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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -55.4% (compared to the benchmark's drawdown of -63.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.3%, compared to a Buy-and-Hold benchmark return of 22.1%. The strategy executed 56 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.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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% | 20.39% | 35.24% | 15.30% | 27.59% | 12.35% | 22.15% |
| Sharpe Ratio | 0.76 | 0.89 | 0.71 | 0.96 | 0.65 | 0.86 | 0.48 | 0.58 |
| Max Drawdown | -25.14% | -28.19% | -28.50% | -28.73% | -33.32% | -37.56% | -55.43% | -63.41% |
| % Time Invested | 79.0% | 100.0% | 79.0% | 100.0% | 78.3% | 100.0% | 71.6% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 1.8 | 0.0 | 1.7 | 0.0 | 1.7 | 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 | |
| 2025-05-12 | 2026-01-29 | Completed | 100% | $82.67 | $147.74 | 78.63% | Stop | |
| 2025-04-04 | 2025-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2025-02-20 | 2025-04-04 | Completed | 100% | $68.78 | $60.02 | -12.77% | Signal | |
| 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 | |
| 2022-11-22 | 2024-08-05 | Completed | 100% | $38.38 | $54.68 | 42.41% | Stop | |
| 2022-10-31 | 2022-11-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-09-22 | 2022-10-31 | Completed | 100% | $34.63 | $36.77 | 6.11% | Signal | |
| 2022-03-29 | 2022-09-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.88% | Interest Income | |
| 2022-02-16 | 2022-03-29 | Completed | 100% | $36.62 | $36.95 | 0.84% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-07-22 | 2022-01-25 | Completed | 100% | $24.63 | $36.52 | 48.21% | Stop | |
| 2020-03-25 | 2020-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-03-23 | 2020-03-25 | Completed | 100% | $16.28 | $17.58 | 7.92% | Signal | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-10-29 | 2020-02-28 | Completed | 100% | $23.61 | $21.30 | -9.83% | Stop | |
| 2019-09-17 | 2019-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2019-09-10 | 2019-09-17 | Completed | 100% | $20.73 | $22.22 | 7.16% | Signal | |
| 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 | |
| 2019-03-19 | 2019-05-24 | Completed | 100% | $22.35 | $21.02 | -5.98% | Stop | |
| 2018-11-27 | 2019-03-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 2018-11-14 | 2018-11-27 | Completed | 100% | $20.63 | $19.62 | -4.98% | Signal | |
| 2018-10-23 | 2018-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-07-10 | 2018-10-23 | Completed | 100% | $20.67 | $18.86 | -8.84% | Stop | |
| 2018-05-24 | 2018-07-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2016-03-04 | 2018-05-24 | Completed | 100% | $12.70 | $20.39 | 60.48% | Signal | |
| 2015-08-25 | 2016-03-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2012-06-12 | 2015-08-25 | Completed | 100% | $5.96 | $11.45 | 92.19% | Stop | |
| 2012-05-18 | 2012-06-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-02-10 | 2012-05-18 | Completed | 100% | $5.99 | $5.76 | -3.89% | Stop | |
| 2011-07-14 | 2012-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-07-12 | 2011-07-14 | Completed | 100% | $5.74 | $5.63 | -1.99% | Signal | |
| 2011-06-17 | 2011-07-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-09-14 | 2011-06-17 | Completed | 100% | $5.18 | $5.52 | 6.70% | Stop | |
| 2010-07-12 | 2010-09-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-16 | 2010-07-12 | Completed | 100% | $4.67 | $4.42 | -5.44% | Signal | |
| 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 | |
| 2009-05-26 | 2010-01-29 | Completed | 100% | $3.48 | $4.42 | 26.77% | Stop | |
| 2008-10-03 | 2009-05-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | 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 | |
| 2008-04-09 | 2008-09-08 | Completed | 100% | $4.63 | $4.98 | 7.55% | Stop | |
| 2008-03-13 | 2008-04-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2008-02-04 | 2008-03-13 | Completed | 100% | $4.32 | $3.84 | -11.03% | Signal | |
| 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 | |
| 2005-12-21 | 2006-06-09 | Completed | 100% | $2.37 | $2.89 | 21.63% | Stop | |
| 2005-10-31 | 2005-12-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2005-10-12 | 2005-10-31 | Completed | 100% | $2.13 | $2.13 | -0.02% | Signal | |
| 2005-09-20 | 2005-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2004-10-20 | 2005-09-20 | Completed | 100% | $1.82 | $2.11 | 16.17% | Stop | |
| 2004-07-15 | 2004-10-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.42% | 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 | |
| 2003-01-23 | 2004-03-16 | Completed | 100% | $1.15 | $1.59 | 38.42% | Stop | |
| 2002-12-30 | 2003-01-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2002-10-21 | 2002-12-30 | Completed | 100% | $0.96 | $1.04 | 7.96% | Stop | |
| 2002-06-14 | 2002-10-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2002-02-25 | 2002-06-14 | Completed | 100% | $1.10 | $1.10 | -0.42% | Stop | |
| 2002-01-31 | 2002-02-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-11-23 | 2002-01-31 | Completed | 100% | $1.24 | $1.22 | -1.57% | Stop | |
| 2001-01-24 | 2001-11-23 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.91% | Interest Income | |
| 2001-01-22 | 2001-01-24 | Completed | 100% | $1.35 | $1.26 | -6.68% | Stop | |
| 2000-12-18 | 2001-01-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | 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 | |
| 1999-11-09 | 2000-02-01 | Completed | 100% | $0.85 | $0.92 | 8.44% | Stop | |
| 1999-10-18 | 1999-11-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1999-03-30 | 1999-10-18 | Completed | 100% | $0.49 | $0.63 | 28.14% | Stop | |
| 1998-07-01 | 1999-03-30 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.41% | 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 | |
| 1997-01-30 | 1998-05-27 | Completed | 100% | $0.35 | $0.74 | 111.30% | Stop | |
| 1996-07-26 | 1997-01-30 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.63% | Interest Income | |
| 1996-07-15 | 1996-07-26 | Completed | 100% | $0.26 | $0.27 | 3.24% | Signal | |
| 1996-06-20 | 1996-07-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-03-26 | 1996-06-20 | Completed | 100% | $0.34 | $0.32 | -6.51% | Stop | |
| 1995-09-14 | 1996-03-26 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.77% | Interest Income | |
| 1995-08-15 | 1995-09-14 | Completed | 100% | $0.32 | $0.33 | 2.57% | Signal | |
| 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 | |