ABT
Abbott Laboratories
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for ABT (Abbott Laboratories) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -52.4% (compared to the benchmark's drawdown of -45.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.8%, compared to a Buy-and-Hold benchmark return of 14.2%. The strategy executed 49 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
ABT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 7.06% | -16.09% | -2.44% | -1.01% | 7.15% | 11.11% | 10.80% | 14.24% |
| Sharpe Ratio | 0.74 | -0.67 | -0.17 | -0.04 | 0.39 | 0.44 | 0.52 | 0.52 |
| Max Drawdown | -9.11% | -38.61% | -39.10% | -39.64% | -39.10% | -39.64% | -52.44% | -45.66% |
| % Time Invested | 32.1% | 100.0% | 53.9% | 100.0% | 72.3% | 100.0% | 72.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 1.0 | 0.0 | 1.1 | 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 | ||||||||
| 2024-09-13 | 2025-11-17 | Completed | 100% | $111.26 | $128.30 | 15.25% | Signal | |
| 2024-05-29 | 2024-09-13 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.55% | Interest Income | |
| 2024-01-11 | 2024-05-29 | Completed | 100% | $107.51 | $96.43 | -10.35% | Stop | |
| 2023-09-26 | 2024-01-11 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.59% | Interest Income | |
| 2023-05-19 | 2023-09-26 | Completed | 100% | $101.89 | $91.17 | -10.56% | Stop | |
| 2023-03-30 | 2023-05-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2023-01-23 | 2023-03-30 | Completed | 100% | $104.60 | $92.45 | -11.65% | Signal | |
| 2022-03-24 | 2023-01-23 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.26% | Interest Income | |
| 2022-02-18 | 2022-03-24 | Completed | 100% | $109.69 | $107.29 | -2.23% | Signal | |
| 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 | |
| 2020-05-13 | 2021-06-02 | Completed | 100% | $83.06 | $95.62 | 15.07% | Stop | |
| 2020-03-26 | 2020-05-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-03-26 | Completed | 100% | $57.56 | $63.03 | 9.45% | Signal | |
| 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 | |
| 2016-11-23 | 2017-02-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-07-29 | 2016-11-23 | Completed | 100% | $36.76 | $31.71 | -13.78% | Stop | |
| 2016-01-05 | 2016-07-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2015-10-30 | 2016-01-05 | Completed | 100% | $36.75 | $34.94 | -4.98% | Stop | |
| 2015-09-30 | 2015-10-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-09-17 | 2015-09-30 | Completed | 100% | $35.45 | $32.21 | -9.19% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-11-15 | 2015-08-25 | Completed | 100% | $29.42 | $36.28 | 23.26% | Stop | |
| 2013-10-04 | 2013-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-04-26 | 2013-10-04 | Completed | 100% | $17.89 | $25.83 | 44.33% | Signal | |
| 2010-12-23 | 2011-04-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-10-06 | 2010-12-23 | Completed | 100% | $18.03 | $16.38 | -9.19% | Signal | |
| 2010-05-07 | 2010-10-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2009-10-16 | 2010-05-07 | Completed | 100% | $17.14 | $16.53 | -3.59% | Stop | |
| 2009-02-18 | 2009-10-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2009-02-04 | 2009-02-18 | Completed | 100% | $18.48 | $17.52 | -5.28% | Stop | |
| 2008-11-24 | 2009-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | 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 | |
| 2008-07-17 | 2008-10-10 | Completed | 100% | $18.20 | $15.40 | -15.43% | Stop | |
| 2008-04-17 | 2008-07-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2008-04-02 | 2008-04-17 | Completed | 100% | $17.40 | $16.33 | -6.20% | Signal | |
| 2008-03-10 | 2008-04-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2007-10-31 | 2008-03-10 | Completed | 100% | $17.11 | $16.11 | -5.87% | Stop | |
| 2007-09-06 | 2007-10-31 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2007-08-21 | 2007-09-06 | Completed | 100% | $16.15 | $16.16 | 0.05% | Signal | |
| 2007-07-30 | 2007-08-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2006-03-31 | 2007-07-30 | Completed | 100% | $12.77 | $16.01 | 25.24% | Stop | |
| 2005-09-14 | 2006-03-31 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.23% | Interest Income | |
| 2004-05-07 | 2005-09-14 | Completed | 100% | $12.06 | $13.21 | 9.49% | Signal | |
| 2004-04-15 | 2004-05-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2004-04-13 | 2004-04-15 | Completed | 100% | $10.24 | $10.46 | 2.15% | Signal | |
| 2004-03-19 | 2004-04-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-08-20 | 2004-03-19 | Completed | 100% | $9.63 | $9.99 | 3.67% | Stop | |
| 2003-07-29 | 2003-08-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-05-20 | 2003-07-29 | Completed | 100% | $10.02 | $9.70 | -3.16% | Stop | |
| 2002-05-15 | 2003-05-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.43% | Interest Income | |
| 2001-05-30 | 2002-05-15 | Completed | 100% | $12.09 | $11.56 | -4.49% | Signal | |
| 2001-05-04 | 2001-05-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2001-04-17 | 2001-05-04 | Completed | 100% | $10.85 | $10.63 | -2.10% | Signal | |
| 2001-03-23 | 2001-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2001-01-11 | 2001-03-23 | Completed | 100% | $9.99 | $9.94 | -0.55% | Stop | |
| 2000-12-18 | 2001-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2000-05-24 | 2000-12-18 | Completed | 100% | $9.89 | $11.14 | 12.52% | Stop | |
| 2000-02-25 | 2000-05-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.42% | Interest Income | |
| 2000-02-04 | 2000-02-25 | Completed | 100% | $7.75 | $7.31 | -5.78% | Stop | |
| 1999-07-01 | 2000-02-04 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.01% | Interest Income | |
| 1999-06-18 | 1999-07-01 | Completed | 100% | $10.00 | $10.15 | 1.51% | Signal | |
| 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 | |
| 1994-04-28 | 1997-10-29 | Completed | 100% | $2.88 | $6.79 | 135.67% | Stop | |
| 1994-04-05 | 1994-04-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1993-10-18 | 1994-04-05 | Completed | 100% | $2.78 | $2.71 | -2.67% | Stop | |
| 1993-01-20 | 1993-10-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.26% | Interest Income | |
| 1992-12-23 | 1993-01-20 | Completed | 100% | $3.15 | $2.68 | -15.23% | Stop | |
| 1992-07-20 | 1992-12-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.35% | Interest Income | |
| 1992-07-01 | 1992-07-20 | Completed | 100% | $2.89 | $2.86 | -1.24% | Signal | |
| 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 | |
| 1988-09-30 | 1990-08-07 | Completed | 100% | $1.09 | $1.84 | 68.45% | Stop | |
| 1987-10-15 | 1988-09-30 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.54% | 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 | |
| 1986-12-11 | 1987-04-28 | Completed | 100% | $1.07 | $1.29 | 20.31% | Stop | |
| 1986-11-13 | 1986-12-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 1986-10-01 | 1986-11-13 | Completed | 100% | $0.91 | $1.03 | 13.01% | Signal | |
| 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 | |
| 1984-11-09 | 1984-12-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.84% | Interest Income | |
| 1984-10-23 | 1984-11-09 | Completed | 100% | $0.44 | $0.45 | 3.52% | Signal | |
| 1984-10-01 | 1984-10-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-08-14 | 1984-10-01 | Completed | 100% | $0.48 | $0.42 | -11.40% | Stop | |
| 1984-01-12 | 1984-08-14 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.56% | Interest Income | |
| 1983-12-19 | 1984-01-12 | Completed | 100% | $0.46 | $0.47 | 1.58% | Signal | |
| 1983-11-25 | 1983-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-05-28 | 1983-11-25 | Completed | 100% | $0.29 | $0.46 | 59.31% | Stop | |
| 1982-05-26 | 1982-05-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |