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BAC

Bank Of America Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for BAC (Bank Of America Corp) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -66.0% (compared to the benchmark's drawdown of -93.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.2%, compared to a Buy-and-Hold benchmark return of 9.9%. The strategy executed 91 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.

🛡️ BAC Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-66.0% (vs -93.5% B&H)
+27.4% shallower drawdown
Drawdown Shield
27.4% Cut
Protected capital vs -93.5% B&H
Capital Sheltered from Risk
41.2% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.

📊 BAC Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-17.44%-17.93%-33.27%-46.64%-41.00%-48.95%-66.02%-93.45%
Sharpe Ratio1.211.150.210.430.410.530.260.26
Sortino Ratio1.431.570.210.610.450.700.270.31
CAGR25.99%27.48%4.10%11.92%8.61%17.28%5.19%9.88%
% Time Invested78.6%100.0%58.0%100.0%64.2%100.0%58.8%100.0%
Trades / Year1.00.01.40.01.60.01.80.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of BAC under the Moving Average (50/200) strategy (Investing) versus Buy & Hold. The strategy produced a 5.2% CAGR with a -66.0% Max Drawdown across 91 trade signals (compared to Buy & Hold's 9.9% CAGR and -93.5% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for BAC under Moving Average (50/200) strategy in Investing context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for BAC under Moving Average (50/200) (Investing). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.

Diversifier Asset Category 1Y Correlation (r) Action
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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 DateExit DateTypeAllocationEntry PriceExit PriceNet 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.
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2026-04-14 2026-06-08 Interest (CASH) 100% $1.00 $1.01 0.55% Interest Income
2026-03-25 2026-04-14 Completed 100% $48.02 $52.56 9.38% Signal
2026-03-03 2026-03-25 Interest (CASH) 100% $1.00 $1.00 0.23% Interest Income
2025-06-30 2026-03-03 Completed 100% $46.37 $47.99 3.45% Stop
2025-04-07 2025-06-30 Interest (CASH) 100% $1.00 $1.01 0.97% Interest Income
2025-04-02 2025-04-07 Completed 100% $39.57 $33.85 -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% $38.02 $38.43 1.04% Stop
2024-08-05 2024-08-27 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
2023-12-19 2024-08-05 Completed 100% $30.98 $33.88 9.30% Stop
2023-03-10 2023-12-19 Interest (CASH) 100% $1.00 $1.04 4.17% Interest Income
2022-12-22 2023-03-10 Completed 100% $29.58 $27.76 -6.21% Stop
2022-04-19 2022-12-22 Interest (CASH) 100% $1.00 $1.02 1.87% Interest Income
2022-03-24 2022-04-19 Completed 100% $38.76 $35.03 -9.66% Signal
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% $36.62 $38.00 3.71% Stop
2021-07-20 2021-08-11 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2020-11-18 2021-07-20 Completed 100% $23.95 $32.45 35.40% Stop
2020-08-18 2020-11-18 Interest (CASH) 100% $1.00 $1.00 0.03% Interest Income
2020-08-11 2020-08-18 Completed 100% $23.48 $22.27 -5.22% Stop
2020-03-25 2020-08-11 Interest (CASH) 100% $1.00 $1.00 0.05% Interest Income
2020-03-23 2020-03-25 Completed 100% $16.47 $18.56 12.66% Signal
2020-02-28 2020-03-23 Interest (CASH) 100% $1.00 $1.00 0.03% Interest Income
2019-11-01 2020-02-28 Completed 100% $26.78 $23.79 -11.23% Stop
2019-10-10 2019-11-01 Interest (CASH) 100% $1.00 $1.00 0.10% Interest Income
2019-09-10 2019-10-10 Completed 100% $24.41 $23.69 -2.99% Signal
2019-08-16 2019-09-10 Interest (CASH) 100% $1.00 $1.00 0.12% Interest Income
2019-03-20 2019-08-16 Completed 100% $24.73 $22.27 -9.99% Stop
2018-10-22 2019-03-20 Interest (CASH) 100% $1.00 $1.01 0.96% Interest Income
2018-09-13 2018-10-22 Completed 100% $25.22 $23.39 -7.29% Signal
2018-08-21 2018-09-13 Interest (CASH) 100% $1.00 $1.00 0.13% Interest Income
2018-08-16 2018-08-21 Completed 100% $25.12 $25.41 1.09% Signal
2018-07-05 2018-08-16 Interest (CASH) 100% $1.00 $1.00 0.24% Interest Income
2016-09-01 2018-07-05 Completed 100% $12.92 $22.97 77.75% Stop
2016-01-12 2016-09-01 Interest (CASH) 100% $1.00 $1.00 0.18% Interest Income
2015-11-30 2016-01-12 Completed 100% $13.78 $12.28 -10.89% Stop
2015-10-09 2015-11-30 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2015-09-17 2015-10-09 Completed 100% $12.84 $12.42 -3.36% Signal
2015-08-25 2015-09-17 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2015-06-23 2015-08-25 Completed 100% $13.80 $12.73 -7.79% Stop
2015-03-13 2015-06-23 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2015-02-10 2015-03-13 Completed 100% $12.93 $12.60 -2.64% Signal
2015-01-16 2015-02-10 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2014-10-02 2015-01-16 Completed 100% $13.13 $11.84 -9.87% Stop
2014-06-13 2014-10-02 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2014-05-21 2014-06-13 Completed 100% $11.32 $11.99 5.91% Signal
2014-04-29 2014-05-21 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2012-08-15 2014-04-29 Completed 100% $5.98 $11.67 95.11% Stop
2012-07-24 2012-08-15 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2012-05-15 2012-07-24 Completed 100% $5.68 $5.52 -2.77% Stop
2012-04-23 2012-05-15 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2012-03-19 2012-04-23 Completed 100% $7.53 $6.18 -18.04% Stop
2011-05-17 2012-03-19 Interest (CASH) 100% $1.00 $1.00 0.03% Interest Income
2011-05-12 2011-05-17 Completed 100% $9.35 $9.05 -3.25% Signal
2011-04-19 2011-05-12 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2011-02-17 2011-04-19 Completed 100% $11.29 $9.60 -15.03% Stop
2010-06-30 2011-02-17 Interest (CASH) 100% $1.00 $1.00 0.09% Interest Income
2010-06-01 2010-06-30 Completed 100% $11.90 $11.17 -6.15% Signal
2010-05-07 2010-06-01 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2010-03-03 2010-05-07 Completed 100% $12.58 $12.59 0.01% Stop
2010-02-08 2010-03-03 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2009-11-18 2010-02-08 Completed 100% $12.11 $11.40 -5.91% Stop
2009-10-27 2009-11-18 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2009-07-20 2009-10-27 Completed 100% $9.78 $11.77 20.28% Stop
2007-11-05 2009-07-20 Interest (CASH) 100% $1.00 $1.02 1.99% Interest Income
2007-10-11 2007-11-05 Completed 100% $36.35 $30.39 -16.42% Stop
2007-04-17 2007-10-11 Interest (CASH) 100% $1.00 $1.02 2.23% Interest Income
2005-12-09 2007-04-17 Completed 100% $29.34 $34.69 18.16% Signal
2005-08-18 2005-12-09 Interest (CASH) 100% $1.00 $1.01 1.16% Interest Income
2002-10-21 2005-08-18 Completed 100% $19.41 $27.41 41.13% Signal
2002-09-23 2002-10-21 Interest (CASH) 100% $1.00 $1.00 0.13% Interest Income
2002-08-07 2002-09-23 Completed 100% $18.11 $17.66 -2.52% Signal
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% $14.29 $18.72 30.93% Stop
2001-09-18 2001-10-10 Interest (CASH) 100% $1.00 $1.00 0.14% Interest Income
2001-02-22 2001-09-18 Completed 100% $12.47 $14.77 18.41% Stop
2000-11-16 2001-02-22 Interest (CASH) 100% $1.00 $1.01 1.41% Interest Income
2000-11-02 2000-11-16 Completed 100% $12.60 $10.86 -13.85% Stop
2000-10-11 2000-11-02 Interest (CASH) 100% $1.00 $1.00 0.39% Interest Income
2000-09-06 2000-10-11 Completed 100% $13.84 $12.67 -8.51% Stop
2000-06-19 2000-09-06 Interest (CASH) 100% $1.00 $1.01 1.31% Interest Income
2000-06-13 2000-06-19 Completed 100% $14.54 $12.27 -15.66% Stop
1999-09-14 2000-06-13 Interest (CASH) 100% $1.00 $1.04 4.12% Interest Income
1999-08-26 1999-09-14 Completed 100% $16.62 $14.68 -11.72% Signal
1999-08-04 1999-08-26 Interest (CASH) 100% $1.00 $1.00 0.30% Interest Income
1999-06-18 1999-08-04 Completed 100% $17.89 $16.09 -10.11% Stop
1999-05-26 1999-06-18 Interest (CASH) 100% $1.00 $1.00 0.29% Interest Income
1999-03-17 1999-05-26 Completed 100% $17.70 $15.54 -12.24% Stop
1998-12-11 1999-03-17 Interest (CASH) 100% $1.00 $1.01 1.13% Interest Income
1998-11-24 1998-12-11 Completed 100% $15.67 $14.21 -9.32% Stop
1998-09-02 1998-11-24 Interest (CASH) 100% $1.00 $1.01 1.00% Interest Income
1998-08-27 1998-09-02 Completed 100% $16.14 $14.06 -12.95% Stop
1998-08-05 1998-08-27 Interest (CASH) 100% $1.00 $1.00 0.31% Interest Income
1998-03-06 1998-08-05 Completed 100% $16.36 $18.19 11.17% Stop
1997-12-15 1998-03-06 Interest (CASH) 100% $1.00 $1.01 1.12% Interest Income
1997-11-21 1997-12-15 Completed 100% $14.62 $14.86 1.59% Signal
1997-10-29 1997-11-21 Interest (CASH) 100% $1.00 $1.00 0.35% Interest Income
1997-09-24 1997-10-29 Completed 100% $14.76 $14.26 -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% $13.37 $14.01 4.70% Stop
1997-04-01 1997-04-23 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
1995-04-05 1997-04-01 Completed 100% $5.63 $12.93 129.75% Stop
1994-11-01 1995-04-05 Interest (CASH) 100% $1.00 $1.02 2.42% Interest Income
1994-10-18 1994-11-01 Completed 100% $5.48 $5.36 -2.28% Signal
1994-09-26 1994-10-18 Interest (CASH) 100% $1.00 $1.00 0.31% Interest Income
1994-05-03 1994-09-26 Completed 100% $5.63 $5.20 -7.76% Stop
1994-03-16 1994-05-03 Interest (CASH) 100% $1.00 $1.00 0.46% Interest Income
1994-02-02 1994-03-16 Completed 100% $5.34 $5.03 -5.84% Signal
1993-10-27 1994-02-02 Interest (CASH) 100% $1.00 $1.01 0.83% Interest Income
1993-10-13 1993-10-27 Completed 100% $5.40 $4.98 -7.81% Signal
1993-09-21 1993-10-13 Interest (CASH) 100% $1.00 $1.00 0.19% Interest Income
1993-09-15 1993-09-21 Completed 100% $5.33 $5.21 -2.26% Signal
1993-06-18 1993-09-15 Interest (CASH) 100% $1.00 $1.01 0.74% Interest Income
1993-05-18 1993-06-18 Completed 100% $4.78 $4.93 2.96% Signal
1993-04-26 1993-05-18 Interest (CASH) 100% $1.00 $1.00 0.19% Interest Income
1992-10-22 1993-04-26 Completed 100% $4.63 $4.92 6.23% Stop
1992-09-30 1992-10-22 Interest (CASH) 100% $1.00 $1.00 0.18% Interest Income
1991-11-04 1992-09-30 Completed 100% $3.65 $4.42 20.88% Signal
1991-10-11 1991-11-04 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1991-07-24 1991-10-11 Completed 100% $3.37 $3.30 -2.37% Stop
1991-07-01 1991-07-24 Interest (CASH) 100% $1.00 $1.00 0.36% Interest Income
1991-03-19 1991-07-01 Completed 100% $2.94 $3.50 19.02% Stop
1990-01-09 1991-03-19 Interest (CASH) 100% $1.00 $1.09 8.99% Interest Income
1990-01-02 1990-01-09 Completed 100% $4.19 $4.13 -1.41% Signal
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% $4.17 $3.89 -6.77% Stop
1989-10-17 1989-11-08 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1988-06-03 1989-10-17 Completed 100% $1.93 $4.58 137.38% Stop
1987-10-20 1988-06-03 Interest (CASH) 100% $1.00 $1.05 4.81% Interest Income
1987-10-14 1987-10-20 Completed 100% $1.90 $1.52 -20.04% Stop
1987-09-22 1987-10-14 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-05-08 1987-09-22 Completed 100% $1.98 $2.03 2.69% Stop
1987-04-15 1987-05-08 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-02-23 1987-04-15 Completed 100% $1.99 $1.91 -4.40% Stop
1986-09-16 1987-02-23 Interest (CASH) 100% $1.00 $1.03 3.35% Interest Income
1986-08-18 1986-09-16 Completed 100% $2.03 $1.77 -13.04% Stop
1986-07-25 1986-08-18 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1985-12-10 1986-07-25 Completed 100% $1.68 $1.89 12.02% Stop
1985-10-01 1985-12-10 Interest (CASH) 100% $1.00 $1.01 1.48% Interest Income
1985-09-25 1985-10-01 Completed 100% $1.44 $1.41 -2.48% Signal
1985-09-03 1985-09-25 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1984-08-28 1985-09-03 Completed 100% $1.13 $1.51 34.16% Stop
1984-04-03 1984-08-28 Interest (CASH) 100% $1.00 $1.03 3.10% Interest Income
1984-01-26 1984-04-03 Completed 100% $1.10 $1.01 -8.23% Signal
1983-10-24 1984-01-26 Interest (CASH) 100% $1.00 $1.02 1.96% 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
1982-10-15 1983-08-02 Completed 100% $0.69 $1.03 49.20% Stop
1982-02-23 1982-10-15 Interest (CASH) 100% $1.00 $1.05 5.03% Interest Income
1981-12-28 1982-02-23 Completed 100% $0.60 $0.58 -4.21% Signal
1981-09-04 1981-12-28 Interest (CASH) 100% $1.00 $1.02 2.36% Interest Income
1981-08-07 1981-09-04 Completed 100% $0.57 $0.55 -2.70% Signal
1981-07-16 1981-08-07 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1981-03-18 1981-07-16 Completed 100% $0.62 $0.61 -1.66% Stop
1980-11-12 1981-03-18 Interest (CASH) 100% $1.00 $1.03 2.61% Interest Income
1980-10-21 1980-11-12 Completed 100% $0.53 $0.52 -1.00% Signal
1980-09-29 1980-10-21 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1980-06-06 1980-09-29 Completed 100% $0.59 $0.55 -6.03% Stop
1980-02-19 1980-06-06 Interest (CASH) 100% $1.00 $1.02 2.30% Interest Income
1980-01-15 1980-02-19 Completed 100% $0.55 $0.50 -9.14% Stop
1979-11-20 1980-01-15 Interest (CASH) 100% $1.00 $1.01 1.11% Interest Income
1979-11-01 1979-11-20 Completed 100% $0.47 $0.54 13.77% Signal
1979-10-10 1979-11-01 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1979-07-13 1979-10-10 Completed 100% $0.58 $0.52 -10.48% Stop
1978-12-08 1979-07-13 Interest (CASH) 100% $1.00 $1.05 4.56% Interest Income
1978-11-10 1978-12-08 Completed 100% $0.53 $0.50 -4.81% Signal
1978-10-19 1978-11-10 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1978-01-31 1978-10-19 Completed 100% $0.47 $0.56 19.09% Stop
1977-08-15 1978-01-31 Interest (CASH) 100% $1.00 $1.04 3.56% Interest Income
1977-03-21 1977-08-15 Completed 100% $0.47 $0.45 -5.37% Signal
1977-02-25 1977-03-21 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1977-01-10 1977-02-25 Completed 100% $0.51 $0.44 -14.75% Stop
1976-09-03 1977-01-10 Interest (CASH) 100% $1.00 $1.03 2.64% Interest Income
1976-06-17 1976-09-03 Completed 100% $0.42 $0.41 -2.46% Signal
1976-05-25 1976-06-17 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1976-03-01 1976-05-25 Completed 100% $0.47 $0.42 -9.72% Stop
1975-09-19 1976-03-01 Interest (CASH) 100% $1.00 $1.03 3.41% Interest Income
1975-08-18 1975-09-19 Completed 100% $0.43 $0.41 -4.70% Signal
1975-07-25 1975-08-18 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1975-07-01 1975-07-25 Completed 100% $0.52 $0.44 -16.39% Stop
1975-06-09 1975-07-01 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1975-05-05 1975-06-09 Completed 100% $0.50 $0.45 -10.04% Stop
1975-05-01 1975-05-05 Interest (CASH) 100% $1.00 $1.00 0.03% Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where BAC ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

📊 View Full 40-Asset Backtest Matrix → 🛠️ Build Custom Portfolio with BAC → ⚖️ Compare BAC vs Non-Correlated Assets →