BAC
Bank Of America Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for BAC (Bank Of America Corp) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -56.0% (compared to the benchmark's drawdown of -93.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.6%, compared to a Buy-and-Hold benchmark return of 9.9%. The strategy executed 71 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
BAC Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 31.13% | 31.05% | 5.66% | 12.98% | 7.66% | 18.37% | 6.64% | 9.87% |
| Sharpe Ratio | 1.28 | 1.25 | 0.26 | 0.46 | 0.32 | 0.56 | 0.32 | 0.26 |
| Max Drawdown | -17.44% | -17.93% | -36.61% | -46.64% | -36.61% | -48.95% | -56.00% | -93.45% |
| % Time Invested | 93.7% | 100.0% | 65.9% | 100.0% | 70.2% | 100.0% | 61.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 1.9 | 0.0 | 1.4 | 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 | ||||||||
| 2026-03-03 | 2026-03-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-30 | 2026-03-03 | Completed | 100% | $38.30 | $48.24 | 25.89% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-02 | 2025-04-07 | Completed | 100% | $39.77 | $34.02 | -14.50% | Stop | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-27 | 2025-03-11 | Completed | 100% | $38.21 | $38.63 | 1.04% | Stop | |
| 2024-08-05 | 2024-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-01-30 | 2024-08-05 | Completed | 100% | $31.96 | $34.06 | 6.49% | Stop | |
| 2022-12-05 | 2024-01-30 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.00% | Interest Income | |
| 2022-10-19 | 2022-12-05 | Completed | 100% | $31.44 | $32.74 | 4.11% | Signal | |
| 2022-09-27 | 2022-10-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-07-11 | 2022-09-27 | Completed | 100% | $28.49 | $28.43 | -0.28% | Stop | |
| 2022-06-15 | 2022-07-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-05-18 | 2022-06-15 | Completed | 100% | $31.98 | $28.88 | -9.75% | Stop | |
| 2022-04-26 | 2022-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-03-24 | 2022-04-26 | Completed | 100% | $38.95 | $33.12 | -15.03% | Stop | |
| 2022-03-02 | 2022-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2021-08-11 | 2022-03-02 | Completed | 100% | $36.81 | $38.19 | 3.71% | Stop | |
| 2021-07-20 | 2021-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-16 | 2021-07-20 | Completed | 100% | $34.63 | $32.61 | -5.88% | Stop | |
| 2020-10-19 | 2021-04-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-07-07 | 2020-10-19 | Completed | 100% | $20.23 | $21.17 | 4.61% | Signal | |
| 2020-06-12 | 2020-07-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-05-11 | 2020-06-12 | Completed | 100% | $19.86 | $21.66 | 9.01% | Stop | |
| 2020-04-17 | 2020-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-23 | 2020-04-17 | Completed | 100% | $16.55 | $19.20 | 15.93% | Stop | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-10-18 | 2020-02-28 | Completed | 100% | $25.59 | $23.91 | -6.61% | Stop | |
| 2019-08-07 | 2019-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2019-01-10 | 2019-08-07 | Completed | 100% | $21.34 | $23.29 | 9.10% | Signal | |
| 2018-12-17 | 2019-01-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-15 | 2018-12-17 | Completed | 100% | $22.53 | $20.25 | -10.16% | Stop | |
| 2018-10-24 | 2018-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-07-27 | 2018-10-24 | Completed | 100% | $25.60 | $22.30 | -12.95% | Stop | |
| 2018-07-05 | 2018-07-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2016-10-25 | 2018-07-05 | Completed | 100% | $13.43 | $23.09 | 71.79% | Stop | |
| 2016-09-27 | 2016-10-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-09-01 | 2016-09-27 | Completed | 100% | $12.98 | $12.07 | -7.11% | Stop | |
| 2016-04-08 | 2016-09-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2016-03-08 | 2016-04-08 | Completed | 100% | $10.69 | $10.39 | -2.81% | Signal | |
| 2016-02-12 | 2016-03-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-02-03 | 2016-02-12 | Completed | 100% | $10.55 | $9.12 | -13.60% | Stop | |
| 2016-01-11 | 2016-02-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-11 | Completed | 100% | $12.91 | $12.12 | -6.11% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-02-10 | 2015-08-25 | Completed | 100% | $13.00 | $12.79 | -1.62% | Stop | |
| 2015-01-16 | 2015-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-05-21 | 2015-01-16 | Completed | 100% | $11.38 | $11.90 | 4.55% | Stop | |
| 2014-04-29 | 2014-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-08-23 | 2014-04-29 | Completed | 100% | $6.37 | $11.73 | 83.95% | Stop | |
| 2011-04-05 | 2012-08-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2010-11-12 | 2011-04-05 | Completed | 100% | $9.45 | $10.34 | 9.40% | Signal | |
| 2010-10-21 | 2010-11-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-09-23 | 2010-10-21 | Completed | 100% | $10.23 | $9.10 | -11.09% | Stop | |
| 2010-08-31 | 2010-09-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-07-27 | 2010-08-31 | Completed | 100% | $11.15 | $9.47 | -15.13% | Stop | |
| 2010-07-02 | 2010-07-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-07-02 | Completed | 100% | $11.96 | $10.83 | -9.49% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-03-10 | 2010-05-07 | Completed | 100% | $13.06 | $12.65 | -3.16% | Stop | |
| 2009-10-29 | 2010-03-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2009-08-05 | 2009-10-29 | Completed | 100% | $12.28 | $11.66 | -5.11% | Stop | |
| 2008-01-08 | 2009-08-05 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.45% | Interest Income | |
| 2007-11-28 | 2008-01-08 | Completed | 100% | $30.41 | $28.37 | -6.77% | Stop | |
| 2007-11-05 | 2007-11-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2002-10-28 | 2007-11-05 | Completed | 100% | $20.05 | $30.55 | 52.30% | Stop | |
| 2002-10-04 | 2002-10-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2002-08-07 | 2002-10-04 | Completed | 100% | $18.20 | $16.96 | -6.85% | Stop | |
| 2002-07-16 | 2002-08-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-10-10 | 2002-07-16 | Completed | 100% | $14.36 | $18.82 | 30.93% | Stop | |
| 2001-09-18 | 2001-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2001-08-01 | 2001-09-18 | Completed | 100% | $17.25 | $14.84 | -13.98% | Stop | |
| 1999-05-24 | 2001-08-01 | Interest (CASH) | 100% | $1.00 | $1.12 | 11.84% | Interest Income | |
| 1999-01-11 | 1999-05-24 | Completed | 100% | $17.23 | $16.47 | -4.42% | Signal | |
| 1998-12-16 | 1999-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-10-30 | 1998-12-16 | Completed | 100% | $13.94 | $14.04 | 0.65% | Stop | |
| 1998-10-08 | 1998-10-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1998-09-25 | 1998-10-08 | Completed | 100% | $13.21 | $11.74 | -11.16% | Stop | |
| 1998-09-02 | 1998-09-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1998-08-27 | 1998-09-02 | Completed | 100% | $16.22 | $14.13 | -12.95% | Stop | |
| 1998-08-05 | 1998-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1997-11-20 | 1998-08-05 | Completed | 100% | $14.61 | $18.29 | 25.13% | Stop | |
| 1997-10-29 | 1997-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-09-24 | 1997-10-29 | Completed | 100% | $14.83 | $14.34 | -3.37% | Stop | |
| 1997-09-02 | 1997-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-04-23 | 1997-09-02 | Completed | 100% | $13.44 | $14.08 | 4.70% | Stop | |
| 1997-04-01 | 1997-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1995-09-15 | 1997-04-01 | Completed | 100% | $7.47 | $13.00 | 74.00% | Stop | |
| 1995-06-06 | 1995-09-15 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.54% | Interest Income | |
| 1995-03-01 | 1995-06-06 | Completed | 100% | $5.57 | $6.41 | 14.96% | Signal | |
| 1994-09-26 | 1995-03-01 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.36% | Interest Income | |
| 1993-11-30 | 1994-09-26 | Completed | 100% | $5.04 | $5.22 | 3.68% | Stop | |
| 1993-11-05 | 1993-11-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1993-05-18 | 1993-11-05 | Completed | 100% | $4.81 | $4.74 | -1.39% | Stop | |
| 1993-04-26 | 1993-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-10-28 | 1993-04-26 | Completed | 100% | $4.80 | $4.95 | 3.13% | Stop | |
| 1992-10-06 | 1992-10-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1991-11-13 | 1992-10-06 | Completed | 100% | $3.79 | $4.41 | 16.28% | Stop | |
| 1991-06-26 | 1991-11-13 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.06% | Interest Income | |
| 1991-05-30 | 1991-06-26 | Completed | 100% | $3.98 | $3.72 | -6.52% | Stop | |
| 1990-10-29 | 1991-05-30 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.66% | Interest Income | |
| 1990-10-11 | 1990-10-29 | Completed | 100% | $1.83 | $1.69 | -7.74% | Stop | |
| 1990-09-19 | 1990-10-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 1990-08-29 | 1990-09-19 | Completed | 100% | $3.06 | $2.65 | -13.57% | Stop | |
| 1990-08-07 | 1990-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1990-07-20 | 1990-08-07 | Completed | 100% | $3.46 | $3.07 | -11.16% | Stop | |
| 1990-06-27 | 1990-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1990-04-06 | 1990-06-27 | Completed | 100% | $3.30 | $3.42 | 3.70% | Stop | |
| 1990-03-15 | 1990-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.50% | Interest Income | |
| 1990-01-02 | 1990-03-15 | Completed | 100% | $4.21 | $3.72 | -11.57% | Stop | |
| 1989-12-07 | 1990-01-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-11-08 | 1989-12-07 | Completed | 100% | $4.19 | $3.91 | -6.77% | Stop | |
| 1989-10-17 | 1989-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-12-19 | 1989-10-17 | Completed | 100% | $2.51 | $4.60 | 83.40% | Stop | |
| 1987-08-27 | 1988-12-19 | Interest (CASH) | 100% | $1.00 | $1.10 | 10.44% | Interest Income | |
| 1987-05-08 | 1987-08-27 | Completed | 100% | $1.99 | $2.38 | 19.86% | Signal | |
| 1987-04-15 | 1987-05-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-08 | 1987-04-15 | Completed | 100% | $1.88 | $1.92 | 1.78% | Stop | |
| 1986-09-16 | 1986-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-08-18 | 1986-09-16 | Completed | 100% | $2.04 | $1.78 | -13.04% | Stop | |
| 1986-07-25 | 1986-08-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-09-25 | 1986-07-25 | Completed | 100% | $1.45 | $1.90 | 30.69% | Stop | |
| 1985-09-03 | 1985-09-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-05-01 | 1985-09-03 | Completed | 100% | $1.01 | $1.52 | 50.17% | Stop | |
| 1984-04-06 | 1984-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-11-15 | 1984-04-06 | Completed | 100% | $0.99 | $0.94 | -5.63% | Stop | |
| 1983-10-24 | 1983-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-08-24 | 1983-10-24 | Completed | 100% | $1.12 | $0.95 | -15.29% | Stop | |
| 1983-08-02 | 1983-08-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-03-15 | 1983-08-02 | Completed | 100% | $0.89 | $1.04 | 16.99% | Stop | |
| 1982-03-05 | 1983-03-15 | Interest (CASH) | 100% | $1.00 | $1.08 | 8.09% | Interest Income | |
| 1981-11-25 | 1982-03-05 | Completed | 100% | $0.62 | $0.55 | -12.14% | Stop | |
| 1981-07-16 | 1981-11-25 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.82% | Interest Income | |
| 1981-03-26 | 1981-07-16 | Completed | 100% | $0.67 | $0.61 | -8.32% | Stop | |
| 1979-09-12 | 1981-03-26 | Interest (CASH) | 100% | $1.00 | $1.12 | 12.31% | Interest Income | |
| 1978-11-10 | 1979-09-12 | Completed | 100% | $0.53 | $0.58 | 9.47% | Signal | |
| 1978-10-19 | 1978-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-08-21 | 1978-10-19 | Completed | 100% | $0.60 | $0.56 | -6.71% | Stop | |
| 1977-12-05 | 1978-08-21 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.50% | Interest Income | |
| 1977-06-28 | 1977-12-05 | Completed | 100% | $0.45 | $0.46 | 1.06% | Signal | |
| 1975-07-03 | 1977-06-28 | Interest (CASH) | 100% | $1.00 | $1.16 | 16.20% | Interest Income | |
| 1975-07-01 | 1975-07-03 | Completed | 100% | $0.52 | $0.49 | -5.82% | Stop | |
| 1975-05-01 | 1975-07-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.23% | Interest Income | |