COF
Capital One Financial Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for COF (Capital One Financial Corp) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -55.9% (compared to the benchmark's drawdown of -90.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.8%, compared to a Buy-and-Hold benchmark return of 10.9%. The strategy executed 60 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.
📊 Mathematical Model
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
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Investment Objective
🛡️ Long-Term Investing Active
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
COF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -8.90% | -2.61% | 1.14% | 6.50% | 8.93% | 13.65% | 4.83% | 10.91% |
| Sharpe Ratio | -0.36 | -0.08 | 0.05 | 0.18 | 0.38 | 0.34 | 0.20 | 0.22 |
| Max Drawdown | -27.33% | -31.47% | -29.42% | -50.38% | -34.67% | -60.25% | -55.86% | -90.17% |
| % Time Invested | 57.1% | 100.0% | 53.1% | 100.0% | 58.7% | 100.0% | 54.9% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.0 | 0.0 | 1.7 | 0.0 | 2.0 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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. Upgrade to Pro to Unlock | ||||||||
| 2026-02-18 | 2026-03-13 | Completed | 100% | $205.65 | $178.00 | -13.49% | Stop | |
| 2026-01-26 | 2026-02-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-30 | 2026-01-26 | Completed | 100% | $177.02 | $216.11 | 22.02% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-31 | 2025-04-07 | Completed | 100% | $168.48 | $142.38 | -15.53% | Stop | |
| 2025-03-07 | 2025-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-03-07 | Completed | 100% | $138.70 | $171.91 | 23.88% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-12-11 | 2024-08-06 | Completed | 100% | $113.44 | $127.68 | 12.50% | Stop | |
| 2023-10-12 | 2023-12-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.88% | Interest Income | |
| 2023-09-29 | 2023-10-12 | Completed | 100% | $93.59 | $93.61 | -0.03% | Signal | |
| 2023-09-07 | 2023-09-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-06-27 | 2023-09-07 | Completed | 100% | $101.20 | $96.40 | -4.79% | Stop | |
| 2023-04-20 | 2023-06-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.95% | Interest Income | |
| 2023-04-05 | 2023-04-20 | Completed | 100% | $90.47 | $92.46 | 2.15% | Signal | |
| 2023-03-14 | 2023-04-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2023-03-02 | 2023-03-14 | Completed | 100% | $100.96 | $91.72 | -9.19% | Stop | |
| 2021-12-23 | 2023-03-02 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.83% | Interest Income | |
| 2021-11-22 | 2021-12-23 | Completed | 100% | $141.48 | $134.00 | -5.34% | Signal | |
| 2021-10-29 | 2021-11-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-10-21 | 2021-10-29 | Completed | 100% | $69.65 | $140.45 | 101.55% | Stop | |
| 2020-02-28 | 2020-10-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-09-18 | 2020-02-28 | Completed | 100% | $83.27 | $77.11 | -7.44% | Stop | |
| 2019-08-26 | 2019-09-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-05-23 | 2019-08-26 | Completed | 100% | $80.21 | $74.45 | -7.23% | Stop | |
| 2018-10-24 | 2019-05-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.37% | Interest Income | |
| 2018-07-30 | 2018-10-24 | Completed | 100% | $82.33 | $77.42 | -6.01% | Stop | |
| 2018-07-06 | 2018-07-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2018-03-07 | 2018-07-06 | Completed | 100% | $83.90 | $80.69 | -3.87% | Signal | |
| 2018-02-12 | 2018-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-10-03 | 2018-02-12 | Completed | 100% | $73.88 | $80.82 | 9.33% | Stop | |
| 2017-06-12 | 2017-10-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2017-04-20 | 2017-06-12 | Completed | 100% | $70.11 | $68.59 | -2.22% | Signal | |
| 2017-03-28 | 2017-04-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-07-15 | 2017-03-28 | Completed | 100% | $57.90 | $69.84 | 20.57% | Stop | |
| 2015-09-21 | 2016-07-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2015-09-17 | 2015-09-21 | Completed | 100% | $63.67 | $61.13 | -4.03% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-19 | 2015-08-25 | Completed | 100% | $66.44 | $62.43 | -6.08% | Stop | |
| 2015-07-28 | 2015-08-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-04-17 | 2015-07-28 | Completed | 100% | $67.22 | $64.96 | -3.40% | Stop | |
| 2015-02-06 | 2015-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-05-31 | 2015-02-06 | Completed | 100% | $49.21 | $62.26 | 26.44% | Signal | |
| 2013-03-18 | 2013-05-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-03-14 | 2013-03-18 | Completed | 100% | $43.25 | $43.02 | -0.58% | Signal | |
| 2013-02-20 | 2013-03-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-06-26 | 2013-02-20 | Completed | 100% | $41.15 | $41.22 | 0.11% | Stop | |
| 2012-06-04 | 2012-06-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-02-27 | 2012-06-04 | Completed | 100% | $38.57 | $38.19 | -1.03% | Stop | |
| 2011-08-04 | 2012-02-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-07-11 | 2011-08-04 | Completed | 100% | $41.39 | $35.48 | -14.33% | Stop | |
| 2011-06-16 | 2011-07-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-01-18 | 2011-06-16 | Completed | 100% | $38.36 | $37.48 | -2.33% | Stop | |
| 2010-08-20 | 2011-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2010-06-18 | 2010-08-20 | Completed | 100% | $33.14 | $29.21 | -11.89% | Stop | |
| 2010-05-26 | 2010-06-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-02-18 | 2010-05-26 | Completed | 100% | $28.52 | $32.21 | 12.89% | Stop | |
| 2010-01-26 | 2010-02-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-10-27 | 2010-01-26 | Completed | 100% | $30.73 | $27.98 | -9.00% | Stop | |
| 2009-10-05 | 2009-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-07-20 | 2009-10-05 | Completed | 100% | $20.67 | $26.88 | 29.97% | Stop | |
| 2007-08-06 | 2009-07-20 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.02% | Interest Income | |
| 2007-07-02 | 2007-08-06 | Completed | 100% | $57.76 | $49.28 | -14.72% | Stop | |
| 2007-04-12 | 2007-07-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.06% | Interest Income | |
| 2007-03-02 | 2007-04-12 | Completed | 100% | $55.80 | $53.55 | -4.08% | Signal | |
| 2006-07-25 | 2007-03-02 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.00% | Interest Income | |
| 2005-11-04 | 2006-07-25 | Completed | 100% | $55.36 | $56.25 | 1.56% | Stop | |
| 2005-10-13 | 2005-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2005-07-14 | 2005-10-13 | Completed | 100% | $60.65 | $52.63 | -13.26% | Stop | |
| 2005-04-22 | 2005-07-14 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 2004-05-24 | 2005-04-22 | Completed | 100% | $49.05 | $51.83 | 5.61% | Stop | |
| 2004-04-30 | 2004-05-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-08-11 | 2004-04-30 | Completed | 100% | $34.66 | $48.05 | 38.59% | Stop | |
| 2003-07-18 | 2003-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-05-02 | 2003-07-18 | Completed | 100% | $30.00 | $35.42 | 18.01% | Stop | |
| 2002-07-12 | 2003-05-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.10% | Interest Income | |
| 2002-07-09 | 2002-07-12 | Completed | 100% | $41.58 | $36.67 | -11.85% | Stop | |
| 2002-06-14 | 2002-07-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-03-06 | 2002-06-14 | Completed | 100% | $40.30 | $39.12 | -2.96% | Stop | |
| 2001-12-17 | 2002-03-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2001-11-12 | 2001-12-17 | Completed | 100% | $36.53 | $34.61 | -5.30% | Stop | |
| 2001-08-29 | 2001-11-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2001-07-12 | 2001-08-29 | Completed | 100% | $44.12 | $41.36 | -6.29% | Stop | |
| 2001-06-19 | 2001-07-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2001-06-01 | 2001-06-19 | Completed | 100% | $47.40 | $43.44 | -8.40% | Stop | |
| 2001-03-29 | 2001-06-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2001-03-16 | 2001-03-29 | Completed | 100% | $38.97 | $39.28 | 0.74% | Signal | |
| 2001-02-22 | 2001-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2000-11-17 | 2001-02-22 | Completed | 100% | $38.77 | $40.21 | 3.66% | Stop | |
| 2000-10-26 | 2000-11-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-07-18 | 2000-10-26 | Completed | 100% | $36.49 | $42.00 | 15.02% | Stop | |
| 2000-06-23 | 2000-07-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2000-05-08 | 2000-06-23 | Completed | 100% | $28.40 | $31.95 | 12.44% | Stop | |
| 2000-03-21 | 2000-05-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 2000-03-17 | 2000-03-21 | Completed | 100% | $33.73 | $30.00 | -11.10% | Stop | |
| 2000-01-12 | 2000-03-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.99% | Interest Income | |
| 2000-01-03 | 2000-01-12 | Completed | 100% | $34.56 | $31.24 | -9.66% | Signal | |
| 1999-08-30 | 2000-01-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.73% | Interest Income | |
| 1999-08-09 | 1999-08-30 | Completed | 100% | $29.58 | $28.53 | -3.62% | Stop | |
| 1999-07-16 | 1999-08-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1999-06-17 | 1999-07-16 | Completed | 100% | $38.01 | $35.14 | -7.59% | Stop | |
| 1999-05-25 | 1999-06-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1999-03-04 | 1999-05-25 | Completed | 100% | $31.09 | $35.38 | 13.73% | Stop | |
| 1999-02-09 | 1999-03-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1998-12-23 | 1999-02-09 | Completed | 100% | $28.95 | $27.18 | -6.17% | Stop | |
| 1998-11-06 | 1998-12-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 1998-10-26 | 1998-11-06 | Completed | 100% | $22.92 | $25.23 | 10.03% | Signal | |
| 1998-10-02 | 1998-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1998-09-24 | 1998-10-02 | Completed | 100% | $27.25 | $21.41 | -21.44% | Stop | |
| 1998-09-01 | 1998-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1998-08-27 | 1998-09-01 | Completed | 100% | $27.84 | $21.34 | -23.39% | Stop | |
| 1998-08-05 | 1998-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1998-05-20 | 1998-08-05 | Completed | 100% | $24.14 | $26.59 | 10.07% | Stop | |
| 1998-04-28 | 1998-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-09-02 | 1998-04-28 | Completed | 100% | $9.19 | $22.16 | 140.99% | Stop | |
| 1997-05-22 | 1997-09-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.41% | Interest Income | |
| 1997-04-11 | 1997-05-22 | Completed | 100% | $8.13 | $7.79 | -4.20% | Stop | |
| 1997-03-19 | 1997-04-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-01-29 | 1997-03-19 | Completed | 100% | $9.53 | $8.72 | -8.53% | Stop | |
| 1997-01-27 | 1997-01-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |