🎉
Summer Launch Special: Get 1 month of Pro free. Use code SUMMER_2026_1_MONTH at checkout.
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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -71.7% (compared to the benchmark's drawdown of -73.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.2%, compared to a Buy-and-Hold benchmark return of 12.5%. The strategy executed 100 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.

CAT Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR109.32%108.88%16.60%35.68%13.37%30.27%8.21%12.46%
Sharpe Ratio1.981.960.610.980.550.850.370.39
Max Drawdown-16.29%-18.69%-32.38%-34.05%-53.42%-43.36%-71.65%-73.43%
% Time Invested97.2%100.0%68.0%100.0%67.5%100.0%59.5%100.0%
Trades / Year0.00.02.00.01.70.01.80.0

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
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
2025-03-20 2025-07-16 Interest (CASH) 100% $1.00 $1.01 1.37% Interest Income
2025-02-05 2025-03-20 Completed 100% $356.60 $328.79 -7.85% Signal
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
2023-06-22 2023-10-27 Completed 100% $229.18 $234.22 2.15% Stop
2023-05-30 2023-06-22 Interest (CASH) 100% $1.00 $1.00 0.34% Interest Income
2023-04-05 2023-05-30 Completed 100% $205.14 $201.47 -1.84% Signal
2023-03-14 2023-04-05 Interest (CASH) 100% $1.00 $1.00 0.30% Interest Income
2022-11-28 2023-03-14 Completed 100% $220.92 $217.28 -1.70% Stop
2022-09-02 2022-11-28 Interest (CASH) 100% $1.00 $1.01 0.87% Interest Income
2022-08-15 2022-09-02 Completed 100% $181.42 $173.40 -4.47% Stop
2022-06-24 2022-08-15 Interest (CASH) 100% $1.00 $1.00 0.32% 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
2022-03-14 2022-05-23 Completed 100% $200.54 $186.25 -7.17% Stop
2021-09-15 2022-03-14 Interest (CASH) 100% $1.00 $1.00 0.06% Interest Income
2021-07-13 2021-09-15 Completed 100% $199.84 $185.51 -7.22% Signal
2021-06-18 2021-07-13 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2020-07-31 2021-06-18 Completed 100% $118.96 $188.18 58.11% Stop
2020-02-28 2020-07-31 Interest (CASH) 100% $1.00 $1.00 0.08% Interest Income
2019-11-08 2020-02-28 Completed 100% $128.67 $105.64 -17.94% Stop
2019-08-13 2019-11-08 Interest (CASH) 100% $1.00 $1.00 0.44% Interest Income
2019-06-24 2019-08-13 Completed 100% $115.45 $101.80 -11.87% Stop
2019-05-21 2019-06-24 Interest (CASH) 100% $1.00 $1.00 0.21% Interest Income
2019-04-05 2019-05-21 Completed 100% $121.16 $106.54 -12.11% Stop
2018-11-12 2019-04-05 Interest (CASH) 100% $1.00 $1.01 0.94% Interest Income
2018-11-08 2018-11-12 Completed 100% $114.18 $108.51 -5.02% Stop
2018-06-28 2018-11-08 Interest (CASH) 100% $1.00 $1.01 0.78% 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
2015-01-06 2016-03-04 Interest (CASH) 100% $1.00 $1.00 0.10% Interest Income
2014-12-29 2015-01-06 Completed 100% $70.64 $65.45 -7.39% Stop
2014-11-04 2014-12-29 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2014-10-31 2014-11-04 Completed 100% $76.00 $74.80 -1.63% Signal
2014-10-09 2014-10-31 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2013-12-11 2014-10-09 Completed 100% $62.84 $71.60 13.89% Stop
2013-04-30 2013-12-11 Interest (CASH) 100% $1.00 $1.00 0.03% Interest Income
2013-04-25 2013-04-30 Completed 100% $61.01 $61.09 0.08% Signal
2013-04-03 2013-04-25 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2012-12-18 2013-04-03 Completed 100% $63.81 $60.06 -5.93% Stop
2012-06-18 2012-12-18 Interest (CASH) 100% $1.00 $1.00 0.05% Interest Income
2012-05-30 2012-06-18 Completed 100% $63.95 $60.69 -5.15% Signal
2012-05-07 2012-05-30 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2012-01-10 2012-05-07 Completed 100% $68.60 $68.65 0.02% Stop
2011-08-04 2012-01-10 Interest (CASH) 100% $1.00 $1.00 0.01% 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
2010-02-17 2010-05-07 Completed 100% $38.98 $42.60 9.24% Stop
2010-01-25 2010-02-17 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2009-07-15 2010-01-25 Completed 100% $21.18 $37.04 74.79% Stop
2008-08-15 2009-07-15 Interest (CASH) 100% $1.00 $1.00 0.35% Interest Income
2008-07-25 2008-08-15 Completed 100% $44.24 $44.65 0.88% Signal
2008-07-02 2008-07-25 Interest (CASH) 100% $1.00 $1.00 0.10% Interest Income
2008-01-30 2008-07-02 Completed 100% $43.07 $46.52 7.96% Stop
2007-12-12 2008-01-30 Interest (CASH) 100% $1.00 $1.00 0.37% Interest Income
2007-12-05 2007-12-12 Completed 100% $45.18 $46.82 3.60% Signal
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
2007-04-09 2007-08-17 Completed 100% $41.61 $46.60 11.93% Stop
2006-09-15 2007-04-09 Interest (CASH) 100% $1.00 $1.03 2.76% Interest Income
2006-06-28 2006-09-15 Completed 100% $43.41 $40.33 -7.12% Signal
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
2004-10-29 2005-04-18 Completed 100% $23.49 $24.80 5.56% Stop
2004-07-06 2004-10-29 Interest (CASH) 100% $1.00 $1.01 0.51% Interest Income
2003-01-16 2004-07-06 Completed 100% $13.36 $22.42 67.69% Signal
2002-07-15 2003-01-16 Interest (CASH) 100% $1.00 $1.01 0.76% Interest Income
2002-06-27 2002-07-15 Completed 100% $13.29 $12.64 -4.96% Signal
2002-06-05 2002-06-27 Interest (CASH) 100% $1.00 $1.00 0.11% Interest Income
2002-01-14 2002-06-05 Completed 100% $13.91 $14.05 1.00% Stop
2001-10-31 2002-01-14 Interest (CASH) 100% $1.00 $1.00 0.35% Interest Income
2001-10-09 2001-10-31 Completed 100% $12.54 $12.45 -0.74% Signal
2001-09-17 2001-10-09 Interest (CASH) 100% $1.00 $1.00 0.15% Interest Income
2001-04-17 2001-09-17 Completed 100% $12.48 $12.78 2.39% Stop
2001-03-23 2001-04-17 Interest (CASH) 100% $1.00 $1.00 0.26% Interest Income
2001-02-12 2001-03-23 Completed 100% $11.57 $11.10 -4.13% Stop
2001-01-19 2001-02-12 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
2000-12-22 2001-01-19 Completed 100% $11.91 $11.01 -7.59% Stop
1999-11-16 2000-12-22 Interest (CASH) 100% $1.00 $1.07 6.58% Interest Income
1999-10-20 1999-11-16 Completed 100% $14.05 $14.30 1.70% Signal
1999-09-28 1999-10-20 Interest (CASH) 100% $1.00 $1.00 0.31% Interest Income
1999-06-22 1999-09-28 Completed 100% $15.42 $13.67 -11.40% Stop
1999-05-28 1999-06-22 Interest (CASH) 100% $1.00 $1.00 0.29% Interest Income
1998-12-30 1999-05-28 Completed 100% $11.46 $14.07 22.69% Stop
1998-08-05 1998-12-30 Interest (CASH) 100% $1.00 $1.02 1.82% 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
1998-04-08 1998-06-15 Completed 100% $13.48 $12.91 -4.32% Stop
1997-12-26 1998-04-08 Interest (CASH) 100% $1.00 $1.01 1.42% Interest Income
1997-11-20 1997-12-26 Completed 100% $11.49 $11.44 -0.45% Signal
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
1996-02-14 1996-05-09 Completed 100% $8.01 $7.51 -6.23% Stop
1995-11-08 1996-02-14 Interest (CASH) 100% $1.00 $1.01 1.37% Interest Income
1995-10-12 1995-11-08 Completed 100% $6.13 $6.63 8.08% Signal
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
1995-05-15 1995-08-14 Completed 100% $7.33 $7.49 2.22% Stop
1995-01-30 1995-05-15 Interest (CASH) 100% $1.00 $1.02 1.67% Interest Income
1995-01-05 1995-01-30 Completed 100% $6.34 $6.09 -3.95% Signal
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
1992-12-04 1994-04-21 Completed 100% $3.02 $5.95 97.30% Stop
1992-10-02 1992-12-04 Interest (CASH) 100% $1.00 $1.01 0.53% Interest Income
1992-09-16 1992-10-02 Completed 100% $2.96 $2.91 -1.72% Signal
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
1992-03-03 1992-06-26 Completed 100% $2.86 $2.93 2.48% Stop
1991-11-15 1992-03-03 Interest (CASH) 100% $1.00 $1.01 1.17% Interest Income
1991-10-23 1991-11-15 Completed 100% $2.75 $2.52 -8.46% Stop
1991-08-20 1991-10-23 Interest (CASH) 100% $1.00 $1.01 0.93% Interest Income
1991-04-24 1991-08-20 Completed 100% $2.69 $2.53 -6.15% Stop
1991-04-02 1991-04-24 Interest (CASH) 100% $1.00 $1.00 0.36% Interest Income
1991-03-05 1991-04-02 Completed 100% $3.08 $2.62 -15.00% Stop
1991-01-23 1991-03-05 Interest (CASH) 100% $1.00 $1.01 0.67% Interest Income
1990-12-11 1991-01-23 Completed 100% $2.49 $2.36 -5.46% Stop
1990-08-03 1990-12-11 Interest (CASH) 100% $1.00 $1.03 2.61% Interest Income
1990-07-20 1990-08-03 Completed 100% $2.85 $2.58 -9.33% Signal
1990-06-27 1990-07-20 Interest (CASH) 100% $1.00 $1.00 0.49% Interest Income
1990-04-10 1990-06-27 Completed 100% $3.23 $2.83 -12.47% Stop
1990-01-18 1990-04-10 Interest (CASH) 100% $1.00 $1.02 1.77% Interest Income
1990-01-05 1990-01-18 Completed 100% $3.19 $2.94 -7.72% Stop
1989-10-30 1990-01-05 Interest (CASH) 100% $1.00 $1.01 1.39% Interest Income
1989-08-30 1989-10-30 Completed 100% $3.44 $2.95 -14.08% Stop
1989-07-26 1989-08-30 Interest (CASH) 100% $1.00 $1.01 0.75% Interest Income
1989-06-01 1989-07-26 Completed 100% $3.34 $3.03 -9.47% Signal
1989-03-07 1989-06-01 Interest (CASH) 100% $1.00 $1.02 1.81% Interest Income
1988-12-15 1989-03-07 Completed 100% $3.27 $3.02 -7.63% Stop
1988-08-12 1988-12-15 Interest (CASH) 100% $1.00 $1.03 2.64% Interest Income
1988-01-13 1988-08-12 Completed 100% $3.12 $3.07 -1.75% Stop
1987-12-18 1988-01-13 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-11-11 1987-12-18 Completed 100% $2.81 $3.16 12.36% Signal
1987-10-20 1987-11-11 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-03-10 1987-10-20 Completed 100% $2.36 $2.62 11.07% Stop
1987-01-26 1987-03-10 Interest (CASH) 100% $1.00 $1.01 0.90% Interest Income
1987-01-20 1987-01-26 Completed 100% $2.30 $2.15 -6.73% Stop
1986-08-29 1987-01-20 Interest (CASH) 100% $1.00 $1.03 2.98% Interest Income
1986-08-06 1986-08-29 Completed 100% $2.30 $2.54 10.47% Signal
1986-07-15 1986-08-06 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1985-06-04 1986-07-15 Completed 100% $1.78 $2.37 33.38% Stop
1985-04-10 1985-06-04 Interest (CASH) 100% $1.00 $1.01 1.14% Interest Income
1985-04-02 1985-04-10 Completed 100% $1.64 $1.54 -6.51% Stop
1984-06-15 1985-04-02 Interest (CASH) 100% $1.00 $1.06 6.20% Interest Income
1984-06-12 1984-06-15 Completed 100% $1.95 $1.93 -0.68% Signal
1984-05-18 1984-06-12 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1983-12-14 1984-05-18 Completed 100% $2.31 $2.18 -5.65% Stop
1983-09-02 1983-12-14 Interest (CASH) 100% $1.00 $1.02 2.15% Interest Income
1983-08-31 1983-09-02 Completed 100% $1.86 $1.91 2.52% Signal
1983-08-09 1983-08-31 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1983-04-11 1983-08-09 Completed 100% $1.89 $1.95 3.25% Stop
1983-03-17 1983-04-11 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1982-12-23 1983-03-17 Completed 100% $1.76 $1.90 7.43% Stop
1981-08-31 1982-12-23 Interest (CASH) 100% $1.00 $1.10 10.47% Interest Income
1981-08-03 1981-08-31 Completed 100% $2.76 $2.58 -6.85% Signal
1981-07-10 1981-08-03 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1980-07-22 1981-07-10 Completed 100% $2.55 $2.76 8.17% Stop
1980-03-12 1980-07-22 Interest (CASH) 100% $1.00 $1.03 2.76% Interest Income
1980-02-06 1980-03-12 Completed 100% $2.47 $2.20 -11.23% Signal
1979-09-14 1980-02-06 Interest (CASH) 100% $1.00 $1.03 3.04% Interest Income
1979-08-09 1979-09-14 Completed 100% $2.59 $2.44 -5.60% Stop
1979-04-23 1979-08-09 Interest (CASH) 100% $1.00 $1.02 2.30% Interest Income
1979-01-25 1979-04-23 Completed 100% $2.73 $2.51 -7.96% Signal
1979-01-03 1979-01-25 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1978-11-21 1979-01-03 Completed 100% $2.50 $2.60 3.70% Signal
1978-10-30 1978-11-21 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1978-05-31 1978-10-30 Completed 100% $2.45 $2.37 -3.43% Stop
1978-01-24 1978-05-31 Interest (CASH) 100% $1.00 $1.03 2.67% Interest Income
1977-11-14 1978-01-24 Completed 100% $2.38 $2.23 -6.54% Stop
1977-08-19 1977-11-14 Interest (CASH) 100% $1.00 $1.02 1.81% Interest Income
1977-03-07 1977-08-19 Completed 100% $2.31 $2.31 -0.29% Signal
1976-12-13 1977-03-07 Interest (CASH) 100% $1.00 $1.02 1.75% Interest Income
1976-11-23 1976-12-13 Completed 100% $2.53 $2.40 -5.29% Stop
1976-10-20 1976-11-23 Interest (CASH) 100% $1.00 $1.01 0.69% Interest Income
1975-01-28 1976-10-20 Completed 100% $1.66 $2.43 45.94% Signal
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
1974-02-05 1974-06-04 Interest (CASH) 100% $1.00 $1.02 2.48% Interest Income
1973-11-29 1974-02-05 Completed 100% $2.01 $1.67 -16.89% Stop
1973-11-06 1973-11-29 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1973-09-24 1973-11-06 Completed 100% $2.00 $1.97 -1.53% Stop
1973-04-02 1973-09-24 Interest (CASH) 100% $1.00 $1.04 3.69% Interest Income
1972-03-13 1973-04-02 Completed 100% $1.50 $1.86 23.77% Signal
1972-03-09 1972-03-13 Interest (CASH) 100% $1.00 $1.00 0.03% Interest Income