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DASHBOARDS: Portfolio Hub Market Pulse Performance Compare Studio

BX

Blackstone Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for BX (Blackstone Inc) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -45.9% (compared to the benchmark's drawdown of -49.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.6%, compared to a Buy-and-Hold benchmark return of 20.5%. The strategy executed 117 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

🛡️ BX Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-45.9% (vs -49.3% B&H)
+3.4% shallower drawdown
Drawdown Shield
3.4% Cut
Protected capital vs -49.3% B&H
Capital Sheltered from Risk
33.8% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.

📊 BX Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-17.35%-44.76%-45.93%-49.29%-45.93%-49.29%-45.93%-49.29%
Sharpe Ratio-0.60-0.85-0.200.070.620.560.490.53
Sortino Ratio-0.71-1.25-0.230.110.770.740.630.72
CAGR-9.20%-26.80%-4.29%3.02%14.48%22.22%11.55%20.53%
% Time Invested40.0%100.0%51.5%100.0%66.4%100.0%66.2%100.0%
Trades / Year6.00.07.60.06.50.06.90.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of BX under the Excess Return MMA strategy (Investing) versus Buy & Hold. The strategy produced a 11.6% CAGR with a -45.9% Max Drawdown across 117 trade signals (compared to Buy & Hold's 20.5% CAGR and -49.3% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for BX under Excess Return MMA strategy in Investing context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for BX under Excess Return MMA (Investing). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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Loading Top Diversifiers for BX...

Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.

Diversifier Asset Category 1Y Correlation (r) Action
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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 DateExit DateTypeAllocationEntry PriceExit PriceNet 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.
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2026-04-07 2026-06-03 Completed 33.33% $108.75 $108.88 0.07% Signal
2026-03-13 2026-04-07 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2026-02-27 2026-03-23 Completed 33.33% $113.66 $112.04 -1.47% Signal
2026-02-24 2026-03-13 Completed 33.33% $111.77 $101.99 -8.80% Stop
2026-02-04 2026-02-27 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2026-01-30 2026-02-24 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2025-10-31 2026-02-04 Completed 33.33% $141.91 $129.28 -8.95% Stop
2025-10-30 2026-01-30 Completed 33.33% $141.75 $137.14 -3.30% Stop
2025-11-04 2025-12-26 Completed 33.33% $138.27 $150.69 8.93% Signal
2025-10-13 2025-11-04 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2025-07-11 2025-10-31 Interest (CASH) 33.33% $1.00 $1.01 1.29% Interest Income
2025-10-08 2025-10-30 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2025-07-29 2025-10-13 Completed 33.33% $169.71 $150.31 -11.47% Stop
2025-04-30 2025-10-08 Completed 33.33% $124.05 $158.48 27.69% Stop
2025-04-03 2025-07-29 Interest (CASH) 33.33% $1.00 $1.01 1.35% Interest Income
2025-04-30 2025-07-11 Completed 33.33% $124.05 $155.05 24.92% Signal
2025-04-07 2025-04-30 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-04-07 2025-04-30 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-04-01 2025-04-07 Completed 33.33% $132.91 $113.97 -14.29% Stop
2025-03-10 2025-04-07 Completed 33.33% $134.63 $113.97 -15.39% Stop
2025-04-01 2025-04-03 Completed 33.33% $132.91 $130.42 -1.92% Signal
2025-03-10 2025-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-03-10 2025-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-02-13 2025-03-10 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-02-06 2025-03-10 Completed 33.33% $166.05 $134.63 -18.96% Stop
2025-02-06 2025-03-10 Completed 33.33% $166.05 $134.63 -18.96% Stop
2025-01-15 2025-02-13 Completed 33.33% $166.21 $153.43 -7.74% Stop
2025-01-14 2025-02-06 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-01-14 2025-02-06 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2024-12-19 2025-01-15 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2024-07-31 2025-01-14 Completed 33.33% $133.58 $156.94 17.43% Stop
2023-11-13 2025-01-14 Completed 33.33% $89.66 $156.94 74.96% Stop
2024-02-29 2024-12-19 Completed 33.33% $117.91 $163.88 38.92% Stop
2024-06-20 2024-07-31 Interest (CASH) 33.33% $1.00 $1.01 0.59% Interest Income
2023-11-13 2024-06-20 Completed 33.33% $89.66 $113.96 27.04% Signal
2023-03-10 2024-02-29 Interest (CASH) 33.33% $1.00 $1.05 5.23% Interest Income
2023-10-20 2023-11-13 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-10-20 2023-11-13 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-07-25 2023-10-20 Completed 33.33% $94.72 $84.70 -10.63% Stop
2023-04-03 2023-10-20 Completed 33.33% $77.41 $84.70 9.37% Stop
2022-06-14 2023-07-25 Interest (CASH) 33.33% $1.00 $1.05 4.63% Interest Income
2022-03-08 2023-04-03 Interest (CASH) 33.33% $1.00 $1.03 3.22% Interest Income
2023-01-17 2023-03-10 Completed 33.33% $75.47 $75.06 -0.60% Stop
2022-12-21 2023-01-17 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
2022-12-12 2022-12-21 Completed 33.33% $68.77 $65.62 -4.63% Stop
2022-11-17 2022-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2022-11-07 2022-11-17 Completed 33.33% $80.43 $81.84 1.70% Stop
2022-10-14 2022-11-07 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2022-09-23 2022-10-14 Completed 33.33% $73.43 $76.17 3.69% Stop
2022-08-31 2022-09-23 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
2022-07-07 2022-08-31 Completed 33.33% $82.71 $84.96 2.67% Stop
2022-06-13 2022-07-07 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2022-05-18 2022-06-14 Completed 33.33% $91.50 $84.88 -7.28% Stop
2022-06-02 2022-06-13 Completed 33.33% $100.88 $88.50 -12.31% Stop
2022-05-10 2022-06-02 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2022-04-26 2022-05-18 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2022-05-03 2022-05-10 Completed 33.33% $90.98 $87.69 -3.66% Stop
2022-04-08 2022-05-03 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2022-03-30 2022-04-26 Completed 33.33% $111.97 $95.70 -14.58% Stop
2022-03-30 2022-04-08 Completed 33.33% $111.97 $98.91 -11.71% Stop
2022-03-08 2022-03-30 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2022-03-08 2022-03-30 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2022-02-16 2022-03-08 Completed 33.33% $106.34 $93.44 -12.17% Stop
2022-01-12 2022-03-08 Completed 33.33% $103.39 $93.44 -9.67% Stop
2022-01-12 2022-03-08 Completed 33.33% $103.39 $93.44 -9.67% Stop
2022-01-25 2022-02-16 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2022-01-06 2022-01-25 Completed 33.33% $98.75 $90.12 -8.78% Stop
2021-12-20 2022-01-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-12-20 2022-01-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-12-14 2022-01-06 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-10-27 2021-12-20 Completed 33.33% $118.81 $100.14 -15.76% Stop
2021-10-27 2021-12-20 Completed 33.33% $118.81 $100.14 -15.76% Stop
2021-10-21 2021-12-14 Completed 33.33% $111.02 $107.48 -3.24% Stop
2021-10-05 2021-10-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-10-05 2021-10-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-09-29 2021-10-21 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-11-24 2021-10-05 Completed 33.33% $48.58 $94.46 94.35% Stop
2020-09-22 2021-10-05 Completed 33.33% $41.86 $94.46 125.54% Stop
2020-10-01 2021-09-29 Completed 33.33% $42.42 $100.64 137.14% Stop
2020-10-30 2020-11-24 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-07-07 2020-10-30 Completed 33.33% $44.15 $40.90 -7.40% Signal
2020-09-09 2020-10-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-08-21 2020-09-22 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-04-14 2020-09-09 Completed 33.33% $39.13 $41.76 6.67% Stop
2020-04-28 2020-08-21 Completed 33.33% $41.83 $42.56 1.72% Signal
2020-06-12 2020-07-07 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-06-03 2020-06-12 Completed 33.33% $46.96 $45.48 -3.19% Stop
2020-05-08 2020-06-03 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-04-28 2020-05-08 Completed 33.33% $41.83 $42.64 1.89% Signal
2020-04-03 2020-04-28 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-04-03 2020-04-28 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-20 2020-04-14 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-23 2020-04-03 Completed 33.33% $28.74 $32.86 14.30% Stop
2020-03-23 2020-04-03 Completed 33.33% $28.74 $32.86 14.30% Stop
2020-02-28 2020-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2020-02-28 2020-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2020-03-18 2020-03-20 Completed 33.33% $29.88 $33.51 12.10% Stop
2020-02-25 2020-03-18 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2019-05-06 2020-02-28 Completed 33.33% $30.35 $39.61 30.44% Stop
2019-04-02 2020-02-28 Completed 33.33% $27.07 $39.61 46.28% Stop
2019-10-25 2020-02-25 Completed 33.33% $40.85 $47.08 15.18% Stop
2019-10-03 2019-10-25 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2019-01-04 2019-10-03 Completed 33.33% $22.56 $36.52 61.80% Stop
2019-04-11 2019-05-06 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2019-01-15 2019-04-11 Completed 33.33% $24.29 $26.71 9.93% Signal
2018-12-20 2019-04-02 Interest (CASH) 33.33% $1.00 $1.01 0.66% Interest Income
2018-12-20 2019-01-15 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-12-11 2019-01-04 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-11-16 2018-12-20 Completed 33.33% $24.26 $20.75 -14.50% Stop
2018-11-16 2018-12-20 Completed 33.33% $24.26 $20.75 -14.50% Stop
2018-11-05 2018-12-11 Completed 33.33% $25.22 $23.50 -6.89% Stop
2018-10-25 2018-11-16 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-10-25 2018-11-16 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-10-12 2018-11-05 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-07-26 2018-10-25 Completed 33.33% $26.28 $23.96 -8.88% Stop
2016-12-21 2018-10-25 Completed 33.33% $18.77 $23.96 27.61% Stop
2018-04-25 2018-10-12 Completed 33.33% $23.07 $26.16 13.33% Stop
2018-06-01 2018-07-26 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2018-01-03 2018-06-01 Completed 33.33% $22.94 $23.34 1.71% Signal
2018-04-03 2018-04-25 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2017-12-11 2018-04-03 Completed 33.33% $22.64 $22.74 0.39% Stop
2017-12-08 2018-01-03 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2017-11-16 2017-12-11 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2016-12-22 2017-12-08 Completed 33.33% $18.54 $22.51 21.36% Signal
2017-04-26 2017-11-16 Completed 33.33% $20.59 $21.82 5.89% Stop
2016-07-07 2017-04-26 Interest (CASH) 33.33% $1.00 $1.00 0.38% Interest Income
2016-11-30 2016-12-22 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2015-12-15 2016-12-21 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2016-10-05 2016-11-30 Completed 33.33% $16.20 $17.10 5.49% Signal
2016-08-02 2016-10-05 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2016-05-24 2016-08-02 Completed 33.33% $16.12 $16.89 4.74% Signal
2016-06-13 2016-07-07 Completed 33.33% $16.35 $14.69 -10.19% Stop
2016-05-19 2016-06-13 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-08-21 2016-05-24 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2016-03-08 2016-05-19 Completed 33.33% $18.05 $15.97 -11.59% Stop
2016-02-12 2016-03-08 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-02-02 2016-02-12 Completed 33.33% $16.47 $14.77 -10.36% Stop
2016-01-08 2016-02-02 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-12-29 2016-01-08 Completed 33.33% $18.70 $16.30 -12.88% Stop
2015-12-04 2015-12-29 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-09-15 2015-12-15 Completed 33.33% $20.19 $17.21 -14.84% Stop
2015-10-21 2015-12-04 Completed 33.33% $20.25 $18.68 -7.80% Stop
2015-09-29 2015-10-21 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-09-17 2015-09-29 Completed 33.33% $20.57 $18.30 -11.07% Stop
2015-08-25 2015-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-08-21 2015-09-15 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-08-19 2015-08-25 Completed 33.33% $21.92 $21.20 -3.32% Stop
2015-01-16 2015-08-21 Completed 33.33% $18.55 $20.14 8.51% Stop
2014-11-06 2015-08-21 Completed 33.33% $16.86 $20.14 19.37% Stop
2015-07-28 2015-08-19 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2014-10-17 2015-07-28 Completed 33.33% $16.16 $22.75 40.72% Stop
2014-11-21 2015-01-16 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-11-07 2014-11-21 Completed 33.33% $16.89 $18.54 9.68% Signal
2014-10-16 2014-11-07 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-15 2014-11-06 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-09-25 2014-10-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-07-31 2014-10-16 Completed 33.33% $18.47 $14.92 -19.26% Stop
2014-05-07 2014-10-15 Completed 33.33% $15.78 $15.96 1.08% Stop
2014-05-02 2014-09-25 Completed 33.33% $15.86 $17.39 9.61% Stop
2014-07-09 2014-07-31 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-05-07 2014-07-09 Completed 33.33% $15.78 $17.78 12.63% Signal
2014-04-14 2014-05-07 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-04-14 2014-05-07 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-04-09 2014-05-02 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-07-18 2014-04-14 Completed 33.33% $11.65 $16.19 38.84% Stop
2013-07-18 2014-04-14 Completed 33.33% $11.65 $16.19 38.84% Stop
2013-06-28 2014-04-09 Completed 33.33% $10.73 $16.61 54.66% Stop
2013-06-25 2013-07-18 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-06-25 2013-07-18 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-06-06 2013-06-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2012-12-12 2013-06-25 Completed 33.33% $7.50 $10.45 39.25% Stop
2012-09-17 2013-06-25 Completed 33.33% $7.51 $10.45 39.02% Stop
2013-01-22 2013-06-06 Completed 33.33% $8.85 $10.76 21.49% Stop
2012-11-16 2013-01-22 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-08-30 2012-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2012-05-15 2012-11-16 Completed 33.33% $6.00 $6.77 12.72% Stop
2012-07-12 2012-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-06-07 2012-08-30 Completed 33.33% $6.22 $6.80 9.25% Signal
2012-07-05 2012-07-12 Completed 33.33% $6.61 $6.17 -6.65% Stop
2012-06-06 2012-07-05 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-05-15 2012-06-07 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-05-16 2012-06-06 Completed 33.33% $6.00 $6.01 0.11% Signal
2012-04-24 2012-05-16 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-04-23 2012-05-15 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-04-10 2012-05-15 Completed 33.33% $7.34 $6.00 -18.22% Stop
2012-01-05 2012-04-24 Completed 33.33% $6.86 $6.55 -4.53% Stop
2012-03-29 2012-04-23 Completed 33.33% $7.59 $6.66 -12.28% Stop
2011-11-09 2012-04-10 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-03-07 2012-03-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-12-15 2012-03-07 Completed 33.33% $6.79 $7.04 3.54% Stop
2011-07-19 2012-01-05 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-11-22 2011-12-15 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-10-05 2011-11-22 Completed 33.33% $5.66 $6.19 9.25% Stop
2011-10-26 2011-11-09 Completed 33.33% $6.74 $6.72 -0.40% Signal
2011-10-04 2011-10-26 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-09-13 2011-10-05 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-10 2011-10-04 Completed 33.33% $6.00 $5.21 -13.19% Stop
2011-08-26 2011-09-13 Completed 33.33% $5.59 $5.94 6.16% Stop
2011-08-04 2011-08-26 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-07-19 2011-08-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-06-10 2011-08-04 Completed 33.33% $7.82 $7.10 -9.21% Stop
2011-01-03 2011-07-19 Completed 33.33% $6.52 $7.28 11.57% Stop
2010-10-14 2011-07-19 Completed 33.33% $6.13 $7.28 18.71% Stop
2011-05-18 2011-06-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-04-08 2011-05-18 Completed 33.33% $8.82 $7.99 -9.45% Stop
2011-03-17 2011-04-08 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-09-15 2011-03-17 Completed 33.33% $4.77 $7.60 59.24% Stop
2010-07-19 2011-01-03 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2010-06-25 2010-10-14 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2010-08-23 2010-09-15 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-07-23 2010-08-23 Completed 33.33% $4.90 $4.64 -5.44% Stop
2010-06-30 2010-07-23 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-06-01 2010-07-19 Completed 33.33% $4.72 $4.58 -2.91% Signal
2010-05-28 2010-06-30 Completed 33.33% $5.01 $4.31 -13.90% Stop
2010-06-01 2010-06-25 Completed 33.33% $4.72 $4.57 -3.10% Signal
2010-05-07 2010-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-05-07 2010-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-05-06 2010-05-28 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-04-13 2010-05-07 Completed 33.33% $6.75 $5.66 -16.27% Stop
2010-02-24 2010-05-07 Completed 33.33% $6.11 $5.66 -7.43% Stop
2010-02-23 2010-05-06 Completed 33.33% $6.07 $5.88 -3.07% Stop
2010-02-01 2010-04-13 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2010-02-01 2010-02-24 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-10-29 2010-02-23 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2009-11-20 2010-02-01 Completed 33.33% $6.49 $5.44 -16.27% Stop
2009-11-20 2010-02-01 Completed 33.33% $6.49 $5.44 -16.27% Stop
2009-10-29 2009-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-10-29 2009-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-09-15 2009-10-29 Completed 33.33% $6.02 $5.75 -4.53% Stop
2009-09-04 2009-10-29 Completed 33.33% $5.26 $5.75 9.24% Stop
2009-09-04 2009-10-29 Completed 33.33% $5.26 $5.75 9.24% Stop
2009-09-02 2009-09-15 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-09-02 2009-09-04 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-09-02 2009-09-04 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where BX ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

📊 View Full 40-Asset Backtest Matrix → 🛠️ Build Custom Portfolio with BX → ⚖️ Compare BX vs Non-Correlated Assets →