COST
Costco Wholesale Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for COST (Costco Wholesale Corp) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -61.0% (compared to the benchmark's drawdown of -61.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.0%, compared to a Buy-and-Hold benchmark return of 14.1%. The strategy executed 63 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
COST Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 0.90% | 0.86% | 14.13% | 18.51% | 13.43% | 20.79% | 7.97% | 14.11% |
| Sharpe Ratio | 0.07 | 0.04 | 0.75 | 0.74 | 0.72 | 0.86 | 0.36 | 0.44 |
| Max Drawdown | -15.50% | -16.57% | -28.33% | -31.40% | -28.33% | -31.40% | -60.96% | -61.72% |
| % Time Invested | 40.5% | 100.0% | 67.6% | 100.0% | 73.9% | 100.0% | 64.3% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.2 | 0.0 | 1.4 | 0.0 | 1.7 | 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 | ||||||||
| 2025-08-21 | 2026-03-05 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.03% | Interest Income | |
| 2025-04-07 | 2025-08-21 | Completed | 100% | $880.23 | $983.16 | 11.64% | Signal | |
| 2025-03-14 | 2025-04-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-05-30 | 2025-03-14 | Completed | 100% | $489.00 | $884.26 | 80.74% | Stop | |
| 2022-10-13 | 2023-05-30 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.89% | Interest Income | |
| 2022-09-06 | 2022-10-13 | Completed | 100% | $496.15 | $437.04 | -11.96% | Signal | |
| 2022-06-21 | 2022-09-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.50% | Interest Income | |
| 2022-05-31 | 2022-06-21 | Completed | 100% | $448.25 | $429.01 | -4.34% | Signal | |
| 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 | |
| 2021-05-12 | 2022-01-21 | Completed | 100% | $355.66 | $457.44 | 28.55% | Stop | |
| 2021-04-05 | 2021-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-25 | 2021-04-05 | Completed | 100% | $318.85 | $337.44 | 5.78% | Signal | |
| 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 | |
| 2019-04-01 | 2020-03-02 | Completed | 100% | $219.69 | $268.58 | 22.19% | Stop | |
| 2019-01-29 | 2019-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2019-01-10 | 2019-01-29 | Completed | 100% | $187.62 | $189.58 | 0.99% | Signal | |
| 2018-12-17 | 2019-01-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-11-20 | 2018-12-17 | Completed | 100% | $152.64 | $186.30 | 21.99% | Stop | |
| 2017-08-18 | 2017-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2017-08-01 | 2017-08-18 | Completed | 100% | $141.05 | $140.51 | -0.44% | Signal | |
| 2017-07-10 | 2017-08-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2017-01-13 | 2017-07-10 | Completed | 100% | $137.26 | $136.10 | -0.90% | Stop | |
| 2016-10-31 | 2017-01-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-07-20 | 2016-10-31 | Completed | 100% | $141.75 | $125.78 | -11.31% | Signal | |
| 2016-05-24 | 2016-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2016-03-01 | 2016-05-24 | Completed | 100% | $126.34 | $120.12 | -4.97% | Signal | |
| 2016-02-05 | 2016-03-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-10-26 | 2016-02-05 | Completed | 100% | $127.06 | $120.02 | -5.58% | Stop | |
| 2015-10-02 | 2015-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-09-14 | 2015-10-02 | Completed | 100% | $117.97 | $119.70 | 1.42% | Signal | |
| 2015-08-14 | 2015-09-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-07-17 | 2015-08-14 | Completed | 100% | $93.92 | $121.06 | 28.83% | Signal | |
| 2014-02-27 | 2014-07-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-31 | 2014-02-27 | Completed | 100% | $56.52 | $92.30 | 63.22% | Signal | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-10-04 | 2011-08-09 | Completed | 100% | $46.44 | $51.74 | 11.36% | Stop | |
| 2010-06-17 | 2010-10-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2009-08-20 | 2010-06-17 | Completed | 100% | $33.87 | $41.67 | 22.94% | Signal | |
| 2008-09-17 | 2009-08-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2008-08-15 | 2008-09-17 | Completed | 100% | $46.85 | $47.19 | 0.66% | Signal | |
| 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 | |
| 2006-12-20 | 2008-03-06 | Completed | 100% | $36.34 | $42.41 | 16.66% | Stop | |
| 2006-08-25 | 2006-12-20 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.58% | Interest Income | |
| 2005-11-08 | 2006-08-25 | Completed | 100% | $33.48 | $33.25 | -0.72% | Stop | |
| 2005-04-25 | 2005-11-08 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.82% | Interest Income | |
| 2003-11-19 | 2005-04-25 | Completed | 100% | $22.40 | $27.13 | 21.05% | Stop | |
