AMGN
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
AMGN Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -2.63% | 25.56% | 1.47% | 12.44% | 4.88% | 11.77% | 12.37% | 21.96% |
| Sharpe Ratio | -0.13 | 0.85 | 0.07 | 0.49 | 0.22 | 0.45 | 0.43 | 0.55 |
| Max Drawdown | -18.69% | -16.57% | -25.97% | -24.86% | -25.97% | -24.86% | -62.61% | -63.48% |
| % Time Invested | 56.8% | 100.0% | 72.3% | 100.0% | 82.3% | 100.0% | 67.3% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.0 | 0.0 | 1.6 | 0.0 | 2.0 | 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 | ||||||||
| 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 | |