APH
Amphenol Corp - Class A
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for APH (Amphenol Corp - Class A) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -55.0% (compared to the benchmark's drawdown of -63.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 15.0%, compared to a Buy-and-Hold benchmark return of 22.1%. The strategy executed 61 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA Active
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
Switch to MMA to enable
APH Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 31.75% | 47.19% | 18.85% | 35.24% | 19.93% | 27.59% | 15.04% | 22.15% |
| Sharpe Ratio | 0.76 | 0.89 | 0.63 | 0.96 | 0.74 | 0.86 | 0.52 | 0.58 |
| Max Drawdown | -25.14% | -28.19% | -31.38% | -28.73% | -31.38% | -37.56% | -55.03% | -63.41% |
| % Time Invested | 79.0% | 100.0% | 78.9% | 100.0% | 86.3% | 100.0% | 77.4% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 2.0 | 0.0 | 1.5 | 0.0 | 1.9 | 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 | ||||||||
| 2026-03-26 | 2026-05-11 | Completed | 100% | $125.06 | $127.78 | 2.12% | Stop | |
| 2026-03-04 | 2026-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-23 | 2026-03-04 | Completed | 100% | $149.60 | $131.66 | -12.03% | Stop | |
| 2026-01-29 | 2026-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-30 | 2026-01-29 | Completed | 100% | $73.99 | $147.74 | 99.57% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-20 | 2025-04-07 | Completed | 100% | $68.78 | $57.01 | -17.15% | Stop | |
| 2025-01-28 | 2025-02-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-27 | 2025-01-28 | Completed | 100% | $65.15 | $68.11 | 4.48% | Stop | |
| 2024-08-05 | 2024-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-07-20 | 2024-08-05 | Completed | 100% | $41.43 | $54.68 | 31.91% | Stop | |
| 2023-02-01 | 2023-07-20 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.33% | Interest Income | |
| 2022-10-18 | 2023-02-01 | Completed | 100% | $34.57 | $38.59 | 11.57% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-07-08 | 2022-09-26 | Completed | 100% | $31.66 | $33.22 | 4.89% | Stop | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-02-16 | 2022-06-14 | Completed | 100% | $36.62 | $31.56 | -13.88% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-23 | 2022-01-25 | Completed | 100% | $16.28 | $36.52 | 124.17% | Stop | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-09-10 | 2020-02-28 | Completed | 100% | $20.73 | $21.30 | 2.70% | Stop | |
| 2019-08-16 | 2019-09-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-06-18 | 2019-08-16 | Completed | 100% | $21.88 | $19.98 | -8.73% | Stop | |
| 2019-05-24 | 2019-06-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2019-01-18 | 2019-05-24 | Completed | 100% | $19.12 | $21.02 | 9.90% | Stop | |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-14 | 2018-12-26 | Completed | 100% | $20.63 | $17.71 | -14.21% | Stop | |
| 2018-10-23 | 2018-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-02-02 | 2018-10-23 | Completed | 100% | $11.15 | $18.86 | 68.99% | Stop | |
| 2016-01-08 | 2016-02-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-08 | Completed | 100% | $11.94 | $10.78 | -9.77% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-08-21 | 2015-08-25 | Completed | 100% | $6.85 | $11.45 | 67.17% | Stop | |
| 2012-05-18 | 2012-08-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-12-19 | 2012-05-18 | Completed | 100% | $4.60 | $5.76 | 25.20% | Stop | |
| 2011-11-25 | 2011-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-26 | 2011-11-25 | Completed | 100% | $5.13 | $4.56 | -11.23% | Stop | |
| 2011-10-04 | 2011-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-29 | 2011-10-04 | Completed | 100% | $4.94 | $4.27 | -13.56% | Stop | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-07-12 | 2011-08-05 | Completed | 100% | $5.74 | $4.85 | -15.56% | Stop | |
| 2011-06-17 | 2011-07-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-16 | 2011-06-17 | Completed | 100% | $4.67 | $5.52 | 18.32% | Stop | |
| 2010-05-24 | 2010-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-02-23 | 2010-05-24 | Completed | 100% | $4.56 | $4.57 | 0.08% | Stop | |
| 2010-01-29 | 2010-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-08-31 | 2010-01-29 | Completed | 100% | $3.84 | $4.42 | 14.83% | Stop | |
| 2009-02-23 | 2009-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2009-02-06 | 2009-02-23 | Completed | 100% | $3.15 | $2.84 | -9.82% | Stop | |
| 2009-01-14 | 2009-02-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-12-02 | 2009-01-14 | Completed | 100% | $2.22 | $2.40 | 8.07% | Stop | |
| 2008-11-07 | 2008-12-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-10-27 | 2008-11-07 | Completed | 100% | $2.57 | $2.83 | 9.83% | Stop | |
| 2008-10-03 | 2008-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-09-30 | 2008-10-03 | Completed | 100% | $4.49 | $3.92 | -12.80% | Stop | |
| 2008-09-08 | 2008-09-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2008-02-04 | 2008-09-08 | Completed | 100% | $4.32 | $4.98 | 15.35% | Stop | |
| 2008-01-10 | 2008-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2007-09-11 | 2008-01-10 | Completed | 100% | $4.02 | $4.40 | 9.41% | Stop | |
| 2007-08-17 | 2007-09-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2006-07-03 | 2007-08-17 | Completed | 100% | $3.04 | $3.63 | 19.17% | Stop | |
| 2006-06-09 | 2006-07-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2005-10-12 | 2006-06-09 | Completed | 100% | $2.13 | $2.89 | 35.67% | Stop | |
| 2005-09-20 | 2005-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2004-08-06 | 2005-09-20 | Completed | 100% | $1.65 | $2.11 | 28.21% | Stop | |
| 2004-07-15 | 2004-08-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2004-04-07 | 2004-07-15 | Completed | 100% | $1.71 | $1.57 | -8.04% | Stop | |
| 2004-03-16 | 2004-04-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2002-10-21 | 2004-03-16 | Completed | 100% | $0.96 | $1.59 | 65.60% | Stop | |
| 2001-10-16 | 2002-10-21 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.77% | Interest Income | |
| 2001-09-21 | 2001-10-16 | Completed | 100% | $0.92 | $1.09 | 18.27% | Signal | |
| 2001-08-23 | 2001-09-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2001-07-03 | 2001-08-23 | Completed | 100% | $1.08 | $1.08 | -0.30% | Stop | |
| 2001-06-11 | 2001-07-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2001-04-06 | 2001-06-11 | Completed | 100% | $0.86 | $1.29 | 49.61% | Stop | |
| 2001-03-15 | 2001-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2001-03-06 | 2001-03-15 | Completed | 100% | $1.00 | $0.92 | -7.75% | Stop | |
| 2001-02-09 | 2001-03-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2001-01-11 | 2001-02-09 | Completed | 100% | $1.11 | $1.14 | 2.60% | Stop | |
| 2000-12-18 | 2001-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2000-12-07 | 2000-12-18 | Completed | 100% | $1.45 | $1.24 | -14.53% | Stop | |
| 2000-11-14 | 2000-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-10-17 | 2000-11-14 | Completed | 100% | $1.66 | $1.64 | -1.07% | Stop | |
| 2000-09-25 | 2000-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-08-21 | 2000-09-25 | Completed | 100% | $1.70 | $1.52 | -10.98% | Stop | |
| 2000-07-28 | 2000-08-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-06-19 | 2000-07-28 | Completed | 100% | $1.56 | $1.50 | -4.27% | Stop | |
| 2000-05-25 | 2000-06-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-05-10 | 2000-05-25 | Completed | 100% | $1.44 | $1.22 | -15.65% | Stop | |
| 2000-04-17 | 2000-05-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-02-24 | 2000-04-17 | Completed | 100% | $0.98 | $1.26 | 28.46% | Stop | |
| 2000-02-01 | 2000-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1999-10-27 | 2000-02-01 | Completed | 100% | $0.71 | $0.92 | 29.84% | Stop | |
| 1999-03-26 | 1999-10-27 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.77% | Interest Income | |
| 1998-12-31 | 1999-03-26 | Completed | 100% | $0.40 | $0.49 | 20.99% | Signal | |
| 1998-12-08 | 1998-12-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-11-02 | 1998-12-08 | Completed | 100% | $0.45 | $0.40 | -11.98% | Stop | |
| 1998-10-09 | 1998-11-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1998-09-03 | 1998-10-09 | Completed | 100% | $0.43 | $0.40 | -7.50% | Stop | |
| 1998-08-12 | 1998-09-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1998-07-24 | 1998-08-12 | Completed | 100% | $0.58 | $0.48 | -16.19% | Stop | |
| 1998-07-01 | 1998-07-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1998-06-18 | 1998-07-01 | Completed | 100% | $0.66 | $0.53 | -19.63% | Stop | |
| 1998-05-27 | 1998-06-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-06-30 | 1998-05-27 | Completed | 100% | $0.49 | $0.74 | 49.58% | Stop | |
| 1996-06-12 | 1997-06-30 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.46% | Interest Income | |
| 1996-02-09 | 1996-06-12 | Completed | 100% | $0.32 | $0.33 | 2.04% | Signal | |
| 1996-01-18 | 1996-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1995-10-10 | 1996-01-18 | Completed | 100% | $0.29 | $0.29 | -0.64% | Stop | |
| 1995-09-18 | 1995-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1995-08-15 | 1995-09-18 | Completed | 100% | $0.32 | $0.33 | 1.00% | Stop | |
| 1995-07-24 | 1995-08-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1995-06-13 | 1995-07-24 | Completed | 100% | $0.37 | $0.34 | -6.47% | Stop | |
| 1995-05-19 | 1995-06-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1995-02-15 | 1995-05-19 | Completed | 100% | $0.33 | $0.34 | 4.59% | Stop | |
| 1995-01-24 | 1995-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 1994-04-22 | 1995-01-24 | Completed | 100% | $0.22 | $0.28 | 24.00% | Stop | |
| 1994-03-30 | 1994-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1994-01-20 | 1994-03-30 | Completed | 100% | $0.23 | $0.20 | -14.75% | Stop | |
| 1994-01-18 | 1994-01-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |