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DASHBOARDS: Portfolio Hub Market Pulse Performance

AMGN

Amgen Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for AMGN (Amgen Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -62.6% (compared to the benchmark's drawdown of -63.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.4%, compared to a Buy-and-Hold benchmark return of 22.0%. The strategy executed 82 total trades.

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

AMGN Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR-2.63%25.56%1.47%12.44%4.88%11.77%12.37%21.96%
Sharpe Ratio-0.130.850.070.490.220.450.430.55
Max Drawdown-18.69%-16.57%-25.97%-24.86%-25.97%-24.86%-62.61%-63.48%
% Time Invested56.8%100.0%72.3%100.0%82.3%100.0%67.3%100.0%
Trades / Year1.00.02.00.01.60.02.00.0

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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2026-01-26 2026-05-04 Completed 100% $339.76 $323.59 -4.81% Stop
2025-09-11 2026-01-26 Interest (CASH) 100% $1.00 $1.01 1.41% Interest Income
2025-05-02 2025-09-11 Completed 100% $280.51 $272.59 -2.88% Signal
2025-04-09 2025-05-02 Interest (CASH) 100% $1.00 $1.00 0.27% Interest Income
2024-12-11 2025-04-09 Completed 100% $263.47 $258.78 -1.83% Stop
2024-11-18 2024-12-11 Interest (CASH) 100% $1.00 $1.00 0.28% Interest Income
2024-04-02 2024-11-18 Completed 100% $264.60 $266.70 0.74% Stop
2024-03-08 2024-04-02 Interest (CASH) 100% $1.00 $1.00 0.34% Interest Income
2024-02-02 2024-03-08 Completed 100% $299.89 $254.76 -15.09% Stop
2023-12-22 2024-02-02 Interest (CASH) 100% $1.00 $1.01 0.57% Interest Income
2023-06-27 2023-12-22 Completed 100% $204.43 $259.45 26.85% Signal
2023-06-02 2023-06-27 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
2023-02-27 2023-06-02 Completed 100% $212.51 $194.94 -8.32% Stop
2023-02-02 2023-02-27 Interest (CASH) 100% $1.00 $1.00 0.30% Interest Income
2022-09-22 2023-02-02 Completed 100% $198.83 $218.32 9.75% Stop
2022-06-10 2022-09-22 Interest (CASH) 100% $1.00 $1.01 0.69% Interest Income
2022-05-31 2022-06-10 Completed 100% $225.07 $211.85 -5.92% Stop
2022-03-25 2022-05-31 Interest (CASH) 100% $1.00 $1.00 0.15% Interest Income
2021-10-04 2022-03-25 Completed 100% $184.32 $207.40 12.46% Signal
2021-09-10 2021-10-04 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2020-11-20 2021-09-10 Completed 100% $187.97 $186.39 -0.89% Stop
2020-10-29 2020-11-20 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2020-03-23 2020-10-29 Completed 100% $155.88 $178.68 14.57% Stop
2020-02-28 2020-03-23 Interest (CASH) 100% $1.00 $1.00 0.03% Interest Income
2019-05-15 2020-02-28 Completed 100% $134.02 $163.44 21.89% Stop
2019-04-23 2019-05-15 Interest (CASH) 100% $1.00 $1.00 0.15% Interest Income
2018-03-07 2019-04-23 Completed 100% $147.69 $141.80 -4.03% Stop
2018-02-12 2018-03-07 Interest (CASH) 100% $1.00 $1.00 0.10% Interest Income
2017-06-15 2018-02-12 Completed 100% $125.18 $134.66 7.52% Stop
2017-05-23 2017-06-15 Interest (CASH) 100% $1.00 $1.00 0.06% Interest Income
2016-11-22 2017-05-23 Completed 100% $110.34 $116.35 5.39% Stop
2016-10-31 2016-11-22 Interest (CASH) 100% $1.00 $1.00 0.03% Interest Income
2015-09-17 2016-10-31 Completed 100% $110.52 $109.40 -1.06% Stop
2015-08-25 2015-09-17 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2014-05-21 2015-08-25 Completed 100% $79.76 $111.10 39.22% Stop
2014-04-29 2014-05-21 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2013-06-28 2014-04-29 Completed 100% $68.94 $79.48 15.23% Stop
2013-06-06 2013-06-28 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2011-12-01 2013-06-06 Completed 100% $39.14 $66.33 69.41% Stop
2011-03-18 2011-12-01 Interest (CASH) 100% $1.00 $1.00 0.02% Interest Income
2010-06-16 2011-03-18 Completed 100% $36.84 $36.07 -2.14% Signal
2010-05-24 2010-06-16 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2009-11-18 2010-05-24 Completed 100% $37.57 $34.92 -7.12% Stop
2009-10-27 2009-11-18 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2009-03-23 2009-10-27 Completed 100% $33.26 $36.25 8.95% Stop
2009-02-27 2009-03-23 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2009-02-06 2009-02-27 Completed 100% $38.33 $33.62 -12.34% Stop
2008-09-08 2009-02-06 Interest (CASH) 100% $1.00 $1.00 0.16% Interest Income
2008-08-05 2008-09-08 Completed 100% $42.82 $40.62 -5.19% Stop
2006-12-12 2008-08-05 Interest (CASH) 100% $1.00 $1.06 5.84% Interest Income
2006-07-14 2006-12-12 Completed 100% $43.90 $46.84 6.64% Signal
2006-06-21 2006-07-14 Interest (CASH) 100% $1.00 $1.00 0.31% Interest Income
2006-02-21 2006-06-21 Completed 100% $50.49 $43.60 -13.68% Stop
2006-01-27 2006-02-21 Interest (CASH) 100% $1.00 $1.00 0.28% Interest Income
2005-11-15 2006-01-27 Completed 100% $54.91 $48.03 -12.59% Stop
2005-10-24 2005-11-15 Interest (CASH) 100% $1.00 $1.00 0.25% Interest Income
2005-08-09 2005-10-24 Completed 100% $53.05 $49.79 -6.21% Stop
2004-10-26 2005-08-09 Interest (CASH) 100% $1.00 $1.02 2.11% Interest Income
2004-05-25 2004-10-26 Completed 100% $35.90 $35.90 -0.07% Signal
2004-05-03 2004-05-25 Interest (CASH) 100% $1.00 $1.00 0.07% Interest Income
2003-11-17 2004-05-03 Completed 100% $39.68 $38.57 -2.84% Stop
2003-10-24 2003-11-17 Interest (CASH) 100% $1.00 $1.00 0.06% Interest Income
2003-07-22 2003-10-24 Completed 100% $46.66 $40.08 -14.16% Stop
2002-08-02 2003-07-22 Interest (CASH) 100% $1.00 $1.01 1.21% Interest Income
2002-08-01 2002-08-02 Completed 100% $30.74 $29.28 -4.81% Stop
2001-10-26 2002-08-01 Interest (CASH) 100% $1.00 $1.01 1.34% Interest Income
2001-10-12 2001-10-26 Completed 100% $40.92 $39.57 -3.35% Signal
2001-09-20 2001-10-12 Interest (CASH) 100% $1.00 $1.00 0.14% Interest Income
2001-07-25 2001-09-20 Completed 100% $38.68 $37.93 -1.99% Stop
2001-07-02 2001-07-25 Interest (CASH) 100% $1.00 $1.00 0.23% Interest Income
2001-04-04 2001-07-02 Completed 100% $36.34 $41.42 13.94% Stop
2001-03-13 2001-04-04 Interest (CASH) 100% $1.00 $1.00 0.27% Interest Income
2001-01-11 2001-03-13 Completed 100% $40.61 $42.04 3.46% Stop
2000-12-18 2001-01-11 Interest (CASH) 100% $1.00 $1.00 0.35% Interest Income
2000-11-21 2000-12-18 Completed 100% $42.54 $41.66 -2.12% Stop
2000-10-30 2000-11-21 Interest (CASH) 100% $1.00 $1.00 0.39% Interest Income
2000-10-11 2000-10-30 Completed 100% $40.11 $39.40 -1.83% Stop
2000-09-19 2000-10-11 Interest (CASH) 100% $1.00 $1.00 0.38% Interest Income
2000-08-22 2000-09-19 Completed 100% $45.48 $44.31 -2.63% Stop
2000-07-31 2000-08-22 Interest (CASH) 100% $1.00 $1.00 0.39% Interest Income
2000-05-10 2000-07-31 Completed 100% $39.90 $44.81 12.25% Stop
2000-04-17 2000-05-10 Interest (CASH) 100% $1.00 $1.00 0.36% Interest Income
2000-03-30 2000-04-17 Completed 100% $41.33 $35.16 -14.97% Stop
2000-03-08 2000-03-30 Interest (CASH) 100% $1.00 $1.00 0.36% Interest Income
2000-02-22 2000-03-08 Completed 100% $48.13 $42.29 -12.16% Stop
2000-01-28 2000-02-22 Interest (CASH) 100% $1.00 $1.00 0.35% Interest Income
1999-11-18 2000-01-28 Completed 100% $30.78 $41.24 33.95% Stop
1999-10-27 1999-11-18 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1999-07-06 1999-10-27 Completed 100% $20.48 $25.70 25.45% Stop
1999-06-11 1999-07-06 Interest (CASH) 100% $1.00 $1.00 0.29% Interest Income
1999-05-10 1999-06-11 Completed 100% $21.36 $18.21 -14.78% Stop
1999-04-16 1999-05-10 Interest (CASH) 100% $1.00 $1.00 0.28% Interest Income
1998-05-19 1999-04-16 Completed 100% $10.55 $23.29 120.57% Stop
1997-09-24 1998-05-19 Interest (CASH) 100% $1.00 $1.03 3.32% Interest Income
1997-09-05 1997-09-24 Completed 100% $8.36 $8.31 -0.68% Signal
1997-08-13 1997-09-05 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
1997-07-24 1997-08-13 Completed 100% $10.36 $8.66 -16.44% Stop
1997-07-01 1997-07-24 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1997-01-24 1997-07-01 Completed 100% $9.34 $9.74 4.33% Stop
1997-01-02 1997-01-24 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1996-07-31 1997-01-02 Completed 100% $9.17 $9.17 -0.05% Stop
1996-07-09 1996-07-31 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
1996-05-03 1996-07-09 Completed 100% $9.04 $8.66 -4.22% Stop
1996-04-11 1996-05-03 Interest (CASH) 100% $1.00 $1.00 0.31% Interest Income
1995-11-16 1996-04-11 Completed 100% $8.10 $8.98 10.83% Stop
1995-10-25 1995-11-16 Interest (CASH) 100% $1.00 $1.00 0.34% Interest Income
1994-09-28 1995-10-25 Completed 100% $4.53 $7.32 61.49% Stop
1993-05-25 1994-09-28 Interest (CASH) 100% $1.00 $1.05 4.89% Interest Income
1993-03-04 1993-05-25 Completed 100% $3.10 $2.98 -4.10% Stop
1993-02-09 1993-03-04 Interest (CASH) 100% $1.00 $1.00 0.19% Interest Income
1993-01-29 1993-02-09 Completed 100% $4.95 $4.28 -13.60% Stop
1993-01-07 1993-01-29 Interest (CASH) 100% $1.00 $1.00 0.19% Interest Income
1992-10-28 1993-01-07 Completed 100% $5.48 $5.64 3.01% Stop
1992-10-06 1992-10-28 Interest (CASH) 100% $1.00 $1.00 0.19% Interest Income
1992-05-04 1992-10-06 Completed 100% $4.64 $5.01 8.09% Stop
1992-04-09 1992-05-04 Interest (CASH) 100% $1.00 $1.00 0.23% Interest Income
1992-03-05 1992-04-09 Completed 100% $5.37 $4.85 -9.81% Stop
1992-02-11 1992-03-05 Interest (CASH) 100% $1.00 $1.00 0.25% Interest Income
1991-12-11 1992-02-11 Completed 100% $5.27 $5.58 5.92% Stop
1991-11-18 1991-12-11 Interest (CASH) 100% $1.00 $1.00 0.28% Interest Income
1991-06-10 1991-11-18 Completed 100% $3.25 $4.36 34.13% Stop
1991-05-16 1991-06-10 Interest (CASH) 100% $1.00 $1.00 0.35% Interest Income
1990-11-05 1991-05-16 Completed 100% $1.35 $3.27 142.37% Stop
1990-10-12 1990-11-05 Interest (CASH) 100% $1.00 $1.00 0.45% Interest Income
1990-09-18 1990-10-12 Completed 100% $1.38 $1.20 -12.73% Stop
1990-08-24 1990-09-18 Interest (CASH) 100% $1.00 $1.00 0.47% Interest Income
1990-02-27 1990-08-24 Completed 100% $0.80 $1.17 47.29% Stop
1990-02-02 1990-02-27 Interest (CASH) 100% $1.00 $1.00 0.49% Interest Income
1990-01-12 1990-02-02 Completed 100% $0.71 $0.62 -13.07% Stop
1989-12-19 1990-01-12 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1989-09-05 1989-12-19 Completed 100% $0.56 $0.71 26.33% Stop
1989-08-11 1989-09-05 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1989-05-04 1989-08-11 Completed 100% $0.55 $0.55 -1.32% Stop
1988-08-30 1989-05-04 Interest (CASH) 100% $1.00 $1.05 5.25% Interest Income
1988-07-26 1988-08-30 Completed 100% $0.37 $0.44 18.63% Signal
1988-07-01 1988-07-26 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1988-04-28 1988-07-01 Completed 100% $0.41 $0.38 -6.08% Stop
1988-04-06 1988-04-28 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-12-16 1988-04-06 Completed 100% $0.39 $0.43 8.87% Stop
1987-11-23 1987-12-16 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-11-10 1987-11-23 Completed 100% $0.37 $0.32 -12.01% Stop
1987-10-19 1987-11-10 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-07-27 1987-10-19 Completed 100% $0.38 $0.39 1.77% Stop
1987-07-02 1987-07-27 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-06-24 1987-07-02 Completed 100% $0.55 $0.45 -18.51% Stop
1987-06-02 1987-06-24 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-04-27 1987-06-02 Completed 100% $0.53 $0.53 0.61% Stop
1987-04-02 1987-04-27 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-01-08 1987-04-02 Completed 100% $0.39 $0.53 36.09% Stop
1986-12-15 1987-01-08 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1986-12-02 1986-12-15 Completed 100% $0.32 $0.27 -13.78% Stop
1986-11-07 1986-12-02 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1986-10-01 1986-11-07 Completed 100% $0.24 $0.26 6.38% Stop
1986-09-09 1986-10-01 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1986-08-27 1986-09-09 Completed 100% $0.31 $0.24 -22.64% Stop
1986-08-05 1986-08-27 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1986-07-25 1986-08-05 Completed 100% $0.35 $0.30 -15.31% Stop
1986-07-02 1986-07-25 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1986-05-05 1986-07-02 Completed 100% $0.36 $0.34 -4.95% Stop
1986-04-11 1986-05-05 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1985-12-30 1986-04-11 Completed 100% $0.19 $0.33 72.39% Stop
1985-12-05 1985-12-30 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1985-10-09 1985-12-05 Completed 100% $0.12 $0.20 69.61% Stop
1985-08-26 1985-10-09 Interest (CASH) 100% $1.00 $1.01 0.87% Interest Income