CVX
Chevron Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for CVX (Chevron Corp) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -45.6% (compared to the benchmark's drawdown of -58.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.0%, compared to a Buy-and-Hold benchmark return of 11.5%. The strategy executed 65 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
CVX Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -10.30% | 30.26% | 8.09% | 18.85% | 2.14% | 11.19% | 6.97% | 11.52% |
| Sharpe Ratio | -0.62 | 1.17 | 0.34 | 0.69 | 0.11 | 0.36 | 0.34 | 0.41 |
| Max Drawdown | -22.02% | -20.81% | -34.21% | -24.95% | -41.80% | -55.77% | -45.58% | -58.23% |
| % Time Invested | 64.7% | 100.0% | 77.2% | 100.0% | 70.4% | 100.0% | 69.0% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.8 | 0.0 | 1.5 | 0.0 | 1.2 | 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 | ||||||||
| 2026-04-20 | 2026-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-12 | 2026-04-20 | Completed | 100% | $182.33 | $182.83 | 0.22% | Stop | |
| 2025-11-19 | 2026-02-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2025-06-17 | 2025-11-19 | Completed | 100% | $141.41 | $148.34 | 4.85% | Signal | |
| 2025-04-11 | 2025-06-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.77% | Interest Income | |
| 2024-09-23 | 2025-04-11 | Completed | 100% | $135.78 | $128.02 | -5.76% | Stop | |
| 2024-08-05 | 2024-09-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2024-04-08 | 2024-08-05 | Completed | 100% | $146.93 | $133.60 | -9.11% | Stop | |
| 2024-01-05 | 2024-04-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.34% | Interest Income | |
| 2023-11-21 | 2024-01-05 | Completed | 100% | $129.32 | $136.65 | 5.61% | Signal | |
| 2023-10-30 | 2023-11-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-04-05 | 2023-10-30 | Completed | 100% | $147.73 | $129.61 | -12.31% | Stop | |
| 2023-03-14 | 2023-04-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-07-13 | 2023-03-14 | Completed | 100% | $117.07 | $138.12 | 17.92% | Stop | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2021-08-04 | 2022-06-17 | Completed | 100% | $81.81 | $131.76 | 60.98% | Stop | |
| 2021-01-28 | 2021-08-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-01-13 | 2021-01-28 | Completed | 100% | $73.95 | $70.36 | -4.91% | Stop | |
| 2020-02-26 | 2021-01-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2019-10-30 | 2020-02-26 | Completed | 100% | $87.88 | $76.62 | -12.85% | Stop | |
| 2019-10-08 | 2019-10-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2019-01-18 | 2019-10-08 | Completed | 100% | $82.25 | $83.36 | 1.30% | Signal | |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-21 | 2018-12-26 | Completed | 100% | $84.19 | $73.49 | -12.75% | Stop | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-03-01 | 2018-10-30 | Completed | 100% | $78.26 | $78.34 | 0.05% | Stop | |
| 2018-02-06 | 2018-03-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-10-03 | 2018-02-06 | Completed | 100% | $67.85 | $77.26 | 13.81% | Stop | |
| 2015-05-13 | 2016-10-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2015-01-09 | 2015-05-13 | Completed | 100% | $67.41 | $66.73 | -1.05% | Signal | |
| 2014-12-16 | 2015-01-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-11-04 | 2014-12-16 | Completed | 100% | $70.33 | $61.51 | -12.59% | Stop | |
| 2014-10-13 | 2014-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-12-20 | 2014-10-13 | Completed | 100% | $56.42 | $68.85 | 21.98% | Stop | |
| 2011-11-28 | 2011-12-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-31 | 2011-11-28 | Completed | 100% | $54.28 | $53.15 | -2.13% | Stop | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-07-22 | 2011-08-09 | Completed | 100% | $38.37 | $49.90 | 29.98% | Stop | |
| 2010-06-29 | 2010-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-22 | 2010-06-29 | Completed | 100% | $33.27 | $36.47 | 9.57% | Stop | |
| 2009-02-17 | 2009-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2008-12-09 | 2009-02-17 | Completed | 100% | $38.50 | $33.80 | -12.25% | 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% | $34.68 | $36.83 | 6.16% | Stop | |
| 2008-10-07 | 2008-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-08-08 | 2008-10-07 | Completed | 100% | $40.62 | $38.53 | -5.19% | Stop | |
| 2008-07-17 | 2008-08-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-02-14 | 2008-07-17 | Completed | 100% | $40.41 | $42.22 | 4.45% | Stop | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2007-08-29 | 2008-01-23 | Completed | 100% | $40.91 | $38.08 | -6.98% | Stop | |
| 2007-08-07 | 2007-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2005-11-14 | 2007-08-07 | Completed | 100% | $25.73 | $38.78 | 50.67% | Stop | |
| 2005-10-21 | 2005-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2005-05-10 | 2005-10-21 | Completed | 100% | $23.75 | $25.19 | 6.01% | Stop | |
| 2005-04-18 | 2005-05-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2004-02-13 | 2005-04-18 | Completed | 100% | $18.79 | $23.22 | 23.54% | Stop | |
| 2002-08-13 | 2004-02-13 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.71% | Interest Income | |
| 2002-08-07 | 2002-08-13 | Completed | 100% | $14.37 | $15.09 | 4.97% | Signal | |
| 2002-07-16 | 2002-08-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-08-30 | 2002-07-16 | Completed | 100% | $18.02 | $16.04 | -11.01% | Stop | |
| 2000-07-21 | 2001-08-30 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.53% | Interest Income | |
| 2000-02-23 | 2000-07-21 | Completed | 100% | $14.09 | $15.14 | 7.36% | Stop | |
| 2000-01-31 | 2000-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1999-10-21 | 2000-01-31 | Completed | 100% | $17.01 | $15.29 | -10.16% | Stop | |
| 1999-09-29 | 1999-10-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1999-02-24 | 1999-09-29 | Completed | 100% | $14.44 | $16.37 | 13.32% | Stop | |
| 1999-02-01 | 1999-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-01-13 | 1999-02-01 | Completed | 100% | $12.89 | $13.60 | 5.48% | Stop | |
| 1997-12-18 | 1998-01-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1995-07-21 | 1997-12-18 | Completed | 100% | $7.64 | $13.21 | 72.77% | Stop | |
| 1995-01-31 | 1995-07-21 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.70% | Interest Income | |
| 1994-10-14 | 1995-01-31 | Completed | 100% | $6.67 | $7.16 | 7.22% | Signal | |
| 1994-09-22 | 1994-10-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1993-02-03 | 1994-09-22 | Completed | 100% | $5.40 | $6.38 | 18.15% | Stop | |
| 1992-02-27 | 1993-02-03 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.20% | Interest Income | |
| 1992-01-03 | 1992-02-27 | Completed | 100% | $4.78 | $4.30 | -10.14% | Signal | |
| 1991-12-10 | 1992-01-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1990-11-20 | 1991-12-10 | Completed | 100% | $4.58 | $4.45 | -2.88% | Stop | |
| 1990-10-29 | 1990-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 1989-03-08 | 1990-10-29 | Completed | 100% | $3.21 | $4.43 | 38.15% | Stop | |
| 1988-06-23 | 1989-03-08 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.47% | Interest Income | |
| 1987-11-11 | 1988-06-23 | Completed | 100% | $2.29 | $2.92 | 27.46% | Signal | |
| 1987-10-20 | 1987-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-10-01 | 1987-10-20 | Completed | 100% | $3.05 | $2.34 | -23.19% | Stop | |
| 1987-09-09 | 1987-10-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-08-06 | 1987-09-09 | Completed | 100% | $2.14 | $3.07 | 43.46% | Stop | |
| 1986-07-15 | 1986-08-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-11-26 | 1986-07-15 | Completed | 100% | $1.99 | $1.83 | -8.12% | Stop | |
| 1984-10-18 | 1985-11-26 | Interest (CASH) | 100% | $1.00 | $1.09 | 8.70% | Interest Income | |
| 1984-08-14 | 1984-10-18 | Completed | 100% | $1.69 | $1.56 | -7.74% | Stop | |
| 1984-07-12 | 1984-08-14 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 1984-01-16 | 1984-07-12 | Completed | 100% | $1.62 | $1.55 | -4.19% | Stop | |
| 1983-12-21 | 1984-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-09-26 | 1983-12-21 | Completed | 100% | $1.69 | $1.50 | -11.53% | Stop | |
| 1982-01-07 | 1983-09-26 | Interest (CASH) | 100% | $1.00 | $1.14 | 13.90% | Interest Income | |
| 1981-10-16 | 1982-01-07 | Completed | 100% | $1.92 | $1.78 | -7.19% | Stop | |
| 1981-09-24 | 1981-10-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-06-26 | 1981-09-24 | Completed | 100% | $1.72 | $1.80 | 4.25% | Stop | |
| 1981-06-04 | 1981-06-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-04-13 | 1981-06-04 | Completed | 100% | $1.71 | $1.68 | -2.05% | Stop | |
| 1981-03-20 | 1981-04-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-02-26 | 1981-03-20 | Completed | 100% | $2.05 | $1.84 | -10.48% | Stop | |
| 1981-02-03 | 1981-02-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-01-06 | 1981-02-03 | Completed | 100% | $2.30 | $2.01 | -12.81% | Stop | |
| 1980-12-11 | 1981-01-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-04-17 | 1980-12-11 | Completed | 100% | $1.53 | $2.22 | 45.25% | Stop | |
| 1980-03-25 | 1980-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-02-06 | 1980-03-25 | Completed | 100% | $1.05 | $1.52 | 44.61% | Stop | |
| 1978-04-03 | 1979-02-06 | Interest (CASH) | 100% | $1.00 | $1.07 | 6.64% | Interest Income | |
| 1978-02-03 | 1978-04-03 | Completed | 100% | $0.87 | $0.87 | -0.05% | Signal | |
| 1978-01-12 | 1978-02-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1977-09-20 | 1978-01-12 | Completed | 100% | $0.93 | $0.81 | -12.70% | Stop | |
| 1977-08-26 | 1977-09-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-11-04 | 1977-08-26 | Completed | 100% | $0.63 | $0.87 | 38.26% | Stop | |
| 1975-08-21 | 1975-11-04 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.57% | Interest Income | |
| 1975-06-04 | 1975-08-21 | Completed | 100% | $0.64 | $0.61 | -5.76% | Stop | |
| 1974-03-15 | 1975-06-04 | Interest (CASH) | 100% | $1.00 | $1.10 | 9.65% | Interest Income | |
| 1974-02-05 | 1974-03-15 | Completed | 100% | $0.55 | $0.59 | 8.17% | Signal | |
| 1974-01-14 | 1974-02-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-12-10 | 1974-01-14 | Completed | 100% | $0.54 | $0.58 | 8.21% | Stop | |
| 1973-11-15 | 1973-12-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-09-06 | 1973-11-15 | Completed | 100% | $0.59 | $0.57 | -2.99% | Stop | |
| 1973-08-14 | 1973-09-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-06-08 | 1973-08-14 | Completed | 100% | $0.70 | $0.61 | -11.92% | Stop | |
| 1973-05-16 | 1973-06-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-03-21 | 1973-05-16 | Completed | 100% | $0.73 | $0.70 | -3.89% | Stop | |
| 1973-02-27 | 1973-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1972-03-13 | 1973-02-27 | Completed | 100% | $0.52 | $0.69 | 33.42% | Stop | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |