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ADI

Analog Devices Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-09
Executive Summary
The quantitative backtest for ADI (Analog Devices Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -65.5% (compared to the benchmark's drawdown of -82.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.9%, compared to a Buy-and-Hold benchmark return of 15.2%. The strategy executed 93 total trades.

* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.

🛡️ ADI Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-65.5% (vs -82.9% B&H)
+17.4% shallower drawdown
Drawdown Shield
17.4% Cut
Protected capital vs -82.9% B&H
Capital Sheltered from Risk
42.1% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.

📊 ADI Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-15.91%-20.68%-25.75%-32.20%-25.75%-33.62%-65.47%-82.88%
Sharpe Ratio1.231.130.570.510.720.610.360.33
Sortino Ratio1.641.660.770.750.980.820.400.46
CAGR51.35%48.98%18.25%18.65%22.61%22.10%10.92%15.24%
% Time Invested87.3%100.0%76.7%100.0%85.2%100.0%57.9%100.0%
Trades / Year1.00.01.80.01.40.02.10.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of ADI under the Excess Return SMA strategy (Investing) versus Buy & Hold. The strategy produced a 10.9% CAGR with a -65.5% Max Drawdown across 93 trade signals (compared to Buy & Hold's 15.2% CAGR and -82.9% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for ADI under Excess Return SMA strategy in Investing context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for ADI under Excess Return SMA (Investing). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.

Diversifier Asset Category 1Y Correlation (r) Action
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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 DateExit DateTypeAllocationEntry PriceExit PriceNet 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.
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2026-04-07 2026-07-06 Completed 100% $321.92 $386.73 20.07% Stop
2026-03-13 2026-04-07 Interest (CASH) 100% $1.00 $1.00 0.23% Interest Income
2025-05-05 2026-03-13 Completed 100% $192.10 $308.09 60.30% Stop
2025-04-10 2025-05-05 Interest (CASH) 100% $1.00 $1.00 0.27% Interest Income
2025-04-04 2025-04-10 Completed 100% $171.00 $185.70 8.55% Stop
2025-03-13 2025-04-04 Interest (CASH) 100% $1.00 $1.00 0.27% Interest Income
2024-08-27 2025-03-13 Completed 100% $217.71 $201.74 -7.39% Stop
2024-08-05 2024-08-27 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
2023-09-18 2024-08-05 Completed 100% $169.96 $199.26 17.18% Stop
2023-08-24 2023-09-18 Interest (CASH) 100% $1.00 $1.00 0.34% Interest Income
2023-06-28 2023-08-24 Completed 100% $180.48 $167.89 -7.02% Stop
2022-11-21 2023-06-28 Interest (CASH) 100% $1.00 $1.03 2.87% Interest Income
2022-09-23 2022-11-21 Completed 100% $134.71 $150.96 12.01% Signal
2022-08-31 2022-09-23 Interest (CASH) 100% $1.00 $1.00 0.20% Interest Income
2022-07-13 2022-08-31 Completed 100% $135.63 $143.75 5.93% Stop
2022-06-17 2022-07-13 Interest (CASH) 100% $1.00 $1.00 0.12% Interest Income
2022-02-14 2022-06-17 Completed 100% $143.05 $134.26 -6.19% Stop
2022-01-21 2022-02-14 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2020-03-24 2022-01-21 Completed 100% $80.33 $146.65 82.47% Stop
2020-03-02 2020-03-24 Interest (CASH) 100% $1.00 $1.00 0.02% Interest Income
2019-09-18 2020-03-02 Completed 100% $102.04 $98.50 -3.52% Stop
2019-08-26 2019-09-18 Interest (CASH) 100% $1.00 $1.00 0.12% Interest Income
2019-06-13 2019-08-26 Completed 100% $92.34 $93.04 0.70% Stop
2019-05-21 2019-06-13 Interest (CASH) 100% $1.00 $1.00 0.15% Interest Income
2018-10-30 2019-05-21 Completed 100% $69.92 $88.89 27.06% Stop
2018-10-08 2018-10-30 Interest (CASH) 100% $1.00 $1.00 0.14% Interest Income
2018-03-06 2018-10-08 Completed 100% $78.39 $75.27 -4.03% Stop
2018-02-09 2018-03-06 Interest (CASH) 100% $1.00 $1.00 0.10% Interest Income
2016-01-28 2018-02-09 Completed 100% $42.03 $71.71 70.55% Stop
2016-01-05 2016-01-28 Interest (CASH) 100% $1.00 $1.00 0.02% Interest Income
2015-09-18 2016-01-05 Completed 100% $46.16 $44.51 -3.61% Stop
2015-08-26 2015-09-18 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2015-08-14 2015-08-26 Completed 100% $47.18 $41.93 -11.17% Stop
2015-07-23 2015-08-14 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2014-10-29 2015-07-23 Completed 100% $36.90 $47.29 28.10% Stop
2014-10-07 2014-10-29 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2012-06-18 2014-10-07 Completed 100% $27.05 $36.79 35.91% Stop
2012-05-24 2012-06-18 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2011-08-08 2012-05-24 Completed 100% $21.89 $26.13 19.29% Stop
2011-07-15 2011-08-08 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2010-06-01 2011-07-15 Completed 100% $20.15 $25.81 28.05% Stop
2010-05-07 2010-06-01 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2010-02-23 2010-05-07 Completed 100% $20.40 $19.26 -5.66% Stop
2010-01-29 2010-02-23 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2010-01-06 2010-01-29 Completed 100% $21.73 $18.91 -13.00% Stop
2008-06-02 2010-01-06 Interest (CASH) 100% $1.00 $1.01 0.77% Interest Income
2008-02-04 2008-06-02 Completed 100% $18.62 $22.77 22.24% Signal
2008-01-10 2008-02-04 Interest (CASH) 100% $1.00 $1.00 0.16% Interest Income
2007-12-14 2008-01-10 Completed 100% $20.37 $17.45 -14.41% Stop
2007-11-21 2007-12-14 Interest (CASH) 100% $1.00 $1.00 0.19% Interest Income
2007-10-10 2007-11-21 Completed 100% $23.42 $19.98 -14.73% Stop
2005-10-07 2007-10-10 Interest (CASH) 100% $1.00 $1.10 9.65% Interest Income
2005-05-23 2005-10-07 Completed 100% $22.71 $21.39 -5.87% Stop
2005-03-24 2005-05-23 Interest (CASH) 100% $1.00 $1.00 0.46% Interest Income
2005-01-28 2005-03-24 Completed 100% $21.27 $22.18 4.23% Signal
2005-01-05 2005-01-28 Interest (CASH) 100% $1.00 $1.00 0.15% Interest Income
2004-09-03 2005-01-05 Completed 100% $21.36 $21.46 0.43% Stop
2004-08-12 2004-09-03 Interest (CASH) 100% $1.00 $1.00 0.10% Interest Income
2004-07-29 2004-08-12 Completed 100% $23.46 $21.32 -9.16% Stop
2004-07-07 2004-07-29 Interest (CASH) 100% $1.00 $1.00 0.09% Interest Income
2004-05-24 2004-07-07 Completed 100% $29.54 $25.83 -12.59% Stop
2004-04-30 2004-05-24 Interest (CASH) 100% $1.00 $1.00 0.06% Interest Income
2003-07-10 2004-04-30 Completed 100% $22.23 $26.83 20.60% Stop
2003-04-28 2003-07-10 Interest (CASH) 100% $1.00 $1.00 0.20% Interest Income
2003-04-24 2003-04-28 Completed 100% $20.23 $19.18 -5.24% Stop
2001-09-06 2003-04-24 Interest (CASH) 100% $1.00 $1.03 2.63% Interest Income
2001-08-02 2001-09-06 Completed 100% $30.38 $26.82 -11.76% Stop
2001-07-11 2001-08-02 Interest (CASH) 100% $1.00 $1.00 0.22% Interest Income
2001-06-22 2001-07-11 Completed 100% $24.33 $23.56 -3.22% Stop
2001-05-31 2001-06-22 Interest (CASH) 100% $1.00 $1.00 0.22% Interest Income
2001-04-05 2001-05-31 Completed 100% $20.05 $26.48 32.02% Stop
2001-03-14 2001-04-05 Interest (CASH) 100% $1.00 $1.00 0.27% Interest Income
2001-03-01 2001-03-14 Completed 100% $22.60 $23.69 4.79% Stop
2001-02-06 2001-03-01 Interest (CASH) 100% $1.00 $1.00 0.31% Interest Income
2001-01-11 2001-02-06 Completed 100% $28.70 $32.20 12.11% Stop
2000-12-18 2001-01-11 Interest (CASH) 100% $1.00 $1.00 0.35% Interest Income
2000-12-01 2000-12-18 Completed 100% $30.38 $34.02 11.94% Stop
2000-11-08 2000-12-01 Interest (CASH) 100% $1.00 $1.00 0.39% Interest Income
2000-11-01 2000-11-08 Completed 100% $38.27 $32.81 -14.33% Stop
2000-10-10 2000-11-01 Interest (CASH) 100% $1.00 $1.00 0.39% Interest Income
2000-10-04 2000-10-10 Completed 100% $51.83 $44.50 -14.18% Stop
2000-09-12 2000-10-04 Interest (CASH) 100% $1.00 $1.00 0.38% Interest Income
2000-08-21 2000-09-12 Completed 100% $58.17 $54.60 -6.18% Stop
2000-07-28 2000-08-21 Interest (CASH) 100% $1.00 $1.00 0.39% Interest Income
2000-07-21 2000-07-28 Completed 100% $44.35 $38.77 -12.63% Stop
2000-06-28 2000-07-21 Interest (CASH) 100% $1.00 $1.00 0.37% Interest Income
2000-06-05 2000-06-28 Completed 100% $53.23 $51.71 -2.90% Stop
2000-05-11 2000-06-05 Interest (CASH) 100% $1.00 $1.00 0.37% Interest Income
2000-05-05 2000-05-11 Completed 100% $41.31 $35.24 -14.75% Stop
2000-04-12 2000-05-05 Interest (CASH) 100% $1.00 $1.00 0.36% Interest Income
2000-04-06 2000-04-12 Completed 100% $46.70 $40.32 -13.70% Stop
2000-03-15 2000-04-06 Interest (CASH) 100% $1.00 $1.00 0.36% Interest Income
2000-02-24 2000-03-15 Completed 100% $45.87 $44.31 -3.44% Stop
2000-02-01 2000-02-24 Interest (CASH) 100% $1.00 $1.00 0.35% Interest Income
1999-12-17 2000-02-01 Completed 100% $23.69 $28.25 19.17% Stop
1999-11-24 1999-12-17 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
1999-10-25 1999-11-24 Completed 100% $14.71 $17.01 15.56% Stop
1999-10-01 1999-10-25 Interest (CASH) 100% $1.00 $1.00 0.31% Interest Income
1999-08-09 1999-10-01 Completed 100% $13.63 $15.83 16.10% Stop
1998-10-06 1999-08-09 Interest (CASH) 100% $1.00 $1.04 3.77% Interest Income
1998-09-15 1998-10-06 Completed 100% $4.33 $4.44 2.58% Stop
1998-08-21 1998-09-15 Interest (CASH) 100% $1.00 $1.00 0.31% Interest Income
1998-08-12 1998-08-21 Completed 100% $6.61 $5.73 -13.26% Stop
1998-07-21 1998-08-12 Interest (CASH) 100% $1.00 $1.00 0.31% Interest Income
1998-06-10 1998-07-21 Completed 100% $7.63 $7.33 -4.03% Stop
1998-05-18 1998-06-10 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1998-02-05 1998-05-18 Completed 100% $9.11 $10.10 10.78% Stop
1998-01-13 1998-02-05 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1997-12-29 1998-01-13 Completed 100% $8.03 $7.76 -3.36% Stop
1997-12-04 1997-12-29 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
1997-11-17 1997-12-04 Completed 100% $9.30 $9.38 0.77% Stop
1997-10-24 1997-11-17 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
1997-06-30 1997-10-24 Completed 100% $8.09 $9.64 19.19% Stop
1997-06-06 1997-06-30 Interest (CASH) 100% $1.00 $1.00 0.31% Interest Income
1997-03-13 1997-06-06 Completed 100% $6.95 $7.56 8.69% Stop
1997-02-19 1997-03-13 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1996-09-16 1997-02-19 Completed 100% $5.92 $7.37 24.30% Stop
1996-08-22 1996-09-16 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
1996-08-16 1996-08-22 Completed 100% $5.04 $5.58 10.68% Stop
1996-07-25 1996-08-16 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1996-07-12 1996-07-25 Completed 100% $4.53 $4.21 -6.96% Stop
1996-06-19 1996-07-12 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
1996-05-10 1996-06-19 Completed 100% $6.44 $5.67 -11.99% Stop
1996-04-18 1996-05-10 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1996-03-26 1996-04-18 Completed 100% $6.32 $5.52 -12.66% Stop
1996-03-04 1996-03-26 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1996-02-01 1996-03-04 Completed 100% $5.21 $5.70 9.23% Stop
1996-01-10 1996-02-01 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1995-12-14 1996-01-10 Completed 100% $5.05 $4.41 -12.64% Stop
1995-11-21 1995-12-14 Interest (CASH) 100% $1.00 $1.00 0.34% Interest Income
1995-11-02 1995-11-21 Completed 100% $5.39 $4.95 -8.14% Stop
1995-10-11 1995-11-02 Interest (CASH) 100% $1.00 $1.00 0.34% Interest Income
1995-09-22 1995-10-11 Completed 100% $5.49 $5.07 -7.66% Stop
1995-08-30 1995-09-22 Interest (CASH) 100% $1.00 $1.00 0.34% Interest Income
1995-08-11 1995-08-30 Completed 100% $5.47 $5.18 -5.26% Stop
1995-07-20 1995-08-11 Interest (CASH) 100% $1.00 $1.00 0.35% Interest Income
1995-01-05 1995-07-20 Completed 100% $3.28 $4.90 49.06% Stop
1994-12-12 1995-01-05 Interest (CASH) 100% $1.00 $1.00 0.36% Interest Income
1994-08-12 1994-12-12 Completed 100% $3.01 $3.16 4.99% Stop
1994-07-21 1994-08-12 Interest (CASH) 100% $1.00 $1.00 0.28% Interest Income
1994-04-25 1994-07-21 Completed 100% $2.65 $2.66 0.43% Stop
1994-03-31 1994-04-25 Interest (CASH) 100% $1.00 $1.00 0.23% Interest Income
1994-01-07 1994-03-31 Completed 100% $2.51 $2.65 5.50% Stop
1993-12-15 1994-01-07 Interest (CASH) 100% $1.00 $1.00 0.20% Interest Income
1993-11-02 1993-12-15 Completed 100% $2.28 $2.15 -5.60% Stop
1993-10-11 1993-11-02 Interest (CASH) 100% $1.00 $1.00 0.20% Interest Income
1993-05-18 1993-10-11 Completed 100% $1.90 $2.53 33.27% Stop
1993-04-26 1993-05-18 Interest (CASH) 100% $1.00 $1.00 0.19% Interest Income
1992-07-17 1993-04-26 Completed 100% $1.00 $1.77 77.13% Stop
1992-06-24 1992-07-17 Interest (CASH) 100% $1.00 $1.00 0.21% Interest Income
1992-03-04 1992-06-24 Completed 100% $0.97 $0.95 -2.65% Stop
1992-02-10 1992-03-04 Interest (CASH) 100% $1.00 $1.00 0.25% Interest Income
1991-12-11 1992-02-10 Completed 100% $0.81 $0.96 18.69% Stop
1991-11-18 1991-12-11 Interest (CASH) 100% $1.00 $1.00 0.28% Interest Income
1991-08-20 1991-11-18 Completed 100% $0.76 $0.81 6.61% Stop
1987-04-15 1991-08-20 Interest (CASH) 100% $1.00 $1.37 37.23% Interest Income
1987-03-18 1987-04-15 Completed 100% $2.00 $2.08 3.75% Signal
1987-02-24 1987-03-18 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1986-12-11 1987-02-24 Completed 100% $1.61 $2.01 25.13% Stop
1986-11-18 1986-12-11 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1986-10-09 1986-11-18 Completed 100% $1.66 $1.52 -8.44% Stop
1986-09-17 1986-10-09 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1986-08-12 1986-09-17 Completed 100% $1.72 $1.67 -2.99% Stop
1986-06-03 1986-08-12 Interest (CASH) 100% $1.00 $1.01 1.48% Interest Income
1986-04-15 1986-06-03 Completed 100% $2.28 $2.03 -11.16% Stop
1984-12-14 1986-04-15 Interest (CASH) 100% $1.00 $1.11 10.51% Interest Income
1984-10-12 1984-12-14 Completed 100% $1.79 $1.59 -11.16% Stop
1984-09-20 1984-10-12 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1984-08-15 1984-09-20 Completed 100% $2.05 $1.92 -6.53% Stop
1984-07-24 1984-08-15 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1984-04-27 1984-07-24 Completed 100% $1.61 $1.59 -1.23% Stop
1984-04-04 1984-04-27 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1984-02-13 1984-04-04 Completed 100% $1.71 $1.59 -7.13% Stop
1984-01-20 1984-02-13 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1983-11-16 1984-01-20 Completed 100% $2.22 $2.01 -9.34% Stop
1983-10-25 1983-11-16 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1983-08-26 1983-10-25 Completed 100% $2.01 $2.01 0.30% Stop
1983-08-04 1983-08-26 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1983-05-04 1983-08-04 Completed 100% $1.48 $1.89 27.34% Stop
1983-04-12 1983-05-04 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1983-02-16 1983-04-12 Completed 100% $1.32 $1.14 -14.02% Stop
1983-01-25 1983-02-16 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1983-01-10 1983-01-25 Completed 100% $1.06 $1.13 6.64% Stop
1982-12-16 1983-01-10 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1982-11-16 1982-12-16 Completed 100% $0.99 $0.97 -1.49% Stop
1982-05-26 1982-11-16 Interest (CASH) 100% $1.00 $1.04 3.66% Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where ADI ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

📊 View Full 40-Asset Backtest Matrix → 🛠️ Build Custom Portfolio with ADI → ⚖️ Compare ADI vs Non-Correlated Assets →