BX
Blackstone Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for BX (Blackstone Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -52.6% (compared to the benchmark's drawdown of -49.3%). 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 20.9%. The strategy executed 40 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
BX Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -14.98% | -24.37% | -2.31% | 6.37% | 14.21% | 22.07% | 10.90% | 20.89% |
| Sharpe Ratio | -0.71 | -0.80 | -0.08 | 0.16 | 0.51 | 0.56 | 0.39 | 0.54 |
| Max Drawdown | -31.06% | -44.76% | -52.62% | -49.29% | -52.62% | -49.29% | -52.62% | -49.29% |
| % Time Invested | 56.0% | 100.0% | 57.2% | 100.0% | 66.6% | 100.0% | 69.2% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 3.0 | 0.0 | 2.3 | 0.0 | 2.4 | 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 | ||||||||
| 2026-02-27 | 2026-04-01 | Completed | 100% | $114.82 | $115.81 | 0.81% | Signal | |
| 2026-02-04 | 2026-02-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-11-03 | 2026-02-04 | Completed | 100% | $142.39 | $130.60 | -8.33% | Stop | |
| 2025-10-10 | 2025-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-04-30 | 2025-10-10 | Completed | 100% | $125.32 | $155.81 | 24.27% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-19 | 2025-04-07 | Completed | 100% | $139.94 | $115.14 | -17.77% | Stop | |
| 2025-02-25 | 2025-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-01-16 | 2025-02-25 | Completed | 100% | $166.64 | $151.23 | -9.29% | Stop | |
| 2024-12-20 | 2025-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-01-19 | 2024-12-20 | Completed | 100% | $108.77 | $158.82 | 45.93% | Stop | |
| 2023-02-13 | 2024-01-19 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.97% | Interest Income | |
| 2023-01-12 | 2023-02-13 | Completed | 100% | $74.94 | $84.17 | 12.26% | Signal | |
| 2022-12-19 | 2023-01-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2022-12-13 | 2022-12-19 | Completed | 100% | $78.33 | $67.03 | -14.48% | Stop | |
| 2022-11-18 | 2022-12-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-09-27 | 2022-11-18 | Completed | 100% | $75.29 | $82.32 | 9.28% | Stop | |
| 2022-09-02 | 2022-09-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2022-07-08 | 2022-09-02 | Completed | 100% | $84.66 | $85.50 | 0.94% | Stop | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-05-11 | 2022-06-14 | Completed | 100% | $85.04 | $85.74 | 0.78% | Stop | |
| 2022-04-19 | 2022-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2022-03-30 | 2022-04-19 | Completed | 100% | $113.12 | $97.05 | -14.25% | Stop | |
| 2022-03-08 | 2022-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2022-02-16 | 2022-03-08 | Completed | 100% | $107.42 | $94.40 | -12.17% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-07 | 2022-01-25 | Completed | 100% | $101.59 | $91.04 | -10.43% | Stop | |
| 2021-12-15 | 2022-01-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-10-26 | 2021-12-15 | Completed | 100% | $119.18 | $109.09 | -8.51% | Stop | |
| 2021-10-04 | 2021-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-10-19 | 2021-10-04 | Completed | 100% | $45.86 | $95.77 | 108.74% | Stop | |
| 2020-09-25 | 2020-10-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-27 | 2020-09-25 | Completed | 100% | $39.37 | $40.63 | 3.15% | Stop | |
| 2020-04-02 | 2020-04-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-23 | 2020-04-02 | Completed | 100% | $29.03 | $32.52 | 11.98% | Stop | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-10-31 | 2020-02-28 | Completed | 100% | $41.67 | $40.01 | -4.02% | Stop | |
| 2019-10-09 | 2019-10-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-01-04 | 2019-10-09 | Completed | 100% | $22.79 | $36.47 | 59.96% | Stop | |
| 2018-12-11 | 2019-01-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-15 | 2018-12-11 | Completed | 100% | $25.01 | $23.73 | -5.16% | Stop | |
| 2018-10-24 | 2018-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-04-27 | 2018-10-24 | Completed | 100% | $22.92 | $25.22 | 9.99% | Stop | |
| 2018-04-05 | 2018-04-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2017-04-26 | 2018-04-05 | Completed | 100% | $20.80 | $22.79 | 9.52% | Stop | |
| 2016-05-20 | 2017-04-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2016-02-08 | 2016-05-20 | Completed | 100% | $16.27 | $15.92 | -2.21% | Stop | |
| 2016-01-14 | 2016-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-01-04 | 2016-01-14 | Completed | 100% | $17.72 | $15.16 | -14.47% | Stop | |
| 2015-12-09 | 2016-01-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-10-21 | 2015-12-09 | Completed | 100% | $20.45 | $19.27 | -5.83% | Stop | |
| 2015-09-29 | 2015-10-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-09-04 | 2015-09-29 | Completed | 100% | $19.93 | $18.49 | -7.25% | Stop | |
| 2015-08-13 | 2015-09-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-10-27 | 2015-08-13 | Completed | 100% | $17.14 | $22.80 | 32.98% | Stop | |
| 2014-10-03 | 2014-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-05-02 | 2014-10-03 | Completed | 100% | $16.02 | $17.07 | 6.52% | Stop | |
| 2014-04-09 | 2014-05-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-07-18 | 2014-04-09 | Completed | 100% | $11.77 | $16.78 | 42.46% | Stop | |
| 2013-06-25 | 2013-07-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-02-27 | 2013-06-25 | Completed | 100% | $9.53 | $10.56 | 10.78% | Stop | |
| 2012-07-19 | 2013-02-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2012-05-15 | 2012-07-19 | Completed | 100% | $6.06 | $6.44 | 6.07% | Signal | |
| 2012-04-23 | 2012-05-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-19 | 2012-04-23 | Completed | 100% | $6.83 | $6.73 | -1.46% | Stop | |
| 2011-11-25 | 2011-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-26 | 2011-11-25 | Completed | 100% | $6.81 | $6.06 | -11.16% | Stop | |
| 2011-10-04 | 2011-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-29 | 2011-10-04 | Completed | 100% | $6.08 | $5.26 | -13.48% | Stop | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-06-10 | 2011-08-05 | Completed | 100% | $7.90 | $6.65 | -15.84% | Stop | |
| 2011-05-18 | 2011-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-07-30 | 2011-05-18 | Completed | 100% | $5.05 | $8.07 | 59.63% | Stop | |
| 2010-07-08 | 2010-07-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-07-08 | Completed | 100% | $4.77 | $4.45 | -6.64% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-01-04 | 2010-05-07 | Completed | 100% | $5.86 | $5.71 | -2.61% | Stop | |
| 2009-10-29 | 2010-01-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-09-15 | 2009-10-29 | Completed | 100% | $6.08 | $5.81 | -4.53% | Stop | |
| 2009-09-02 | 2009-09-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |