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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -49.3% (compared to the benchmark's drawdown of -72.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.7%, compared to a Buy-and-Hold benchmark return of 14.6%. The strategy executed 51 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.
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 | -9.29% | -6.78% | 6.08% | 9.77% | 11.72% | 14.18% | 11.65% | 14.59% |
| Sharpe Ratio | -0.44 | -0.25 | 0.28 | 0.30 | 0.56 | 0.44 | 0.57 | 0.47 |
| Max Drawdown | -18.96% | -22.05% | -27.12% | -41.69% | -27.12% | -51.42% | -49.33% | -72.49% |
| % Time Invested | 67.1% | 100.0% | 57.5% | 100.0% | 65.3% | 100.0% | 67.3% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.2 | 0.0 | 1.3 | 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 | ||||||||
| 2025-05-01 | 2026-03-04 | Completed | 100% | $35.64 | $43.20 | 21.14% | Stop | |
| 2025-04-07 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | 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 | |
| 2023-12-08 | 2025-03-07 | Completed | 100% | $23.39 | $34.61 | 47.88% | Stop | |
| 2023-10-03 | 2023-12-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2023-08-14 | 2023-10-03 | Completed | 100% | $22.32 | $19.64 | -12.07% | Stop | |
| 2022-03-16 | 2023-08-14 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.17% | Interest Income | |
| 2022-02-16 | 2022-03-16 | Completed | 100% | $29.23 | $27.75 | -5.12% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-11-20 | 2022-01-25 | Completed | 100% | $20.67 | $27.26 | 31.85% | Stop | |
| 2020-04-17 | 2020-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2020-03-24 | 2020-04-17 | Completed | 100% | $12.49 | $17.19 | 37.57% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-03-06 | 2020-03-02 | Completed | 100% | $15.15 | $20.30 | 33.90% | Stop | |
| 2019-01-28 | 2019-03-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2019-01-17 | 2019-01-28 | Completed | 100% | $13.55 | $13.80 | 1.81% | Signal | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-07-19 | 2018-12-24 | Completed | 100% | $13.76 | $12.27 | -10.89% | Stop | |
| 2018-03-23 | 2018-07-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 2018-03-02 | 2018-03-23 | Completed | 100% | $12.46 | $12.75 | 2.32% | Signal | |
| 2018-02-07 | 2018-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-02-16 | 2018-02-07 | Completed | 100% | $11.99 | $12.88 | 7.36% | Stop | |
| 2017-01-03 | 2017-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2016-04-21 | 2017-01-03 | Completed | 100% | $10.71 | $10.65 | -0.62% | Signal | |
| 2015-08-24 | 2016-04-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2012-02-28 | 2015-08-24 | Completed | 100% | $5.32 | $9.34 | 75.31% | Stop | |
| 2011-08-05 | 2012-02-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | 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 | |
| 2009-11-25 | 2010-05-07 | Completed | 100% | $3.44 | $3.88 | 12.79% | Stop | |
| 2009-11-03 | 2009-11-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-06-25 | 2009-11-03 | Completed | 100% | $2.72 | $3.29 | 20.96% | Stop | |
| 2009-03-23 | 2009-06-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2009-03-19 | 2009-03-23 | Completed | 100% | $2.24 | $2.17 | -3.09% | Stop | |
| 2008-08-25 | 2009-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2008-08-07 | 2008-08-25 | Completed | 100% | $5.04 | $4.71 | -6.53% | Signal | |
| 2008-07-16 | 2008-08-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-06-23 | 2008-07-16 | Completed | 100% | $5.31 | $4.65 | -12.38% | Stop | |
| 2007-12-13 | 2008-06-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.03% | Interest Income | |
| 2007-11-02 | 2007-12-13 | Completed | 100% | $5.90 | $5.61 | -4.90% | Signal | |
| 2007-09-13 | 2007-11-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2007-08-17 | 2007-09-13 | Completed | 100% | $5.08 | $5.10 | 0.40% | Signal | |
| 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 | |
| 2003-04-28 | 2004-04-27 | Completed | 100% | $0.90 | $1.46 | 62.85% | Stop | |
| 2002-10-11 | 2003-04-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2002-08-13 | 2002-10-11 | Completed | 100% | $0.83 | $0.77 | -8.21% | Signal | |
| 2002-07-22 | 2002-08-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-12-28 | 2002-07-22 | Completed | 100% | $0.72 | $0.83 | 15.73% | Stop | |
| 2001-11-16 | 2001-12-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2001-10-10 | 2001-11-16 | Completed | 100% | $0.62 | $0.65 | 4.79% | Signal | |
| 2001-09-18 | 2001-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2000-07-19 | 2001-09-18 | Completed | 100% | $0.45 | $0.62 | 38.02% | Stop | |
| 1999-11-19 | 2000-07-19 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.74% | Interest Income | |
| 1999-11-03 | 1999-11-19 | Completed | 100% | $0.44 | $0.43 | -4.31% | Signal | |
| 1999-10-12 | 1999-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1999-06-02 | 1999-10-12 | Completed | 100% | $0.47 | $0.44 | -6.32% | Stop | |
| 1998-07-15 | 1999-06-02 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.02% | Interest Income | |
| 1998-07-09 | 1998-07-15 | Completed | 100% | $0.53 | $0.50 | -4.38% | Signal | |
| 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 | |
| 1995-05-26 | 1995-10-27 | Completed | 100% | $0.25 | $0.26 | 2.32% | Stop | |
| 1995-02-28 | 1995-05-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.41% | Interest Income | |
| 1994-04-28 | 1995-02-28 | Completed | 100% | $0.21 | $0.23 | 8.81% | Signal | |
| 1994-04-05 | 1994-04-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1993-08-02 | 1994-04-05 | Completed | 100% | $0.15 | $0.19 | 23.60% | Stop | |
| 1992-11-17 | 1993-08-02 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.16% | Interest Income | |
| 1992-11-09 | 1992-11-17 | Completed | 100% | $0.18 | $0.15 | -18.31% | Stop | |
| 1992-10-16 | 1992-11-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-09-10 | 1992-10-16 | Completed | 100% | $0.21 | $0.19 | -13.43% | Stop | |
| 1992-04-03 | 1992-09-10 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.52% | Interest Income | |
| 1992-01-23 | 1992-04-03 | Completed | 100% | $0.22 | $0.18 | -17.16% | Stop | |
| 1991-12-31 | 1992-01-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 1991-12-17 | 1991-12-31 | Completed | 100% | $0.19 | $0.20 | 7.64% | Signal | |
| 1991-10-23 | 1991-12-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 1991-10-21 | 1991-10-23 | Completed | 100% | $0.20 | $0.20 | -2.37% | Signal | |
| 1991-09-27 | 1991-10-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1991-03-14 | 1991-09-27 | Completed | 100% | $0.21 | $0.19 | -7.55% | Stop | |
| 1989-12-13 | 1991-03-14 | Interest (CASH) | 100% | $1.00 | $1.09 | 9.47% | Interest Income | |
| 1989-12-01 | 1989-12-13 | Completed | 100% | $0.26 | $0.26 | -1.64% | Signal | |
| 1989-11-08 | 1989-12-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-07-07 | 1989-11-08 | Completed | 100% | $0.24 | $0.26 | 8.80% | Stop | |
| 1987-10-19 | 1988-07-07 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.56% | 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 | |
| 1986-03-14 | 1986-12-15 | Completed | 100% | $0.17 | $0.18 | 6.22% | Stop | |
| 1986-03-12 | 1986-03-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |