ABBV
AbbVie Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for ABBV (AbbVie Inc) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -28.5% (compared to the benchmark's drawdown of -45.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.2%, compared to a Buy-and-Hold benchmark return of 18.5%. The strategy executed 59 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
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 | 24.01% | 40.16% | 10.98% | 21.51% | 11.99% | 19.79% | 10.20% | 18.53% |
| Sharpe Ratio | 0.99 | 1.32 | 0.53 | 0.83 | 0.57 | 0.69 | 0.49 | 0.64 |
| Max Drawdown | -17.93% | -17.32% | -26.17% | -21.92% | -28.52% | -45.09% | -28.52% | -45.09% |
| % Time Invested | 100.0% | 100.0% | 96.2% | 100.0% | 91.6% | 100.0% | 90.9% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 4.4 | 0.0 | 4.6 | 0.0 | 5.2 | 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 or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 2026-04-30 | 2026-05-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-05-01 | 2026-04-30 | Completed | 33.33% | $185.47 | $207.52 | 11.83% | Stop | |
| 2026-03-20 | 2026-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-02 | 2026-03-20 | Completed | 33.33% | $230.10 | $203.13 | -11.77% | Stop | |
| 2025-09-02 | 2026-03-20 | Completed | 33.33% | $203.82 | $203.13 | -0.39% | Signal | |
| 2026-02-05 | 2026-03-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-30 | 2026-02-05 | Completed | 33.33% | $187.02 | $213.60 | 14.15% | Stop | |
| 2025-07-08 | 2025-09-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2025-05-02 | 2025-07-08 | Completed | 33.33% | $187.68 | $179.62 | -4.34% | Signal | |
| 2025-04-09 | 2025-05-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-14 | 2025-04-09 | Completed | 33.33% | $199.88 | $160.36 | -19.81% | Stop | |
| 2024-12-11 | 2025-04-08 | Completed | 33.33% | $166.09 | $178.75 | 7.57% | Stop | |
| 2024-12-05 | 2025-04-07 | Completed | 33.33% | $165.16 | $172.49 | 4.38% | Stop | |
| 2025-01-14 | 2025-03-14 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 2024-12-11 | 2025-01-14 | Completed | 33.33% | $166.09 | $166.70 | 0.32% | Signal | |
| 2024-11-18 | 2024-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2024-11-18 | 2024-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2024-11-12 | 2024-12-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-08-16 | 2024-11-18 | Completed | 33.33% | $181.55 | $156.33 | -13.94% | Stop | |
| 2023-12-08 | 2024-11-18 | Completed | 33.33% | $134.83 | $156.33 | 15.88% | Stop | |
| 2024-06-20 | 2024-11-12 | Completed | 33.33% | $158.84 | $166.14 | 4.54% | Stop | |
| 2024-07-02 | 2024-08-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 2023-10-06 | 2024-07-02 | Completed | 33.33% | $132.07 | $156.47 | 18.41% | Signal | |
| 2024-05-28 | 2024-06-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-06-09 | 2024-05-28 | Completed | 33.33% | $122.66 | $145.08 | 18.21% | Stop | |
| 2023-07-21 | 2023-12-08 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.12% | Interest Income | |
| 2023-04-21 | 2023-10-06 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.47% | Interest Income | |
| 2023-06-27 | 2023-07-21 | Completed | 33.33% | $120.27 | $128.21 | 6.54% | Signal | |
| 2023-06-02 | 2023-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-05-17 | 2023-06-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-03-02 | 2023-06-02 | Completed | 33.33% | $137.16 | $119.23 | -13.11% | Stop | |
| 2023-02-28 | 2023-05-17 | Completed | 33.33% | $136.03 | $127.53 | -6.30% | Stop | |
| 2022-12-02 | 2023-04-21 | Completed | 33.33% | $140.67 | $144.98 | 3.01% | Signal | |
| 2023-01-23 | 2023-03-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income | |
| 2023-02-03 | 2023-02-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-05-24 | 2023-02-03 | Completed | 33.33% | $126.21 | $128.93 | 2.10% | Stop | |
| 2022-05-24 | 2023-01-23 | Completed | 33.33% | $126.21 | $132.41 | 4.86% | Signal | |
| 2022-08-09 | 2022-12-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 2022-05-24 | 2022-08-09 | Completed | 33.33% | $126.21 | $121.89 | -3.47% | Signal | |
| 2022-05-02 | 2022-05-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-05-02 | 2022-05-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-05-02 | 2022-05-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2021-12-10 | 2022-05-02 | Completed | 33.33% | $104.23 | $125.89 | 20.72% | Stop | |
| 2020-11-20 | 2022-05-02 | Completed | 33.33% | $80.35 | $125.89 | 56.60% | Stop | |
| 2020-11-13 | 2022-05-02 | Completed | 33.33% | $78.31 | $125.89 | 60.68% | Stop | |
| 2021-10-29 | 2021-12-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-12-16 | 2021-10-29 | Completed | 33.33% | $82.40 | $94.43 | 14.54% | Signal | |
| 2020-10-29 | 2020-12-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-10-29 | 2020-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-10-22 | 2020-11-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-25 | 2020-10-29 | Completed | 33.33% | $74.57 | $64.71 | -13.27% | Stop | |
| 2020-04-06 | 2020-10-29 | Completed | 33.33% | $58.47 | $64.71 | 10.62% | Stop | |
| 2020-07-28 | 2020-10-22 | Completed | 33.33% | $76.93 | $66.74 | -13.29% | Stop | |
| 2020-03-19 | 2020-07-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2020-05-07 | 2020-06-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-06 | 2020-05-07 | Completed | 33.33% | $58.47 | $67.79 | 15.88% | Signal | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-10-21 | 2020-03-19 | Completed | 33.33% | $58.56 | $53.34 | -8.95% | Stop | |
| 2019-10-21 | 2020-03-13 | Completed | 33.33% | $58.56 | $64.35 | 9.84% | Stop | |
| 2019-10-21 | 2020-03-13 | Completed | 33.33% | $58.56 | $64.35 | 9.84% | Stop | |
| 2019-07-24 | 2019-10-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2018-09-17 | 2019-10-21 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.47% | Interest Income | |
| 2018-07-20 | 2019-10-21 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.80% | Interest Income | |
| 2019-07-19 | 2019-07-24 | Completed | 33.33% | $51.16 | $50.88 | -0.59% | Signal | |
| 2019-06-26 | 2019-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2019-02-20 | 2019-06-26 | Completed | 33.33% | $58.77 | $49.72 | -15.44% | Stop | |
| 2019-01-28 | 2019-02-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-14 | 2019-01-28 | Completed | 33.33% | $64.20 | $58.38 | -9.11% | Stop | |
| 2018-10-23 | 2018-11-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-07-19 | 2018-10-23 | Completed | 33.33% | $66.50 | $59.54 | -10.51% | Stop | |
| 2018-04-17 | 2018-09-17 | Completed | 33.33% | $65.81 | $68.05 | 3.35% | Signal | |
| 2018-07-10 | 2018-07-20 | Completed | 33.33% | $68.57 | $63.28 | -7.76% | Stop | |
| 2018-06-26 | 2018-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2018-06-13 | 2018-07-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2018-04-17 | 2018-06-26 | Completed | 33.33% | $65.81 | $65.92 | 0.12% | Stop | |
| 2018-04-17 | 2018-06-13 | Completed | 33.33% | $65.81 | $69.85 | 6.08% | Signal | |
| 2018-03-23 | 2018-04-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2018-03-23 | 2018-04-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2018-03-23 | 2018-04-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2018-03-02 | 2018-03-23 | Completed | 33.33% | $78.93 | $69.18 | -12.40% | Stop | |
| 2018-03-02 | 2018-03-23 | Completed | 33.33% | $78.93 | $69.18 | -12.40% | Stop | |
| 2018-03-02 | 2018-03-23 | Completed | 33.33% | $78.93 | $69.18 | -12.40% | Stop | |
| 2018-02-07 | 2018-03-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2018-02-07 | 2018-03-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2018-02-07 | 2018-03-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-03-08 | 2018-02-07 | Completed | 33.33% | $43.11 | $77.94 | 80.70% | Stop | |
| 2017-01-17 | 2018-02-07 | Completed | 33.33% | $41.76 | $77.94 | 86.56% | Stop | |
| 2016-04-25 | 2018-02-07 | Completed | 33.33% | $40.20 | $77.94 | 93.79% | Stop | |
| 2016-11-30 | 2017-03-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2016-12-19 | 2017-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2016-12-02 | 2016-12-19 | Completed | 33.33% | $39.63 | $41.76 | 5.32% | Signal | |
| 2016-09-27 | 2016-12-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2016-04-21 | 2016-11-30 | Completed | 33.33% | $39.83 | $41.26 | 3.54% | Signal | |
| 2016-02-04 | 2016-09-27 | Completed | 33.33% | $36.96 | $42.42 | 14.73% | Signal | |
| 2016-01-05 | 2016-04-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2015-10-19 | 2016-04-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2016-01-12 | 2016-02-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-11-16 | 2016-01-12 | Completed | 33.33% | $38.51 | $35.11 | -8.87% | Stop | |
| 2015-11-16 | 2016-01-05 | Completed | 33.33% | $38.51 | $37.38 | -2.98% | Signal | |
| 2015-10-23 | 2015-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-10-23 | 2015-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-10-21 | 2015-10-23 | Completed | 33.33% | $35.63 | $31.85 | -10.66% | Stop | |
| 2015-09-17 | 2015-10-23 | Completed | 33.33% | $38.04 | $31.85 | -16.32% | Stop | |
| 2015-09-29 | 2015-10-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-09-17 | 2015-10-19 | Completed | 33.33% | $38.04 | $36.28 | -4.67% | Signal | |
| 2015-09-17 | 2015-09-29 | Completed | 33.33% | $38.04 | $33.91 | -10.89% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-06-05 | 2015-08-25 | Completed | 33.33% | $42.46 | $41.58 | -2.12% | Stop | |
| 2015-03-19 | 2015-08-25 | Completed | 33.33% | $37.78 | $41.58 | 10.01% | Stop | |
| 2015-03-19 | 2015-08-25 | Completed | 33.33% | $37.78 | $41.58 | 10.01% | Stop | |
| 2015-04-13 | 2015-06-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-03-19 | 2015-04-13 | Completed | 33.33% | $37.78 | $39.18 | 3.66% | Signal | |
| 2015-03-17 | 2015-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-03-17 | 2015-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-03-17 | 2015-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |