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DASHBOARDS: Portfolio Hub Market Pulse Performance

CAT

Caterpillar Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for CAT (Caterpillar Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -72.0% (compared to the benchmark's drawdown of -73.4%). 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 12.5%. The strategy executed 96 total trades.

* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.

CAT Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR109.32%108.88%21.85%35.68%17.81%30.27%4.66%12.46%
Sharpe Ratio1.981.960.730.980.660.850.210.39
Max Drawdown-16.29%-18.69%-36.04%-34.05%-43.84%-43.36%-72.04%-73.43%
% Time Invested97.2%100.0%76.9%100.0%75.0%100.0%62.9%100.0%
Trades / Year0.00.01.80.01.70.01.80.0

Cumulative Growth Performance

Return Distribution Analysis

Return Distribution

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
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2025-04-04 2025-04-29 Interest (CASH) 100% $1.00 $1.00 0.27% Interest Income
2025-02-05 2025-04-04 Completed 100% $356.60 $280.08 -21.50% Stop
2025-01-13 2025-02-05 Interest (CASH) 100% $1.00 $1.00 0.27% Interest Income
2024-07-11 2025-01-13 Completed 100% $320.65 $345.60 7.73% Stop
2024-06-17 2024-07-11 Interest (CASH) 100% $1.00 $1.00 0.34% Interest Income
2023-11-20 2024-06-17 Completed 100% $243.44 $312.37 28.25% Stop
2023-10-27 2023-11-20 Interest (CASH) 100% $1.00 $1.00 0.34% Interest Income
2023-05-09 2023-10-27 Completed 100% $203.91 $234.22 14.81% Stop
2022-09-26 2023-05-09 Interest (CASH) 100% $1.00 $1.03 2.77% Interest Income
2022-07-19 2022-09-26 Completed 100% $163.13 $153.84 -5.74% Stop
2022-06-24 2022-07-19 Interest (CASH) 100% $1.00 $1.00 0.13% Interest Income
2022-06-15 2022-06-24 Completed 100% $193.29 $168.93 -12.64% Stop
2022-05-23 2022-06-15 Interest (CASH) 100% $1.00 $1.00 0.08% Interest Income
2022-03-15 2022-05-23 Completed 100% $200.37 $186.25 -7.09% Stop
2022-02-18 2022-03-15 Interest (CASH) 100% $1.00 $1.00 0.02% Interest Income
2021-10-14 2022-02-18 Completed 100% $177.60 $179.27 0.89% Stop
2021-09-22 2021-10-14 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2021-07-13 2021-09-22 Completed 100% $199.84 $176.18 -11.89% Stop
2021-06-18 2021-07-13 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2020-08-20 2021-06-18 Completed 100% $122.19 $188.18 53.93% Stop
2020-01-28 2020-08-20 Interest (CASH) 100% $1.00 $1.00 0.22% Interest Income
2019-12-13 2020-01-28 Completed 100% $128.80 $121.06 -6.05% Stop
2019-08-05 2019-12-13 Interest (CASH) 100% $1.00 $1.01 0.64% Interest Income
2019-06-24 2019-08-05 Completed 100% $115.45 $106.30 -7.97% Stop
2019-05-21 2019-06-24 Interest (CASH) 100% $1.00 $1.00 0.21% Interest Income
2019-01-18 2019-05-21 Completed 100% $116.00 $106.54 -8.20% Stop
2018-12-26 2019-01-18 Interest (CASH) 100% $1.00 $1.00 0.15% Interest Income
2018-11-12 2018-12-26 Completed 100% $108.51 $100.67 -7.26% Stop
2018-10-19 2018-11-12 Interest (CASH) 100% $1.00 $1.00 0.15% Interest Income
2018-07-23 2018-10-19 Completed 100% $115.82 $116.19 0.27% Stop
2018-06-28 2018-07-23 Interest (CASH) 100% $1.00 $1.00 0.12% Interest Income
2018-03-01 2018-06-28 Completed 100% $128.83 $113.06 -12.29% Stop
2018-02-06 2018-03-01 Interest (CASH) 100% $1.00 $1.00 0.10% Interest Income
2016-03-04 2018-02-06 Completed 100% $56.78 $124.14 118.51% Stop
2015-07-28 2016-03-04 Interest (CASH) 100% $1.00 $1.00 0.09% Interest Income
2015-01-08 2015-07-28 Completed 100% $66.87 $58.41 -12.70% Stop
2014-12-15 2015-01-08 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2014-10-31 2014-12-15 Completed 100% $76.00 $68.43 -10.01% Stop
2014-10-09 2014-10-31 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2014-04-01 2014-10-09 Completed 100% $72.74 $71.60 -1.62% Stop
2013-04-04 2014-04-01 Interest (CASH) 100% $1.00 $1.00 0.05% Interest Income
2012-12-18 2013-04-04 Completed 100% $63.81 $60.24 -5.64% Stop
2012-11-20 2012-12-18 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2012-05-30 2012-11-20 Completed 100% $63.95 $59.56 -6.91% Signal
2012-05-07 2012-05-30 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2011-10-17 2012-05-07 Completed 100% $58.78 $68.65 16.72% Stop
2011-09-23 2011-10-17 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2011-08-26 2011-09-23 Completed 100% $56.95 $50.89 -10.69% Stop
2011-08-04 2011-08-26 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2011-07-01 2011-08-04 Completed 100% $73.25 $65.42 -10.74% Stop
2011-06-09 2011-07-01 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2010-06-01 2011-06-09 Completed 100% $40.57 $67.82 67.09% Stop
2010-05-07 2010-06-01 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2010-03-04 2010-05-07 Completed 100% $39.48 $42.60 7.86% Stop
2008-10-13 2010-03-04 Interest (CASH) 100% $1.00 $1.00 0.22% Interest Income
2008-10-06 2008-10-13 Completed 100% $31.73 $28.46 -10.37% Stop
2008-09-12 2008-10-06 Interest (CASH) 100% $1.00 $1.00 0.05% Interest Income
2008-07-25 2008-09-12 Completed 100% $44.24 $40.46 -8.59% Stop
2008-07-02 2008-07-25 Interest (CASH) 100% $1.00 $1.00 0.10% Interest Income
2008-02-11 2008-07-02 Completed 100% $42.63 $46.52 9.09% Stop
2008-01-17 2008-02-11 Interest (CASH) 100% $1.00 $1.00 0.15% Interest Income
2007-12-05 2008-01-17 Completed 100% $45.18 $40.25 -10.94% Stop
2007-11-12 2007-12-05 Interest (CASH) 100% $1.00 $1.00 0.20% Interest Income
2007-09-11 2007-11-12 Completed 100% $45.89 $43.71 -4.80% Stop
2007-08-17 2007-09-11 Interest (CASH) 100% $1.00 $1.00 0.25% Interest Income
2006-11-14 2007-08-17 Completed 100% $36.60 $46.60 27.26% Stop
2006-10-23 2006-11-14 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
2006-10-17 2006-10-23 Completed 100% $42.39 $36.66 -13.56% Stop
2006-09-25 2006-10-17 Interest (CASH) 100% $1.00 $1.00 0.31% Interest Income
2006-06-28 2006-09-25 Completed 100% $43.41 $38.31 -11.79% Stop
2006-06-06 2006-06-28 Interest (CASH) 100% $1.00 $1.00 0.31% Interest Income
2005-11-15 2006-06-06 Completed 100% $33.32 $41.95 25.83% Stop
2005-10-24 2005-11-15 Interest (CASH) 100% $1.00 $1.00 0.25% Interest Income
2005-05-10 2005-10-24 Completed 100% $26.85 $29.77 10.84% Stop
2005-04-18 2005-05-10 Interest (CASH) 100% $1.00 $1.00 0.18% Interest Income
2004-08-16 2005-04-18 Completed 100% $21.08 $24.80 17.62% Stop
2004-07-23 2004-08-16 Interest (CASH) 100% $1.00 $1.00 0.09% Interest Income
2003-08-15 2004-07-23 Completed 100% $20.50 $21.60 5.34% Stop
2003-01-22 2003-08-15 Interest (CASH) 100% $1.00 $1.01 0.60% Interest Income
2002-10-11 2003-01-22 Completed 100% $9.94 $13.12 31.90% Signal
2002-09-19 2002-10-11 Interest (CASH) 100% $1.00 $1.00 0.10% Interest Income
2002-08-08 2002-09-19 Completed 100% $12.12 $10.71 -11.71% Stop
2002-07-17 2002-08-08 Interest (CASH) 100% $1.00 $1.00 0.11% Interest Income
2002-06-27 2002-07-17 Completed 100% $13.29 $12.01 -9.66% Stop
2002-06-05 2002-06-27 Interest (CASH) 100% $1.00 $1.00 0.11% Interest Income
2001-10-10 2002-06-05 Completed 100% $12.45 $14.05 12.78% Stop
2001-09-18 2001-10-10 Interest (CASH) 100% $1.00 $1.00 0.14% Interest Income
2001-07-31 2001-09-18 Completed 100% $14.68 $12.37 -15.78% Stop
2001-01-11 2001-07-31 Interest (CASH) 100% $1.00 $1.02 2.26% Interest Income
2000-12-27 2001-01-11 Completed 100% $12.66 $12.00 -5.30% Stop
2000-05-18 2000-12-27 Interest (CASH) 100% $1.00 $1.04 3.71% Interest Income
2000-02-17 2000-05-18 Completed 100% $10.12 $10.43 3.02% Signal
2000-01-26 2000-02-17 Interest (CASH) 100% $1.00 $1.00 0.35% Interest Income
1999-12-15 2000-01-26 Completed 100% $11.86 $11.28 -4.87% Stop
1999-11-22 1999-12-15 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
1999-09-21 1999-11-22 Completed 100% $14.58 $12.64 -13.32% Stop
1999-05-20 1999-09-21 Interest (CASH) 100% $1.00 $1.02 1.58% Interest Income
1999-04-16 1999-05-20 Completed 100% $15.63 $14.74 -5.76% Stop
1999-02-01 1999-04-16 Interest (CASH) 100% $1.00 $1.01 0.92% Interest Income
1999-01-11 1999-02-01 Completed 100% $12.81 $10.98 -14.32% Stop
1998-12-16 1999-01-11 Interest (CASH) 100% $1.00 $1.00 0.28% Interest Income
1998-10-13 1998-12-16 Completed 100% $11.92 $11.16 -6.40% Stop
1998-09-21 1998-10-13 Interest (CASH) 100% $1.00 $1.00 0.27% Interest Income
1998-08-27 1998-09-21 Completed 100% $11.36 $10.05 -11.58% Stop
1998-08-05 1998-08-27 Interest (CASH) 100% $1.00 $1.00 0.31% Interest Income
1998-07-08 1998-08-05 Completed 100% $13.40 $11.80 -12.04% Stop
1998-06-15 1998-07-08 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1997-11-20 1998-06-15 Completed 100% $11.49 $12.91 12.27% Stop
1997-10-29 1997-11-20 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
1996-06-03 1997-10-29 Completed 100% $7.81 $13.32 70.41% Stop
1996-05-09 1996-06-03 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1995-10-12 1996-05-09 Completed 100% $6.13 $7.51 22.47% Stop
1995-09-20 1995-10-12 Interest (CASH) 100% $1.00 $1.00 0.34% Interest Income
1995-09-06 1995-09-20 Completed 100% $8.02 $6.97 -13.18% Stop
1995-08-14 1995-09-06 Interest (CASH) 100% $1.00 $1.00 0.34% Interest Income
1995-03-27 1995-08-14 Completed 100% $5.92 $7.49 26.59% Stop
1995-03-03 1995-03-27 Interest (CASH) 100% $1.00 $1.00 0.37% Interest Income
1995-01-05 1995-03-03 Completed 100% $6.34 $5.66 -10.81% Stop
1994-12-12 1995-01-05 Interest (CASH) 100% $1.00 $1.00 0.36% Interest Income
1994-05-16 1994-12-12 Completed 100% $6.20 $5.93 -4.28% Stop
1994-04-21 1994-05-16 Interest (CASH) 100% $1.00 $1.00 0.26% Interest Income
1992-09-16 1994-04-21 Completed 100% $2.96 $5.95 101.17% Stop
1992-08-24 1992-09-16 Interest (CASH) 100% $1.00 $1.00 0.19% Interest Income
1992-07-21 1992-08-24 Completed 100% $3.03 $2.70 -11.23% Stop
1992-06-26 1992-07-21 Interest (CASH) 100% $1.00 $1.00 0.21% Interest Income
1992-06-03 1992-06-26 Completed 100% $3.48 $2.93 -15.83% Stop
1991-11-15 1992-06-03 Interest (CASH) 100% $1.00 $1.02 2.16% Interest Income
1991-10-23 1991-11-15 Completed 100% $2.75 $2.52 -8.46% Stop
1991-01-23 1991-10-23 Interest (CASH) 100% $1.00 $1.04 4.29% Interest Income
1990-12-11 1991-01-23 Completed 100% $2.49 $2.36 -5.46% Stop
1990-01-18 1990-12-11 Interest (CASH) 100% $1.00 $1.07 6.99% Interest Income
1990-01-05 1990-01-18 Completed 100% $3.19 $2.94 -7.72% Stop
1989-10-24 1990-01-05 Interest (CASH) 100% $1.00 $1.02 1.51% Interest Income
1989-08-04 1989-10-24 Completed 100% $3.22 $3.05 -5.13% Stop
1989-03-07 1989-08-04 Interest (CASH) 100% $1.00 $1.03 3.19% Interest Income
1988-09-06 1989-03-07 Completed 100% $2.90 $3.02 4.12% Stop
1988-08-12 1988-09-06 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-11-11 1988-08-12 Completed 100% $2.81 $3.07 9.21% Stop
1987-10-20 1987-11-11 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-09-29 1987-10-20 Completed 100% $3.76 $2.62 -30.34% Stop
1987-09-04 1987-09-29 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-08-12 1987-09-04 Completed 100% $3.38 $3.14 -7.11% Signal
1987-06-25 1987-08-12 Interest (CASH) 100% $1.00 $1.01 0.99% Interest Income
1986-10-17 1987-06-25 Completed 100% $1.94 $2.84 46.29% Signal
1986-09-25 1986-10-17 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1986-08-06 1986-09-25 Completed 100% $2.30 $2.06 -10.29% Stop
1986-07-15 1986-08-06 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1986-02-14 1986-07-15 Completed 100% $2.52 $2.37 -6.09% Stop
1985-07-31 1986-02-14 Interest (CASH) 100% $1.00 $1.04 4.18% Interest Income
1985-07-29 1985-07-31 Completed 100% $1.92 $1.83 -4.32% Stop
1985-04-10 1985-07-29 Interest (CASH) 100% $1.00 $1.02 2.30% Interest Income
1985-04-02 1985-04-10 Completed 100% $1.64 $1.54 -6.51% Stop
1984-07-31 1985-04-02 Interest (CASH) 100% $1.00 $1.05 5.22% Interest Income
1984-06-12 1984-07-31 Completed 100% $1.95 $1.68 -13.68% Signal
1984-05-18 1984-06-12 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1983-12-06 1984-05-18 Completed 100% $2.24 $2.18 -2.85% Stop
1983-08-05 1983-12-06 Interest (CASH) 100% $1.00 $1.03 2.58% Interest Income
1983-04-22 1983-08-05 Completed 100% $2.19 $2.03 -7.15% Stop
1982-03-24 1983-04-22 Interest (CASH) 100% $1.00 $1.09 8.54% Interest Income
1982-02-18 1982-03-24 Completed 100% $2.23 $2.23 -0.05% Signal
1982-01-26 1982-02-18 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1981-10-16 1982-01-26 Completed 100% $2.43 $2.17 -10.75% Stop
1981-09-24 1981-10-16 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1981-08-03 1981-09-24 Completed 100% $2.76 $2.43 -12.24% Stop
1981-07-10 1981-08-03 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1981-04-27 1981-07-10 Completed 100% $3.22 $2.76 -14.13% Stop
1981-02-05 1981-04-27 Interest (CASH) 100% $1.00 $1.02 1.66% Interest Income
1980-09-22 1981-02-05 Completed 100% $2.55 $2.43 -5.03% Stop
1980-08-28 1980-09-22 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1980-07-22 1980-08-28 Completed 100% $2.55 $2.39 -6.32% Stop
1979-08-29 1980-07-22 Interest (CASH) 100% $1.00 $1.07 6.99% Interest Income
1979-03-19 1979-08-29 Completed 100% $2.65 $2.49 -6.09% Signal
1978-09-20 1979-03-19 Interest (CASH) 100% $1.00 $1.04 3.78% Interest Income
1978-09-12 1978-09-20 Completed 100% $2.84 $2.69 -5.31% Stop
1978-01-24 1978-09-12 Interest (CASH) 100% $1.00 $1.05 4.90% Interest Income
1977-11-14 1978-01-24 Completed 100% $2.38 $2.23 -6.54% Stop
1977-08-04 1977-11-14 Interest (CASH) 100% $1.00 $1.02 2.15% Interest Income
1977-02-11 1977-08-04 Completed 100% $2.18 $2.35 7.81% Signal
1977-01-20 1977-02-11 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1975-01-28 1977-01-20 Completed 100% $1.66 $2.31 38.96% Stop
1974-12-06 1975-01-28 Interest (CASH) 100% $1.00 $1.01 1.05% Interest Income
1974-10-11 1974-12-06 Completed 100% $1.39 $1.32 -5.10% Stop
1974-06-27 1974-10-11 Interest (CASH) 100% $1.00 $1.02 2.24% Interest Income
1974-06-04 1974-06-27 Completed 100% $1.84 $1.72 -6.85% Stop
1974-01-28 1974-06-04 Interest (CASH) 100% $1.00 $1.03 2.67% Interest Income
1973-11-29 1974-01-28 Completed 100% $2.01 $1.82 -9.57% Signal
1973-11-06 1973-11-29 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1973-06-26 1973-11-06 Completed 100% $1.60 $1.97 22.70% Stop
1973-06-04 1973-06-26 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1972-03-13 1973-06-04 Completed 100% $1.50 $1.70 12.97% Stop
1972-03-09 1972-03-13 Interest (CASH) 100% $1.00 $1.00 0.03% Interest Income