CVX
Chevron Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-11
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 7.2%, compared to a Buy-and-Hold benchmark return of 11.7%. 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for CVX:
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 Model
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.
🎯 Trading Horizon
Select risk profile & execution style for CVX:
🛡️ Long-Term Investing Active Horizon
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 Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-45.6% (vs -58.2% B&H)
+12.6% shallower drawdown
Drawdown Shield
12.6% Cut
Protected capital vs -58.2% B&H
Capital Sheltered from Risk
31.0% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 CVX Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -25.11% | -20.81% | -36.82% | -24.95% | -41.80% | -55.77% | -45.58% | -58.23% |
| Sharpe Ratio | -0.17 | 1.46 | 0.44 | 0.78 | 0.16 | 0.39 | 0.35 | 0.41 |
| Sortino Ratio | -0.20 | 2.12 | 0.52 | 1.04 | 0.18 | 0.47 | 0.40 | 0.57 |
| CAGR | -3.16% | 40.63% | 10.61% | 21.73% | 3.19% | 12.31% | 7.15% | 11.70% |
| % Time Invested | 64.7% | 100.0% | 77.8% | 100.0% | 71.7% | 100.0% | 69.0% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.6 | 0.0 | 1.5 | 0.0 | 1.2 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for CVX... Top Diversifiers for CVX
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
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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. Subscribe to Unlock | ||||||||
| 2026-05-12 | 2026-07-01 | Completed | 100% | $183.21 | $163.35 | -10.88% | Stop | |
| 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% | $180.75 | $181.24 | 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% | $140.18 | $147.05 | 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% | $134.60 | $126.92 | -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% | $145.66 | $132.45 | -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% | $128.20 | $135.47 | 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% | $146.45 | $128.49 | -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% | $116.06 | $136.93 | 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% | $81.10 | $130.62 | 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% | $73.31 | $69.75 | -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% | $87.12 | $75.96 | -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% | $81.54 | $82.64 | 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% | $83.47 | $72.86 | -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% | $77.58 | $77.66 | 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% | $67.26 | $76.59 | 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% | $66.82 | $66.16 | -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% | $69.72 | $60.97 | -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% | $55.93 | $68.26 | 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% | $53.81 | $52.69 | -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% | $38.04 | $49.47 | 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% | $32.98 | $36.16 | 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% | $38.17 | $33.51 | -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% | $34.38 | $36.52 | 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% | $40.27 | $38.20 | -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% | $40.06 | $41.86 | 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% | $40.56 | $37.75 | -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% | $25.50 | $38.45 | 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% | $23.55 | $24.97 | 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% | $18.62 | $23.02 | 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% | $14.25 | $14.96 | 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% | $17.86 | $15.90 | -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% | $13.97 | $15.00 | 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% | $16.86 | $15.16 | -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% | $14.32 | $16.23 | 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% | $12.78 | $13.49 | 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% | $7.58 | $13.10 | 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% | $6.62 | $7.10 | 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% | $5.35 | $6.33 | 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% | $4.74 | $4.26 | -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% | $4.54 | $4.41 | -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% | $3.18 | $4.39 | 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% | $2.27 | $2.89 | 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% | $3.02 | $2.32 | -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% | $2.12 | $3.04 | 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% | $1.98 | $1.82 | -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% | $1.68 | $1.55 | -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% | $1.61 | $1.54 | -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% | $1.68 | $1.48 | -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% | $1.90 | $1.77 | -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% | $1.71 | $1.78 | 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% | $1.70 | $1.66 | -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% | $2.04 | $1.82 | -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% | $2.28 | $1.99 | -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% | $1.51 | $2.20 | 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% | $1.04 | $1.50 | 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% | $0.92 | $0.80 | -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 | $0.60 | -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% | $0.54 | $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% | $0.53 | $0.57 | 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% | $0.69 | $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% | $0.72 | $0.69 | -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% | $0.51 | $0.69 | 33.42% | Stop | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |