AVGO
Broadcom Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for AVGO (Broadcom Inc) using the Moving Average (50/200)* 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 18.4%, compared to a Buy-and-Hold benchmark return of 40.4%. The strategy executed 31 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
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% | 21.21% | 54.22% | 20.84% | 41.08% | 18.39% | 40.42% |
| Sharpe Ratio | 0.09 | 0.61 | 0.57 | 1.00 | 0.62 | 0.87 | 0.57 | 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% | 72.5% | 100.0% | 76.6% | 100.0% | 75.2% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 2.6 | 0.0 | 1.9 | 0.0 | 2.1 | 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 | |
| 2025-05-29 | 2025-12-16 | Completed | 100% | $243.55 | $334.15 | 37.13% | Stop | |
| 2025-05-06 | 2025-05-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-24 | 2025-05-06 | Completed | 100% | $177.96 | $194.55 | 9.27% | Signal | |
| 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 | |
| 2023-01-09 | 2024-07-19 | Completed | 100% | $56.42 | $158.85 | 181.40% | Stop | |
| 2022-06-23 | 2023-01-09 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.84% | Interest Income | |
| 2022-06-14 | 2022-06-23 | Completed | 100% | $48.78 | $47.01 | -3.68% | Signal | |
| 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 | |
| 2020-06-26 | 2022-01-20 | Completed | 100% | $27.62 | $52.42 | 89.73% | Stop | |
| 2020-02-28 | 2020-06-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | 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 | |
| 2019-01-02 | 2019-05-21 | Completed | 100% | $20.54 | $23.08 | 12.29% | Stop | |
| 2018-12-07 | 2019-01-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-09-05 | 2018-12-07 | Completed | 100% | $17.83 | $19.12 | 7.16% | Signal | |
| 2018-07-13 | 2018-09-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2018-07-11 | 2018-07-13 | Completed | 100% | $19.86 | $17.23 | -13.29% | Stop | |
| 2018-03-23 | 2018-07-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2018-02-23 | 2018-03-23 | Completed | 100% | $19.88 | $19.47 | -2.11% | Signal | |
| 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 | |
| 2015-12-18 | 2016-01-12 | Completed | 100% | $10.68 | $9.89 | -7.44% | Stop | |
| 2015-10-07 | 2015-12-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | 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 | |
| 2013-06-04 | 2014-10-13 | Completed | 100% | $2.73 | $5.31 | 94.66% | Stop | |
| 2013-04-22 | 2013-06-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-03-11 | 2013-04-22 | Completed | 100% | $2.54 | $2.29 | -10.17% | Stop | |
| 2012-12-17 | 2013-03-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-11-29 | 2012-12-17 | Completed | 100% | $2.52 | $2.28 | -9.61% | Stop | |
| 2012-11-01 | 2012-11-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-07-27 | 2012-11-01 | Completed | 100% | $2.57 | $2.40 | -6.61% | Signal | |
| 2012-06-21 | 2012-07-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-05-17 | 2012-06-21 | Completed | 100% | $2.20 | $2.53 | 15.27% | Signal | |
| 2012-04-25 | 2012-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-03-05 | 2012-04-25 | Completed | 100% | $2.60 | $2.47 | -5.16% | Stop | |
| 2011-11-21 | 2012-03-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | 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 | |