CSCO
Cisco Systems Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for CSCO (Cisco Systems Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -59.2% (compared to the benchmark's drawdown of -89.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 15.5%, compared to a Buy-and-Hold benchmark return of 18.8%. The strategy executed 62 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
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% | 17.83% | 18.83% | 13.73% | 17.45% | 15.51% | 18.77% |
| Sharpe Ratio | 1.52 | 1.64 | 0.81 | 0.68 | 0.66 | 0.62 | 0.59 | 0.45 |
| Max Drawdown | -15.75% | -15.33% | -17.19% | -36.68% | -28.77% | -41.95% | -59.16% | -89.26% |
| % Time Invested | 91.3% | 100.0% | 66.1% | 100.0% | 69.8% | 100.0% | 62.0% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.2 | 0.0 | 1.1 | 0.0 | 1.8 | 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 | |
| 2024-08-22 | 2025-04-07 | Completed | 100% | $48.36 | $51.98 | 7.43% | Stop | |
| 2023-12-21 | 2024-08-22 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.58% | Interest Income | |
| 2023-12-12 | 2023-12-21 | Completed | 100% | $46.14 | $46.46 | 0.66% | Signal | |
| 2023-11-17 | 2023-12-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2022-12-27 | 2023-11-17 | Completed | 100% | $43.04 | $44.71 | 3.83% | Stop | |
| 2022-03-28 | 2022-12-27 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.94% | Interest Income | |
| 2022-02-23 | 2022-03-28 | Completed | 100% | $49.85 | $48.25 | -3.25% | Signal | |
| 2022-01-31 | 2022-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-01-13 | 2022-01-31 | Completed | 100% | $38.83 | $48.81 | 25.64% | Stop | |
| 2020-09-04 | 2021-01-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-07-01 | 2020-09-04 | Completed | 100% | $38.91 | $34.72 | -10.82% | Stop | |
| 2019-09-27 | 2020-07-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.73% | Interest Income | |
| 2019-09-10 | 2019-09-27 | Completed | 100% | $39.63 | $39.99 | 0.83% | Signal | |
| 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 | |
| 2017-09-21 | 2018-12-26 | Completed | 100% | $25.17 | $32.53 | 29.15% | Stop | |
| 2017-08-22 | 2017-09-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2016-04-14 | 2017-08-22 | Completed | 100% | $20.90 | $23.74 | 13.52% | Signal | |
| 2016-01-07 | 2016-04-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2015-12-07 | 2016-01-07 | Completed | 100% | $19.96 | $18.60 | -6.84% | Signal | |
| 2015-08-25 | 2015-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2013-12-26 | 2015-08-25 | Completed | 100% | $14.79 | $18.63 | 25.93% | Stop | |
| 2013-11-29 | 2013-12-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-11-15 | 2013-11-29 | Completed | 100% | $14.61 | $14.56 | -0.38% | Signal | |
| 2013-10-24 | 2013-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-10-09 | 2013-10-24 | Completed | 100% | $12.51 | $15.21 | 21.51% | Stop | |
| 2012-06-14 | 2012-10-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2012-06-05 | 2012-06-14 | Completed | 100% | $10.49 | $10.89 | 3.81% | Signal | |
| 2012-05-11 | 2012-06-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-11-11 | 2012-05-11 | Completed | 100% | $12.18 | $10.94 | -10.21% | Stop | |
| 2010-07-02 | 2011-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2010-06-01 | 2010-07-02 | Completed | 100% | $14.71 | $13.60 | -7.59% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-02 | 2010-05-07 | Completed | 100% | $12.55 | $16.36 | 30.34% | Stop | |
| 2008-06-23 | 2009-06-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2008-04-25 | 2008-06-23 | Completed | 100% | $16.74 | $15.92 | -4.95% | Stop | |
| 2008-01-09 | 2008-04-25 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2007-12-05 | 2008-01-09 | Completed | 100% | $17.59 | $16.41 | -6.79% | Signal | |
| 2007-11-12 | 2007-12-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2006-09-18 | 2007-11-12 | Completed | 100% | $14.60 | $18.48 | 26.55% | Stop | |
| 2006-07-12 | 2006-09-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.93% | Interest Income | |
| 2006-02-22 | 2006-07-12 | Completed | 100% | $12.55 | $11.92 | -5.06% | Stop | |
| 2005-09-26 | 2006-02-22 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.62% | Interest Income | |
| 2005-06-23 | 2005-09-26 | Completed | 100% | $12.78 | $11.64 | -8.97% | Signal | |
| 2005-04-18 | 2005-06-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2005-03-08 | 2005-04-18 | Completed | 100% | $11.69 | $11.01 | -5.91% | Stop | |
| 2004-05-28 | 2005-03-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.45% | Interest Income | |
| 2004-05-25 | 2004-05-28 | Completed | 100% | $13.83 | $14.49 | 4.72% | Signal | |
| 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 | |
| 2003-02-28 | 2004-02-05 | Completed | 100% | $8.82 | $15.64 | 77.24% | Stop | |
| 2003-02-05 | 2003-02-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2003-01-14 | 2003-02-05 | Completed | 100% | $9.81 | $8.53 | -13.05% | Stop | |
| 2002-10-29 | 2003-01-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2002-10-28 | 2002-10-29 | Completed | 100% | $7.76 | $6.89 | -11.28% | Stop | |
| 2002-03-21 | 2002-10-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.03% | Interest Income | |
| 2002-03-06 | 2002-03-21 | Completed | 100% | $10.53 | $10.32 | -2.06% | Signal | |
| 2002-02-11 | 2002-03-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-01-16 | 2002-02-11 | Completed | 100% | $12.43 | $10.85 | -12.69% | Stop | |
| 2001-12-21 | 2002-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-11-14 | 2001-12-21 | Completed | 100% | $12.71 | $12.04 | -5.29% | Stop | |
| 2000-10-09 | 2001-11-14 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.62% | Interest Income | |
| 2000-10-05 | 2000-10-09 | Completed | 100% | $37.07 | $35.54 | -4.16% | Signal | |
| 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 | |
| 1997-06-30 | 1997-09-16 | Completed | 100% | $4.73 | $5.00 | 5.50% | Stop | |
| 1997-03-11 | 1997-06-30 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.56% | 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 | |
| 1994-11-21 | 1995-07-20 | Completed | 100% | $1.22 | $1.85 | 51.75% | Stop | |
| 1994-05-16 | 1994-11-21 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.43% | 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 | |
| 1993-11-22 | 1994-03-25 | Completed | 100% | $1.01 | $1.26 | 25.60% | Stop | |
| 1993-10-29 | 1993-11-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1993-09-21 | 1993-10-29 | Completed | 100% | $0.81 | $0.89 | 9.24% | Signal | |
| 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 | |