DASHBOARDS: Portfolio Hub Market Pulse Performance Compare Studio

Trend-Following Performance Analytics

Analyze historical trend-following performance across all tracked asset classes. Use the selector below to filter returns, drawdowns, and risk-adjusted efficiency (Sharpe Ratio) by strategy, style, and time horizon.

📖 Research Primer: Understand how systematic risk management provides the defensive baseline required for long-term wealth preservation. Read the Foundational Research →

Trading Style:

Strategy:

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Trend-Following Efficiency Frontier: The Rise Above

Visualize the Efficiency Migration—the physical path from a ticker's underlying Buy-and-Hold benchmark (ghosted) to its optimized trend-following state (solid).

Hydrating Performance Trajectory... Loading historical performance data

Detailed Performance Metrics (Core Tickers Only)

→ Use controls at the top of the page to filter this table by Style, Strategy, Category, or Lookback Period.

N/A indicates the asset does not have enough trading history to satisfy the selected lookback period. (Lookback period control is above.)

Ticker / Asset	CAGR		Sharpe Ratio		Max Drawdown
Ticker / Asset	Strategy	B&H	Strategy	B&H	Strategy	B&H

Featured Asset Backtests

Explore historical performance metrics and detailed trade logs for major index ETFs, sectors, and mega-cap assets backtested using our flagship Multi-Model Ensemble (MMA) strategy.

📈 Broad Market Index ETFs

DIA SPDR Dow Jones Industrial Average ETF IVV iShares Core S&P 500 ETF IWM iShares Russell 2000 ETF QQQ Invesco QQQ Trust Series 1 SPY SPDR S&P 500 ETF Trust VOO Vanguard 500 Index Fund ETF VTI Vanguard Total Stock Market Index Fund ETF

💰 Dividend & Factor Funds

SCHD Schwab U.S. Dividend Equity ETF VIG Vanguard Dividend Appreciation Index Fund ETF VTV Vanguard Value Index Fund ETF VUG Vanguard Growth Index Fund ETF

🛡️ Bonds & Fixed Income

AGG iShares Core U.S. Aggregate Bond ETF HYG iShares iBoxx $ High Yield Corporate Bond ETF IEF iShares 7-10 Year Treasury Bond ETF TLT iShares 20+ Year Treasury Bond ETF

🚀 Mega-Cap Equities

AAPL Apple Inc. AMZN Amazon.com Inc GOOG Alphabet Inc - Class C META Meta Platforms Inc - Class A MSFT Microsoft Corporation NVDA NVIDIA Corp TSLA Tesla Inc

⚡ Commodities & Key Sectors

IAU iShares Gold Trust XLE The Energy Select Sector SPDR Fund XLF The Financial Select Sector SPDR Fund XLK The Technology Select Sector SPDR Fund

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DisclaimerFor Educational Purposes Only: All content on this site, including articles, tools, and simulations, is for informational and educational purposes only. It should not be construed as financial, investment, legal, or tax advice. The information provided is general in nature and not tailored to any individual's specific circumstances.
Software Development & Data Processing Risks: The software used to perform the analyses may have errors or inaccuracies. When we post updates to any material, errors or inaccuracies that are subsequently fixed may change the results. Historical pricing revisions, corporate actions, or algorithmic optimizations may dynamically recalculate past simulation timelines. As a result, past signal sequences shown on this site or in digests may shift retroactively to align with the revised data. 
No Guarantees & Risk of Loss: The analyses and simulations presented are based on historical data. Past performance is not an indicator or guarantee of future results. All investing involves risk, including the possible loss of principal. Market conditions are subject to change, and the future may not resemble the past.
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