BLK
BlackRock Finance Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for BLK (BlackRock Finance Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -82.0% (compared to the benchmark's drawdown of -60.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.0%, compared to a Buy-and-Hold benchmark return of 16.6%. The strategy executed 40 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.
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BLK Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -11.41% | -3.63% | -0.67% | 6.45% | 10.55% | 14.10% | 8.96% | 16.58% |
| Sharpe Ratio | -0.49 | -0.14 | -0.03 | 0.23 | 0.45 | 0.48 | 0.36 | 0.48 |
| Max Drawdown | -26.72% | -22.45% | -42.58% | -43.90% | -42.83% | -43.90% | -82.05% | -60.36% |
| % Time Invested | 87.3% | 100.0% | 65.9% | 100.0% | 73.3% | 100.0% | 75.2% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.6 | 0.0 | 1.5 | 0.0 | 1.6 | 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 | ||||||||
| 2026-03-09 | 2026-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-11 | 2026-03-09 | Completed | 100% | $1,072.81 | $924.17 | -13.90% | Stop | |
| 2025-11-18 | 2025-12-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-05-01 | 2025-11-18 | Completed | 100% | $889.51 | $1,005.75 | 13.01% | Stop | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-02 | 2025-04-08 | Completed | 100% | $910.04 | $827.49 | -9.12% | Stop | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-11-24 | 2025-03-11 | Completed | 100% | $683.23 | $888.70 | 30.01% | Stop | |
| 2022-09-15 | 2023-11-24 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.93% | Interest Income | |
| 2022-07-13 | 2022-09-15 | Completed | 100% | $539.56 | $586.10 | 8.57% | Stop | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-05-17 | 2022-06-17 | Completed | 100% | $554.38 | $532.70 | -3.96% | Stop | |
| 2022-04-25 | 2022-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-03-31 | 2022-04-25 | Completed | 100% | $705.58 | $594.52 | -15.78% | Stop | |
| 2022-03-09 | 2022-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2022-02-15 | 2022-03-09 | Completed | 100% | $694.26 | $618.52 | -10.95% | Stop | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-23 | 2022-01-24 | Completed | 100% | $305.68 | $697.26 | 127.99% | 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% | $381.18 | $392.78 | 2.99% | Stop | |
| 2019-04-15 | 2019-10-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.09% | Interest Income | |
| 2019-01-18 | 2019-04-15 | Completed | 100% | $346.18 | $381.66 | 10.19% | Signal | |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-08 | 2018-12-26 | Completed | 100% | $347.27 | $302.35 | -12.98% | Stop | |
| 2018-10-17 | 2018-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-08-24 | 2018-10-17 | Completed | 100% | $387.57 | $334.09 | -13.84% | Stop | |
| 2018-08-02 | 2018-08-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2018-03-07 | 2018-08-02 | Completed | 100% | $439.82 | $388.08 | -11.81% | Stop | |
| 2018-02-12 | 2018-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-09-09 | 2018-02-12 | Completed | 100% | $290.56 | $426.08 | 46.57% | Stop | |
| 2016-05-20 | 2016-09-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2016-02-03 | 2016-05-20 | Completed | 100% | $232.57 | $274.51 | 17.97% | Signal | |
| 2016-01-11 | 2016-02-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-15 | 2016-01-11 | Completed | 100% | $232.64 | $238.25 | 2.36% | Stop | |
| 2015-08-21 | 2015-09-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-07-17 | 2015-08-21 | Completed | 100% | $195.01 | $238.32 | 22.14% | Stop | |
| 2013-06-24 | 2013-07-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-09-20 | 2013-06-24 | Completed | 100% | $128.76 | $178.75 | 38.75% | Stop | |
| 2012-07-10 | 2012-09-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-06-11 | 2012-07-10 | Completed | 100% | $123.54 | $121.91 | -1.37% | Signal | |
| 2012-05-17 | 2012-06-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-10-26 | 2012-05-17 | Completed | 100% | $105.30 | $122.16 | 15.95% | Stop | |
| 2011-03-01 | 2011-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-07-23 | 2011-03-01 | Completed | 100% | $99.69 | $141.00 | 41.37% | Signal | |
| 2010-06-30 | 2010-07-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-19 | 2010-06-30 | Completed | 100% | $110.71 | $96.09 | -13.25% | Stop | |
| 2010-04-27 | 2010-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-03-03 | 2010-04-27 | Completed | 100% | $143.17 | $126.59 | -11.63% | Stop | |
| 2010-02-08 | 2010-03-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-12-21 | 2010-02-08 | Completed | 100% | $157.11 | $137.42 | -12.58% | Stop | |
| 2009-03-03 | 2009-12-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2009-02-12 | 2009-03-03 | Completed | 100% | $72.50 | $60.70 | -16.32% | Stop | |
| 2009-01-21 | 2009-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-01-08 | 2009-01-21 | Completed | 100% | $83.68 | $63.19 | -24.52% | Stop | |
| 2008-12-15 | 2009-01-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2008-12-04 | 2008-12-15 | Completed | 100% | $76.63 | $76.41 | -0.34% | Stop | |
| 2008-11-11 | 2008-12-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-11-04 | 2008-11-11 | Completed | 100% | $89.45 | $70.34 | -21.40% | Stop | |
| 2008-10-13 | 2008-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-10-09 | 2008-10-13 | Completed | 100% | $111.25 | $108.92 | -2.15% | Stop | |
| 2008-09-17 | 2008-10-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-07-21 | 2008-09-17 | Completed | 100% | $138.23 | $123.83 | -10.46% | Stop | |
| 2008-06-26 | 2008-07-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2008-04-10 | 2008-06-26 | Completed | 100% | $138.88 | $118.45 | -14.75% | Stop | |
| 2008-03-18 | 2008-04-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2008-02-14 | 2008-03-18 | Completed | 100% | $130.70 | $115.01 | -12.05% | Stop | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2007-09-07 | 2008-01-23 | Completed | 100% | $97.48 | $126.84 | 30.06% | Stop | |
| 2007-08-15 | 2007-09-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2007-05-24 | 2007-08-15 | Completed | 100% | $92.01 | $89.46 | -2.81% | Stop | |
| 2007-05-02 | 2007-05-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2006-06-13 | 2007-05-02 | Completed | 100% | $79.02 | $92.58 | 17.10% | Stop | |
| 2006-05-19 | 2006-06-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2003-10-09 | 2006-05-19 | Completed | 100% | $30.62 | $81.19 | 165.02% | Stop | |
| 2003-06-18 | 2003-10-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2002-10-29 | 2003-06-18 | Completed | 100% | $21.16 | $27.21 | 28.55% | Signal | |
| 2002-10-07 | 2002-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2002-08-16 | 2002-10-07 | Completed | 100% | $26.33 | $22.07 | -16.22% | Stop | |
| 2002-07-25 | 2002-08-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2001-12-19 | 2002-07-25 | Completed | 100% | $24.17 | $23.88 | -1.27% | Stop | |
| 2001-12-17 | 2001-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |