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DASHBOARDS: Portfolio Hub Market Pulse Performance

ADI

Analog Devices Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
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 11.0%, compared to a Buy-and-Hold benchmark return of 15.3%. The strategy executed 93 total trades.

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

ADI Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR66.77%66.53%19.10%19.84%22.53%22.19%10.96%15.32%
Sharpe Ratio1.541.460.590.540.720.610.370.33
Max Drawdown-15.34%-16.53%-25.75%-32.20%-25.75%-33.62%-65.47%-82.88%
% Time Invested87.7%100.0%76.7%100.0%85.2%100.0%57.8%100.0%
Trades / Year1.00.01.80.01.40.02.10.0

Cumulative Growth Performance

Return Distribution Analysis

Return Distribution

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
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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% $192.68 $309.03 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% $171.52 $186.27 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% $218.38 $202.35 -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% $170.48 $199.87 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% $181.03 $168.40 -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% $135.12 $151.42 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% $136.04 $144.18 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% $143.49 $134.67 -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% $80.57 $147.10 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% $102.35 $98.80 -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% $92.62 $93.32 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% $70.13 $89.16 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% $78.63 $75.50 -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% $42.15 $71.93 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% $46.30 $44.65 -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% $47.32 $42.06 -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% $37.01 $47.43 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% $27.14 $36.90 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% $21.96 $26.21 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% $20.21 $25.89 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% $20.46 $19.32 -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% $21.80 $18.97 -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% $18.68 $22.84 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% $20.44 $17.50 -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% $23.49 $20.04 -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% $22.78 $21.45 -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% $21.34 $22.25 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% $21.42 $21.53 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% $23.53 $21.39 -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% $29.63 $25.91 -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% $22.30 $26.91 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% $20.29 $19.24 -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% $30.47 $26.90 -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% $24.40 $23.63 -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% $20.11 $26.56 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% $22.67 $23.77 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% $28.79 $32.30 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% $30.47 $34.12 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% $38.39 $32.91 -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% $51.99 $44.64 -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% $58.35 $54.77 -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% $44.48 $38.88 -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% $53.40 $51.87 -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% $41.44 $35.34 -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% $46.84 $40.45 -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% $46.01 $44.45 -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% $23.77 $28.34 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% $14.76 $17.06 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% $13.67 $15.88 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% $4.34 $4.46 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% $6.63 $5.75 -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% $7.66 $7.35 -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% $9.14 $10.13 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% $8.05 $7.79 -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% $9.33 $9.41 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% $8.11 $9.67 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% $6.97 $7.58 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% $5.94 $7.39 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% $5.06 $5.60 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% $4.54 $4.23 -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% $6.46 $5.68 -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% $6.34 $5.54 -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% $5.23 $5.71 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% $5.07 $4.43 -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% $5.41 $4.97 -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% $5.50 $5.08 -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% $5.48 $5.20 -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% $3.29 $4.91 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% $3.02 $3.17 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 $2.67 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% $2.29 $2.16 -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 $2.54 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 $1.78 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% $0.98 $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% $2.01 $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 $2.02 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% $1.73 $1.68 -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% $2.29 $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% $1.80 $1.60 -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% $2.06 $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% $1.62 $1.60 -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% $2.23 $2.02 -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 $2.02 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% $1.49 $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% $1.33 $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% $1.07 $1.14 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 $0.98 -1.49% Stop
1982-05-26 1982-11-16 Interest (CASH) 100% $1.00 $1.04 3.66% Interest Income