BLK
BlackRock Finance Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for BLK (BlackRock Finance Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -47.0% (compared to the benchmark's drawdown of -60.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.4%, compared to a Buy-and-Hold benchmark return of 16.6%. The strategy executed 37 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.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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 | -19.73% | -3.63% | -8.21% | 6.45% | 4.76% | 14.10% | 9.45% | 16.58% |
| Sharpe Ratio | -1.15 | -0.14 | -0.47 | 0.23 | 0.23 | 0.48 | 0.41 | 0.48 |
| Max Drawdown | -26.72% | -22.45% | -47.03% | -43.90% | -47.03% | -43.90% | -47.03% | -60.36% |
| % Time Invested | 55.6% | 100.0% | 62.3% | 100.0% | 70.2% | 100.0% | 71.6% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.8 | 0.0 | 1.5 | 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 | ||||||||
| 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 | |
| 2025-05-21 | 2025-11-18 | Completed | 100% | $963.60 | $1,005.75 | 4.32% | Stop | |
| 2025-04-08 | 2025-05-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.51% | 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 | |
| 2023-10-04 | 2023-11-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2023-07-13 | 2023-10-04 | Completed | 100% | $684.05 | $591.38 | -13.59% | Stop | |
| 2023-04-27 | 2023-07-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.08% | Interest Income | |
| 2023-04-03 | 2023-04-27 | Completed | 100% | $615.72 | $608.99 | -1.14% | Signal | |
| 2023-03-10 | 2023-04-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-12-13 | 2023-03-10 | Completed | 100% | $679.50 | $600.14 | -11.72% | Stop | |
| 2022-08-23 | 2022-12-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.15% | Interest Income | |
| 2022-08-17 | 2022-08-23 | Completed | 100% | $675.11 | $628.05 | -7.02% | Stop | |
| 2022-06-13 | 2022-08-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2022-05-31 | 2022-06-13 | Completed | 100% | $593.96 | $544.19 | -8.42% | Stop | |
| 2022-01-24 | 2022-05-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2020-06-02 | 2022-01-24 | Completed | 100% | $469.13 | $697.26 | 48.55% | Stop | |
| 2020-04-21 | 2020-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-23 | 2020-04-21 | Completed | 100% | $305.68 | $396.46 | 29.63% | Signal | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-11-05 | 2020-02-28 | Completed | 100% | $404.79 | $392.78 | -3.02% | Stop | |
| 2019-10-08 | 2019-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2019-09-10 | 2019-10-08 | Completed | 100% | $366.96 | $356.24 | -2.97% | Signal | |
| 2019-08-16 | 2019-09-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-04-22 | 2019-08-16 | Completed | 100% | $387.84 | $348.38 | -10.22% | Stop | |
| 2018-08-02 | 2019-04-22 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.65% | 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 | |
| 2016-04-15 | 2018-02-12 | Completed | 100% | $275.14 | $426.08 | 54.78% | Stop | |
| 2016-01-19 | 2016-04-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2015-12-15 | 2016-01-19 | Completed | 100% | $250.50 | $231.57 | -7.60% | Stop | |
| 2015-07-30 | 2015-12-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2013-07-17 | 2015-07-30 | Completed | 100% | $195.01 | $258.48 | 32.48% | Signal | |
| 2013-06-24 | 2013-07-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-10-25 | 2013-06-24 | Completed | 100% | $133.88 | $178.75 | 33.44% | Stop | |
| 2012-07-05 | 2012-10-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2012-06-11 | 2012-07-05 | Completed | 100% | $123.54 | $121.84 | -1.43% | Signal | |
| 2012-05-17 | 2012-06-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-01-25 | 2012-05-17 | Completed | 100% | $130.26 | $122.16 | -6.27% | Stop | |
| 2011-07-29 | 2012-01-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-12-15 | 2011-07-29 | Completed | 100% | $123.07 | $117.57 | -4.52% | Stop | |
| 2010-04-23 | 2010-12-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2010-03-03 | 2010-04-23 | Completed | 100% | $143.17 | $136.42 | -4.76% | Signal | |
| 2010-02-08 | 2010-03-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-02 | 2010-02-08 | Completed | 100% | $107.53 | $137.42 | 27.73% | Stop | |
| 2008-10-16 | 2009-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2008-10-10 | 2008-10-16 | Completed | 100% | $94.60 | $93.15 | -1.58% | Stop | |
| 2008-09-18 | 2008-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2008-09-09 | 2008-09-18 | Completed | 100% | $141.58 | $124.30 | -12.25% | Stop | |
| 2008-06-26 | 2008-09-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | 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 | |
| 2007-07-18 | 2007-08-15 | Completed | 100% | $103.47 | $89.46 | -13.58% | Stop | |
| 2007-06-11 | 2007-07-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2007-05-24 | 2007-06-11 | Completed | 100% | $92.01 | $95.74 | 4.01% | Signal | |
| 2007-05-02 | 2007-05-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2006-10-12 | 2007-05-02 | Completed | 100% | $94.69 | $92.58 | -2.28% | Stop | |
| 2006-09-20 | 2006-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2006-06-13 | 2006-09-20 | Completed | 100% | $79.02 | $90.75 | 14.78% | Signal | |
| 2006-05-19 | 2006-06-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2005-06-22 | 2006-05-19 | Completed | 100% | $47.57 | $81.19 | 70.61% | Stop | |
| 2005-05-31 | 2005-06-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2002-11-18 | 2005-05-31 | Completed | 100% | $21.60 | $47.63 | 120.37% | Signal | |
| 2002-09-11 | 2002-11-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2002-08-30 | 2002-09-11 | Completed | 100% | $25.89 | $25.90 | -0.00% | Signal | |
| 2002-07-25 | 2002-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | 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 | |