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COF

Capital One Financial Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for COF (Capital One Financial Corp) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -48.5% (compared to the benchmark's drawdown of -90.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.7%, compared to a Buy-and-Hold benchmark return of 10.9%. The strategy executed 182 total trades.

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

🛡️ COF Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-48.5% (vs -90.2% B&H)
+41.7% shallower drawdown
Drawdown Shield
41.7% Cut
Protected capital vs -90.2% B&H
Capital Sheltered from Risk
40.6% 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.

📊 COF Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-23.69%-31.47%-36.47%-49.10%-39.06%-60.25%-48.47%-90.17%
Sharpe Ratio-0.72-0.19-0.070.210.290.330.240.22
Sortino Ratio-0.78-0.23-0.080.300.350.420.270.27
CAGR-14.46%-5.87%-1.56%7.77%6.09%13.03%5.71%10.95%
% Time Invested64.4%100.0%58.0%100.0%60.8%100.0%59.4%100.0%
Trades / Year5.00.06.40.05.10.06.10.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of COF under the Excess Return MMA strategy (Investing) versus Buy & Hold. The strategy produced a 5.7% CAGR with a -48.5% Max Drawdown across 182 trade signals (compared to Buy & Hold's 10.9% CAGR and -90.2% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for COF under Excess Return MMA strategy in Investing context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for COF under Excess Return MMA (Investing). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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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
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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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2026-06-04 2026-06-29 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
2026-03-18 2026-06-04 Completed 33.33% $180.62 $179.16 -0.86% Stop
2026-03-10 2026-05-14 Completed 33.33% $185.55 $181.74 -2.10% Signal
2026-03-10 2026-03-27 Completed 33.33% $185.55 $178.30 -3.95% Signal
2026-02-24 2026-03-18 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2026-02-13 2026-03-10 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2026-02-13 2026-03-10 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2026-02-09 2026-02-24 Completed 33.33% $218.90 $188.26 -14.04% Stop
2025-06-30 2026-02-13 Completed 33.33% $208.78 $203.82 -2.43% Stop
2025-04-30 2026-02-13 Completed 33.33% $176.40 $203.82 15.49% Stop
2026-01-15 2026-02-09 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2025-12-11 2026-01-15 Completed 33.33% $234.73 $232.48 -1.01% Stop
2025-11-18 2025-12-11 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
2025-04-30 2025-11-18 Completed 33.33% $176.40 $197.48 11.90% Stop
2025-05-16 2025-06-30 Interest (CASH) 33.33% $1.00 $1.00 0.50% Interest Income
2025-04-30 2025-05-16 Completed 33.33% $176.40 $193.22 9.48% Signal
2025-04-07 2025-04-30 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-04-07 2025-04-30 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-04-07 2025-04-30 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-04-01 2025-04-07 Completed 33.33% $173.44 $141.88 -18.24% Stop
2025-04-01 2025-04-07 Completed 33.33% $173.44 $141.88 -18.24% Stop
2025-03-27 2025-04-07 Completed 33.33% $174.28 $141.88 -18.63% Stop
2025-03-10 2025-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-03-10 2025-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-03-05 2025-03-27 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2024-09-27 2025-03-10 Completed 33.33% $144.73 $164.45 13.57% Stop
2023-10-19 2025-03-10 Completed 33.33% $90.22 $164.45 82.17% Stop
2024-08-28 2025-03-05 Completed 33.33% $138.21 $181.08 30.95% Stop
2024-08-12 2024-09-27 Interest (CASH) 33.33% $1.00 $1.01 0.65% Interest Income
2024-08-06 2024-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2023-12-18 2024-08-12 Completed 33.33% $124.90 $130.61 4.52% Signal
2023-12-18 2024-08-06 Completed 33.33% $124.90 $127.23 1.82% Stop
2023-11-07 2023-12-18 Interest (CASH) 33.33% $1.00 $1.01 0.60% Interest Income
2022-12-20 2023-12-18 Interest (CASH) 33.33% $1.00 $1.05 5.18% Interest Income
2023-10-19 2023-11-07 Completed 33.33% $90.22 $100.08 10.87% Signal
2023-09-27 2023-10-19 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2023-09-27 2023-10-19 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2023-07-12 2023-09-27 Completed 33.33% $108.44 $93.09 -14.20% Stop
2023-07-10 2023-09-27 Completed 33.33% $102.46 $93.09 -9.19% Stop
2022-03-31 2023-07-12 Interest (CASH) 33.33% $1.00 $1.05 4.63% Interest Income
2023-05-16 2023-07-10 Interest (CASH) 33.33% $1.00 $1.01 0.75% Interest Income
2023-04-04 2023-05-16 Completed 33.33% $91.90 $89.26 -2.92% Signal
2023-03-13 2023-04-04 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2023-02-08 2023-03-13 Completed 33.33% $111.77 $89.29 -20.15% Stop
2021-11-29 2023-02-08 Interest (CASH) 33.33% $1.00 $1.03 2.55% Interest Income
2022-12-12 2022-12-20 Completed 33.33% $89.08 $82.36 -7.59% Signal
2022-11-17 2022-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2022-10-07 2022-11-17 Completed 33.33% $88.89 $93.54 5.18% Stop
2022-09-15 2022-10-07 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2022-07-07 2022-09-15 Completed 33.33% $100.23 $94.16 -6.10% Stop
2022-06-13 2022-07-07 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2022-05-20 2022-06-13 Completed 33.33% $106.77 $101.12 -5.34% Stop
2022-04-28 2022-05-20 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2022-03-29 2022-04-28 Completed 33.33% $125.76 $116.05 -7.76% Stop
2022-03-29 2022-03-31 Completed 33.33% $125.76 $123.57 -1.79% Signal
2022-03-07 2022-03-29 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2022-03-07 2022-03-29 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2022-02-23 2022-03-07 Completed 33.33% $141.95 $122.25 -13.92% Stop
2021-12-21 2022-03-07 Completed 33.33% $129.03 $122.25 -5.30% Stop
2022-01-31 2022-02-23 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2021-11-22 2022-01-31 Completed 33.33% $140.98 $129.92 -7.89% Stop
2021-11-29 2021-12-21 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-11-13 2021-11-29 Completed 33.33% $76.24 $139.02 82.25% Stop
2020-07-27 2021-11-29 Completed 33.33% $58.10 $139.02 139.18% Stop
2021-10-29 2021-11-22 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-10-01 2021-10-29 Completed 33.33% $148.91 $139.96 -6.06% Stop
2021-09-09 2021-10-01 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-04-30 2021-09-09 Completed 33.33% $134.30 $141.79 5.52% Stop
2019-07-11 2021-04-30 Interest (CASH) 33.33% $1.00 $1.01 1.23% Interest Income
2020-04-29 2020-11-13 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2020-04-02 2020-07-27 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2020-04-27 2020-04-29 Completed 33.33% $50.91 $62.32 22.34% Signal
2020-04-02 2020-04-27 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-24 2020-04-02 Completed 33.33% $41.59 $39.16 -5.88% Stop
2020-03-24 2020-04-02 Completed 33.33% $41.59 $39.16 -5.88% Stop
2020-03-02 2020-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-03-02 2020-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2019-11-18 2020-03-02 Completed 33.33% $86.87 $79.27 -8.80% Stop
2019-08-09 2020-03-02 Completed 33.33% $78.47 $79.27 0.97% Stop
2019-10-17 2019-11-18 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2019-04-30 2019-10-17 Completed 33.33% $81.87 $80.40 -1.85% Signal
2018-10-19 2019-08-09 Interest (CASH) 33.33% $1.00 $1.02 1.87% Interest Income
2019-01-10 2019-07-11 Completed 33.33% $70.06 $80.11 14.29% Signal
2018-11-19 2019-04-30 Interest (CASH) 33.33% $1.00 $1.01 1.04% Interest Income
2018-12-17 2019-01-10 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-11-15 2018-12-17 Completed 33.33% $77.27 $68.58 -11.30% Stop
2018-08-20 2018-11-19 Completed 33.33% $86.31 $76.99 -10.84% Signal
2018-10-24 2018-11-15 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-05-29 2018-10-24 Completed 33.33% $81.16 $77.15 -4.99% Stop
2017-12-13 2018-10-19 Completed 33.33% $82.84 $78.81 -4.91% Signal
2018-05-31 2018-08-20 Interest (CASH) 33.33% $1.00 $1.00 0.44% Interest Income
2017-09-25 2018-05-31 Completed 33.33% $70.16 $80.79 15.09% Signal
2018-05-04 2018-05-29 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2018-03-06 2018-05-04 Completed 33.33% $85.12 $75.50 -11.35% Stop
2018-02-09 2018-03-06 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2017-04-18 2018-02-09 Completed 33.33% $70.05 $79.81 13.87% Stop
2017-09-25 2017-12-13 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2017-06-12 2017-09-25 Completed 33.33% $68.35 $70.16 2.60% Signal
2017-05-18 2017-09-25 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2017-05-18 2017-06-12 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2016-10-06 2017-05-18 Completed 33.33% $61.86 $66.91 8.12% Stop
2016-07-15 2017-05-18 Completed 33.33% $57.69 $66.91 15.92% Stop
2017-03-24 2017-04-18 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2016-07-15 2017-03-24 Completed 33.33% $57.69 $71.27 23.48% Stop
2016-08-23 2016-10-06 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2016-07-21 2016-08-23 Completed 33.33% $56.32 $57.91 2.78% Signal
2016-06-28 2016-07-21 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-04-06 2016-07-15 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2015-12-18 2016-07-15 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2016-05-18 2016-06-28 Completed 33.33% $57.48 $49.48 -13.96% Stop
2015-10-01 2016-05-18 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2016-01-28 2016-04-06 Completed 33.33% $52.62 $56.47 7.25% Signal
2016-01-05 2016-01-28 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-09-17 2016-01-05 Completed 33.33% $63.44 $57.28 -9.77% Stop
2015-09-17 2015-12-18 Completed 33.33% $63.44 $60.98 -3.93% Signal
2015-09-17 2015-10-01 Completed 33.33% $63.44 $59.62 -6.08% Signal
2015-08-25 2015-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-08-25 2015-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-08-25 2015-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-08-18 2015-08-25 Completed 33.33% $66.99 $62.21 -7.18% Stop
2015-06-24 2015-08-25 Completed 33.33% $72.95 $62.21 -14.76% Stop
2015-04-17 2015-08-25 Completed 33.33% $66.98 $62.21 -7.17% Stop
2015-07-27 2015-08-18 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-02-25 2015-07-27 Completed 33.33% $65.18 $63.75 -2.24% Stop
2015-06-02 2015-06-24 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-03-20 2015-06-02 Completed 33.33% $42.43 $68.16 60.57% Signal
2015-02-06 2015-04-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-02-02 2015-02-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-02-04 2015-02-06 Completed 33.33% $61.32 $62.04 1.12% Signal
2014-12-31 2015-02-04 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-03-03 2015-02-02 Completed 33.33% $58.18 $59.67 2.50% Stop
2013-06-06 2014-12-31 Completed 33.33% $47.51 $67.87 42.80% Signal
2014-02-06 2014-03-03 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-03-13 2014-02-06 Completed 33.33% $42.94 $54.96 27.93% Stop
2013-02-26 2013-06-06 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2013-02-26 2013-03-20 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-02-19 2013-03-13 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-03-22 2013-02-26 Completed 33.33% $42.93 $40.31 -6.14% Stop
2012-01-18 2013-02-26 Completed 33.33% $38.09 $40.31 5.77% Stop
2012-06-13 2013-02-19 Completed 33.33% $41.35 $42.44 2.58% Stop
2012-05-21 2012-06-13 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-12-15 2012-05-21 Completed 33.33% $35.17 $38.53 9.51% Stop
2011-11-22 2012-03-22 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2011-08-03 2012-01-18 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-11-22 2011-12-15 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-10-26 2011-11-22 Completed 33.33% $34.59 $32.00 -7.55% Signal
2011-10-17 2011-11-22 Completed 33.33% $32.67 $32.00 -2.11% Stop
2011-10-04 2011-10-26 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-09-23 2011-10-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-25 2011-10-04 Completed 33.33% $34.79 $29.09 -16.42% Stop
2011-08-23 2011-09-23 Completed 33.33% $32.44 $31.58 -2.72% Stop
2011-08-03 2011-08-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-01 2011-08-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-02-08 2011-08-03 Completed 33.33% $38.66 $35.34 -8.64% Stop
2011-01-07 2011-08-03 Completed 33.33% $35.52 $35.34 -0.57% Stop
2011-07-06 2011-08-01 Completed 33.33% $41.19 $37.58 -8.82% Stop
2011-06-13 2011-07-06 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2010-09-07 2011-06-13 Completed 33.33% $31.35 $38.88 23.98% Stop
2010-11-30 2011-02-08 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2010-08-26 2011-01-07 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2010-09-20 2010-11-30 Completed 33.33% $30.27 $29.11 -3.89% Signal
2010-08-26 2010-09-20 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-08-13 2010-09-07 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-07-01 2010-08-26 Completed 33.33% $31.28 $29.30 -6.39% Stop
2010-07-01 2010-08-26 Completed 33.33% $31.28 $29.30 -6.39% Stop
2010-06-01 2010-08-13 Completed 33.33% $31.63 $30.03 -5.12% Stop
2010-06-09 2010-07-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-06-09 2010-07-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-02-19 2010-06-09 Completed 33.33% $28.93 $30.57 5.60% Stop
2010-02-19 2010-06-09 Completed 33.33% $28.93 $30.57 5.60% Stop
2010-05-07 2010-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-04-09 2010-05-07 Completed 33.33% $34.23 $33.46 -2.29% Stop
2006-12-27 2010-04-09 Interest (CASH) 33.33% $1.00 $1.06 6.15% Interest Income
2010-01-27 2010-02-19 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-01-27 2010-02-19 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-08-20 2010-01-27 Completed 33.33% $26.66 $27.37 2.61% Stop
2009-07-16 2010-01-27 Completed 33.33% $19.60 $27.37 39.62% Stop
2006-08-11 2009-08-20 Interest (CASH) 33.33% $1.00 $1.08 8.07% Interest Income
2009-06-23 2009-07-16 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-05-20 2009-06-23 Completed 33.33% $19.53 $15.89 -18.65% Stop
2008-11-10 2009-05-20 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2008-11-05 2008-11-10 Completed 33.33% $30.90 $26.82 -13.24% Stop
2008-07-16 2008-11-05 Interest (CASH) 33.33% $1.00 $1.00 0.38% Interest Income
2008-06-25 2008-07-16 Completed 33.33% $30.34 $25.45 -16.13% Stop
2008-06-03 2008-06-25 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2008-05-02 2008-06-03 Completed 33.33% $41.59 $34.75 -16.49% Stop
2007-03-20 2008-05-02 Interest (CASH) 33.33% $1.00 $1.04 4.02% Interest Income
2007-01-31 2007-03-20 Completed 33.33% $57.91 $54.90 -5.24% Signal
2006-05-25 2007-01-31 Interest (CASH) 33.33% $1.00 $1.03 3.38% Interest Income
2006-08-15 2006-12-27 Completed 33.33% $53.32 $56.62 6.15% Signal
2006-07-24 2006-08-15 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2005-11-15 2006-08-11 Completed 33.33% $58.70 $53.39 -9.09% Stop
2005-11-02 2006-07-24 Completed 33.33% $54.69 $56.34 2.96% Stop
2006-01-20 2006-05-25 Completed 33.33% $62.32 $59.75 -4.17% Signal
2005-12-01 2006-01-20 Interest (CASH) 33.33% $1.00 $1.01 0.53% Interest Income
2005-07-14 2005-12-01 Completed 33.33% $60.43 $60.29 -0.29% Signal
2005-08-15 2005-11-15 Interest (CASH) 33.33% $1.00 $1.01 0.93% Interest Income
2005-10-11 2005-11-02 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
2005-04-21 2005-10-11 Completed 33.33% $52.34 $54.11 3.34% Stop
2004-06-03 2005-08-15 Completed 33.33% $49.94 $60.19 20.46% Signal
2005-04-21 2005-07-14 Interest (CASH) 33.33% $1.00 $1.01 0.68% Interest Income
2005-03-30 2005-04-21 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2004-10-07 2005-04-21 Completed 33.33% $53.93 $52.34 -3.00% Signal
2004-05-19 2005-03-30 Completed 33.33% $47.99 $53.48 11.39% Stop
2004-07-16 2004-10-07 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2004-06-03 2004-07-16 Completed 33.33% $49.94 $48.04 -3.87% Signal
2004-05-11 2004-06-03 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2004-05-11 2004-06-03 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2004-04-27 2004-05-19 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2003-08-11 2004-05-11 Completed 33.33% $34.53 $45.09 30.49% Stop
2003-08-11 2004-05-11 Completed 33.33% $34.53 $45.09 30.49% Stop
2004-01-09 2004-04-27 Completed 33.33% $46.72 $49.08 4.98% Stop
2003-12-16 2004-01-09 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2003-08-27 2003-12-16 Completed 33.33% $38.09 $40.07 5.15% Stop
2002-06-14 2003-08-27 Interest (CASH) 33.33% $1.00 $1.02 1.55% Interest Income
2003-07-18 2003-08-11 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2003-07-18 2003-08-11 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2003-06-02 2003-07-18 Completed 33.33% $35.37 $35.29 -0.25% Stop
2003-04-08 2003-07-18 Completed 33.33% $24.30 $35.29 45.16% Stop
2002-09-24 2003-06-02 Interest (CASH) 33.33% $1.00 $1.01 0.85% Interest Income
2003-02-18 2003-04-08 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2003-02-03 2003-02-18 Completed 33.33% $22.38 $22.00 -1.77% Signal
2002-08-23 2003-02-03 Interest (CASH) 33.33% $1.00 $1.01 0.62% Interest Income
2002-08-09 2002-09-24 Completed 33.33% $19.73 $24.96 26.43% Stop
2002-08-09 2002-08-23 Completed 33.33% $19.73 $26.61 34.79% Signal
2002-07-18 2002-08-09 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-07-18 2002-08-09 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-07-10 2002-07-18 Completed 33.33% $40.31 $21.87 -45.78% Stop
2002-07-10 2002-07-18 Completed 33.33% $40.31 $21.87 -45.78% Stop
2002-06-17 2002-07-10 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-06-17 2002-07-10 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-03-06 2002-06-17 Completed 33.33% $40.15 $40.93 1.88% Stop
2002-02-01 2002-06-17 Completed 33.33% $35.46 $40.93 15.36% Stop
2002-05-24 2002-06-14 Completed 33.33% $45.38 $38.99 -14.13% Stop
2002-05-02 2002-05-24 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-02-22 2002-05-02 Completed 33.33% $32.39 $42.64 31.59% Stop
2001-12-17 2002-03-06 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2002-01-30 2002-02-22 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2001-12-17 2002-02-01 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2002-01-10 2002-01-30 Completed 33.33% $38.91 $34.13 -12.32% Stop
2001-12-17 2002-01-10 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2001-11-12 2001-12-17 Completed 33.33% $36.40 $34.49 -5.30% Stop
2001-11-12 2001-12-17 Completed 33.33% $36.40 $34.49 -5.30% Stop
2001-11-07 2001-12-17 Completed 33.33% $33.77 $34.49 2.08% Stop
2001-08-31 2001-11-12 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2001-07-26 2001-11-12 Interest (CASH) 33.33% $1.00 $1.01 0.78% Interest Income
2001-10-16 2001-11-07 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2001-09-25 2001-10-16 Completed 33.33% $31.02 $30.70 -1.09% Stop
2001-08-27 2001-09-25 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2001-06-05 2001-08-31 Completed 33.33% $48.38 $39.67 -18.03% Stop
2001-07-10 2001-08-27 Completed 33.33% $42.78 $42.51 -0.68% Stop
2001-07-11 2001-07-26 Completed 33.33% $42.28 $44.68 5.63% Signal
2001-06-18 2001-07-11 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2001-06-15 2001-07-10 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2001-03-19 2001-06-18 Completed 33.33% $39.20 $43.07 9.82% Stop
2001-04-17 2001-06-15 Completed 33.33% $42.37 $42.35 -0.09% Stop
2001-01-31 2001-06-05 Interest (CASH) 33.33% $1.00 $1.01 1.44% Interest Income
2001-03-23 2001-04-17 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2001-03-13 2001-03-23 Completed 33.33% $38.46 $34.62 -10.03% Stop
2001-02-23 2001-03-19 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2001-02-16 2001-03-13 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2000-11-17 2001-02-23 Completed 33.33% $38.64 $39.32 1.71% Stop
2000-12-07 2001-02-16 Completed 33.33% $41.60 $43.78 5.20% Stop
2000-11-17 2001-01-31 Completed 33.33% $38.64 $46.26 19.66% Signal
2000-11-14 2000-12-07 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2000-10-26 2000-11-17 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2000-10-26 2000-11-17 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2000-11-03 2000-11-14 Completed 33.33% $45.16 $41.55 -8.04% Stop
2000-10-12 2000-11-03 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2000-08-02 2000-10-26 Completed 33.33% $41.25 $41.85 1.41% Stop
2000-05-30 2000-10-26 Completed 33.33% $32.60 $41.85 28.29% Stop
2000-07-17 2000-10-12 Completed 33.33% $36.36 $47.49 30.54% Stop
2000-03-21 2000-08-02 Interest (CASH) 33.33% $1.00 $1.02 2.16% Interest Income
2000-06-22 2000-07-17 Interest (CASH) 33.33% $1.00 $1.00 0.37% Interest Income
2000-05-10 2000-06-22 Completed 33.33% $30.05 $33.23 10.53% Stop
2000-03-17 2000-05-30 Interest (CASH) 33.33% $1.00 $1.01 1.15% Interest Income
2000-04-17 2000-05-10 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2000-03-16 2000-04-17 Completed 33.33% $30.25 $30.57 0.99% Stop
2000-03-17 2000-03-21 Completed 33.33% $33.61 $29.90 -11.10% Stop
2000-02-24 2000-03-17 Completed 33.33% $23.81 $33.61 41.09% Signal
1999-12-15 2000-03-17 Interest (CASH) 33.33% $1.00 $1.01 1.40% Interest Income
2000-02-23 2000-03-16 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2000-02-01 2000-02-24 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2000-02-17 2000-02-23 Completed 33.33% $27.03 $25.06 -7.33% Stop
2000-01-26 2000-02-17 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
1999-12-15 2000-02-01 Completed 33.33% $34.62 $29.70 -14.25% Stop
2000-01-11 2000-01-26 Completed 33.33% $32.02 $28.71 -10.38% Stop
1999-12-17 2000-01-11 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
1999-12-06 1999-12-17 Completed 33.33% $36.85 $33.27 -9.75% Stop
1999-11-09 1999-12-15 Completed 33.33% $36.29 $34.62 -4.68% Signal
1999-08-31 1999-12-15 Interest (CASH) 33.33% $1.00 $1.01 1.46% Interest Income
1999-11-11 1999-12-06 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1999-11-08 1999-11-11 Completed 33.33% $37.95 $32.90 -13.35% Stop
1999-10-18 1999-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1999-10-15 1999-11-08 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1999-09-23 1999-10-18 Completed 33.33% $28.70 $26.86 -6.43% Stop
1999-09-22 1999-10-15 Completed 33.33% $27.89 $27.18 -2.61% Stop
1999-08-31 1999-09-23 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1999-08-30 1999-09-22 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1999-08-09 1999-08-31 Completed 33.33% $29.48 $26.82 -9.07% Stop
1999-08-09 1999-08-31 Completed 33.33% $29.48 $26.82 -9.07% Stop
1999-08-09 1999-08-30 Completed 33.33% $29.48 $28.43 -3.62% Stop
1999-07-16 1999-08-09 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1999-07-16 1999-08-09 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1999-07-16 1999-08-09 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1999-06-17 1999-07-16 Completed 33.33% $37.88 $35.02 -7.59% Stop
1999-06-17 1999-07-16 Completed 33.33% $37.88 $35.02 -7.59% Stop
1999-06-17 1999-07-16 Completed 33.33% $37.88 $35.02 -7.59% Stop
1999-05-25 1999-06-17 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1999-05-25 1999-06-17 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1999-05-25 1999-06-17 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1999-05-13 1999-05-25 Completed 33.33% $41.45 $35.26 -14.99% Stop
1999-03-05 1999-05-25 Completed 33.33% $31.91 $35.26 10.45% Stop
1999-03-05 1999-05-25 Completed 33.33% $31.91 $35.26 10.45% Stop
1999-04-21 1999-05-13 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
1999-03-02 1999-04-21 Completed 33.33% $30.63 $36.49 19.09% Stop
1999-02-10 1999-03-05 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1999-02-10 1999-03-05 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1999-02-05 1999-03-02 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
1999-01-14 1999-02-10 Completed 33.33% $30.55 $26.39 -13.66% Stop
1998-10-26 1999-02-10 Completed 33.33% $22.84 $26.39 15.47% Stop
1998-12-07 1999-02-05 Completed 33.33% $25.91 $27.90 7.64% Stop
1998-11-03 1999-01-14 Interest (CASH) 33.33% $1.00 $1.01 0.86% Interest Income
1998-11-12 1998-12-07 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
1998-10-26 1998-11-12 Completed 33.33% $22.84 $23.05 0.87% Stop
1998-10-26 1998-11-03 Completed 33.33% $22.84 $23.57 3.14% Signal
1998-10-02 1998-10-26 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
1998-10-02 1998-10-26 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
1998-10-02 1998-10-26 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
1998-09-23 1998-10-02 Completed 33.33% $26.02 $21.34 -18.03% Stop
1998-09-23 1998-10-02 Completed 33.33% $26.02 $21.34 -18.03% Stop
1998-09-23 1998-10-02 Completed 33.33% $26.02 $21.34 -18.03% Stop
1998-08-31 1998-09-23 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1998-08-31 1998-09-23 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1998-08-31 1998-09-23 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1998-08-18 1998-08-31 Completed 33.33% $27.49 $24.89 -9.50% Stop
1997-10-16 1998-08-31 Completed 33.33% $11.48 $24.89 116.72% Stop
1997-09-10 1998-08-31 Completed 33.33% $9.14 $24.89 172.13% Stop
1998-07-27 1998-08-18 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1998-05-20 1998-07-27 Completed 33.33% $24.06 $26.61 10.56% Stop
1998-04-28 1998-05-20 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1997-11-20 1998-04-28 Completed 33.33% $11.07 $22.08 99.34% Stop
1997-10-29 1997-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-08-01 1997-10-29 Completed 33.33% $8.68 $10.83 24.64% Stop
1997-09-24 1997-10-16 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1997-08-07 1997-09-24 Completed 33.33% $8.91 $10.50 17.88% Signal
1997-05-23 1997-09-10 Interest (CASH) 33.33% $1.00 $1.02 1.51% Interest Income
1997-07-16 1997-08-07 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1997-07-10 1997-08-01 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1997-06-17 1997-07-16 Completed 33.33% $8.03 $8.02 -0.23% Stop
1997-06-12 1997-07-10 Completed 33.33% $7.88 $7.91 0.32% Stop
1997-05-23 1997-06-17 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1997-05-20 1997-06-12 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1997-04-25 1997-05-23 Completed 33.33% $8.13 $7.44 -8.54% Stop
1997-04-25 1997-05-23 Completed 33.33% $8.13 $7.44 -8.54% Stop
1997-04-10 1997-05-20 Completed 33.33% $8.16 $8.12 -0.56% Stop
1997-04-03 1997-04-25 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-04-03 1997-04-25 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-03-18 1997-04-10 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-01-29 1997-04-03 Completed 33.33% $9.50 $8.04 -15.35% Stop
1997-01-29 1997-04-03 Completed 33.33% $9.50 $8.04 -15.35% Stop
1997-01-29 1997-03-18 Completed 33.33% $9.50 $8.87 -6.67% Stop
1997-01-27 1997-01-29 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
1997-01-27 1997-01-29 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
1997-01-27 1997-01-29 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where COF ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

📊 View Full 40-Asset Backtest Matrix → 🛠️ Build Custom Portfolio with COF → ⚖️ Compare COF vs Non-Correlated Assets →