CSCO
Cisco Systems Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for CSCO (Cisco Systems Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -76.3% (compared to the benchmark's drawdown of -89.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.5%, compared to a Buy-and-Hold benchmark return of 18.8%. The strategy executed 69 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
CSCO Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 62.02% | 70.71% | 8.95% | 18.83% | 11.56% | 17.45% | 13.47% | 18.77% |
| Sharpe Ratio | 1.52 | 1.64 | 0.41 | 0.68 | 0.51 | 0.62 | 0.48 | 0.45 |
| Max Drawdown | -15.75% | -15.33% | -32.30% | -36.68% | -32.97% | -41.95% | -76.31% | -89.26% |
| % Time Invested | 91.3% | 100.0% | 66.5% | 100.0% | 74.0% | 100.0% | 65.3% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.4 | 0.0 | 1.1 | 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 | ||||||||
| 2026-02-17 | 2026-03-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-30 | 2026-02-17 | Completed | 100% | $55.61 | $76.25 | 37.05% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-06 | 2025-04-07 | Completed | 100% | $60.77 | $51.98 | -14.50% | Stop | |
| 2024-09-13 | 2025-02-06 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.76% | Interest Income | |
| 2023-10-25 | 2024-09-13 | Completed | 100% | $49.42 | $47.43 | -4.08% | Signal | |
| 2022-11-15 | 2023-10-25 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.78% | Interest Income | |
| 2022-10-14 | 2022-11-15 | Completed | 100% | $36.87 | $40.67 | 10.23% | Signal | |
| 2022-09-22 | 2022-10-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-06-07 | 2022-09-22 | Completed | 100% | $39.74 | $36.98 | -6.98% | Stop | |
| 2022-05-13 | 2022-06-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-02-23 | 2022-05-13 | Completed | 100% | $49.85 | $43.19 | -13.41% | Stop | |
| 2022-01-31 | 2022-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-03-16 | 2022-01-31 | Completed | 100% | $42.17 | $48.81 | 15.68% | Stop | |
| 2020-06-19 | 2021-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2020-03-19 | 2020-06-19 | Completed | 100% | $30.69 | $38.68 | 25.98% | Signal | |
| 2020-02-26 | 2020-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2019-09-10 | 2020-02-26 | Completed | 100% | $39.63 | $35.59 | -10.25% | Stop | |
| 2019-08-16 | 2019-09-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-01-18 | 2019-08-16 | Completed | 100% | $35.84 | $37.88 | 5.63% | Stop | |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-02-03 | 2018-12-26 | Completed | 100% | $16.85 | $32.53 | 92.96% | Stop | |
| 2016-01-11 | 2016-02-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-11 | Completed | 100% | $18.65 | $18.19 | -2.49% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-11-15 | 2015-08-25 | Completed | 100% | $14.61 | $18.63 | 27.45% | Stop | |
| 2013-10-24 | 2013-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-08-27 | 2013-10-24 | Completed | 100% | $12.62 | $15.21 | 20.44% | Stop | |
| 2011-04-05 | 2012-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2011-03-09 | 2011-04-05 | Completed | 100% | $11.61 | $11.04 | -4.96% | Signal | |
| 2011-02-14 | 2011-03-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-12-07 | 2011-02-14 | Completed | 100% | $12.63 | $12.08 | -4.41% | Stop | |
| 2010-11-12 | 2010-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-09-07 | 2010-11-12 | Completed | 100% | $13.40 | $13.22 | -1.39% | Stop | |
| 2010-08-13 | 2010-09-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-08-13 | Completed | 100% | $14.71 | $13.79 | -6.28% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-20 | 2010-05-07 | Completed | 100% | $13.35 | $16.36 | 22.51% | Stop | |
| 2008-08-20 | 2009-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2008-07-23 | 2008-08-20 | Completed | 100% | $14.09 | $15.61 | 10.73% | Signal | |
| 2008-06-30 | 2008-07-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-02-12 | 2008-06-30 | Completed | 100% | $15.18 | $15.05 | -0.89% | Stop | |
| 2008-01-18 | 2008-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2007-12-05 | 2008-01-18 | Completed | 100% | $17.59 | $15.54 | -11.74% | Stop | |
| 2007-11-12 | 2007-12-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2006-09-21 | 2007-11-12 | Completed | 100% | $14.97 | $18.48 | 23.41% | Stop | |
| 2005-04-04 | 2006-09-21 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.08% | Interest Income | |
| 2005-03-09 | 2005-04-04 | Completed | 100% | $11.71 | $11.32 | -3.39% | Signal | |
| 2005-02-14 | 2005-03-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2004-08-18 | 2005-02-14 | Completed | 100% | $11.89 | $11.36 | -4.52% | Stop | |
| 2004-07-27 | 2004-08-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2004-05-25 | 2004-07-27 | Completed | 100% | $13.83 | $13.19 | -4.68% | Stop | |
| 2004-05-03 | 2004-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2004-03-01 | 2004-05-03 | Completed | 100% | $14.91 | $13.54 | -9.21% | Stop | |
| 2004-02-05 | 2004-03-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-10-03 | 2004-02-05 | Completed | 100% | $13.11 | $15.64 | 19.26% | Stop | |
| 2002-10-29 | 2003-10-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2002-10-28 | 2002-10-29 | Completed | 100% | $7.76 | $6.89 | -11.28% | Stop | |
| 2002-03-13 | 2002-10-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.08% | Interest Income | |
| 2002-03-11 | 2002-03-13 | Completed | 100% | $11.32 | $10.60 | -6.45% | Stop | |
| 2001-12-21 | 2002-03-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2001-11-14 | 2001-12-21 | Completed | 100% | $12.71 | $12.04 | -5.29% | Stop | |
| 2001-05-31 | 2001-11-14 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.34% | Interest Income | |
| 2001-05-18 | 2001-05-31 | Completed | 100% | $12.64 | $12.24 | -3.19% | Stop | |
| 2001-04-26 | 2001-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2001-04-23 | 2001-04-26 | Completed | 100% | $11.89 | $10.37 | -12.87% | Stop | |
| 2001-03-29 | 2001-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2001-03-26 | 2001-03-29 | Completed | 100% | $12.22 | $10.06 | -17.75% | Stop | |
| 2001-03-02 | 2001-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2001-02-21 | 2001-03-02 | Completed | 100% | $16.47 | $15.07 | -8.56% | Stop | |
| 2001-01-29 | 2001-02-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2001-01-12 | 2001-01-29 | Completed | 100% | $25.13 | $23.16 | -7.86% | Stop | |
| 2000-12-19 | 2001-01-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2000-12-07 | 2000-12-19 | Completed | 100% | $32.26 | $27.57 | -14.58% | Stop | |
| 2000-11-14 | 2000-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-11-03 | 2000-11-14 | Completed | 100% | $35.50 | $33.54 | -5.58% | Stop | |
| 2000-10-12 | 2000-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-10-05 | 2000-10-12 | Completed | 100% | $37.07 | $33.74 | -9.02% | Stop | |
| 2000-09-13 | 2000-10-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-08-28 | 2000-09-13 | Completed | 100% | $42.16 | $37.35 | -11.45% | Stop | |
| 2000-08-04 | 2000-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-06-05 | 2000-08-04 | Completed | 100% | $40.83 | $42.02 | 2.84% | Stop | |
| 2000-05-11 | 2000-06-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2000-04-28 | 2000-05-11 | Completed | 100% | $44.48 | $38.39 | -13.74% | Stop | |
| 2000-04-05 | 2000-04-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1999-09-02 | 2000-04-05 | Completed | 100% | $21.88 | $45.04 | 105.76% | Stop | |
| 1999-08-11 | 1999-09-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-05-12 | 1999-08-11 | Completed | 100% | $18.83 | $20.02 | 6.22% | Stop | |
| 1999-04-20 | 1999-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1999-02-08 | 1999-04-20 | Completed | 100% | $16.57 | $16.04 | -3.25% | Stop | |
| 1999-01-14 | 1999-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-10-26 | 1999-01-14 | Completed | 100% | $9.54 | $15.91 | 66.72% | 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% | $10.64 | $9.12 | -14.36% | Stop | |
| 1998-09-01 | 1998-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1998-01-08 | 1998-09-01 | Completed | 100% | $5.87 | $9.00 | 53.28% | Stop | |
| 1997-12-15 | 1998-01-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-11-20 | 1997-12-15 | Completed | 100% | $5.94 | $5.51 | -7.24% | Stop | |
| 1997-10-29 | 1997-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-10-08 | 1997-10-29 | Completed | 100% | $5.80 | $5.68 | -2.12% | Stop | |
| 1997-09-16 | 1997-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1997-05-14 | 1997-09-16 | Completed | 100% | $4.45 | $5.00 | 12.14% | Stop | |
| 1997-04-22 | 1997-05-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-04-03 | 1997-04-22 | Completed | 100% | $3.37 | $3.36 | -0.31% | Stop | |
| 1997-03-11 | 1997-04-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-03-03 | 1997-03-11 | Completed | 100% | $3.91 | $3.78 | -3.47% | Stop | |
| 1997-02-06 | 1997-03-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1996-08-08 | 1997-02-06 | Completed | 100% | $4.08 | $4.54 | 11.30% | Stop | |
| 1996-07-17 | 1996-08-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-03-26 | 1996-07-17 | Completed | 100% | $3.02 | $3.81 | 26.19% | Stop | |
| 1996-03-04 | 1996-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1996-01-10 | 1996-03-04 | Completed | 100% | $2.28 | $3.28 | 43.68% | Stop | |
| 1995-12-15 | 1996-01-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1995-11-02 | 1995-12-15 | Completed | 100% | $2.87 | $2.60 | -9.50% | Stop | |
| 1995-10-11 | 1995-11-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1995-08-11 | 1995-10-11 | Completed | 100% | $2.09 | $2.37 | 13.13% | Stop | |
| 1995-07-20 | 1995-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1995-05-23 | 1995-07-20 | Completed | 100% | $1.58 | $1.85 | 17.46% | Stop | |
| 1995-03-20 | 1995-05-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 1994-07-19 | 1995-03-20 | Completed | 100% | $0.75 | $1.25 | 66.58% | Signal | |
| 1994-06-24 | 1994-07-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 1994-06-08 | 1994-06-24 | Completed | 100% | $0.87 | $0.75 | -13.38% | Stop | |
| 1994-05-16 | 1994-06-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 1994-04-19 | 1994-05-16 | Completed | 100% | $1.09 | $0.84 | -22.99% | Stop | |
| 1994-03-25 | 1994-04-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1993-09-21 | 1994-03-25 | Completed | 100% | $0.81 | $1.26 | 55.11% | Stop | |
| 1993-08-27 | 1993-09-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1993-08-11 | 1993-08-27 | Completed | 100% | $1.05 | $0.90 | -14.09% | Stop | |
| 1993-07-20 | 1993-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1993-04-19 | 1993-07-20 | Completed | 100% | $0.79 | $0.89 | 13.50% | Stop | |
| 1993-03-25 | 1993-04-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 1993-03-12 | 1993-03-25 | Completed | 100% | $0.83 | $0.75 | -9.72% | Stop | |
| 1993-02-18 | 1993-03-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-09-17 | 1993-02-18 | Completed | 100% | $0.47 | $0.74 | 57.74% | Stop | |
| 1992-08-25 | 1992-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-04-30 | 1992-08-25 | Completed | 100% | $0.32 | $0.40 | 25.81% | Stop | |
| 1992-04-28 | 1992-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |