ABT
Abbott Laboratories
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for ABT (Abbott Laboratories) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -71.4% (compared to the benchmark's drawdown of -45.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.7%, compared to a Buy-and-Hold benchmark return of 14.2%. The strategy executed 52 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
ABT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -21.21% | -16.09% | -7.96% | -1.01% | 7.98% | 11.11% | 7.65% | 14.24% |
| Sharpe Ratio | -1.19 | -0.67 | -0.47 | -0.04 | 0.39 | 0.44 | 0.35 | 0.52 |
| Max Drawdown | -33.33% | -38.61% | -48.82% | -39.64% | -48.82% | -39.64% | -71.44% | -45.66% |
| % Time Invested | 73.4% | 100.0% | 62.1% | 100.0% | 75.4% | 100.0% | 74.1% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.6 | 0.0 | 1.2 | 0.0 | 1.2 | 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 | ||||||||
| 2026-04-17 | 2026-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-17 | 2026-04-17 | Completed | 100% | $111.69 | $94.94 | -15.04% | Stop | |
| 2026-01-23 | 2026-02-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2024-10-11 | 2026-01-23 | Completed | 100% | $111.44 | $106.83 | -4.18% | Stop | |
| 2024-03-19 | 2024-10-11 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.98% | Interest Income | |
| 2024-02-26 | 2024-03-19 | Completed | 100% | $113.43 | $106.73 | -5.95% | Stop | |
| 2023-09-25 | 2024-02-26 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.26% | Interest Income | |
| 2023-04-10 | 2023-09-25 | Completed | 100% | $97.14 | $92.04 | -5.30% | Stop | |
| 2022-10-26 | 2023-04-10 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.02% | Interest Income | |
| 2022-10-20 | 2022-10-26 | Completed | 100% | $89.39 | $90.84 | 1.58% | Signal | |
| 2022-09-28 | 2022-10-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2022-06-07 | 2022-09-28 | Completed | 100% | $106.54 | $90.40 | -15.20% | Stop | |
| 2022-05-13 | 2022-06-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-02-18 | 2022-05-13 | Completed | 100% | $109.69 | $99.44 | -9.39% | Stop | |
| 2022-01-27 | 2022-02-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-06-24 | 2022-01-27 | Completed | 100% | $100.78 | $110.58 | 9.67% | Stop | |
| 2021-06-02 | 2021-06-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-03-24 | 2021-06-02 | Completed | 100% | $57.56 | $95.62 | 66.04% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2017-02-06 | 2020-03-02 | Completed | 100% | $35.72 | $69.06 | 93.26% | Stop | |
| 2016-09-01 | 2017-02-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2016-07-29 | 2016-09-01 | Completed | 100% | $36.76 | $34.73 | -5.59% | Stop | |
| 2016-05-20 | 2016-07-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2016-02-23 | 2016-05-20 | Completed | 100% | $31.84 | $30.92 | -2.95% | Stop | |
| 2016-01-29 | 2016-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-29 | Completed | 100% | $35.45 | $30.02 | -15.35% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-02-24 | 2015-08-25 | Completed | 100% | $16.12 | $36.28 | 125.00% | Stop | |
| 2011-02-01 | 2011-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-26 | 2011-02-01 | Completed | 100% | $16.04 | $15.65 | -2.48% | Stop | |
| 2009-04-01 | 2010-05-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2009-03-24 | 2009-04-01 | Completed | 100% | $15.64 | $15.24 | -2.61% | Signal | |
| 2009-03-02 | 2009-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-12-17 | 2009-03-02 | Completed | 100% | $16.90 | $15.10 | -10.67% | Stop | |
| 2008-11-24 | 2008-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2008-11-03 | 2008-11-24 | Completed | 100% | $17.70 | $16.68 | -5.80% | Stop | |
| 2008-10-10 | 2008-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-04-02 | 2008-10-10 | Completed | 100% | $17.40 | $15.40 | -11.53% | Stop | |
| 2008-03-10 | 2008-04-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2007-08-21 | 2008-03-10 | Completed | 100% | $16.15 | $16.11 | -0.28% | Stop | |
| 2007-07-30 | 2007-08-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2007-01-24 | 2007-07-30 | Completed | 100% | $16.41 | $16.01 | -2.51% | Stop | |
| 2006-11-10 | 2007-01-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.94% | Interest Income | |
| 2006-10-24 | 2006-11-10 | Completed | 100% | $14.83 | $13.98 | -5.76% | Stop | |
| 2006-05-10 | 2006-10-24 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.26% | Interest Income | |
| 2005-10-21 | 2006-05-10 | Completed | 100% | $12.94 | $12.75 | -1.50% | Signal | |
| 2005-09-29 | 2005-10-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2004-02-11 | 2005-09-29 | Completed | 100% | $11.00 | $12.39 | 12.58% | Stop | |
| 2003-07-18 | 2004-02-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2003-06-02 | 2003-07-18 | Completed | 100% | $10.94 | $10.03 | -8.39% | Stop | |
| 2002-09-30 | 2003-06-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.82% | Interest Income | |
| 2002-08-05 | 2002-09-30 | Completed | 100% | $9.61 | $9.68 | 0.67% | Signal | |
| 2002-07-12 | 2002-08-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-07-05 | 2002-07-12 | Completed | 100% | $8.87 | $7.67 | -13.60% | Stop | |
| 2002-06-12 | 2002-07-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-06-10 | 2002-06-12 | Completed | 100% | $10.81 | $9.13 | -15.61% | Stop | |
| 2002-05-16 | 2002-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-04-17 | 2002-05-16 | Completed | 100% | $10.85 | $10.90 | 0.40% | Stop | |
| 2001-03-23 | 2001-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2001-02-02 | 2001-03-23 | Completed | 100% | $10.74 | $9.94 | -7.44% | Stop | |
| 2000-01-25 | 2001-02-02 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.14% | Interest Income | |
| 2000-01-04 | 2000-01-25 | Completed | 100% | $7.86 | $6.88 | -12.50% | Stop | |
| 1999-12-10 | 2000-01-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1999-10-22 | 1999-12-10 | Completed | 100% | $8.90 | $8.07 | -9.34% | Stop | |
| 1999-09-30 | 1999-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1999-06-18 | 1999-09-30 | Completed | 100% | $10.00 | $8.52 | -14.83% | Stop | |
| 1999-05-26 | 1999-06-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1998-09-24 | 1999-05-26 | Completed | 100% | $9.93 | $10.14 | 2.09% | Stop | |
| 1998-09-01 | 1998-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1997-11-20 | 1998-09-01 | Completed | 100% | $7.21 | $8.68 | 20.40% | Stop | |
| 1997-10-29 | 1997-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1994-07-21 | 1997-10-29 | Completed | 100% | $2.87 | $6.79 | 136.27% | Stop | |
| 1994-02-18 | 1994-07-21 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.63% | Interest Income | |
| 1994-02-03 | 1994-02-18 | Completed | 100% | $3.05 | $2.88 | -5.46% | Stop | |
| 1993-05-05 | 1994-02-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.34% | Interest Income | |
| 1993-03-17 | 1993-05-05 | Completed | 100% | $2.55 | $2.74 | 7.48% | Signal | |
| 1993-02-23 | 1993-03-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1993-02-04 | 1993-02-23 | Completed | 100% | $2.76 | $2.33 | -15.74% | Stop | |
| 1993-01-13 | 1993-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-10-28 | 1993-01-13 | Completed | 100% | $2.85 | $2.80 | -1.70% | Stop | |
| 1992-10-06 | 1992-10-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-07-01 | 1992-10-06 | Completed | 100% | $2.89 | $2.70 | -6.75% | Stop | |
| 1992-06-09 | 1992-07-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1990-08-29 | 1992-06-09 | Completed | 100% | $1.86 | $2.74 | 47.16% | Stop | |
| 1990-08-07 | 1990-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1989-07-20 | 1990-08-07 | Completed | 100% | $1.45 | $1.84 | 27.22% | Stop | |
| 1988-05-10 | 1989-07-20 | Interest (CASH) | 100% | $1.00 | $1.09 | 9.45% | Interest Income | |
| 1987-11-06 | 1988-05-10 | Completed | 100% | $1.09 | $1.00 | -8.39% | Stop | |
| 1987-10-15 | 1987-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-05-20 | 1987-10-15 | Completed | 100% | $1.21 | $1.22 | 1.03% | Stop | |
| 1987-04-28 | 1987-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-01 | 1987-04-28 | Completed | 100% | $0.91 | $1.29 | 41.43% | Stop | |
| 1986-09-09 | 1986-10-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-12-20 | 1986-09-09 | Completed | 100% | $0.44 | $1.01 | 129.98% | Stop | |
| 1984-09-27 | 1984-12-20 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.78% | Interest Income | |
| 1984-03-19 | 1984-09-27 | Completed | 100% | $0.42 | $0.44 | 4.78% | Signal | |
| 1984-02-24 | 1984-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-12-19 | 1984-02-24 | Completed | 100% | $0.46 | $0.43 | -6.74% | Stop | |
| 1983-11-25 | 1983-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-10-08 | 1983-11-25 | Completed | 100% | $0.37 | $0.46 | 23.61% | Stop | |
| 1982-06-07 | 1982-10-08 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.64% | Interest Income | |
| 1982-05-28 | 1982-06-07 | Completed | 100% | $0.29 | $0.29 | -0.05% | Signal | |
| 1982-05-26 | 1982-05-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |