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.
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).
Detailed Performance Metrics
→ 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 duration.
| Ticker / Asset | CAGR | Sharpe Ratio | Max Drawdown | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
Defending Your Savings Against Significant Downturns
Trend-following is the basis for reducing drawdowns and avoiding major downturns. This foundational research explains how systematic risk management provides the defensive baseline required for long-term wealth preservation.
Read the Foundational Research →Featured Asset Backtests
Explore the 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.