BSX
Boston Scientific Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for BSX (Boston Scientific Corp) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -54.2% (compared to the benchmark's drawdown of -89.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.3%, compared to a Buy-and-Hold benchmark return of 8.3%. The strategy executed 47 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
BSX Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -41.19% | -58.36% | 1.23% | 0.13% | 7.39% | 6.45% | 13.29% | 8.35% |
| Sharpe Ratio | -2.68 | -2.39 | 0.06 | 0.00 | 0.32 | 0.23 | 0.53 | 0.21 |
| Max Drawdown | -43.52% | -60.58% | -50.99% | -60.58% | -50.99% | -60.58% | -54.25% | -89.15% |
| % Time Invested | 59.5% | 100.0% | 78.0% | 100.0% | 77.5% | 100.0% | 55.7% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 1.4 | 0.0 | 1.4 | 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 | ||||||||
| 2026-04-23 | 2026-05-07 | Completed | 100% | $65.57 | $56.84 | -13.36% | Stop | |
| 2026-03-31 | 2026-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-10 | 2026-03-31 | Completed | 100% | $74.65 | $63.48 | -15.01% | Stop | |
| 2026-01-16 | 2026-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-10-24 | 2026-01-16 | Completed | 100% | $102.85 | $90.02 | -12.52% | Stop | |
| 2025-10-02 | 2025-10-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-04-30 | 2025-10-02 | Completed | 100% | $102.34 | $95.73 | -6.51% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-06-07 | 2025-04-07 | Completed | 100% | $50.58 | $87.04 | 72.00% | Stop | |
| 2022-12-05 | 2023-06-07 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.41% | Interest Income | |
| 2022-06-02 | 2022-12-05 | Completed | 100% | $39.92 | $46.13 | 15.50% | Signal | |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2021-12-21 | 2022-05-10 | Completed | 100% | $39.97 | $38.69 | -3.25% | Stop | |
| 2021-11-29 | 2021-12-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-07-13 | 2021-11-29 | Completed | 100% | $43.39 | $38.85 | -10.51% | Stop | |
| 2020-10-05 | 2021-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-07-21 | 2020-10-05 | Completed | 100% | $37.26 | $38.75 | 3.95% | Signal | |
| 2020-06-26 | 2020-07-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-23 | 2020-06-26 | Completed | 100% | $26.90 | $33.77 | 25.48% | Stop | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-05-14 | 2020-02-28 | Completed | 100% | $36.20 | $37.09 | 2.41% | Stop | |
| 2019-04-22 | 2019-05-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-17 | 2019-04-22 | Completed | 100% | $35.48 | $34.90 | -1.68% | Stop | |
| 2018-11-21 | 2018-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-12-28 | 2018-11-21 | Completed | 100% | $25.20 | $34.28 | 35.96% | Stop | |
| 2017-12-05 | 2017-12-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2016-12-08 | 2017-12-05 | Completed | 100% | $20.60 | $24.90 | 20.81% | Stop | |
| 2016-11-15 | 2016-12-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-03-03 | 2016-11-15 | Completed | 100% | $17.26 | $20.79 | 20.39% | Stop | |
| 2016-02-09 | 2016-03-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-02-09 | Completed | 100% | $17.22 | $16.42 | -4.69% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-10-20 | 2015-08-25 | Completed | 100% | $11.37 | $16.02 | 40.83% | Stop | |
| 2014-09-26 | 2014-10-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-04-23 | 2014-09-26 | Completed | 100% | $7.29 | $11.95 | 63.84% | Stop | |
| 2011-12-16 | 2013-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2011-10-28 | 2011-12-16 | Completed | 100% | $5.64 | $5.16 | -8.56% | Stop | |
| 2009-03-20 | 2011-10-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2009-03-19 | 2009-03-20 | Completed | 100% | $8.19 | $7.75 | -5.42% | Stop | |
| 2005-07-01 | 2009-03-19 | Interest (CASH) | 100% | $1.00 | $1.13 | 13.10% | Interest Income | |
| 2005-06-15 | 2005-07-01 | Completed | 100% | $28.87 | $26.99 | -6.56% | Stop | |
| 2005-05-23 | 2005-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2005-03-29 | 2005-05-23 | Completed | 100% | $28.84 | $30.15 | 4.49% | Signal | |
| 2005-03-04 | 2005-03-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2004-12-10 | 2005-03-04 | Completed | 100% | $34.55 | $31.14 | -9.91% | Stop | |
| 2004-11-17 | 2004-12-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2004-08-10 | 2004-11-17 | Completed | 100% | $32.13 | $34.15 | 6.23% | Stop | |
| 2004-07-19 | 2004-08-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2004-06-01 | 2004-07-19 | Completed | 100% | $44.25 | $36.15 | -18.35% | Stop | |
| 2004-05-07 | 2004-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2003-10-03 | 2004-05-07 | Completed | 100% | $32.90 | $39.25 | 19.24% | Stop | |
| 2003-09-11 | 2003-10-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-02-25 | 2003-09-11 | Completed | 100% | $21.22 | $29.52 | 39.07% | Stop | |
| 2003-01-31 | 2003-02-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2002-08-02 | 2003-01-31 | Completed | 100% | $14.15 | $19.66 | 38.84% | Stop | |
| 2002-07-11 | 2002-08-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-01-28 | 2002-07-11 | Completed | 100% | $11.07 | $13.29 | 19.94% | Stop | |
| 2002-01-03 | 2002-01-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2001-10-05 | 2002-01-03 | Completed | 100% | $10.95 | $11.45 | 4.51% | Stop | |
| 1999-11-29 | 2001-10-05 | Interest (CASH) | 100% | $1.00 | $1.10 | 9.66% | Interest Income | |
| 1999-11-05 | 1999-11-29 | Completed | 100% | $10.50 | $11.19 | 6.49% | Signal | |
| 1999-10-14 | 1999-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1999-10-08 | 1999-10-14 | Completed | 100% | $12.22 | $9.94 | -18.71% | Stop | |
| 1999-09-16 | 1999-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-08-26 | 1999-09-16 | Completed | 100% | $17.88 | $13.88 | -22.42% | Stop | |
| 1999-08-04 | 1999-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-06-24 | 1999-08-04 | Completed | 100% | $20.00 | $19.25 | -3.80% | Stop | |
| 1999-06-02 | 1999-06-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1999-05-12 | 1999-06-02 | Completed | 100% | $20.19 | $18.00 | -10.88% | Stop | |
| 1999-04-20 | 1999-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1999-01-14 | 1999-04-20 | Completed | 100% | $12.38 | $17.94 | 44.88% | Stop | |
| 1998-12-21 | 1999-01-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-12-16 | 1998-12-21 | Completed | 100% | $12.69 | $11.25 | -11.37% | Stop | |
| 1998-08-20 | 1998-12-16 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.44% | Interest Income | |
| 1998-06-22 | 1998-08-20 | Completed | 100% | $16.88 | $20.27 | 20.03% | Signal | |
| 1998-05-29 | 1998-06-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-12-19 | 1998-05-29 | Completed | 100% | $10.28 | $15.94 | 54.94% | Stop | |
| 1997-11-26 | 1997-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-11-17 | 1997-11-26 | Completed | 100% | $14.25 | $11.25 | -21.09% | Stop | |
| 1997-10-24 | 1997-11-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-09-30 | 1997-10-24 | Completed | 100% | $13.73 | $12.62 | -8.12% | Stop | |
| 1997-09-08 | 1997-09-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1997-04-24 | 1997-09-08 | Completed | 100% | $10.75 | $15.75 | 46.44% | Stop | |
| 1997-04-02 | 1997-04-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-07-16 | 1997-04-02 | Completed | 100% | $11.12 | $14.88 | 33.64% | Stop | |
| 1996-06-21 | 1996-07-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-05-03 | 1996-06-21 | Completed | 100% | $11.09 | $10.00 | -9.90% | Stop | |
| 1996-04-11 | 1996-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1996-03-21 | 1996-04-11 | Completed | 100% | $11.78 | $9.94 | -15.69% | Stop | |
| 1996-02-28 | 1996-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1996-02-02 | 1996-02-28 | Completed | 100% | $12.50 | $11.12 | -11.04% | Stop | |
| 1996-01-11 | 1996-02-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1994-12-15 | 1996-01-11 | Completed | 100% | $3.97 | $10.38 | 161.29% | Stop | |
| 1994-07-28 | 1994-12-15 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.92% | Interest Income | |