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DASHBOARDS: Portfolio Hub Market Pulse Performance

CB

Chubb Ltd
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for CB (Chubb Ltd) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -45.1% (compared to the benchmark's drawdown of -64.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.2%, compared to a Buy-and-Hold benchmark return of 15.0%. The strategy executed 105 total trades.

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

CB Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR26.43%33.99%11.84%18.03%8.80%12.85%11.18%14.98%
Sharpe Ratio1.461.550.650.820.520.510.570.45
Max Drawdown-9.36%-9.36%-23.39%-19.26%-23.39%-42.59%-45.08%-64.24%
% Time Invested100.0%100.0%97.8%100.0%94.8%100.0%90.3%100.0%
Trades / Year0.00.02.00.02.80.03.40.0

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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2025-07-10 2026-01-30 Interest (CASH) 33.33% $1.00 $1.02 2.22% Interest Income
2025-08-13 2025-12-03 Interest (CASH) 33.33% $1.00 $1.01 1.23% Interest Income
2025-05-01 2025-08-13 Completed 33.33% $280.00 $269.08 -3.95% Signal
2023-09-15 2025-07-10 Completed 33.33% $205.18 $277.81 35.33% Signal
2025-01-31 2025-05-01 Interest (CASH) 33.33% $1.00 $1.01 1.05% Interest Income
2025-01-13 2025-02-05 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2023-09-15 2025-01-31 Completed 33.33% $205.18 $269.55 31.31% Signal
2023-04-03 2025-01-13 Completed 33.33% $187.14 $253.76 35.53% Stop
2023-07-18 2023-09-15 Interest (CASH) 33.33% $1.00 $1.01 0.90% Interest Income
2023-04-24 2023-09-15 Interest (CASH) 33.33% $1.00 $1.02 2.12% Interest Income
2023-04-10 2023-07-18 Completed 33.33% $189.67 $185.05 -2.49% Signal
2023-04-10 2023-04-24 Completed 33.33% $189.67 $193.71 2.07% Signal
2023-03-16 2023-04-10 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2023-03-16 2023-04-10 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2023-03-10 2023-04-03 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2022-11-25 2023-03-16 Completed 33.33% $205.22 $178.13 -13.24% Stop
2022-11-16 2023-03-16 Completed 33.33% $197.35 $178.13 -9.78% Stop
2022-10-19 2023-03-10 Completed 33.33% $185.17 $190.19 2.66% Stop
2022-09-27 2022-11-25 Interest (CASH) 33.33% $1.00 $1.01 0.65% Interest Income
2022-07-22 2022-11-16 Interest (CASH) 33.33% $1.00 $1.01 1.07% Interest Income
2022-09-27 2022-10-19 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2022-07-14 2022-09-27 Completed 33.33% $176.19 $167.64 -4.90% Stop
2020-11-20 2022-09-27 Completed 33.33% $135.82 $167.64 23.36% Stop
2020-07-30 2022-07-22 Completed 33.33% $118.76 $175.15 47.41% Signal
2022-06-21 2022-07-14 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2021-06-01 2022-06-21 Completed 33.33% $159.63 $183.82 15.10% Stop
2020-10-20 2021-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2020-04-07 2020-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2020-10-08 2020-10-20 Completed 33.33% $110.21 $109.17 -0.99% Signal
2020-09-16 2020-10-08 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-07-07 2020-09-16 Completed 33.33% $116.77 $108.15 -7.42% Stop
2020-03-12 2020-07-30 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2020-06-12 2020-07-07 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-05-15 2020-06-12 Completed 33.33% $88.83 $115.36 29.81% Stop
2020-04-23 2020-05-15 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-24 2020-04-23 Completed 33.33% $89.88 $97.66 8.61% Stop
2020-04-01 2020-04-07 Completed 33.33% $96.41 $106.78 10.70% Signal
2020-03-10 2020-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-02 2020-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-02-26 2020-03-12 Completed 33.33% $142.90 $111.99 -21.67% Stop
2019-04-01 2020-03-10 Completed 33.33% $125.14 $125.59 0.31% Stop
2019-04-01 2020-03-02 Completed 33.33% $125.14 $131.07 4.68% Stop
2020-01-07 2020-02-26 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2019-03-22 2020-01-07 Completed 33.33% $120.46 $139.19 15.49% Signal
2018-12-18 2019-04-01 Interest (CASH) 33.33% $1.00 $1.01 0.67% Interest Income
2018-08-16 2019-04-01 Interest (CASH) 33.33% $1.00 $1.01 1.44% Interest Income
2018-12-07 2019-03-22 Interest (CASH) 33.33% $1.00 $1.01 0.68% Interest Income
2018-11-16 2018-12-18 Completed 33.33% $114.17 $112.90 -1.17% Signal
2018-09-27 2018-12-07 Completed 33.33% $117.75 $115.66 -1.82% Signal
2018-10-25 2018-11-16 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-04-18 2018-10-25 Completed 33.33% $118.77 $110.84 -6.73% Stop
2018-08-16 2018-09-27 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
2018-07-31 2018-08-16 Completed 33.33% $122.60 $116.54 -5.00% Stop
2018-07-31 2018-08-16 Completed 33.33% $122.60 $116.54 -5.00% Stop
2018-05-09 2018-07-31 Interest (CASH) 33.33% $1.00 $1.00 0.44% Interest Income
2018-03-19 2018-07-31 Interest (CASH) 33.33% $1.00 $1.01 0.69% Interest Income
2015-12-30 2018-05-09 Completed 33.33% $99.08 $116.10 17.12% Signal
2018-03-26 2018-04-18 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2015-09-17 2018-03-26 Completed 33.33% $83.60 $117.84 40.88% Stop
2016-12-14 2018-03-19 Completed 33.33% $112.49 $121.93 8.34% Signal
2016-11-17 2016-12-14 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2015-10-27 2016-11-17 Completed 33.33% $94.70 $105.77 11.63% Signal
2015-08-27 2015-12-30 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2015-05-13 2015-10-27 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-08-25 2015-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-09-11 2015-08-27 Completed 33.33% $36.48 $84.38 131.18% Signal
2015-07-22 2015-08-25 Completed 33.33% $87.07 $85.61 -1.72% Stop
2015-06-29 2015-07-22 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-31 2015-06-29 Completed 33.33% $48.07 $84.41 75.50% Stop
2014-05-07 2015-05-13 Completed 33.33% $81.37 $87.25 7.17% Signal
2014-04-14 2014-05-07 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2012-09-18 2014-04-14 Completed 33.33% $58.35 $79.43 36.07% Signal
2012-08-14 2012-09-18 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-11-22 2012-08-14 Completed 33.33% $49.61 $55.47 11.76% Signal
2011-09-13 2011-11-22 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2010-04-20 2011-09-13 Completed 33.33% $37.92 $46.16 21.66% Signal
2011-08-09 2011-08-31 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2010-05-05 2011-08-09 Completed 33.33% $37.32 $44.75 19.83% Stop
2009-11-20 2010-05-05 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2010-02-03 2010-04-20 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2009-06-16 2010-02-03 Completed 33.33% $31.27 $36.36 16.24% Signal
2009-10-02 2009-11-20 Completed 33.33% $38.05 $35.71 -6.19% Stop
2008-09-23 2009-10-02 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2008-01-03 2009-09-11 Interest (CASH) 33.33% $1.00 $1.02 1.51% Interest Income
2008-07-16 2009-06-16 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
2008-07-25 2008-09-23 Completed 33.33% $34.03 $41.63 22.26% Stop
2008-07-02 2008-07-25 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2008-06-20 2008-07-16 Completed 33.33% $40.25 $31.85 -20.92% Stop
2008-04-10 2008-07-02 Completed 33.33% $39.67 $38.37 -3.34% Stop
2008-03-06 2008-06-20 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
2008-03-18 2008-04-10 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2008-02-14 2008-03-18 Completed 33.33% $39.06 $37.95 -2.90% Stop
2007-12-21 2008-03-06 Completed 33.33% $42.38 $37.36 -11.90% Signal
2008-01-23 2008-02-14 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2007-08-28 2008-01-23 Completed 33.33% $39.75 $38.87 -2.25% Stop
2006-12-18 2008-01-03 Completed 33.33% $41.02 $42.11 2.62% Signal
2007-09-27 2007-12-21 Interest (CASH) 33.33% $1.00 $1.01 0.83% Interest Income
2007-06-13 2007-09-27 Completed 33.33% $42.19 $40.36 -4.40% Signal
2007-08-06 2007-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2007-04-09 2007-08-06 Completed 33.33% $38.85 $37.55 -3.40% Stop
2007-04-10 2007-06-13 Interest (CASH) 33.33% $1.00 $1.01 0.86% Interest Income
2006-10-03 2007-04-10 Completed 33.33% $36.40 $39.00 7.09% Signal
2007-03-15 2007-04-09 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2006-06-29 2007-03-15 Completed 33.33% $33.00 $36.40 10.26% Stop
2006-09-06 2006-12-18 Interest (CASH) 33.33% $1.00 $1.01 1.41% Interest Income
2006-05-08 2006-10-03 Interest (CASH) 33.33% $1.00 $1.02 2.00% Interest Income
2005-03-11 2006-09-06 Completed 33.33% $29.38 $35.76 21.66% Signal
2006-06-07 2006-06-29 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2005-04-26 2006-06-07 Completed 33.33% $26.00 $33.02 26.94% Stop
2005-07-20 2006-05-08 Completed 33.33% $30.34 $36.33 19.69% Signal
2005-06-10 2005-07-20 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2005-04-26 2005-06-10 Completed 33.33% $26.00 $29.26 12.48% Signal
2005-04-04 2005-04-26 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2005-04-04 2005-04-26 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2005-01-05 2005-04-04 Completed 33.33% $27.45 $26.17 -4.71% Stop
2004-11-08 2005-04-04 Completed 33.33% $25.35 $26.17 3.16% Stop
2004-10-18 2005-03-11 Interest (CASH) 33.33% $1.00 $1.01 0.91% Interest Income
2004-07-08 2005-01-05 Interest (CASH) 33.33% $1.00 $1.01 0.90% Interest Income
2004-10-15 2004-11-08 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2004-09-28 2004-10-18 Completed 33.33% $24.68 $22.62 -8.38% Stop
2004-06-16 2004-10-15 Completed 33.33% $26.95 $22.95 -14.86% Stop
2004-09-03 2004-09-28 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2003-03-24 2004-09-03 Completed 33.33% $18.72 $24.70 31.88% Stop
2003-11-17 2004-07-08 Completed 33.33% $21.73 $26.53 22.02% Signal
2004-05-21 2004-06-16 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2003-03-24 2004-05-21 Completed 33.33% $18.72 $25.60 36.70% Stop
2003-10-14 2003-11-17 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2003-03-24 2003-10-14 Completed 33.33% $18.72 $22.07 17.85% Signal
2003-01-27 2003-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2002-09-17 2003-03-24 Interest (CASH) 33.33% $1.00 $1.01 0.67% Interest Income
2002-09-04 2003-03-24 Interest (CASH) 33.33% $1.00 $1.01 0.73% Interest Income
2002-10-31 2003-01-27 Completed 33.33% $20.06 $17.46 -12.99% Stop
2002-08-06 2002-10-31 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2002-07-23 2002-09-17 Completed 33.33% $15.13 $20.80 37.37% Signal
2002-07-23 2002-09-04 Completed 33.33% $15.13 $18.71 23.56% Signal
2002-08-02 2002-08-06 Completed 33.33% $19.66 $19.11 -2.87% Stop
2002-06-24 2002-08-02 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2002-06-28 2002-07-23 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-06-28 2002-07-23 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-05-28 2002-06-28 Completed 33.33% $21.80 $18.74 -14.08% Stop
2002-05-24 2002-06-28 Completed 33.33% $21.71 $18.74 -13.72% Stop
2002-05-28 2002-06-24 Completed 33.33% $21.80 $20.27 -7.08% Signal
2002-05-03 2002-05-28 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-05-03 2002-05-28 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-05-02 2002-05-24 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-02-12 2002-05-03 Completed 33.33% $24.19 $22.38 -7.53% Stop
2001-12-14 2002-05-03 Completed 33.33% $22.73 $22.38 -1.59% Stop
2002-02-15 2002-05-02 Completed 33.33% $26.50 $23.32 -12.05% Stop
2002-01-24 2002-02-15 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2001-07-12 2002-02-12 Interest (CASH) 33.33% $1.00 $1.01 1.35% Interest Income
2001-10-10 2002-01-24 Completed 33.33% $21.92 $22.61 3.08% Stop
2001-09-18 2001-12-14 Interest (CASH) 33.33% $1.00 $1.01 0.50% Interest Income
2001-09-18 2001-10-10 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2001-08-09 2001-09-18 Completed 33.33% $21.48 $17.25 -19.70% Stop
2001-07-19 2001-09-18 Completed 33.33% $20.87 $17.25 -17.37% Stop
2001-07-18 2001-08-09 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2001-03-23 2001-07-19 Interest (CASH) 33.33% $1.00 $1.01 1.20% Interest Income
2001-04-11 2001-07-18 Completed 33.33% $20.42 $21.69 6.15% Stop
2001-04-17 2001-07-12 Completed 33.33% $19.26 $21.58 11.96% Signal
2001-03-23 2001-04-17 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2001-03-20 2001-04-11 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2001-01-30 2001-03-23 Completed 33.33% $23.39 $20.26 -13.44% Stop
2001-01-30 2001-03-23 Completed 33.33% $23.39 $20.26 -13.44% Stop
2001-01-11 2001-03-20 Completed 33.33% $21.61 $21.67 0.23% Stop
2001-01-05 2001-01-30 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2001-01-05 2001-01-30 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2000-12-18 2001-01-11 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2000-06-08 2001-01-05 Completed 33.33% $17.92 $22.21 23.91% Stop
2000-04-03 2001-01-05 Completed 33.33% $13.50 $22.21 64.41% Stop
2000-12-06 2000-12-18 Completed 33.33% $24.54 $23.34 -4.93% Stop
1999-07-19 2000-12-06 Interest (CASH) 33.33% $1.00 $1.08 8.02% Interest Income
1998-12-07 2000-06-08 Interest (CASH) 33.33% $1.00 $1.08 7.70% Interest Income
1999-07-29 2000-04-03 Interest (CASH) 33.33% $1.00 $1.04 3.58% Interest Income
1999-07-23 1999-07-29 Completed 33.33% $14.46 $13.40 -7.35% Signal
1999-06-30 1999-07-23 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1999-06-17 1999-07-19 Completed 33.33% $17.05 $15.11 -11.39% Stop
1999-05-19 1999-06-30 Completed 33.33% $18.82 $16.60 -11.83% Stop
1999-05-25 1999-06-17 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1999-05-07 1999-05-25 Completed 33.33% $17.81 $18.17 1.99% Stop
1998-09-15 1999-05-19 Interest (CASH) 33.33% $1.00 $1.03 2.99% Interest Income
1999-04-15 1999-05-07 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
1999-02-18 1999-04-15 Completed 33.33% $16.24 $16.47 1.35% Stop
1999-01-26 1999-02-18 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
1999-01-08 1999-01-26 Completed 33.33% $18.81 $16.74 -11.01% Stop
1998-12-15 1999-01-08 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
1998-12-04 1998-12-15 Completed 33.33% $18.42 $16.20 -12.10% Stop
1998-10-29 1998-12-07 Completed 33.33% $19.15 $18.10 -5.51% Signal
1998-11-11 1998-12-04 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
1998-10-29 1998-11-11 Completed 33.33% $19.15 $16.87 -11.91% Stop
1998-10-07 1998-10-29 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
1998-10-07 1998-10-29 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
1998-09-24 1998-10-07 Completed 33.33% $18.05 $15.58 -13.74% Stop
1998-08-28 1998-10-07 Completed 33.33% $17.76 $15.58 -12.35% Stop
1998-09-01 1998-09-24 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1998-08-28 1998-09-15 Completed 33.33% $17.76 $17.47 -1.67% Signal
1998-08-25 1998-09-01 Completed 33.33% $19.31 $16.32 -15.50% Stop
1998-08-06 1998-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1998-08-06 1998-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1998-08-03 1998-08-25 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1996-08-23 1998-08-06 Completed 33.33% $8.79 $20.13 128.86% Stop
1995-06-07 1998-08-06 Completed 33.33% $4.67 $20.13 331.12% Stop
1998-05-19 1998-08-03 Completed 33.33% $21.09 $21.14 0.18% Stop
1998-04-27 1998-05-19 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1996-08-07 1998-04-27 Completed 33.33% $8.35 $20.34 143.52% Stop
1996-08-01 1996-08-23 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1996-07-16 1996-08-07 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1995-06-07 1996-08-01 Completed 33.33% $4.67 $8.25 76.74% Signal
1996-05-31 1996-07-16 Completed 33.33% $9.15 $7.97 -12.96% Stop
1996-05-08 1996-05-31 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1995-09-11 1996-05-08 Completed 33.33% $6.15 $7.75 26.10% Stop
1995-06-05 1995-09-11 Interest (CASH) 33.33% $1.00 $1.01 1.46% Interest Income
1995-06-05 1995-06-07 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
1995-06-05 1995-06-07 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income