COP
Conoco Phillips
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for COP (Conoco Phillips) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -47.7% (compared to the benchmark's drawdown of -70.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.4%, compared to a Buy-and-Hold benchmark return of 11.8%. The strategy executed 66 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 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 Active
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
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
COP Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.24% | 29.96% | 11.65% | 20.22% | 6.66% | 15.00% | 7.40% | 11.75% |
| Sharpe Ratio | 0.44 | 0.89 | 0.46 | 0.57 | 0.29 | 0.37 | 0.31 | 0.34 |
| Max Drawdown | -13.93% | -22.28% | -35.21% | -36.30% | -47.69% | -70.66% | -47.70% | -70.66% |
| % Time Invested | 13.9% | 100.0% | 62.5% | 100.0% | 56.6% | 100.0% | 66.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 1.8 | 0.0 | 1.6 | 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 | ||||||||
| 2025-01-14 | 2025-02-10 | Completed | 100% | $98.42 | $94.83 | -3.69% | Signal | |
| 2024-12-18 | 2025-01-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-06-28 | 2024-12-18 | Completed | 100% | $108.32 | $93.30 | -13.91% | Stop | |
| 2024-06-05 | 2024-06-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-02-09 | 2024-06-05 | Completed | 100% | $105.56 | $105.18 | -0.41% | Stop | |
| 2024-01-18 | 2024-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-03-15 | 2024-01-18 | Completed | 100% | $87.41 | $99.41 | 13.67% | Stop | |
| 2023-02-21 | 2023-03-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2023-01-03 | 2023-02-21 | Completed | 100% | $104.11 | $93.32 | -10.41% | Stop | |
| 2022-12-08 | 2023-01-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-10-18 | 2022-12-08 | Completed | 100% | $105.75 | $104.56 | -1.17% | Stop | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-07-13 | 2022-09-26 | Completed | 100% | $71.48 | $87.26 | 22.01% | Stop | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-05-18 | 2022-06-17 | Completed | 100% | $92.77 | $87.40 | -5.83% | Stop | |
| 2022-04-26 | 2022-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2021-08-11 | 2022-04-26 | Completed | 100% | $47.53 | $79.31 | 66.77% | Stop | |
| 2021-07-20 | 2021-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-02-10 | 2021-07-20 | Completed | 100% | $38.82 | $44.76 | 15.25% | Stop | |
| 2020-12-01 | 2021-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-11-24 | 2020-12-01 | Completed | 100% | $36.26 | $33.65 | -7.26% | Stop | |
| 2020-08-21 | 2020-11-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-08-13 | 2020-08-21 | Completed | 100% | $33.44 | $31.40 | -6.15% | Stop | |
| 2019-10-03 | 2020-08-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2019-08-30 | 2019-10-03 | Completed | 100% | $41.10 | $41.44 | 0.77% | Stop | |
| 2019-08-08 | 2019-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-06-18 | 2019-08-08 | Completed | 100% | $46.42 | $42.22 | -9.09% | Stop | |
| 2019-05-24 | 2019-06-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2019-01-18 | 2019-05-24 | Completed | 100% | $52.33 | $46.88 | -10.46% | Stop | |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-16 | 2018-12-26 | Completed | 100% | $50.74 | $44.62 | -12.10% | Stop | |
| 2018-10-25 | 2018-11-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-03-07 | 2018-10-25 | Completed | 100% | $40.73 | $52.51 | 28.86% | Stop | |
| 2018-02-12 | 2018-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-05-18 | 2018-02-12 | Completed | 100% | $34.56 | $40.21 | 16.29% | Stop | |
| 2015-12-07 | 2017-05-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2015-10-08 | 2015-12-07 | Completed | 100% | $39.33 | $36.04 | -8.40% | Stop | |
| 2015-07-07 | 2015-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-01-08 | 2015-07-07 | Completed | 100% | $44.75 | $41.56 | -7.19% | Stop | |
| 2014-12-15 | 2015-01-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-10-27 | 2014-12-15 | Completed | 100% | $47.63 | $43.67 | -8.36% | Stop | |
| 2014-10-03 | 2014-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-03-03 | 2014-10-03 | Completed | 100% | $44.57 | $51.22 | 14.86% | Stop | |
| 2014-02-06 | 2014-03-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-29 | 2014-02-06 | Completed | 100% | $30.66 | $42.32 | 37.96% | Stop | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-11 | 2011-08-05 | Completed | 100% | $23.22 | $30.86 | 32.85% | Stop | |
| 2008-12-31 | 2010-06-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2008-12-08 | 2008-12-31 | Completed | 100% | $20.63 | $21.10 | 2.21% | Signal | |
| 2008-11-13 | 2008-12-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2008-10-29 | 2008-11-13 | Completed | 100% | $20.88 | $18.58 | -11.09% | Stop | |
| 2008-10-07 | 2008-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-10-02 | 2008-10-07 | Completed | 100% | $28.49 | $27.08 | -5.01% | Stop | |
| 2008-09-10 | 2008-10-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2008-08-18 | 2008-09-10 | Completed | 100% | $31.91 | $28.31 | -11.34% | Stop | |
| 2008-07-25 | 2008-08-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2008-04-15 | 2008-07-25 | Completed | 100% | $32.46 | $33.32 | 2.62% | Stop | |
| 2008-03-24 | 2008-04-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2008-02-12 | 2008-03-24 | Completed | 100% | $30.90 | $30.33 | -1.89% | Stop | |
| 2008-01-18 | 2008-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2007-12-20 | 2008-01-18 | Completed | 100% | $34.03 | $29.76 | -12.61% | Stop | |
| 2007-11-28 | 2007-12-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2007-08-29 | 2007-11-28 | Completed | 100% | $31.82 | $30.67 | -3.68% | Stop | |
| 2007-08-07 | 2007-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2007-02-06 | 2007-08-07 | Completed | 100% | $26.63 | $31.17 | 16.98% | Stop | |
| 2007-01-12 | 2007-02-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2006-10-04 | 2007-01-12 | Completed | 100% | $21.96 | $24.58 | 11.91% | Stop | |
| 2006-09-12 | 2006-10-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2006-06-14 | 2006-09-12 | Completed | 100% | $22.53 | $23.06 | 2.30% | Stop | |
| 2006-05-22 | 2006-06-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2005-11-07 | 2006-05-22 | Completed | 100% | $25.36 | $24.14 | -4.87% | Stop | |
| 2005-10-14 | 2005-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2003-12-10 | 2005-10-14 | Completed | 100% | $11.08 | $23.15 | 108.81% | Stop | |
| 2002-07-12 | 2003-12-10 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.69% | Interest Income | |
| 2001-10-18 | 2002-07-12 | Completed | 100% | $9.75 | $9.38 | -3.84% | Stop | |
| 2001-09-26 | 2001-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2001-07-18 | 2001-09-26 | Completed | 100% | $9.17 | $8.84 | -3.63% | Stop | |
| 2001-06-25 | 2001-07-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2000-12-26 | 2001-06-25 | Completed | 100% | $9.25 | $10.03 | 8.37% | Stop | |
| 2000-12-01 | 2000-12-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2000-07-28 | 2000-12-01 | Completed | 100% | $8.33 | $9.69 | 16.23% | Stop | |
| 2000-07-06 | 2000-07-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-02-17 | 2000-07-06 | Completed | 100% | $6.52 | $8.14 | 24.80% | Stop | |
| 2000-01-26 | 2000-02-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1999-12-17 | 2000-01-26 | Completed | 100% | $7.98 | $6.99 | -12.41% | Stop | |
| 1999-11-24 | 1999-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1999-11-17 | 1999-11-24 | Completed | 100% | $8.46 | $7.92 | -6.37% | Stop | |
| 1999-02-25 | 1999-11-17 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.46% | Interest Income | |
| 1999-01-04 | 1999-02-25 | Completed | 100% | $6.77 | $6.20 | -8.40% | Signal | |
| 1998-12-09 | 1999-01-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-08-26 | 1998-12-09 | Completed | 100% | $7.05 | $6.54 | -7.30% | Stop | |
| 1998-08-04 | 1998-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1998-02-04 | 1998-08-04 | Completed | 100% | $6.98 | $6.88 | -1.55% | Stop | |
| 1998-01-12 | 1998-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-04-28 | 1998-01-12 | Completed | 100% | $5.86 | $6.63 | 13.02% | Stop | |
| 1997-04-04 | 1997-04-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1995-10-26 | 1997-04-04 | Completed | 100% | $4.63 | $6.00 | 29.52% | Stop | |
| 1995-10-04 | 1995-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1995-02-01 | 1995-10-04 | Completed | 100% | $4.49 | $4.52 | 0.51% | Stop | |
| 1995-01-10 | 1995-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1994-04-26 | 1995-01-10 | Completed | 100% | $4.52 | $4.37 | -3.32% | Stop | |
| 1994-04-04 | 1994-04-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1993-11-18 | 1994-04-04 | Completed | 100% | $4.18 | $3.61 | -13.78% | Stop | |
| 1993-10-27 | 1993-11-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1993-02-11 | 1993-10-27 | Completed | 100% | $3.59 | $4.20 | 16.80% | Stop | |
| 1991-11-12 | 1993-02-11 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.48% | Interest Income | |
| 1991-08-05 | 1991-11-12 | Completed | 100% | $3.24 | $3.21 | -0.91% | Signal | |
| 1991-07-12 | 1991-08-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1990-10-22 | 1991-07-12 | Completed | 100% | $3.08 | $2.98 | -3.28% | Stop | |
| 1990-09-28 | 1990-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 1989-11-07 | 1990-09-28 | Completed | 100% | $2.58 | $3.08 | 19.01% | Stop | |
| 1989-10-16 | 1989-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-12-01 | 1989-10-16 | Completed | 100% | $2.17 | $2.64 | 21.74% | Stop | |
| 1988-11-08 | 1988-12-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-07-26 | 1988-11-08 | Completed | 100% | $1.81 | $2.13 | 17.47% | Stop | |
| 1988-07-01 | 1988-07-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-11-09 | 1988-07-01 | Completed | 100% | $1.18 | $1.68 | 43.20% | Stop | |
| 1987-10-16 | 1987-11-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-05-08 | 1987-10-16 | Completed | 100% | $1.73 | $1.59 | -8.18% | Stop | |
| 1985-12-11 | 1987-05-08 | Interest (CASH) | 100% | $1.00 | $1.11 | 11.20% | Interest Income | |
| 1985-08-09 | 1985-12-11 | Completed | 100% | $1.15 | $1.05 | -8.38% | Stop | |
| 1985-07-18 | 1985-08-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-04-11 | 1985-07-18 | Completed | 100% | $1.16 | $1.05 | -9.40% | Stop | |
| 1985-03-19 | 1985-04-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-01-18 | 1985-03-19 | Completed | 100% | $1.27 | $1.35 | 6.44% | Stop | |
| 1984-12-26 | 1985-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-11-13 | 1984-12-26 | Completed | 100% | $1.25 | $1.33 | 6.69% | Stop | |
| 1984-10-22 | 1984-11-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-07-10 | 1984-10-22 | Completed | 100% | $1.04 | $1.08 | 4.49% | Stop | |
| 1984-06-15 | 1984-07-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-03-13 | 1984-06-15 | Completed | 100% | $1.09 | $1.03 | -5.79% | Stop | |
| 1984-03-09 | 1984-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |