AVGO
Broadcom Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for AVGO (Broadcom Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -44.8% (compared to the benchmark's drawdown of -48.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 30.9%, compared to a Buy-and-Hold benchmark return of 40.4%. The strategy executed 28 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
AVGO Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.97% | 33.28% | 32.24% | 54.22% | 32.10% | 41.08% | 30.91% | 40.42% |
| Sharpe Ratio | 0.09 | 0.61 | 0.79 | 1.00 | 0.85 | 0.87 | 0.83 | 0.90 |
| Max Drawdown | -31.52% | -28.67% | -44.77% | -41.15% | -44.77% | -48.30% | -44.77% | -48.30% |
| % Time Invested | 74.6% | 100.0% | 83.4% | 100.0% | 87.9% | 100.0% | 87.9% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 2.4 | 0.0 | 1.8 | 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 | ||||||||
| 2026-03-31 | 2026-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-02 | 2026-03-31 | Completed | 100% | $308.22 | $298.92 | -3.07% | Stop | |
| 2026-02-05 | 2026-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-01-09 | 2026-02-05 | Completed | 100% | $336.68 | $313.19 | -7.02% | Stop | |
| 2025-12-16 | 2026-01-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-24 | 2025-12-16 | Completed | 100% | $177.96 | $334.15 | 87.67% | Stop | |
| 2025-04-01 | 2025-04-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-25 | 2025-04-01 | Completed | 100% | $189.06 | $164.77 | -12.89% | Stop | |
| 2025-03-03 | 2025-03-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-20 | 2025-03-03 | Completed | 100% | $225.77 | $201.43 | -10.83% | Stop | |
| 2025-01-28 | 2025-02-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-12-23 | 2025-01-28 | Completed | 100% | $223.84 | $205.39 | -8.29% | Stop | |
| 2024-11-29 | 2024-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-10-01 | 2024-11-29 | Completed | 100% | $169.54 | $157.14 | -7.36% | Stop | |
| 2024-09-09 | 2024-10-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2024-08-12 | 2024-09-09 | Completed | 100% | $145.35 | $136.54 | -6.10% | Stop | |
| 2024-07-19 | 2024-08-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2022-10-18 | 2024-07-19 | Completed | 100% | $42.34 | $158.85 | 274.97% | Stop | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-06-14 | 2022-09-26 | Completed | 100% | $48.78 | $44.31 | -9.21% | Stop | |
| 2022-05-20 | 2022-06-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2022-02-11 | 2022-05-20 | Completed | 100% | $54.58 | $51.47 | -5.75% | Stop | |
| 2022-01-20 | 2022-02-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-23 | 2022-01-20 | Completed | 100% | $16.81 | $52.42 | 211.62% | Stop | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-06-13 | 2020-02-28 | Completed | 100% | $23.45 | $22.57 | -3.78% | Stop | |
| 2019-05-21 | 2019-06-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-20 | 2019-05-21 | Completed | 100% | $18.29 | $23.08 | 26.09% | Stop | |
| 2018-10-29 | 2018-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-08-06 | 2018-10-29 | Completed | 100% | $17.56 | $17.66 | 0.50% | Stop | |
| 2018-07-13 | 2018-08-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2018-05-29 | 2018-07-13 | Completed | 100% | $19.89 | $17.23 | -13.43% | Stop | |
| 2018-05-04 | 2018-05-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2018-02-23 | 2018-05-04 | Completed | 100% | $19.88 | $17.89 | -10.04% | Stop | |
| 2018-01-31 | 2018-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-02-04 | 2018-01-31 | Completed | 100% | $10.01 | $19.71 | 96.86% | Stop | |
| 2016-01-12 | 2016-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-10-29 | 2016-01-12 | Completed | 100% | $9.19 | $9.89 | 7.60% | Stop | |
| 2015-10-07 | 2015-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-09-17 | 2015-10-07 | Completed | 100% | $9.99 | $9.01 | -9.82% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-03 | 2015-08-25 | Completed | 100% | $9.57 | $8.64 | -9.77% | Stop | |
| 2015-07-10 | 2015-08-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-11-04 | 2015-07-10 | Completed | 100% | $6.44 | $9.58 | 48.71% | Stop | |
| 2014-10-13 | 2014-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-05-14 | 2014-10-13 | Completed | 100% | $2.45 | $5.31 | 116.81% | Stop | |
| 2013-04-22 | 2013-05-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-12-12 | 2013-04-22 | Completed | 100% | $2.51 | $2.29 | -8.98% | Stop | |
| 2012-11-19 | 2012-12-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-05-17 | 2012-11-19 | Completed | 100% | $2.20 | $2.33 | 6.04% | Stop | |
| 2012-04-25 | 2012-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-14 | 2012-04-25 | Completed | 100% | $2.05 | $2.47 | 20.09% | Stop | |
| 2011-11-21 | 2011-12-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-19 | 2011-11-21 | Completed | 100% | $2.51 | $2.08 | -17.17% | Stop | |
| 2011-10-17 | 2011-10-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |