ABBV
AbbVie Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for ABBV (AbbVie Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -55.7% (compared to the benchmark's drawdown of -45.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.4%, compared to a Buy-and-Hold benchmark return of 18.5%. The strategy executed 20 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
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 Active
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.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
Switch to MMA to enable
ABBV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 23.04% | 40.16% | 14.71% | 21.51% | 11.16% | 19.79% | 9.42% | 18.53% |
| Sharpe Ratio | 0.86 | 1.32 | 0.62 | 0.83 | 0.47 | 0.69 | 0.40 | 0.64 |
| Max Drawdown | -22.93% | -17.32% | -22.93% | -21.92% | -55.68% | -45.09% | -55.68% | -45.09% |
| % Time Invested | 87.3% | 100.0% | 86.9% | 100.0% | 79.3% | 100.0% | 79.4% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.2 | 0.0 | 1.5 | 0.0 | 1.8 | 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 | ||||||||
| 2026-04-27 | 2026-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-02 | 2026-04-27 | Completed | 100% | $230.10 | $196.60 | -14.60% | Stop | |
| 2026-02-05 | 2026-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-05-01 | 2026-02-05 | Completed | 100% | $185.47 | $213.60 | 15.10% | Stop | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-12-05 | 2025-04-08 | Completed | 100% | $165.16 | $178.75 | 8.17% | Stop | |
| 2024-11-12 | 2024-12-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-03-22 | 2024-11-12 | Completed | 100% | $162.93 | $166.14 | 1.92% | Stop | |
| 2023-12-13 | 2024-03-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.44% | Interest Income | |
| 2023-06-21 | 2023-12-13 | Completed | 100% | $121.94 | $139.31 | 14.18% | Signal | |
| 2023-05-26 | 2023-06-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2022-05-24 | 2023-05-26 | Completed | 100% | $126.21 | $123.70 | -2.04% | Stop | |
| 2022-05-02 | 2022-05-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2020-10-19 | 2022-05-02 | Completed | 100% | $69.61 | $125.89 | 80.76% | Stop | |
| 2020-09-25 | 2020-10-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-29 | 2020-09-25 | Completed | 100% | $75.61 | $68.20 | -9.84% | Stop | |
| 2020-03-19 | 2020-06-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2019-10-21 | 2020-03-19 | Completed | 100% | $58.56 | $53.34 | -8.95% | Stop | |
| 2019-06-03 | 2019-10-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2019-02-21 | 2019-06-03 | Completed | 100% | $58.19 | $56.67 | -2.67% | Signal | |
| 2019-01-29 | 2019-02-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-15 | 2019-01-29 | Completed | 100% | $63.18 | $56.22 | -11.06% | Stop | |
| 2018-10-24 | 2018-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-08-13 | 2018-10-24 | Completed | 100% | $68.48 | $59.72 | -12.83% | Stop | |
| 2018-07-20 | 2018-08-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2018-04-17 | 2018-07-20 | Completed | 100% | $65.81 | $63.28 | -3.89% | Stop | |
| 2018-03-23 | 2018-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2018-03-02 | 2018-03-23 | Completed | 100% | $78.93 | $69.18 | -12.40% | Stop | |
| 2018-02-07 | 2018-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-12-05 | 2018-02-07 | Completed | 100% | $39.90 | $77.94 | 95.24% | Stop | |
| 2016-07-20 | 2016-12-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2016-02-08 | 2016-07-20 | Completed | 100% | $34.25 | $42.17 | 23.07% | Signal | |
| 2016-01-14 | 2016-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-11-16 | 2016-01-14 | Completed | 100% | $38.51 | $33.43 | -13.24% | Stop | |
| 2015-10-23 | 2015-11-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-10-22 | 2015-10-23 | Completed | 100% | $34.73 | $31.85 | -8.34% | Stop | |
| 2015-09-30 | 2015-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-09-17 | 2015-09-30 | Completed | 100% | $38.04 | $34.19 | -10.15% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-03-19 | 2015-08-25 | Completed | 100% | $37.78 | $41.58 | 10.01% | Stop | |
| 2015-03-17 | 2015-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |