ABBV AbbVie Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for ABBV (AbbVie Inc) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -28.0% (compared to the benchmark's drawdown of -45.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.5%, compared to a Buy-and-Hold benchmark return of 16.9%. The strategy executed 59 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
ABBV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 10.95% | 21.13% | 9.74% | 18.57% | 11.27% | 17.99% | 9.47% | 16.89% |
| Sharpe Ratio | 0.50 | 0.81 | 0.48 | 0.74 | 0.54 | 0.64 | 0.46 | 0.59 |
| Max Drawdown | -17.87% | -17.32% | -25.09% | -21.92% | -27.98% | -45.09% | -27.98% | -45.09% |
| % Time Invested | 100.0% | 100.0% | 96.2% | 100.0% | 91.6% | 100.0% | 90.7% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 4.4 | 0.0 | 4.6 | 0.0 | 5.3 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-05-22 | Open | Open | 33.33% | $217.00 | $217.72 | 0.33% | Mark-to-Market |
| 2026-04-14 | Open | Open | 33.33% | $203.11 | $217.72 | 7.19% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-05-04 | 2026-05-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2026-04-30 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2026-03-20 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2025-05-01 | 2026-04-30 | Completed | 33.33% | $186.79 | $209.00 | 11.89% | Stop |
| 2026-03-20 | 2026-04-14 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2026-03-02 | 2026-03-20 | Completed | 33.33% | $231.74 | $204.57 | -11.72% | Stop |
| 2025-09-02 | 2026-03-20 | Completed | 33.33% | $205.27 | $204.57 | -0.34% | Signal |
| 2026-02-05 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2025-04-30 | 2026-02-05 | Completed | 33.33% | $188.35 | $215.12 | 14.21% | Stop |
| 2025-07-08 | 2025-09-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2025-05-02 | 2025-07-08 | Completed | 33.33% | $189.01 | $180.90 | -4.29% | Signal |
| 2025-04-09 | 2025-05-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.47% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-03-14 | 2025-04-09 | Completed | 33.33% | $201.30 | $161.50 | -19.77% | Stop |
| 2024-12-11 | 2025-04-08 | Completed | 33.33% | $167.27 | $180.02 | 7.62% | Stop |
| 2024-12-05 | 2025-04-07 | Completed | 33.33% | $166.34 | $173.71 | 4.43% | Stop |
| 2025-01-14 | 2025-03-14 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2024-12-11 | 2025-01-14 | Completed | 33.33% | $167.27 | $167.89 | 0.37% | Signal |
| 2024-11-18 | 2024-12-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2024-11-18 | 2024-12-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2024-11-12 | 2024-12-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2024-08-16 | 2024-11-18 | Completed | 33.33% | $182.85 | $157.44 | -13.89% | Stop |
| 2023-12-08 | 2024-11-18 | Completed | 33.33% | $135.79 | $157.44 | 15.94% | Stop |
| 2024-06-20 | 2024-11-12 | Completed | 33.33% | $159.97 | $167.32 | 4.59% | Stop |
| 2024-08-02 | 2024-08-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2024-07-02 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2023-10-06 | 2024-07-02 | Completed | 33.33% | $133.01 | $157.59 | 18.47% | Signal |
| 2024-05-28 | 2024-06-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2023-06-09 | 2024-05-28 | Completed | 33.33% | $123.54 | $146.11 | 18.27% | Stop |
| 2023-07-21 | 2023-12-08 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.38% | Interest Income |
| 2023-06-02 | 2023-10-06 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.34% | Interest Income |
| 2023-06-27 | 2023-07-21 | Completed | 33.33% | $121.13 | $129.12 | 6.60% | Signal |
| 2023-06-02 | 2023-06-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2023-06-02 | 2023-06-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2023-03-02 | 2023-06-02 | Completed | 33.33% | $138.13 | $120.08 | -13.07% | Stop |
| 2023-05-17 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-04-21 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2023-02-28 | 2023-05-17 | Completed | 33.33% | $137.00 | $128.44 | -6.25% | Stop |
| 2022-12-02 | 2023-04-21 | Completed | 33.33% | $141.67 | $146.01 | 3.06% | Signal |
| 2023-01-23 | 2023-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2023-02-03 | 2023-02-28 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2022-05-24 | 2023-02-03 | Completed | 33.33% | $127.11 | $129.85 | 2.15% | Stop |
| 2022-05-24 | 2023-01-23 | Completed | 33.33% | $127.11 | $133.35 | 4.91% | Signal |
| 2022-10-04 | 2022-12-02 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-08-09 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2022-05-24 | 2022-08-09 | Completed | 33.33% | $127.11 | $122.76 | -3.42% | Signal |
| 2022-05-02 | 2022-05-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2022-05-02 | 2022-05-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2022-05-02 | 2022-05-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-12-10 | 2022-05-02 | Completed | 33.33% | $104.97 | $126.78 | 20.78% | Stop |
| 2020-11-20 | 2022-05-02 | Completed | 33.33% | $80.92 | $126.78 | 56.68% | Stop |
| 2020-11-13 | 2022-05-02 | Completed | 33.33% | $78.86 | $126.78 | 60.76% | Stop |
| 2021-11-02 | 2021-12-10 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-10-29 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2020-12-16 | 2021-10-29 | Completed | 33.33% | $82.98 | $95.10 | 14.60% | Signal |
| 2020-12-02 | 2020-12-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-11-03 | 2020-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-11-03 | 2020-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-11-03 | 2020-11-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-10-29 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-10-29 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-10-22 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2020-06-25 | 2020-10-29 | Completed | 33.33% | $75.11 | $65.17 | -13.23% | Stop |
| 2020-04-06 | 2020-10-29 | Completed | 33.33% | $58.89 | $65.17 | 10.67% | Stop |
| 2020-07-28 | 2020-10-22 | Completed | 33.33% | $77.48 | $67.21 | -13.25% | Stop |
| 2020-06-02 | 2020-07-28 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2020-06-02 | 2020-06-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2020-05-07 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-03-19 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2020-04-06 | 2020-05-07 | Completed | 33.33% | $58.89 | $68.27 | 15.94% | Signal |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2019-10-21 | 2020-03-19 | Completed | 33.33% | $58.98 | $53.72 | -8.91% | Stop |
| 2019-10-21 | 2020-03-13 | Completed | 33.33% | $58.98 | $64.81 | 9.89% | Stop |
| 2019-10-21 | 2020-03-13 | Completed | 33.33% | $58.98 | $64.81 | 9.89% | Stop |
| 2019-07-24 | 2019-10-21 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2019-03-04 | 2019-10-21 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.12% | Interest Income |
| 2019-03-04 | 2019-10-21 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.12% | Interest Income |
| 2019-07-19 | 2019-07-24 | Completed | 33.33% | $51.52 | $51.24 | -0.54% | Signal |
| 2019-06-26 | 2019-07-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2019-02-20 | 2019-06-26 | Completed | 33.33% | $59.19 | $50.08 | -15.40% | Stop |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2019-01-28 | 2019-02-20 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-14 | 2019-01-28 | Completed | 33.33% | $64.66 | $58.80 | -9.06% | Stop |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-11-14 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-10-23 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2018-09-17 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-07-20 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2018-07-19 | 2018-10-23 | Completed | 33.33% | $66.97 | $59.96 | -10.47% | Stop |
| 2018-04-17 | 2018-09-17 | Completed | 33.33% | $66.28 | $68.54 | 3.41% | Signal |
| 2018-07-10 | 2018-07-20 | Completed | 33.33% | $69.06 | $63.73 | -7.72% | Stop |
| 2018-06-26 | 2018-07-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-06-13 | 2018-07-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-04-17 | 2018-06-26 | Completed | 33.33% | $66.28 | $66.39 | 0.17% | Stop |
| 2018-04-17 | 2018-06-13 | Completed | 33.33% | $66.28 | $70.35 | 6.14% | Signal |
| 2018-03-23 | 2018-04-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2018-03-23 | 2018-04-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2018-03-23 | 2018-04-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2018-03-02 | 2018-03-23 | Completed | 33.33% | $79.49 | $69.67 | -12.35% | Stop |
| 2018-03-02 | 2018-03-23 | Completed | 33.33% | $79.49 | $69.67 | -12.35% | Stop |
| 2018-03-02 | 2018-03-23 | Completed | 33.33% | $79.49 | $69.67 | -12.35% | Stop |
| 2018-02-07 | 2018-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2018-02-07 | 2018-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2018-02-07 | 2018-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2017-03-08 | 2018-02-07 | Completed | 33.33% | $43.42 | $78.49 | 80.79% | Stop |
| 2017-01-17 | 2018-02-07 | Completed | 33.33% | $42.05 | $78.49 | 86.65% | Stop |
| 2016-04-25 | 2018-02-07 | Completed | 33.33% | $40.48 | $78.49 | 93.89% | Stop |
| 2016-11-30 | 2017-03-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2016-12-19 | 2017-01-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2016-12-02 | 2016-12-19 | Completed | 33.33% | $39.91 | $42.05 | 5.37% | Signal |
| 2016-11-02 | 2016-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2016-04-21 | 2016-11-30 | Completed | 33.33% | $40.11 | $41.55 | 3.59% | Signal |
| 2016-10-04 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-09-27 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2016-02-04 | 2016-09-27 | Completed | 33.33% | $37.22 | $42.72 | 14.79% | Signal |
| 2016-04-04 | 2016-04-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-04-04 | 2016-04-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-02-04 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-01-12 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2016-01-05 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-11-16 | 2016-01-12 | Completed | 33.33% | $38.78 | $35.36 | -8.82% | Stop |
| 2015-11-16 | 2016-01-05 | Completed | 33.33% | $38.78 | $37.64 | -2.93% | Signal |
| 2015-11-03 | 2015-11-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2015-11-03 | 2015-11-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2015-10-23 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2015-10-23 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2015-10-19 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2015-10-21 | 2015-10-23 | Completed | 33.33% | $35.88 | $32.07 | -10.62% | Stop |
| 2015-09-17 | 2015-10-23 | Completed | 33.33% | $38.31 | $32.07 | -16.28% | Stop |
| 2015-09-29 | 2015-10-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-09-17 | 2015-10-19 | Completed | 33.33% | $38.31 | $36.54 | -4.62% | Signal |
| 2015-09-17 | 2015-09-29 | Completed | 33.33% | $38.31 | $34.15 | -10.85% | Stop |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-06-05 | 2015-08-25 | Completed | 33.33% | $42.76 | $41.88 | -2.07% | Stop |
| 2015-03-19 | 2015-08-25 | Completed | 33.33% | $38.05 | $41.88 | 10.06% | Stop |
| 2015-03-19 | 2015-08-25 | Completed | 33.33% | $38.05 | $41.88 | 10.06% | Stop |
| 2015-04-13 | 2015-06-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-03-19 | 2015-04-13 | Completed | 33.33% | $38.05 | $39.46 | 3.72% | Signal |
| 2015-03-17 | 2015-03-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-03-17 | 2015-03-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-03-17 | 2015-03-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |