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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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -70.5% (compared to the benchmark's drawdown of -82.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.9%, compared to a Buy-and-Hold benchmark return of 15.2%. The strategy executed 96 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.

🛡️ ADI Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-70.5% (vs -82.9% B&H)
+12.3% shallower drawdown
Drawdown Shield
12.3% Cut
Protected capital vs -82.9% B&H
Capital Sheltered from Risk
44.6% 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%-34.71%-32.20%-34.71%-33.62%-70.55%-82.88%
Sharpe Ratio1.231.130.210.510.360.610.150.33
Sortino Ratio1.641.660.250.750.430.820.150.46
CAGR51.35%48.98%5.40%18.65%8.91%22.10%3.90%15.24%
% Time Invested87.3%100.0%62.5%100.0%72.6%100.0%55.4%100.0%
Trades / Year1.00.02.20.01.60.02.20.0

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 Moving Average (50/200) strategy (Investing) versus Buy & Hold. The strategy produced a 3.9% CAGR with a -70.5% Max Drawdown across 96 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 Moving Average (50/200) strategy in Investing context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for ADI under Moving Average (50/200) (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
2025-07-02 2026-03-13 Completed 100% $236.56 $308.09 30.17% Stop
2025-05-23 2025-07-02 Interest (CASH) 100% $1.00 $1.00 0.45% Interest Income
2025-05-16 2025-05-23 Completed 100% $222.46 $204.65 -8.05% Stop
2025-01-08 2025-05-16 Interest (CASH) 100% $1.00 $1.01 1.49% Interest Income
2024-08-27 2025-01-08 Completed 100% $217.71 $210.03 -3.58% Signal
2024-08-05 2024-08-27 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
2024-01-29 2024-08-05 Completed 100% $185.95 $199.26 7.11% Stop
2024-01-04 2024-01-29 Interest (CASH) 100% $1.00 $1.00 0.34% Interest Income
2023-12-18 2024-01-04 Completed 100% $192.60 $174.40 -9.49% Stop
2023-10-06 2023-12-18 Interest (CASH) 100% $1.00 $1.01 1.07% Interest Income
2023-09-18 2023-10-06 Completed 100% $169.96 $162.91 -4.20% Signal
2023-08-24 2023-09-18 Interest (CASH) 100% $1.00 $1.00 0.34% Interest Income
2023-06-21 2023-08-24 Completed 100% $176.68 $167.89 -5.02% Stop
2023-05-26 2023-06-21 Interest (CASH) 100% $1.00 $1.00 0.34% Interest Income
2022-12-22 2023-05-26 Completed 100% $155.08 $163.04 5.08% Stop
2022-10-07 2022-12-22 Interest (CASH) 100% $1.00 $1.01 0.87% Interest Income
2022-09-14 2022-10-07 Completed 100% $140.06 $138.32 -1.29% Signal
2022-02-22 2022-09-14 Interest (CASH) 100% $1.00 $1.01 0.84% Interest Income
2022-02-14 2022-02-22 Completed 100% $143.05 $146.73 2.52% Signal
2022-01-21 2022-02-14 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2020-06-19 2022-01-21 Completed 100% $111.90 $146.65 30.99% Stop
2020-03-02 2020-06-19 Interest (CASH) 100% $1.00 $1.00 0.06% 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
2019-02-25 2019-05-21 Completed 100% $93.12 $88.89 -4.60% Stop
2018-10-08 2019-02-25 Interest (CASH) 100% $1.00 $1.01 0.88% 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
2016-04-25 2018-02-09 Completed 100% $47.93 $71.71 49.54% Stop
2015-08-26 2016-04-25 Interest (CASH) 100% $1.00 $1.00 0.12% 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
2014-12-08 2015-07-23 Completed 100% $45.08 $47.29 4.86% Stop
2014-09-22 2014-12-08 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2012-08-09 2014-09-22 Completed 100% $29.47 $39.11 32.67% Signal
2012-07-18 2012-08-09 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2012-06-18 2012-07-18 Completed 100% $27.05 $26.90 -0.62% Signal
2012-05-24 2012-06-18 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2012-01-26 2012-05-24 Completed 100% $28.89 $26.13 -9.61% Stop
2011-07-15 2012-01-26 Interest (CASH) 100% $1.00 $1.00 0.01% 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
2009-06-02 2010-01-29 Completed 100% $16.88 $18.91 12.00% Stop
2008-08-22 2009-06-02 Interest (CASH) 100% $1.00 $1.00 0.29% Interest Income
2008-06-16 2008-08-22 Completed 100% $21.97 $18.83 -14.33% Stop
2008-05-22 2008-06-16 Interest (CASH) 100% $1.00 $1.00 0.12% Interest Income
2008-05-20 2008-05-22 Completed 100% $22.92 $21.52 -6.14% Stop
2007-10-23 2008-05-20 Interest (CASH) 100% $1.00 $1.01 1.33% Interest Income
2007-01-08 2007-10-23 Completed 100% $20.86 $21.96 5.23% Stop
2006-05-12 2007-01-08 Interest (CASH) 100% $1.00 $1.03 3.23% Interest Income
2005-12-27 2006-05-12 Completed 100% $22.90 $21.99 -4.03% Stop
2005-10-07 2005-12-27 Interest (CASH) 100% $1.00 $1.01 0.84% Interest Income
2005-05-23 2005-10-07 Completed 100% $22.71 $21.39 -5.87% Stop
2004-07-07 2005-05-23 Interest (CASH) 100% $1.00 $1.02 1.92% 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
2003-06-17 2003-07-10 Interest (CASH) 100% $1.00 $1.00 0.06% Interest Income
2003-03-18 2003-06-17 Completed 100% $18.47 $20.66 11.82% Stop
2002-02-07 2003-03-18 Interest (CASH) 100% $1.00 $1.02 1.70% Interest Income
2001-12-27 2002-02-07 Completed 100% $26.73 $25.07 -6.27% Stop
2000-11-08 2001-12-27 Interest (CASH) 100% $1.00 $1.04 4.27% 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
1999-08-16 1999-10-01 Completed 100% $14.58 $15.83 8.54% Stop
1999-07-23 1999-08-16 Interest (CASH) 100% $1.00 $1.00 0.30% Interest Income
1999-06-21 1999-07-23 Completed 100% $13.59 $13.21 -2.84% Stop
1999-05-27 1999-06-21 Interest (CASH) 100% $1.00 $1.00 0.29% Interest Income
1999-03-08 1999-05-27 Completed 100% $8.11 $11.24 38.57% Stop
1999-02-11 1999-03-08 Interest (CASH) 100% $1.00 $1.00 0.29% Interest Income
1999-01-08 1999-02-11 Completed 100% $9.49 $9.07 -4.45% Stop
1998-06-24 1999-01-08 Interest (CASH) 100% $1.00 $1.03 2.51% Interest Income
1998-06-10 1998-06-24 Completed 100% $7.63 $7.61 -0.30% Signal
1998-05-18 1998-06-10 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1998-04-01 1998-05-18 Completed 100% $10.18 $10.10 -0.80% Stop
1998-01-05 1998-04-01 Interest (CASH) 100% $1.00 $1.01 1.21% Interest Income
1997-12-29 1998-01-05 Completed 100% $8.03 $8.39 4.44% Signal
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
1996-10-18 1997-02-19 Completed 100% $6.29 $7.37 16.99% Stop
1996-07-25 1996-10-18 Interest (CASH) 100% $1.00 $1.01 1.21% 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
1996-02-09 1996-03-04 Completed 100% $6.32 $5.70 -9.96% Stop
1996-01-10 1996-02-09 Interest (CASH) 100% $1.00 $1.00 0.43% 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
1992-02-07 1992-06-24 Completed 100% $0.95 $0.95 -0.05% Stop
1991-08-02 1992-02-07 Interest (CASH) 100% $1.00 $1.02 2.45% Interest Income
1991-07-09 1991-08-02 Completed 100% $1.00 $0.86 -13.97% Stop
1991-06-14 1991-07-09 Interest (CASH) 100% $1.00 $1.00 0.36% Interest Income
1991-05-20 1991-06-14 Completed 100% $1.10 $1.01 -8.09% Stop
1991-04-26 1991-05-20 Interest (CASH) 100% $1.00 $1.00 0.35% Interest Income
1991-02-04 1991-04-26 Completed 100% $0.82 $1.08 30.70% Stop
1988-09-16 1991-02-04 Interest (CASH) 100% $1.00 $1.19 19.49% Interest Income
1988-08-30 1988-09-16 Completed 100% $1.23 $1.22 -1.08% Signal
1988-08-08 1988-08-30 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1988-06-02 1988-08-08 Completed 100% $1.51 $1.34 -10.97% Stop
1987-09-23 1988-06-02 Interest (CASH) 100% $1.00 $1.05 5.37% Interest Income
1987-09-14 1987-09-23 Completed 100% $2.05 $1.70 -17.33% Stop
1987-08-20 1987-09-14 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-06-30 1987-08-20 Completed 100% $1.97 $2.13 7.64% Stop
1987-06-08 1987-06-30 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-04-23 1987-06-08 Completed 100% $2.08 $2.04 -1.88% Stop
1987-03-31 1987-04-23 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-02-19 1987-03-31 Completed 100% $2.23 $1.85 -17.09% Stop
1986-07-16 1987-02-19 Interest (CASH) 100% $1.00 $1.05 4.62% Interest Income
1986-06-25 1986-07-16 Completed 100% $1.84 $1.52 -17.28% Stop
1986-06-03 1986-06-25 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1986-04-21 1986-06-03 Completed 100% $2.28 $2.03 -11.16% Stop
1986-03-27 1986-04-21 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1985-12-17 1986-03-27 Completed 100% $2.03 $2.04 0.42% Stop
1985-04-17 1985-12-17 Interest (CASH) 100% $1.00 $1.05 5.19% Interest Income
1985-04-09 1985-04-17 Completed 100% $1.96 $1.60 -18.00% Stop
1985-03-15 1985-04-09 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1985-02-06 1985-03-15 Completed 100% $2.02 $1.98 -1.93% Stop
1984-11-29 1985-02-06 Interest (CASH) 100% $1.00 $1.01 1.42% Interest Income
1984-10-18 1984-11-29 Completed 100% $1.80 $1.81 0.48% Signal
1984-09-26 1984-10-18 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1984-08-27 1984-09-26 Completed 100% $2.24 $1.90 -15.30% Stop
1984-05-07 1984-08-27 Interest (CASH) 100% $1.00 $1.02 2.36% Interest Income
1984-05-02 1984-05-07 Completed 100% $1.71 $1.59 -6.71% Stop
1984-02-15 1984-05-02 Interest (CASH) 100% $1.00 $1.02 1.60% Interest Income
1984-02-13 1984-02-15 Completed 100% $1.71 $1.78 4.11% Signal
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
1982-09-09 1982-12-16 Completed 100% $0.81 $0.97 19.82% Stop
1982-08-17 1982-09-09 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1982-05-28 1982-08-17 Completed 100% $0.68 $0.67 -2.13% Stop
1982-05-26 1982-05-28 Interest (CASH) 100% $1.00 $1.00 0.03% 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 →