| 2003-10-02 | 2003-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2003-08-28 | 2003-10-02 | Completed | 100% | $21.22 | $21.45 | 1.05% | Signal | |
| 2003-08-06 | 2003-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-05-09 | 2003-08-06 | Completed | 100% | $23.44 | $20.20 | -13.86% | Stop | |
| 2002-05-07 | 2003-05-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.44% | Interest Income | |
| 2002-03-26 | 2002-05-07 | Completed | 100% | $26.46 | $27.00 | 2.01% | Signal | |
| 2002-03-04 | 2002-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2001-12-04 | 2002-03-04 | Completed | 100% | $26.95 | $27.41 | 1.65% | Stop | |
| 2001-10-01 | 2001-12-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2001-09-21 | 2001-10-01 | Completed | 100% | $19.92 | $23.47 | 17.74% | Signal | |
| 2001-08-23 | 2001-09-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2001-06-22 | 2001-08-23 | Completed | 100% | $28.81 | $25.87 | -10.27% | Stop | |
| 2001-04-25 | 2001-06-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2001-03-26 | 2001-04-25 | Completed | 100% | $25.11 | $22.87 | -8.95% | Stop | |
| 2001-03-02 | 2001-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2001-01-26 | 2001-03-02 | Completed | 100% | $28.89 | $26.65 | -7.82% | Stop | |
| 2000-06-20 | 2001-01-26 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.63% | Interest Income | |
| 2000-06-15 | 2000-06-20 | Completed | 100% | $21.87 | $21.66 | -1.00% | Signal | |
| 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 | |
| 1999-12-02 | 2000-01-06 | Completed | 100% | $31.39 | $28.81 | -8.26% | Stop | |
| 1999-09-10 | 1999-12-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 1999-08-24 | 1999-09-10 | Completed | 100% | $26.46 | $23.95 | -9.55% | Signal | |
| 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 | |
| 1998-12-11 | 1999-04-20 | Completed | 100% | $21.91 | $26.07 | 18.92% | Stop | |
| 1998-10-02 | 1998-12-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.82% | 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 | |
| 1996-03-20 | 1998-08-04 | Completed | 100% | $6.36 | $18.67 | 193.32% | Stop | |
| 1995-12-20 | 1996-03-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.22% | Interest Income | |
| 1995-06-20 | 1995-12-20 | Completed | 100% | $5.07 | $4.99 | -1.69% | Stop | |
| 1994-04-28 | 1995-06-20 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.03% | Interest Income | |
| 1994-04-21 | 1994-04-28 | Completed | 100% | $4.74 | $4.86 | 2.58% | Signal | |
| 1994-03-29 | 1994-04-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1994-02-01 | 1994-03-29 | Completed | 100% | $5.82 | $6.03 | 3.52% | Stop | |
| 1994-01-10 | 1994-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1993-11-23 | 1994-01-10 | Completed | 100% | $5.94 | $5.94 | -0.05% | Stop | |
| 1993-11-01 | 1993-11-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1993-09-08 | 1993-11-01 | Completed | 100% | $6.07 | $5.94 | -2.10% | Stop | |
| 1993-04-01 | 1993-09-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.32% | Interest Income | |
| 1993-03-12 | 1993-04-01 | Completed | 100% | $5.57 | $5.53 | -0.80% | Signal | |
| 1993-02-18 | 1993-03-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1993-01-18 | 1993-02-18 | Completed | 100% | $6.28 | $5.61 | -10.64% | Stop | |
| 1992-12-23 | 1993-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1992-12-04 | 1992-12-23 | Completed | 100% | $6.69 | $5.90 | -11.85% | Stop | |
| 1991-12-20 | 1992-12-04 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.40% | 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 | |
| 1991-06-10 | 1991-11-20 | Completed | 100% | $8.98 | $9.19 | 2.26% | Stop | |
| 1991-05-16 | 1991-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1990-12-31 | 1991-05-16 | Completed | 100% | $6.65 | $8.27 | 24.31% | Stop | |
| 1990-02-07 | 1990-12-31 | Interest (CASH) | 100% | $1.00 | $1.07 | 6.90% | Interest Income | |
| 1990-01-15 | 1990-02-07 | Completed | 100% | $6.94 | $6.53 | -6.04% | Signal | |
| 1989-12-20 | 1990-01-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-07-18 | 1989-12-20 | Completed | 100% | $7.07 | $7.11 | 0.54% | Stop | |
| 1989-06-23 | 1989-07-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-04-19 | 1989-06-23 | Completed | 100% | $6.86 | $6.69 | -2.47% | Stop | |
| 1989-02-23 | 1989-04-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 1989-02-10 | 1989-02-23 | Completed | 100% | $6.03 | $6.11 | 1.33% | Signal | |
| 1989-01-19 | 1989-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-10-07 | 1989-01-19 | Completed | 100% | $6.53 | $6.11 | -6.42% | Stop | |
| 1988-09-15 | 1988-10-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |