BSX
Boston Scientific Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for BSX (Boston Scientific Corp) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -75.4% (compared to the benchmark's drawdown of -89.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.7%, compared to a Buy-and-Hold benchmark return of 8.3%. The strategy executed 57 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
BSX Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -12.70% | -58.36% | 7.20% | 0.13% | 2.17% | 6.45% | 4.68% | 8.35% |
| Sharpe Ratio | -1.59 | -2.39 | 0.40 | 0.00 | 0.12 | 0.23 | 0.20 | 0.21 |
| Max Drawdown | -16.56% | -60.58% | -27.61% | -60.58% | -43.04% | -60.58% | -75.36% | -89.15% |
| % Time Invested | 21.4% | 100.0% | 66.8% | 100.0% | 68.0% | 100.0% | 54.7% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 0.8 | 0.0 | 1.4 | 0.0 | 1.8 | 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 | ||||||||
| 2025-11-13 | 2025-11-20 | Completed | 100% | $103.30 | $97.34 | -5.82% | Stop | |
| 2025-10-02 | 2025-11-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.46% | 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 | |
| 2022-11-28 | 2025-04-07 | Completed | 100% | $44.00 | $87.04 | 97.72% | Stop | |
| 2022-05-10 | 2022-11-28 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.51% | Interest Income | |
| 2022-03-02 | 2022-05-10 | Completed | 100% | $43.96 | $38.69 | -12.03% | Stop | |
| 2021-11-29 | 2022-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2021-03-09 | 2021-11-29 | Completed | 100% | $39.50 | $38.85 | -1.69% | Stop | |
| 2020-12-10 | 2021-03-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-11-20 | 2020-12-10 | Completed | 100% | $34.08 | $34.05 | -0.14% | Signal | |
| 2020-10-29 | 2020-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-09-15 | 2020-10-29 | Completed | 100% | $41.33 | $33.98 | -17.82% | Stop | |
| 2020-02-28 | 2020-09-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | 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 | |
| 2018-04-18 | 2018-11-21 | Completed | 100% | $28.91 | $34.28 | 18.52% | Stop | |
| 2018-02-06 | 2018-04-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2018-01-26 | 2018-02-06 | Completed | 100% | $28.32 | $25.87 | -8.70% | Stop | |
| 2018-01-03 | 2018-01-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2017-12-28 | 2018-01-03 | Completed | 100% | $25.20 | $25.27 | 0.23% | Signal | |
| 2017-12-05 | 2017-12-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2017-02-17 | 2017-12-05 | Completed | 100% | $25.27 | $24.90 | -1.51% | Stop | |
| 2016-12-12 | 2017-02-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2016-12-08 | 2016-12-12 | Completed | 100% | $20.60 | $20.85 | 1.16% | Signal | |
| 2016-11-15 | 2016-12-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-04-04 | 2016-11-15 | Completed | 100% | $18.95 | $20.79 | 9.65% | Stop | |
| 2016-03-08 | 2016-04-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-03-03 | 2016-03-08 | Completed | 100% | $17.26 | $17.23 | -0.22% | Signal | |
| 2016-02-09 | 2016-03-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-12-02 | 2016-02-09 | Completed | 100% | $18.50 | $16.42 | -11.29% | Stop | |
| 2015-10-12 | 2015-12-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-09-17 | 2015-10-12 | Completed | 100% | $17.22 | $16.84 | -2.26% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-10-29 | 2015-08-25 | Completed | 100% | $13.21 | $16.02 | 21.21% | Stop | |
| 2014-08-26 | 2014-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-01-18 | 2014-08-26 | Completed | 100% | $6.63 | $12.50 | 88.44% | Signal | |
| 2012-07-24 | 2013-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2012-04-27 | 2012-07-24 | Completed | 100% | $6.22 | $5.27 | -15.32% | Stop | |
| 2011-07-18 | 2012-04-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2011-06-16 | 2011-07-18 | Completed | 100% | $6.92 | $6.88 | -0.63% | Signal | |
| 2011-05-24 | 2011-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-12-06 | 2011-05-24 | Completed | 100% | $6.79 | $6.52 | -4.02% | Stop | |
| 2009-11-25 | 2010-12-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2009-10-27 | 2009-11-25 | Completed | 100% | $8.46 | $8.64 | 2.08% | Signal | |
| 2009-10-05 | 2009-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-06-10 | 2009-10-05 | Completed | 100% | $9.49 | $10.02 | 5.53% | Stop | |
| 2009-03-20 | 2009-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2009-03-19 | 2009-03-20 | Completed | 100% | $8.19 | $7.75 | -5.42% | Stop | |
| 2008-09-30 | 2009-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2008-09-22 | 2008-09-30 | Completed | 100% | $13.57 | $12.14 | -10.58% | Signal | |
| 2008-08-28 | 2008-09-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2008-08-21 | 2008-08-28 | Completed | 100% | $12.60 | $12.55 | -0.45% | Signal | |
| 2008-07-30 | 2008-08-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2008-05-06 | 2008-07-30 | Completed | 100% | $13.16 | $12.02 | -8.71% | Stop | |
| 2007-03-27 | 2008-05-06 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.93% | Interest Income | |
| 2007-02-15 | 2007-03-27 | Completed | 100% | $17.29 | $14.19 | -17.97% | Stop | |
| 2005-07-01 | 2007-02-15 | Interest (CASH) | 100% | $1.00 | $1.07 | 7.39% | Interest Income | |
| 2005-06-15 | 2005-07-01 | Completed | 100% | $28.87 | $26.99 | -6.56% | Stop | |
| 2004-08-16 | 2005-06-15 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.95% | Interest Income | |
| 2004-08-10 | 2004-08-16 | Completed | 100% | $32.13 | $31.50 | -2.01% | Signal | |
| 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 | |
| 2001-05-01 | 2002-01-03 | Completed | 100% | $7.93 | $11.45 | 44.41% | Stop | |
| 2001-04-06 | 2001-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2001-04-02 | 2001-04-06 | Completed | 100% | $10.10 | $7.60 | -24.75% | Stop | |
| 2000-07-20 | 2001-04-02 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.99% | Interest Income | |
| 2000-06-28 | 2000-07-20 | Completed | 100% | $10.91 | $9.50 | -12.94% | Stop | |
| 2000-06-06 | 2000-06-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-05-23 | 2000-06-06 | Completed | 100% | $12.50 | $11.88 | -5.05% | Stop | |
| 1999-09-16 | 2000-05-23 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.75% | 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 | |
| 1999-04-07 | 1999-04-20 | Completed | 100% | $20.75 | $17.94 | -13.60% | Stop | |
| 1998-10-13 | 1999-04-07 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.10% | Interest Income | |
| 1998-09-24 | 1998-10-13 | Completed | 100% | $13.75 | $11.62 | -15.50% | Stop | |
| 1998-09-01 | 1998-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1998-06-22 | 1998-09-01 | Completed | 100% | $16.88 | $17.31 | 2.54% | Stop | |
| 1998-05-29 | 1998-06-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1998-03-31 | 1998-05-29 | Completed | 100% | $16.62 | $15.94 | -4.18% | Stop | |
| 1997-10-24 | 1998-03-31 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.19% | 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 | |
| 1997-07-23 | 1997-09-08 | Completed | 100% | $18.84 | $15.75 | -16.46% | Stop | |
| 1997-05-09 | 1997-07-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 1997-04-24 | 1997-05-09 | Completed | 100% | $10.75 | $13.16 | 22.32% | Signal | |
| 1997-04-02 | 1997-04-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-08-23 | 1997-04-02 | Completed | 100% | $11.59 | $14.88 | 28.24% | Stop | |
| 1996-06-04 | 1996-08-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.16% | Interest Income | |
| 1996-05-03 | 1996-06-04 | Completed | 100% | $11.09 | $10.72 | -3.43% | Signal | |
| 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 | |
| 1994-09-09 | 1996-01-11 | Completed | 100% | $4.12 | $10.38 | 151.39% | Stop | |
| 1994-08-04 | 1994-09-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 1994-08-01 | 1994-08-04 | Completed | 100% | $3.41 | $3.34 | -1.88% | Signal | |
| 1994-07-28 | 1994-08-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |