AXP
American Express Company
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for AXP (American Express Company) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -56.8% (compared to the benchmark's drawdown of -83.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.8%, compared to a Buy-and-Hold benchmark return of 13.2%. The strategy executed 76 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
AXP Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 14.74% | 6.95% | 8.78% | 14.98% | 10.27% | 19.26% | 6.85% | 13.22% |
| Sharpe Ratio | 0.55 | 0.25 | 0.35 | 0.48 | 0.42 | 0.56 | 0.29 | 0.36 |
| Max Drawdown | -18.36% | -23.90% | -41.84% | -31.55% | -45.62% | -49.64% | -56.80% | -83.91% |
| % Time Invested | 93.7% | 100.0% | 70.2% | 100.0% | 75.1% | 100.0% | 65.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.6 | 0.0 | 1.4 | 0.0 | 1.5 | 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 | ||||||||
| 2026-02-24 | 2026-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-30 | 2026-02-24 | Completed | 100% | $257.55 | $318.61 | 23.65% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-31 | 2025-04-07 | Completed | 100% | $258.20 | $222.34 | -13.93% | Stop | |
| 2025-03-07 | 2025-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-01-22 | 2025-03-07 | Completed | 100% | $179.26 | $269.19 | 50.09% | Stop | |
| 2023-01-27 | 2024-01-22 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.20% | Interest Income | |
| 2022-10-18 | 2023-01-27 | Completed | 100% | $139.64 | $159.95 | 14.48% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-07-11 | 2022-09-26 | Completed | 100% | $133.72 | $133.31 | -0.36% | Stop | |
| 2022-06-15 | 2022-07-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-06-02 | 2022-06-15 | Completed | 100% | $157.57 | $139.12 | -11.75% | Stop | |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-03-30 | 2022-05-10 | Completed | 100% | $181.01 | $154.99 | -14.41% | Stop | |
| 2022-03-08 | 2022-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2021-12-21 | 2022-03-08 | Completed | 100% | $148.82 | $151.81 | 1.96% | Stop | |
| 2021-11-29 | 2021-12-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-22 | 2021-11-29 | Completed | 100% | $138.51 | $151.65 | 9.43% | Stop | |
| 2020-08-14 | 2021-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2020-07-20 | 2020-08-14 | Completed | 100% | $88.03 | $92.55 | 5.07% | Signal | |
| 2020-06-25 | 2020-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-08 | 2020-06-25 | Completed | 100% | $103.45 | $87.46 | -15.50% | Stop | |
| 2020-05-14 | 2020-06-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-27 | 2020-05-14 | Completed | 100% | $77.16 | $71.11 | -7.89% | Stop | |
| 2020-04-02 | 2020-04-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-23 | 2020-04-02 | Completed | 100% | $66.94 | $71.24 | 6.36% | Stop | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-01-16 | 2020-02-28 | Completed | 100% | $89.70 | $100.25 | 11.71% | Stop | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-03-09 | 2018-12-21 | Completed | 100% | $51.54 | $85.96 | 66.69% | Stop | |
| 2015-08-04 | 2016-03-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2015-03-11 | 2015-08-04 | Completed | 100% | $67.48 | $64.85 | -3.94% | Signal | |
| 2015-02-17 | 2015-03-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-11-07 | 2015-02-17 | Completed | 100% | $77.71 | $65.58 | -15.66% | Stop | |
| 2014-10-16 | 2014-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-27 | 2014-10-16 | Completed | 100% | $42.09 | $68.04 | 61.55% | Stop | |
| 2011-10-05 | 2011-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-31 | 2011-10-05 | Completed | 100% | $39.83 | $35.47 | -11.00% | Stop | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-10-28 | 2011-08-09 | Completed | 100% | $32.87 | $35.43 | 7.73% | Stop | |
| 2010-10-06 | 2010-10-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-10-06 | Completed | 100% | $31.19 | $30.90 | -0.98% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-01-25 | 2010-05-07 | Completed | 100% | $30.99 | $33.63 | 8.45% | Stop | |
| 2009-08-18 | 2010-01-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2009-08-07 | 2009-08-18 | Completed | 100% | $25.17 | $24.25 | -3.70% | Stop | |
| 2008-05-08 | 2009-08-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.85% | Interest Income | |
| 2008-05-02 | 2008-05-08 | Completed | 100% | $39.41 | $36.96 | -6.26% | Stop | |
| 2008-03-18 | 2008-05-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2008-02-06 | 2008-03-18 | Completed | 100% | $34.68 | $32.09 | -7.51% | Stop | |
| 2008-01-14 | 2008-02-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2007-12-19 | 2008-01-14 | Completed | 100% | $38.89 | $33.17 | -14.76% | Stop | |
| 2007-11-27 | 2007-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2007-08-29 | 2007-11-27 | Completed | 100% | $43.27 | $40.42 | -6.62% | Stop | |
| 2007-08-07 | 2007-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2003-07-16 | 2007-08-07 | Completed | 100% | $28.85 | $44.54 | 54.32% | Stop | |
| 2003-03-13 | 2003-07-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2003-02-21 | 2003-03-13 | Completed | 100% | $21.12 | $20.23 | -4.27% | Signal | |
| 2002-07-23 | 2003-02-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2001-11-12 | 2002-07-23 | Completed | 100% | $20.30 | $18.27 | -10.05% | Stop | |
| 2001-06-18 | 2001-11-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.16% | Interest Income | |
| 2001-04-04 | 2001-06-18 | Completed | 100% | $23.40 | $24.06 | 2.75% | Stop | |
| 2001-03-13 | 2001-04-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2001-02-02 | 2001-03-13 | Completed | 100% | $29.27 | $25.27 | -13.71% | Stop | |
| 2001-01-10 | 2001-02-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2000-12-15 | 2001-01-10 | Completed | 100% | $33.96 | $28.81 | -15.20% | Stop | |
| 2000-11-22 | 2000-12-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-11-06 | 2000-11-22 | Completed | 100% | $36.85 | $32.54 | -11.74% | Stop | |
| 2000-10-13 | 2000-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-05-10 | 2000-10-13 | Completed | 100% | $30.38 | $31.65 | 4.16% | Stop | |
| 2000-04-17 | 2000-05-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-03-14 | 2000-04-17 | Completed | 100% | $26.49 | $27.16 | 2.45% | Stop | |
| 2000-02-18 | 2000-03-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1999-06-17 | 2000-02-18 | Completed | 100% | $25.30 | $30.20 | 19.29% | Stop | |
| 1999-05-25 | 1999-06-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1999-01-08 | 1999-05-25 | Completed | 100% | $21.65 | $23.74 | 9.57% | Stop | |
| 1998-12-15 | 1999-01-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-10-05 | 1998-12-15 | Completed | 100% | $14.83 | $18.72 | 26.19% | Stop | |
| 1998-09-11 | 1998-10-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1998-09-02 | 1998-09-11 | Completed | 100% | $16.62 | $14.32 | -13.85% | Stop | |
| 1998-08-11 | 1998-09-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1997-11-20 | 1998-08-11 | Completed | 100% | $15.96 | $19.87 | 24.48% | Stop | |
| 1997-10-29 | 1997-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-04-24 | 1997-10-29 | Completed | 100% | $12.25 | $15.58 | 27.09% | Stop | |
| 1997-04-02 | 1997-04-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-07-31 | 1997-04-02 | Completed | 100% | $8.58 | $11.95 | 39.18% | Stop | |
| 1996-07-09 | 1996-07-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1994-04-26 | 1996-07-09 | Completed | 100% | $4.88 | $8.44 | 72.79% | Stop | |
| 1994-04-04 | 1994-04-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1993-11-29 | 1994-04-04 | Completed | 100% | $5.00 | $4.35 | -13.08% | Stop | |
| 1993-11-04 | 1993-11-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1993-02-23 | 1993-11-04 | Completed | 100% | $3.84 | $4.88 | 27.08% | Stop | |
| 1990-08-06 | 1993-02-23 | Interest (CASH) | 100% | $1.00 | $1.13 | 12.99% | Interest Income | |
| 1990-02-16 | 1990-08-06 | Completed | 100% | $4.01 | $3.68 | -8.11% | Stop | |
| 1990-01-25 | 1990-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1989-12-11 | 1990-01-25 | Completed | 100% | $4.67 | $4.27 | -8.69% | Stop | |
| 1989-11-16 | 1989-12-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-05-24 | 1989-11-16 | Completed | 100% | $4.65 | $4.67 | 0.42% | Stop | |
| 1988-02-03 | 1989-05-24 | Interest (CASH) | 100% | $1.00 | $1.10 | 10.38% | Interest Income | |
| 1987-12-23 | 1988-02-03 | Completed | 100% | $3.00 | $3.50 | 16.46% | Signal | |
| 1987-12-01 | 1987-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-11-10 | 1987-12-01 | Completed | 100% | $3.00 | $2.97 | -1.13% | Stop | |
| 1987-10-19 | 1987-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-05-08 | 1987-10-19 | Completed | 100% | $4.28 | $3.73 | -12.96% | Stop | |
| 1987-04-15 | 1987-05-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-20 | 1987-04-15 | Completed | 100% | $3.64 | $4.49 | 23.33% | Stop | |
| 1986-09-26 | 1986-10-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-05-28 | 1986-09-26 | Completed | 100% | $3.85 | $3.48 | -9.44% | Stop | |
| 1986-05-05 | 1986-05-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-09-26 | 1986-05-05 | Completed | 100% | $2.51 | $3.63 | 44.27% | Stop | |
| 1985-09-04 | 1985-09-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-05-10 | 1985-09-04 | Completed | 100% | $2.75 | $2.50 | -9.33% | Stop | |
| 1984-07-23 | 1985-05-10 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.26% | Interest Income | |
| 1984-06-21 | 1984-07-23 | Completed | 100% | $1.62 | $1.52 | -6.19% | Signal | |
| 1984-05-30 | 1984-06-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-03-02 | 1984-05-30 | Completed | 100% | $1.71 | $1.54 | -10.11% | Stop | |
| 1984-02-08 | 1984-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-01-06 | 1984-02-08 | Completed | 100% | $1.91 | $1.65 | -13.30% | Stop | |
| 1983-12-13 | 1984-01-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-10-20 | 1983-12-13 | Completed | 100% | $1.95 | $1.62 | -17.26% | Stop | |
| 1983-09-28 | 1983-10-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-08-23 | 1983-09-28 | Completed | 100% | $2.45 | $2.08 | -15.36% | Stop | |
| 1983-08-01 | 1983-08-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-01-10 | 1983-08-01 | Completed | 100% | $1.82 | $2.39 | 31.51% | Stop | |
| 1982-12-16 | 1983-01-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-06-23 | 1982-12-16 | Completed | 100% | $1.12 | $1.63 | 45.30% | Stop | |
| 1982-06-01 | 1982-06-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-02-19 | 1982-06-01 | Completed | 100% | $1.20 | $1.14 | -4.55% | Stop | |
| 1982-01-27 | 1982-02-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-09-30 | 1982-01-27 | Completed | 100% | $1.08 | $1.09 | 1.18% | Stop | |
| 1981-09-08 | 1981-09-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-07-29 | 1981-09-08 | Completed | 100% | $1.19 | $1.06 | -10.85% | Stop | |
| 1981-07-07 | 1981-07-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-05-14 | 1981-07-07 | Completed | 100% | $1.10 | $1.21 | 9.35% | Stop | |
| 1981-04-22 | 1981-05-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-10-23 | 1981-04-22 | Completed | 100% | $0.89 | $1.06 | 19.14% | Stop | |
| 1980-09-29 | 1980-10-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 1980-09-25 | 1980-09-29 | Completed | 100% | $1.01 | $0.92 | -8.49% | Stop | |
| 1978-02-17 | 1980-09-25 | Interest (CASH) | 100% | $1.00 | $1.22 | 21.75% | Interest Income | |
| 1978-02-03 | 1978-02-17 | Completed | 100% | $0.76 | $0.71 | -6.93% | Stop | |
| 1977-12-16 | 1978-02-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.99% | Interest Income | |
| 1977-11-14 | 1977-12-16 | Completed | 100% | $0.84 | $0.79 | -5.57% | Stop | |
| 1977-08-29 | 1977-11-14 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.63% | Interest Income | |
| 1977-06-20 | 1977-08-29 | Completed | 100% | $0.85 | $0.87 | 2.27% | Signal | |
| 1976-12-22 | 1977-06-20 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.78% | Interest Income | |
| 1976-05-17 | 1976-12-22 | Completed | 100% | $0.69 | $0.83 | 21.17% | Signal | |
| 1976-04-23 | 1976-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-03-29 | 1976-04-23 | Completed | 100% | $0.79 | $0.67 | -15.09% | Stop | |
| 1976-03-05 | 1976-03-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-11-20 | 1976-03-05 | Completed | 100% | $0.81 | $0.76 | -6.60% | Stop | |
| 1975-08-20 | 1975-11-20 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.96% | Interest Income | |
| 1975-02-04 | 1975-08-20 | Completed | 100% | $0.66 | $0.62 | -6.05% | Stop | |
| 1974-08-14 | 1975-02-04 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.62% | Interest Income | |