BN
Brookfield Corporation - Class A
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for BN (Brookfield Corporation - Class A) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -40.9% (compared to the benchmark's drawdown of -72.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.9%, compared to a Buy-and-Hold benchmark return of 14.6%. The strategy executed 53 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
BN Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 2.45% | -6.78% | 8.58% | 9.77% | 11.95% | 14.18% | 10.94% | 14.59% |
| Sharpe Ratio | 0.09 | -0.25 | 0.34 | 0.30 | 0.50 | 0.44 | 0.51 | 0.47 |
| Max Drawdown | -13.31% | -22.05% | -28.09% | -41.69% | -38.44% | -51.42% | -40.92% | -72.49% |
| % Time Invested | 93.7% | 100.0% | 71.2% | 100.0% | 77.0% | 100.0% | 69.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.4 | 0.0 | 1.4 | 0.0 | 1.3 | 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 | ||||||||
| 2026-03-04 | 2026-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-30 | 2026-03-04 | Completed | 100% | $35.06 | $43.20 | 23.16% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-31 | 2025-04-07 | Completed | 100% | $33.81 | $29.14 | -13.86% | Stop | |
| 2025-03-07 | 2025-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-12-15 | 2025-03-07 | Completed | 100% | $25.68 | $34.61 | 34.70% | Stop | |
| 2022-12-19 | 2023-12-15 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.18% | Interest Income | |
| 2022-10-17 | 2022-12-19 | Completed | 100% | $20.38 | $20.98 | 2.93% | Stop | |
| 2022-09-23 | 2022-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-07-13 | 2022-09-23 | Completed | 100% | $23.01 | $23.50 | 2.10% | Stop | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-05-19 | 2022-06-17 | Completed | 100% | $23.70 | $22.55 | -4.92% | Stop | |
| 2022-04-27 | 2022-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-04-27 | Completed | 100% | $29.23 | $26.43 | -9.63% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-11-23 | 2022-01-25 | Completed | 100% | $20.71 | $27.26 | 31.59% | Stop | |
| 2020-10-30 | 2020-11-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-08-26 | 2020-10-30 | Completed | 100% | $17.07 | $15.24 | -10.72% | Stop | |
| 2020-08-04 | 2020-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-09 | 2020-08-04 | Completed | 100% | $18.73 | $16.09 | -14.13% | Stop | |
| 2020-05-15 | 2020-06-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-05-15 | Completed | 100% | $12.49 | $15.21 | 21.74% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-17 | 2020-03-02 | Completed | 100% | $13.55 | $20.30 | 49.75% | Stop | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-03-02 | 2018-12-24 | Completed | 100% | $12.46 | $12.27 | -1.59% | Stop | |
| 2018-02-07 | 2018-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-01-13 | 2018-02-07 | Completed | 100% | $10.93 | $12.88 | 17.79% | Stop | |
| 2016-06-24 | 2017-01-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2016-01-28 | 2016-06-24 | Completed | 100% | $9.11 | $10.36 | 13.71% | Signal | |
| 2016-01-05 | 2016-01-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-16 | 2016-01-05 | Completed | 100% | $9.60 | $9.50 | -1.12% | Stop | |
| 2015-08-24 | 2015-09-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-27 | 2015-08-24 | Completed | 100% | $4.90 | $9.34 | 90.40% | Stop | |
| 2011-10-05 | 2011-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-29 | 2011-10-05 | Completed | 100% | $4.83 | $4.34 | -10.07% | Stop | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-05 | Completed | 100% | $3.91 | $4.79 | 22.51% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-02-19 | 2010-05-07 | Completed | 100% | $3.86 | $3.88 | 0.46% | Stop | |
| 2009-03-23 | 2010-02-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2009-03-19 | 2009-03-23 | Completed | 100% | $2.24 | $2.17 | -3.09% | Stop | |
| 2008-07-02 | 2009-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.50% | Interest Income | |
| 2008-03-27 | 2008-07-02 | Completed | 100% | $4.23 | $4.92 | 16.30% | Stop | |
| 2008-03-04 | 2008-03-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2008-02-01 | 2008-03-04 | Completed | 100% | $5.02 | $4.38 | -12.84% | Stop | |
| 2008-01-09 | 2008-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2007-12-06 | 2008-01-09 | Completed | 100% | $5.50 | $4.84 | -11.93% | Stop | |
| 2007-11-13 | 2007-12-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2007-08-17 | 2007-11-13 | Completed | 100% | $5.08 | $5.35 | 5.37% | Stop | |
| 2007-07-26 | 2007-08-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2005-01-03 | 2007-07-26 | Completed | 100% | $2.38 | $5.51 | 131.86% | Stop | |
| 2004-12-09 | 2005-01-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2004-05-19 | 2004-12-09 | Completed | 100% | $1.62 | $2.21 | 36.56% | Stop | |
| 2004-04-27 | 2004-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-03-31 | 2004-04-27 | Completed | 100% | $0.83 | $1.46 | 76.40% | Stop | |
| 2003-03-07 | 2003-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2002-11-06 | 2003-03-07 | Completed | 100% | $0.82 | $0.76 | -7.69% | Stop | |
| 2002-10-15 | 2002-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2002-08-13 | 2002-10-15 | Completed | 100% | $0.83 | $0.77 | -7.49% | Stop | |
| 2002-07-22 | 2002-08-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-10-10 | 2002-07-22 | Completed | 100% | $0.62 | $0.83 | 34.15% | Stop | |
| 2001-09-18 | 2001-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2001-03-08 | 2001-09-18 | Completed | 100% | $0.62 | $0.62 | 0.78% | Stop | |
| 1999-02-01 | 2001-03-08 | Interest (CASH) | 100% | $1.00 | $1.12 | 11.69% | Interest Income | |
| 1998-12-31 | 1999-02-01 | Completed | 100% | $0.43 | $0.43 | -0.54% | Signal | |
| 1998-12-08 | 1998-12-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-09-03 | 1998-12-08 | Completed | 100% | $0.37 | $0.42 | 12.14% | Stop | |
| 1998-08-12 | 1998-09-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1998-07-09 | 1998-08-12 | Completed | 100% | $0.53 | $0.44 | -15.76% | Stop | |
| 1998-06-16 | 1998-07-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1998-02-05 | 1998-06-16 | Completed | 100% | $0.54 | $0.52 | -4.44% | Stop | |
| 1998-01-13 | 1998-02-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-11-20 | 1998-01-13 | Completed | 100% | $0.55 | $0.47 | -14.14% | Stop | |
| 1997-10-29 | 1997-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-05-07 | 1997-10-29 | Completed | 100% | $0.47 | $0.51 | 8.42% | Stop | |
| 1997-04-15 | 1997-05-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1995-11-20 | 1997-04-15 | Completed | 100% | $0.29 | $0.39 | 35.25% | Stop | |
| 1995-10-27 | 1995-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1995-03-24 | 1995-10-27 | Completed | 100% | $0.22 | $0.26 | 16.20% | Stop | |
| 1995-03-02 | 1995-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 1994-03-29 | 1995-03-02 | Completed | 100% | $0.20 | $0.21 | 4.86% | Stop | |
| 1992-10-16 | 1994-03-29 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.57% | Interest Income | |
| 1992-06-22 | 1992-10-16 | Completed | 100% | $0.18 | $0.19 | 1.74% | Stop | |
| 1992-05-29 | 1992-06-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1992-04-28 | 1992-05-29 | Completed | 100% | $0.17 | $0.17 | 0.92% | Stop | |
| 1992-04-03 | 1992-04-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 1992-01-10 | 1992-04-03 | Completed | 100% | $0.20 | $0.18 | -11.98% | Stop | |
| 1990-05-29 | 1992-01-10 | Interest (CASH) | 100% | $1.00 | $1.10 | 10.37% | Interest Income | |
| 1990-03-16 | 1990-05-29 | Completed | 100% | $0.23 | $0.20 | -13.40% | Signal | |
| 1990-02-22 | 1990-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.50% | Interest Income | |
| 1989-12-01 | 1990-02-22 | Completed | 100% | $0.26 | $0.23 | -12.82% | Stop | |
| 1989-11-08 | 1989-12-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-07-28 | 1989-11-08 | Completed | 100% | $0.29 | $0.26 | -10.56% | Stop | |
| 1988-07-07 | 1989-07-28 | Interest (CASH) | 100% | $1.00 | $1.08 | 8.35% | Interest Income | |
| 1988-02-24 | 1988-07-07 | Completed | 100% | $0.22 | $0.24 | 9.50% | Signal | |
| 1988-02-01 | 1988-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-12-30 | 1988-02-01 | Completed | 100% | $0.22 | $0.20 | -9.59% | Stop | |
| 1987-12-07 | 1987-12-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-11-10 | 1987-12-07 | Completed | 100% | $0.19 | $0.19 | 0.63% | Stop | |
| 1987-10-19 | 1987-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-05-20 | 1987-10-19 | Completed | 100% | $0.27 | $0.27 | -1.65% | Stop | |
| 1987-04-28 | 1987-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-01-08 | 1987-04-28 | Completed | 100% | $0.21 | $0.26 | 22.56% | Stop | |
| 1986-12-15 | 1987-01-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-05-07 | 1986-12-15 | Completed | 100% | $0.18 | $0.18 | 0.65% | Stop | |
| 1986-03-12 | 1986-05-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 1986-03-12 | 1986-03-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 1986-03-12 | 1986-03-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |