40.9118 3,000.00 13,094.99
32 2025-01-13T00:00 BUY 234.4000 2.1331 500.00 43.0449 2,500.00 12,589.73
33 2025-01-21T00:00 BUY 222.6400 2.2458 500.00 45.2907 2,000.00 12,083.52
34 2025-01-28T00:00 SELL 238.2600 2.0985 500.00 43.1922 2,500.00 12,790.96
35 2025-03-11T00:00 BUY 220.8400 2.2641 500.00 45.4562 2,000.00 12,038.56
36 2025-03-13T00:00 BUY 209.6800 2.3846 500.00 47.8408 1,500.00 11,531.27
37 2025-03-24T00:00 SELL 220.7300 2.2652 500.00 45.5756 2,000.00 12,059.91
38 2025-04-03T00:00 BUY 203.1900 2.4608 500.00 48.0364 1,500.00 11,260.51
39 2025-04-04T00:00 BUY 188.3800 2.6542 500.00 50.6906 1,000.00 10,549.09
40 2025-04-08T00:00 BUY 172.4200 2.8999 500.00 53.5905 500.00 9,740.07
41 2025-04-09T00:00 SELL 198.8500 2.5145 500.00 51.0760 1,000.00 11,156.47
42 2025-04-25T00:00 SELL 209.2800 2.3891 500.00 48.6869 1,500.00 11,689.19
43 2025-05-06T00:00 BUY 198.5100 2.5188 500.00 51.2056 1,000.00 11,164.83
44 2025-05-12T00:00 SELL 210.7900 2.3720 500.00 48.8336 1,500.00 11,793.64
45 2025-05-23T00:00 BUY 195.2700 2.5606 500.00 51.3942 1,000.00 11,035.74
46 2025-06-30T00:00 SELL 205.1700 2.4370 500.00 48.9572 1,500.00 11,544.54
47 2025-08-07T00:00 SELL 220.0300 2.2724 500.00 46.6847 2,000.00 12,272.04
48 2025-08-13T00:00 SELL 233.3300 2.1429 500.00 44.5419 2,500.00 12,892.95
49 2025-09-19T00:00 SELL 245.5000 2.0367 500.00 42.5052 3,000.00 13,435.03
50 2025-10-03T00:00 SELL 258.0200 1.9378 500.00 40.5674 3,500.00 13,967.19
51 2025-10-03T00:00 DEPLOY 258.0200 1.9378 500.00 42.5052 3,000.00 13,967.19
52 2025-10-30T00:00 SELL 271.4000 1.8423 500.00 40.6629 3,500.00 14,535.91
53 2025-10-30T00:00 DEPLOY 271.4000 1.8423 500.00 42.5052 3,000.00 14,535.91
54 2025-12-02T00:00 SELL 286.1900 1.7471 500.00 40.7581 3,500.00 15,164.56
55 2025-12-02T00:00 DEPLOY 286.1900 1.7471 500.00 42.5052 3,000.00 15,164.56
56 2025-12-17T00:00 BUY 271.8400 1.8393 500.00 44.3445 2,500.00 14,554.61
57 2026-01-15T00:00 BUY 258.2100 1.9364 500.00 46.2809 2,000.00 13,950.20
58 2026-02-04T00:00 SELL 276.4900 1.8084 500.00 44.4725 2,500.00 14,796.21
59 2026-02-12T00:00 BUY 261.7300 1.9104 500.00 46.3829 2,000.00 14,139.80
60 2026-03-20T00:00 BUY 247.9900 2.0162 500.00 48.3991 1,500.00 13,502.50
61 2026-04-09T00:00 SELL 260.4900 1.9195 500.00 46.4797 2,000.00 14,107.49
62 2026-05-01T00:00 SELL 280.1400 1.7848 500.00 44.6948 2,500.00 15,020.81
63 2026-05-12T00:00 SELL 294.8000 1.6961 500.00 42.9988 3,000.00 15,676.04
64 2026-05-27T00:00 SELL 310.8500 1.6085 500.00 41.3903 3,500.00 16,366.17
65 2026-05-27T00:00 DEPLOY 310.8500 1.6085 500.00 42.9988 3,000.00 16,366.17