BX
Blackstone Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for BX (Blackstone Inc) 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 -49.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.9%, compared to a Buy-and-Hold benchmark return of 20.5%. The strategy executed 38 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for BX:
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 Model
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Trading Horizon
Select risk profile & execution style for BX:
🛡️ Long-Term Investing Active Horizon
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 Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-49.3% (vs -49.3% B&H)
-0.0% shallower drawdown
Sortino Ratio
0.45
vs 0.72 B&H
Capital Sheltered from Risk
40.3% 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 | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -20.00% | -44.76% | -49.31% | -49.29% | -49.31% | -49.29% | -49.31% | -49.29% |
| Sharpe Ratio | -1.07 | -0.85 | -0.29 | 0.07 | 0.39 | 0.56 | 0.42 | 0.53 |
| Sortino Ratio | -0.75 | -1.25 | -0.26 | 0.11 | 0.41 | 0.74 | 0.45 | 0.72 |
| CAGR | -13.03% | -26.80% | -6.34% | 3.02% | 9.25% | 22.22% | 9.87% | 20.53% |
| % Time Invested | 23.4% | 100.0% | 45.6% | 100.0% | 61.1% | 100.0% | 59.7% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.2 | 0.0 | 2.2 | 0.0 | 2.2 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for BX... Top Diversifiers for BX
Explore Correlation Across Horizons →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 |
|---|---|---|---|
| Loading top diversifier assets... | |||
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. Subscribe to Unlock | ||||||||
| 2025-11-03 | 2025-12-10 | Completed | 100% | $140.95 | $151.29 | 7.28% | Signal | |
| 2025-10-10 | 2025-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-08-18 | 2025-10-10 | Completed | 100% | $164.73 | $154.23 | -6.42% | Stop | |
| 2025-04-07 | 2025-08-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.56% | Interest Income | |
| 2025-03-19 | 2025-04-07 | Completed | 100% | $138.53 | $113.97 | -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% | $164.95 | $149.71 | -9.29% | Stop | |
| 2024-12-20 | 2025-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-11-13 | 2024-12-20 | Completed | 100% | $89.66 | $157.21 | 75.26% | Stop | |
| 2023-10-20 | 2023-11-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-06-23 | 2023-10-20 | Completed | 100% | $79.41 | $84.70 | 6.60% | Stop | |
| 2023-04-12 | 2023-06-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.03% | Interest Income | |
| 2023-03-29 | 2023-04-12 | Completed | 100% | $75.96 | $75.61 | -0.51% | Signal | |
| 2022-04-19 | 2023-03-29 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.09% | Interest Income | |
| 2022-03-30 | 2022-04-19 | Completed | 100% | $111.97 | $96.07 | -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% | $106.34 | $93.44 | -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% | $100.57 | $90.12 | -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% | $117.97 | $107.99 | -8.51% | Stop | |
| 2021-10-04 | 2021-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-11-05 | 2021-10-04 | Completed | 100% | $45.22 | $94.80 | 109.52% | Stop | |
| 2020-09-25 | 2020-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-07-07 | 2020-09-25 | Completed | 100% | $44.15 | $40.22 | -8.94% | Signal | |
| 2020-06-12 | 2020-07-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-03 | 2020-06-12 | Completed | 100% | $46.96 | $45.48 | -3.19% | Stop | |
| 2020-04-02 | 2020-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-23 | 2020-04-02 | Completed | 100% | $28.74 | $32.19 | 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% | $41.25 | $39.61 | -4.02% | Stop | |
| 2019-10-09 | 2019-10-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-03-20 | 2019-10-09 | Completed | 100% | $26.85 | $36.11 | 34.40% | Stop | |
| 2018-12-11 | 2019-03-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.64% | Interest Income | |
| 2018-11-15 | 2018-12-11 | Completed | 100% | $24.76 | $23.50 | -5.16% | Stop | |
| 2018-10-24 | 2018-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-07-06 | 2018-10-24 | Completed | 100% | $25.47 | $24.97 | -2.01% | Stop | |
| 2018-05-15 | 2018-07-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2018-04-27 | 2018-05-15 | Completed | 100% | $22.69 | $22.66 | -0.15% | Signal | |
| 2018-04-05 | 2018-04-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2016-12-23 | 2018-04-05 | Completed | 100% | $18.24 | $22.56 | 23.65% | Stop | |
| 2016-10-26 | 2016-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2016-09-12 | 2016-10-26 | Completed | 100% | $16.62 | $16.10 | -3.17% | Signal | |
| 2015-09-17 | 2016-09-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2015-09-04 | 2015-09-17 | Completed | 100% | $19.73 | $20.57 | 4.24% | Signal | |
| 2015-08-13 | 2015-09-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-11-25 | 2015-08-13 | Completed | 100% | $18.56 | $22.57 | 21.52% | Stop | |
| 2014-10-29 | 2014-11-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-10-27 | 2014-10-29 | Completed | 100% | $16.96 | $16.99 | 0.08% | Signal | |
| 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% | $15.86 | $16.90 | 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% | $11.65 | $16.61 | 42.46% | Stop | |
| 2013-06-25 | 2013-07-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-12-11 | 2013-06-25 | Completed | 100% | $7.45 | $10.45 | 40.27% | Stop | |
| 2012-11-16 | 2012-12-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-09-28 | 2012-11-16 | Completed | 100% | $7.07 | $6.77 | -4.28% | Stop | |
| 2012-07-12 | 2012-09-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-07-05 | 2012-07-12 | Completed | 100% | $6.61 | $6.17 | -6.65% | Stop | |
| 2012-05-29 | 2012-07-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-05-15 | 2012-05-29 | Completed | 100% | $6.00 | $6.06 | 0.93% | Signal | |
| 2012-04-23 | 2012-05-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-02-08 | 2012-04-23 | Completed | 100% | $8.01 | $6.66 | -16.85% | Stop | |
| 2011-08-05 | 2012-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-06-10 | 2011-08-05 | Completed | 100% | $7.82 | $6.59 | -15.84% | Stop | |
| 2011-05-18 | 2011-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-11-08 | 2011-05-18 | Completed | 100% | $6.45 | $7.99 | 23.82% | Stop | |
| 2010-06-03 | 2010-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2010-06-01 | 2010-06-03 | Completed | 100% | $4.72 | $4.73 | 0.24% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-02-17 | 2010-05-07 | Completed | 100% | $5.88 | $5.66 | -3.84% | Stop | |
| 2010-01-25 | 2010-02-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-11-19 | 2010-01-25 | Completed | 100% | $6.60 | $5.65 | -14.46% | Stop | |
| 2009-10-28 | 2009-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-09-04 | 2009-10-28 | Completed | 100% | $5.26 | $6.13 | 16.57% | Stop | |
| 2009-09-02 | 2009-09-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |