BA
Boeing Company
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for BA (Boeing Company) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -79.6% (compared to the benchmark's drawdown of -77.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.2%, compared to a Buy-and-Hold benchmark return of 13.2%. The strategy executed 80 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
BA Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -10.87% | -9.41% | -15.19% | -1.49% | -6.45% | 5.62% | 10.15% | 13.24% |
| Sharpe Ratio | -0.48 | -0.31 | -0.75 | -0.04 | -0.32 | 0.13 | 0.43 | 0.37 |
| Max Drawdown | -16.77% | -24.96% | -57.96% | -51.62% | -79.60% | -77.92% | -79.60% | -77.92% |
| % Time Invested | 58.7% | 100.0% | 40.5% | 100.0% | 47.1% | 100.0% | 62.1% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 2.6 | 0.0 | 2.0 | 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 | ||||||||
| 2026-03-12 | 2026-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-16 | 2026-03-12 | Completed | 100% | $205.00 | $212.21 | 3.47% | Stop | |
| 2025-11-21 | 2025-12-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-10-30 | 2025-11-21 | Completed | 100% | $210.01 | $180.56 | -14.07% | Stop | |
| 2024-08-06 | 2025-10-30 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.50% | Interest Income | |
| 2024-04-11 | 2024-08-06 | Completed | 100% | $174.47 | $168.89 | -3.25% | Stop | |
| 2024-03-19 | 2024-04-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-02-02 | 2024-03-19 | Completed | 100% | $209.06 | $180.11 | -13.89% | Stop | |
| 2024-01-10 | 2024-02-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-10-12 | 2024-01-10 | Completed | 100% | $195.10 | $226.90 | 16.24% | Stop | |
| 2023-09-20 | 2023-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-07-28 | 2023-09-20 | Completed | 100% | $236.12 | $205.87 | -12.85% | Stop | |
| 2022-10-27 | 2023-07-28 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.62% | Interest Income | |
| 2022-10-24 | 2022-10-27 | Completed | 100% | $142.85 | $137.10 | -4.07% | Stop | |
| 2022-06-14 | 2022-10-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.99% | Interest Income | |
| 2022-05-20 | 2022-06-14 | Completed | 100% | $128.77 | $116.65 | -9.46% | Stop | |
| 2022-04-28 | 2022-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-03-29 | 2022-04-28 | Completed | 100% | $191.62 | $156.61 | -18.31% | Stop | |
| 2022-03-07 | 2022-03-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2022-02-18 | 2022-03-07 | Completed | 100% | $212.56 | $181.03 | -14.88% | Stop | |
| 2022-01-27 | 2022-02-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-12-21 | 2022-01-27 | Completed | 100% | $190.28 | $196.38 | 3.15% | Stop | |
| 2021-11-29 | 2021-12-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-08-11 | 2021-11-29 | Completed | 100% | $236.61 | $201.87 | -14.73% | Stop | |
| 2020-02-28 | 2021-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2020-02-13 | 2020-02-28 | Completed | 100% | $344.32 | $278.07 | -19.28% | Stop | |
| 2020-01-22 | 2020-02-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-11-13 | 2020-01-22 | Completed | 100% | $359.73 | $307.99 | -14.43% | Stop | |
| 2019-10-22 | 2019-11-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-06-26 | 2019-10-22 | Completed | 100% | $364.41 | $332.14 | -8.90% | Stop | |
| 2019-06-04 | 2019-06-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2019-04-03 | 2019-06-04 | Completed | 100% | $380.55 | $336.47 | -11.63% | Stop | |
| 2019-03-12 | 2019-04-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2019-01-17 | 2019-03-12 | Completed | 100% | $340.82 | $375.70 | 10.18% | Stop | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-21 | 2018-12-24 | Completed | 100% | $315.87 | $292.14 | -7.56% | Stop | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-02-10 | 2018-10-30 | Completed | 100% | $154.53 | $319.52 | 106.67% | Stop | |
| 2016-08-03 | 2017-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2016-02-09 | 2016-08-03 | Completed | 100% | $105.81 | $120.24 | 13.58% | Signal | |
| 2016-01-15 | 2016-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-16 | 2016-01-15 | Completed | 100% | $121.45 | $112.82 | -7.15% | Stop | |
| 2015-08-24 | 2015-09-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-11-07 | 2015-08-24 | Completed | 100% | $109.27 | $110.20 | 0.81% | Stop | |
| 2014-10-16 | 2014-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-02-28 | 2014-10-16 | Completed | 100% | $110.66 | $103.40 | -6.61% | Stop | |
| 2014-02-05 | 2014-02-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-26 | 2014-02-05 | Completed | 100% | $49.30 | $103.42 | 109.64% | Stop | |
| 2011-08-04 | 2011-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-04 | Completed | 100% | $50.72 | $53.59 | 5.62% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-03-12 | 2010-05-07 | Completed | 100% | $55.30 | $53.89 | -2.59% | Stop | |
| 2008-07-11 | 2010-03-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2008-07-01 | 2008-07-11 | Completed | 100% | $48.06 | $48.35 | 0.57% | Signal | |
| 2008-06-09 | 2008-07-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2008-04-04 | 2008-06-09 | Completed | 100% | $56.00 | $54.31 | -3.07% | Stop | |
| 2008-03-12 | 2008-04-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2008-02-08 | 2008-03-12 | Completed | 100% | $58.54 | $54.29 | -7.31% | Stop | |
| 2008-01-16 | 2008-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2007-12-12 | 2008-01-16 | Completed | 100% | $64.49 | $57.02 | -11.62% | Stop | |
| 2007-11-19 | 2007-12-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2007-09-11 | 2007-11-19 | Completed | 100% | $70.09 | $65.67 | -6.36% | Stop | |
| 2007-08-17 | 2007-09-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2006-09-05 | 2007-08-17 | Completed | 100% | $54.52 | $69.22 | 26.90% | Stop | |
| 2006-08-11 | 2006-09-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2004-03-05 | 2006-08-11 | Completed | 100% | $29.41 | $54.86 | 86.41% | Stop | |
| 2002-03-19 | 2004-03-05 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.47% | Interest Income | |
| 2001-12-06 | 2002-03-19 | Completed | 100% | $23.97 | $31.68 | 32.13% | Signal | |
| 2001-11-13 | 2001-12-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2001-10-01 | 2001-11-13 | Completed | 100% | $22.08 | $22.37 | 1.29% | Stop | |
| 2001-08-31 | 2001-10-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2001-07-17 | 2001-08-31 | Completed | 100% | $36.40 | $33.28 | -8.61% | Stop | |
| 2001-06-22 | 2001-07-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2001-04-09 | 2001-06-22 | Completed | 100% | $36.70 | $37.94 | 3.35% | Stop | |
| 2001-03-16 | 2001-04-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2001-01-29 | 2001-03-16 | Completed | 100% | $37.89 | $36.76 | -3.02% | Stop | |
| 2001-01-04 | 2001-01-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2000-11-06 | 2001-01-04 | Completed | 100% | $43.07 | $40.88 | -5.14% | Stop | |
| 2000-10-13 | 2000-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-03-27 | 2000-10-13 | Completed | 100% | $23.40 | $36.59 | 56.31% | Stop | |
| 2000-03-03 | 2000-03-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-02-08 | 2000-03-03 | Completed | 100% | $26.99 | $23.28 | -13.80% | Stop | |
| 1998-06-30 | 2000-02-08 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.83% | Interest Income | |
| 1998-06-18 | 1998-06-30 | Completed | 100% | $27.68 | $28.23 | 1.95% | Signal | |
| 1998-05-27 | 1998-06-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1998-02-04 | 1998-05-27 | Completed | 100% | $30.35 | $29.61 | -2.47% | Stop | |
| 1998-01-12 | 1998-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-10-28 | 1998-01-12 | Completed | 100% | $27.00 | $28.38 | 5.06% | Stop | |
| 1997-10-06 | 1997-10-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-04-28 | 1997-10-06 | Completed | 100% | $30.21 | $32.65 | 8.00% | Stop | |
| 1997-04-04 | 1997-04-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-05-31 | 1997-04-04 | Completed | 100% | $26.51 | $29.90 | 12.74% | Stop | |
| 1996-05-08 | 1996-05-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1994-02-22 | 1996-05-08 | Completed | 100% | $14.10 | $23.07 | 63.55% | Stop | |
| 1991-08-26 | 1994-02-22 | Interest (CASH) | 100% | $1.00 | $1.09 | 9.01% | Interest Income | |
| 1991-08-13 | 1991-08-26 | Completed | 100% | $12.84 | $13.61 | 5.93% | Signal | |
| 1991-07-22 | 1991-08-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1990-10-17 | 1991-07-22 | Completed | 100% | $12.40 | $12.14 | -2.10% | Stop | |
| 1990-09-25 | 1990-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 1990-08-28 | 1990-09-25 | Completed | 100% | $13.22 | $11.03 | -16.58% | Stop | |
| 1990-08-06 | 1990-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1988-11-02 | 1990-08-06 | Completed | 100% | $7.53 | $14.11 | 87.36% | Stop | |
| 1987-06-23 | 1988-11-02 | Interest (CASH) | 100% | $1.00 | $1.11 | 10.91% | Interest Income | |
| 1987-05-20 | 1987-06-23 | Completed | 100% | $4.87 | $5.46 | 12.08% | Signal | |
| 1987-04-28 | 1987-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-07 | 1987-04-28 | Completed | 100% | $5.98 | $5.11 | -14.62% | Stop | |
| 1986-09-15 | 1986-10-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-10-31 | 1986-09-15 | Completed | 100% | $5.00 | $6.03 | 20.41% | Stop | |
| 1985-10-09 | 1985-10-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-04-17 | 1985-10-09 | Completed | 100% | $2.68 | $4.75 | 77.34% | Stop | |
| 1984-03-26 | 1984-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-02-29 | 1984-03-26 | Completed | 100% | $2.99 | $2.49 | -16.56% | Stop | |
| 1984-02-06 | 1984-02-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-08-26 | 1984-02-06 | Completed | 100% | $2.49 | $2.91 | 16.99% | Stop | |
| 1983-08-04 | 1983-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-03-11 | 1983-08-04 | Completed | 100% | $2.53 | $2.82 | 11.17% | Stop | |
| 1982-10-01 | 1983-03-11 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.41% | Interest Income | |
| 1982-08-26 | 1982-10-01 | Completed | 100% | $1.47 | $1.36 | -7.31% | Stop | |
| 1981-08-04 | 1982-08-26 | Interest (CASH) | 100% | $1.00 | $1.08 | 8.38% | Interest Income | |
| 1981-06-30 | 1981-08-04 | Completed | 100% | $1.86 | $1.65 | -11.38% | Signal | |
| 1981-06-08 | 1981-06-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-03-04 | 1981-06-08 | Completed | 100% | $2.09 | $1.84 | -11.96% | Stop | |
| 1981-02-09 | 1981-03-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-11-14 | 1981-02-09 | Completed | 100% | $2.37 | $2.21 | -6.71% | Stop | |
| 1980-10-22 | 1980-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-05-14 | 1980-10-22 | Completed | 100% | $1.99 | $2.07 | 4.44% | Stop | |
| 1980-04-22 | 1980-05-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-04-01 | 1980-04-22 | Completed | 100% | $2.04 | $2.00 | -2.16% | Stop | |
| 1980-03-10 | 1980-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-11-13 | 1980-03-10 | Completed | 100% | $1.72 | $2.21 | 28.77% | Stop | |
| 1979-10-22 | 1979-11-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-06-11 | 1979-10-22 | Completed | 100% | $1.59 | $1.55 | -2.20% | Stop | |
| 1979-05-17 | 1979-06-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-03-16 | 1979-05-17 | Completed | 100% | $1.63 | $1.47 | -10.05% | Stop | |
| 1979-02-22 | 1979-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-11-20 | 1979-02-22 | Completed | 100% | $1.58 | $1.67 | 5.64% | Stop | |
| 1978-10-27 | 1978-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-10-13 | 1978-10-27 | Completed | 100% | $1.70 | $1.43 | -16.01% | Stop | |
| 1978-09-21 | 1978-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1977-10-24 | 1978-09-21 | Completed | 100% | $0.64 | $1.55 | 143.06% | Stop | |
| 1977-09-30 | 1977-10-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1977-02-22 | 1977-09-30 | Completed | 100% | $0.50 | $0.62 | 22.74% | Stop | |
| 1977-01-28 | 1977-02-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-12-04 | 1977-01-28 | Completed | 100% | $0.26 | $0.45 | 74.32% | Stop | |
| 1975-11-11 | 1975-12-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-08-22 | 1975-11-11 | Completed | 100% | $0.29 | $0.28 | -1.07% | Stop | |
| 1975-07-31 | 1975-08-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-02-04 | 1975-07-31 | Completed | 100% | $0.19 | $0.31 | 59.80% | Stop | |
| 1973-08-24 | 1975-02-04 | Interest (CASH) | 100% | $1.00 | $1.12 | 11.54% | Interest Income | |
| 1973-06-14 | 1973-08-24 | Completed | 100% | $0.17 | $0.17 | -0.29% | Stop | |
| 1973-05-22 | 1973-06-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-04-26 | 1973-05-22 | Completed | 100% | $0.19 | $0.19 | -0.23% | Stop | |
| 1973-04-03 | 1973-04-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-02-20 | 1973-04-03 | Completed | 100% | $0.24 | $0.20 | -14.72% | Stop | |
| 1973-01-26 | 1973-02-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1972-05-22 | 1973-01-26 | Completed | 100% | $0.24 | $0.23 | -2.42% | Stop | |
| 1972-04-28 | 1972-05-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1972-03-13 | 1972-04-28 | Completed | 100% | $0.24 | $0.22 | -8.57% | Stop | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |