COST
Costco Wholesale Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for COST (Costco Wholesale Corp) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -67.2% (compared to the benchmark's drawdown of -61.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.8%, compared to a Buy-and-Hold benchmark return of 14.1%. The strategy executed 52 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
COST Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 7.25% | 0.86% | 16.12% | 18.51% | 18.06% | 20.79% | 7.77% | 14.11% |
| Sharpe Ratio | 0.40 | 0.04 | 0.74 | 0.74 | 0.85 | 0.86 | 0.34 | 0.44 |
| Max Drawdown | -13.54% | -16.57% | -21.87% | -31.40% | -21.87% | -31.40% | -67.18% | -61.72% |
| % Time Invested | 81.3% | 100.0% | 87.0% | 100.0% | 90.3% | 100.0% | 71.1% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.4 | 0.0 | 1.2 | 0.0 | 1.4 | 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 | ||||||||
| 2025-11-19 | 2025-12-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-04-07 | 2025-11-19 | Completed | 100% | $880.23 | $891.07 | 1.18% | Stop | |
| 2025-03-14 | 2025-04-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-07-19 | 2025-03-14 | Completed | 100% | $531.87 | $884.26 | 66.17% | Stop | |
| 2023-05-25 | 2023-07-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.76% | Interest Income | |
| 2023-01-12 | 2023-05-25 | Completed | 100% | $463.44 | $460.63 | -0.66% | Signal | |
| 2022-12-19 | 2023-01-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2022-10-18 | 2022-12-19 | Completed | 100% | $451.35 | $440.44 | -2.47% | Stop | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-05-31 | 2022-09-26 | Completed | 100% | $448.25 | $444.36 | -0.92% | Stop | |
| 2022-05-06 | 2022-05-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-14 | 2022-05-06 | Completed | 100% | $483.87 | $489.81 | 1.18% | Stop | |
| 2022-01-21 | 2022-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-03-25 | 2022-01-21 | Completed | 100% | $318.85 | $457.44 | 43.39% | Stop | |
| 2021-03-03 | 2021-03-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-03-24 | 2021-03-03 | Completed | 100% | $268.71 | $309.75 | 15.21% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-10 | 2020-03-02 | Completed | 100% | $187.62 | $268.58 | 43.07% | Stop | |
| 2018-12-17 | 2019-01-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-08-01 | 2018-12-17 | Completed | 100% | $141.05 | $186.30 | 32.01% | Stop | |
| 2017-07-10 | 2017-08-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2016-11-30 | 2017-07-10 | Completed | 100% | $128.06 | $136.10 | 6.22% | Stop | |
| 2016-11-07 | 2016-11-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-03-01 | 2016-11-07 | Completed | 100% | $126.34 | $121.50 | -3.88% | Stop | |
| 2016-02-05 | 2016-03-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-02-05 | Completed | 100% | $120.24 | $120.02 | -0.23% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-31 | 2015-08-25 | Completed | 100% | $56.52 | $114.29 | 102.11% | Stop | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-04-14 | 2011-08-09 | Completed | 100% | $42.37 | $51.74 | 22.04% | Stop | |
| 2009-03-10 | 2010-04-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2009-02-13 | 2009-03-10 | Completed | 100% | $30.96 | $27.29 | -11.90% | Signal | |
| 2009-01-22 | 2009-02-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2008-12-09 | 2009-01-22 | Completed | 100% | $38.35 | $33.12 | -13.68% | Stop | |
| 2008-11-14 | 2008-12-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2008-10-29 | 2008-11-14 | Completed | 100% | $39.64 | $34.12 | -13.97% | Stop | |
| 2008-10-07 | 2008-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-08-15 | 2008-10-07 | Completed | 100% | $46.85 | $41.98 | -10.45% | Stop | |
| 2008-07-24 | 2008-08-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2008-03-31 | 2008-07-24 | Completed | 100% | $44.87 | $43.71 | -2.64% | Stop | |
| 2008-03-06 | 2008-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2006-09-19 | 2008-03-06 | Completed | 100% | $34.03 | $42.41 | 24.58% | Stop | |
| 2006-08-25 | 2006-09-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2005-05-17 | 2006-08-25 | Completed | 100% | $29.09 | $33.25 | 14.25% | Stop | |
| 2005-04-25 | 2005-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2003-08-18 | 2005-04-25 | Completed | 100% | $20.63 | $27.13 | 31.43% | Stop | |
| 2002-11-08 | 2003-08-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.84% | Interest Income | |
| 2002-10-28 | 2002-11-08 | Completed | 100% | $24.04 | $21.30 | -11.42% | Signal | |
| 2002-10-04 | 2002-10-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2002-07-26 | 2002-10-04 | Completed | 100% | $22.71 | $20.95 | -7.81% | Stop | |
| 2002-07-03 | 2002-07-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-03-26 | 2002-07-03 | Completed | 100% | $26.46 | $24.22 | -8.52% | Stop | |
| 2002-03-04 | 2002-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2002-01-18 | 2002-03-04 | Completed | 100% | $28.44 | $27.41 | -3.67% | Stop | |
| 2000-11-27 | 2002-01-18 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.07% | Interest Income | |
| 2000-11-03 | 2000-11-27 | Completed | 100% | $23.90 | $23.65 | -1.09% | Signal | |
| 2000-10-12 | 2000-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-08-15 | 2000-10-12 | Completed | 100% | $23.86 | $19.95 | -16.42% | Stop | |
| 2000-07-24 | 2000-08-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-06-15 | 2000-07-24 | Completed | 100% | $21.87 | $21.49 | -1.76% | Stop | |
| 2000-05-23 | 2000-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-05-11 | 2000-05-23 | Completed | 100% | $32.92 | $28.56 | -13.30% | Stop | |
| 2000-04-18 | 2000-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-03-14 | 2000-04-18 | Completed | 100% | $28.93 | $32.76 | 13.16% | Stop | |
| 2000-02-18 | 2000-03-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-01-31 | 2000-02-18 | Completed | 100% | $30.64 | $29.10 | -5.07% | Stop | |
| 2000-01-06 | 2000-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1999-11-19 | 2000-01-06 | Completed | 100% | $28.48 | $28.81 | 1.12% | Stop | |
| 1999-10-28 | 1999-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1999-10-07 | 1999-10-28 | Completed | 100% | $26.31 | $24.24 | -7.94% | Stop | |
| 1999-09-15 | 1999-10-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-08-24 | 1999-09-15 | Completed | 100% | $26.46 | $22.76 | -14.03% | Stop | |
| 1999-08-02 | 1999-08-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-06-22 | 1999-08-02 | Completed | 100% | $25.38 | $24.94 | -1.77% | Stop | |
| 1999-05-28 | 1999-06-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1999-05-12 | 1999-05-28 | Completed | 100% | $27.52 | $23.86 | -13.34% | Stop | |
| 1999-04-20 | 1999-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-10-26 | 1999-04-20 | Completed | 100% | $19.12 | $26.07 | 36.24% | Stop | |
| 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% | $17.61 | $14.88 | -15.51% | Stop | |
| 1998-09-01 | 1998-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1998-08-26 | 1998-09-01 | Completed | 100% | $18.56 | $15.71 | -15.38% | Stop | |
| 1998-08-04 | 1998-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1996-02-14 | 1998-08-04 | Completed | 100% | $5.74 | $18.67 | 225.20% | Stop | |
| 1994-07-12 | 1996-02-14 | Interest (CASH) | 100% | $1.00 | $1.09 | 8.85% | Interest Income | |
| 1994-05-13 | 1994-07-12 | Completed | 100% | $4.70 | $4.70 | -0.05% | Signal | |
| 1994-04-20 | 1994-05-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 1994-04-08 | 1994-04-20 | Completed | 100% | $5.70 | $4.86 | -14.64% | Stop | |
| 1992-09-15 | 1994-04-08 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.95% | Interest Income | |
| 1992-04-23 | 1992-09-15 | Completed | 100% | $5.40 | $5.20 | -3.89% | Signal | |
| 1992-03-31 | 1992-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 1992-01-15 | 1992-03-31 | Completed | 100% | $7.90 | $7.82 | -1.10% | Stop | |
| 1991-12-20 | 1992-01-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 1991-12-13 | 1991-12-20 | Completed | 100% | $8.61 | $7.48 | -13.09% | Stop | |
| 1991-11-20 | 1991-12-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1991-08-02 | 1991-11-20 | Completed | 100% | $9.06 | $9.19 | 1.33% | Stop | |
| 1990-06-15 | 1991-08-02 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.63% | Interest Income | |
| 1990-05-04 | 1990-06-15 | Completed | 100% | $5.70 | $6.07 | 6.52% | Signal | |
| 1990-04-11 | 1990-05-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1990-01-15 | 1990-04-11 | Completed | 100% | $6.94 | $5.78 | -16.81% | Stop | |
| 1989-12-20 | 1990-01-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-04-19 | 1989-12-20 | Completed | 100% | $6.86 | $7.11 | 3.58% | Stop | |
| 1988-09-15 | 1989-04-19 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.53% | Interest Income | |