ABBV
AbbVie Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for ABBV (AbbVie Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -32.1% (compared to the benchmark's drawdown of -45.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.1%, compared to a Buy-and-Hold benchmark return of 18.5%. The strategy executed 23 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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 | 2.46% | 40.16% | 2.50% | 21.51% | 13.94% | 19.79% | 11.07% | 18.53% |
| Sharpe Ratio | 0.12 | 1.32 | 0.12 | 0.83 | 0.64 | 0.69 | 0.53 | 0.64 |
| Max Drawdown | -25.02% | -17.32% | -32.08% | -21.92% | -32.08% | -45.09% | -32.08% | -45.09% |
| % Time Invested | 74.2% | 100.0% | 74.4% | 100.0% | 69.5% | 100.0% | 67.3% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.0 | 0.0 | 1.8 | 0.0 | 2.0 | 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 | ||||||||
| 2026-03-02 | 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 | |
| 2025-07-02 | 2026-02-05 | Completed | 100% | $182.42 | $213.60 | 17.03% | Stop | |
| 2025-06-06 | 2025-07-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2025-05-01 | 2025-06-06 | Completed | 100% | $185.47 | $181.25 | -2.32% | Signal | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-13 | 2025-04-08 | Completed | 100% | $185.11 | $178.75 | -3.49% | Stop | |
| 2025-01-22 | 2025-02-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-12-05 | 2025-01-22 | Completed | 100% | $165.16 | $162.26 | -1.81% | Signal | |
| 2024-11-12 | 2024-12-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-01-03 | 2024-11-12 | Completed | 100% | $146.24 | $166.14 | 13.55% | Stop | |
| 2023-11-28 | 2024-01-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2023-09-25 | 2023-11-28 | Completed | 100% | $137.44 | $126.62 | -7.92% | Signal | |
| 2023-05-26 | 2023-09-25 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.76% | Interest Income | |
| 2022-12-01 | 2023-05-26 | Completed | 100% | $140.92 | $123.70 | -12.26% | Stop | |
| 2022-09-16 | 2022-12-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 2022-05-24 | 2022-09-16 | Completed | 100% | $126.21 | $124.25 | -1.61% | Signal | |
| 2022-05-02 | 2022-05-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2021-12-06 | 2022-05-02 | Completed | 100% | $100.78 | $125.89 | 24.85% | Stop | |
| 2021-11-11 | 2021-12-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-10-19 | 2021-11-11 | Completed | 100% | $69.61 | $98.51 | 41.46% | Signal | |
| 2020-09-25 | 2020-10-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-09-25 | Completed | 100% | $52.62 | $68.20 | 29.55% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-10-21 | 2020-03-02 | Completed | 100% | $58.56 | $66.39 | 13.32% | Stop | |
| 2018-07-17 | 2019-10-21 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.82% | Interest Income | |
| 2018-04-17 | 2018-07-17 | Completed | 100% | $65.81 | $68.67 | 4.30% | Signal | |
| 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 | |
| 2017-02-23 | 2018-02-07 | Completed | 100% | $41.71 | $77.94 | 86.77% | Stop | |
| 2017-01-25 | 2017-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2017-01-23 | 2017-01-25 | Completed | 100% | $41.26 | $40.98 | -0.74% | Signal | |
| 2016-12-09 | 2017-01-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2016-11-22 | 2016-12-09 | Completed | 100% | $40.50 | $40.97 | 1.11% | Signal | |
| 2016-10-31 | 2016-11-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-04-25 | 2016-10-31 | Completed | 100% | $40.20 | $38.20 | -5.02% | Stop | |
| 2015-11-16 | 2016-04-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2015-11-03 | 2015-11-16 | Completed | 100% | $40.68 | $38.51 | -5.40% | Stop | |
| 2015-09-30 | 2015-11-03 | 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 | |
| 2015-05-01 | 2015-08-25 | Completed | 100% | $41.26 | $41.58 | 0.72% | Stop | |
| 2015-04-09 | 2015-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-03-19 | 2015-04-09 | Completed | 100% | $37.78 | $37.22 | -1.53% | Signal | |
| 2015-03-17 | 2015-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |