DHR
Danaher Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for DHR (Danaher Corp) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -61.6% (compared to the benchmark's drawdown of -65.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 15.2%, compared to a Buy-and-Hold benchmark return of 19.4%. The strategy executed 66 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
DHR Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.84% | -4.88% | -6.55% | -5.28% | 11.69% | 10.84% | 15.19% | 19.36% |
| Sharpe Ratio | 298.73 | -0.16 | -0.37 | -0.19 | 0.56 | 0.40 | 0.54 | 0.53 |
| Max Drawdown | 0.00% | -32.97% | -41.54% | -43.82% | -41.54% | -43.82% | -61.57% | -65.31% |
| % Time Invested | 0.0% | 100.0% | 37.2% | 100.0% | 68.0% | 100.0% | 77.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.4 | 0.0 | 0.8 | 0.0 | 1.5 | 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 | ||||||||
| 2025-04-30 | 2025-06-03 | Completed | 100% | $197.02 | $186.50 | -5.39% | Signal | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-28 | 2025-04-07 | Completed | 100% | $204.89 | $174.85 | -14.71% | Stop | |
| 2025-02-05 | 2025-02-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-12-11 | 2025-02-05 | Completed | 100% | $233.07 | $214.11 | -8.18% | Stop | |
| 2024-11-18 | 2024-12-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2024-08-06 | 2024-11-18 | Completed | 100% | $267.63 | $227.34 | -15.10% | Stop | |
| 2022-12-22 | 2024-08-06 | Interest (CASH) | 100% | $1.00 | $1.09 | 8.71% | Interest Income | |
| 2022-11-03 | 2022-12-22 | Completed | 100% | $208.68 | $224.31 | 7.44% | Signal | |
| 2022-10-12 | 2022-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2022-05-18 | 2022-10-12 | Completed | 100% | $214.16 | $220.67 | 2.98% | Stop | |
| 2022-04-26 | 2022-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-15 | 2022-04-26 | Completed | 100% | $238.27 | $223.52 | -6.24% | Stop | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2022-01-24 | Completed | 100% | $108.15 | $239.73 | 121.55% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-02-19 | 2020-03-02 | Completed | 100% | $35.43 | $124.98 | 252.61% | Stop | |
| 2016-01-27 | 2016-02-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-10-27 | 2016-01-27 | Completed | 100% | $19.81 | $34.65 | 74.80% | Stop | |
| 2011-10-05 | 2011-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-25 | 2011-10-05 | Completed | 100% | $17.49 | $16.72 | -4.48% | Stop | |
| 2011-08-03 | 2011-08-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-07-26 | 2011-08-03 | Completed | 100% | $15.32 | $18.83 | 22.85% | Stop | |
| 2010-07-01 | 2010-07-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-09-14 | 2010-07-01 | Completed | 100% | $13.41 | $14.99 | 11.75% | Stop | |
| 2008-11-14 | 2009-09-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2008-10-16 | 2008-11-14 | Completed | 100% | $10.95 | $11.12 | 1.50% | Stop | |
| 2008-09-24 | 2008-10-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-02-14 | 2008-09-24 | Completed | 100% | $15.21 | $14.36 | -5.61% | Stop | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2005-05-10 | 2008-01-23 | Completed | 100% | $10.28 | $14.91 | 44.99% | Stop | |
| 2005-04-18 | 2005-05-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2002-10-11 | 2005-04-18 | Completed | 100% | $5.82 | $9.72 | 67.00% | Stop | |
| 2002-09-19 | 2002-10-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2002-08-15 | 2002-09-19 | Completed | 100% | $6.08 | $5.27 | -13.37% | Stop | |
| 2002-07-24 | 2002-08-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2002-07-08 | 2002-07-24 | Completed | 100% | $6.50 | $5.46 | -16.02% | Stop | |
| 2002-06-13 | 2002-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-10-10 | 2002-06-13 | Completed | 100% | $4.81 | $6.40 | 33.01% | Stop | |
| 2001-09-18 | 2001-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2001-08-03 | 2001-09-18 | Completed | 100% | $5.68 | $4.83 | -14.90% | Stop | |
| 2001-07-12 | 2001-08-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2001-04-17 | 2001-07-12 | Completed | 100% | $5.36 | $5.51 | 2.76% | Stop | |
| 2001-03-23 | 2001-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2001-02-28 | 2001-03-23 | Completed | 100% | $6.36 | $5.42 | -14.73% | Stop | |
| 2000-07-13 | 2001-02-28 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.69% | Interest Income | |
| 2000-06-16 | 2000-07-13 | Completed | 100% | $4.88 | $4.60 | -5.86% | Signal | |
| 2000-05-24 | 2000-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-02-16 | 2000-05-24 | Completed | 100% | $4.04 | $4.93 | 22.03% | Stop | |
| 2000-01-25 | 2000-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2000-01-07 | 2000-01-25 | Completed | 100% | $4.56 | $3.79 | -16.89% | Stop | |
| 1999-12-15 | 2000-01-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1999-10-14 | 1999-12-15 | Completed | 100% | $4.95 | $4.33 | -12.54% | Stop | |
| 1999-09-22 | 1999-10-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-08-27 | 1999-09-22 | Completed | 100% | $6.12 | $5.25 | -14.28% | Stop | |
| 1999-08-05 | 1999-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-06-24 | 1999-08-05 | Completed | 100% | $6.01 | $5.21 | -13.23% | Stop | |
| 1999-06-02 | 1999-06-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1998-10-19 | 1999-06-02 | Completed | 100% | $3.51 | $5.95 | 69.38% | Stop | |
| 1998-09-25 | 1998-10-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 1998-08-28 | 1998-09-25 | Completed | 100% | $3.87 | $3.39 | -12.47% | Stop | |
| 1998-08-06 | 1998-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1997-03-27 | 1998-08-06 | Completed | 100% | $2.11 | $3.92 | 85.11% | Stop | |
| 1997-03-05 | 1997-03-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-08-07 | 1997-03-05 | Completed | 100% | $2.03 | $2.08 | 2.49% | Stop | |
| 1996-07-16 | 1996-08-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1993-03-16 | 1996-07-16 | Completed | 100% | $0.67 | $1.79 | 166.31% | Stop | |
| 1993-02-22 | 1993-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-10-21 | 1993-02-22 | Completed | 100% | $0.56 | $0.60 | 7.60% | Stop | |
| 1992-09-29 | 1992-10-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 1991-10-10 | 1992-09-29 | Completed | 100% | $0.45 | $0.54 | 18.86% | Stop | |
| 1991-09-18 | 1991-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1991-04-15 | 1991-09-18 | Completed | 100% | $0.48 | $0.47 | -2.60% | Stop | |
| 1991-03-21 | 1991-04-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 1991-01-30 | 1991-03-21 | Completed | 100% | $0.43 | $0.46 | 6.33% | Stop | |
| 1990-11-27 | 1991-01-30 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 1990-10-17 | 1990-11-27 | Completed | 100% | $0.35 | $0.38 | 8.57% | Signal | |
| 1990-09-25 | 1990-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 1990-08-28 | 1990-09-25 | Completed | 100% | $0.41 | $0.39 | -5.93% | Stop | |
| 1990-08-06 | 1990-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1990-07-05 | 1990-08-06 | Completed | 100% | $0.49 | $0.45 | -8.12% | Stop | |
| 1990-03-02 | 1990-07-05 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.68% | Interest Income | |
| 1990-01-04 | 1990-03-02 | Completed | 100% | $0.38 | $0.37 | -2.45% | Signal | |
| 1989-12-11 | 1990-01-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-11-07 | 1989-12-11 | Completed | 100% | $0.36 | $0.37 | 2.51% | Stop | |
| 1989-10-16 | 1989-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-10-31 | 1989-10-16 | Completed | 100% | $0.34 | $0.34 | -0.93% | Stop | |
| 1988-10-07 | 1988-10-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-09-06 | 1988-10-07 | Completed | 100% | $0.40 | $0.37 | -8.38% | Stop | |
| 1988-08-12 | 1988-09-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-06-14 | 1988-08-12 | Completed | 100% | $0.44 | $0.41 | -4.94% | Stop | |
| 1988-05-20 | 1988-06-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-02-02 | 1988-05-20 | Completed | 100% | $0.23 | $0.34 | 46.68% | Stop | |
| 1988-01-11 | 1988-02-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-12-30 | 1988-01-11 | Completed | 100% | $0.21 | $0.19 | -10.34% | Stop | |
| 1987-12-07 | 1987-12-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-11-10 | 1987-12-07 | Completed | 100% | $0.19 | $0.16 | -14.56% | Stop | |
| 1987-10-19 | 1987-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-10-01 | 1987-10-19 | Completed | 100% | $0.39 | $0.28 | -28.38% | Stop | |
| 1987-09-09 | 1987-10-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-06-12 | 1987-09-09 | Completed | 100% | $0.28 | $0.31 | 11.90% | Stop | |
| 1987-05-20 | 1987-06-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-07-31 | 1987-05-20 | Completed | 100% | $0.12 | $0.26 | 116.14% | Stop | |
| 1986-07-09 | 1986-07-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-04-21 | 1986-07-09 | Completed | 100% | $0.15 | $0.14 | -11.04% | Stop | |
| 1986-03-27 | 1986-04-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-02-03 | 1986-03-27 | Completed | 100% | $0.09 | $0.13 | 44.19% | Stop | |
| 1986-01-10 | 1986-02-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-11-05 | 1986-01-10 | Completed | 100% | $0.09 | $0.09 | -4.97% | Stop | |
| 1985-10-14 | 1985-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-06-24 | 1985-10-14 | Completed | 100% | $0.09 | $0.10 | 6.50% | Stop | |
| 1985-05-31 | 1985-06-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-11-26 | 1985-05-31 | Completed | 100% | $0.07 | $0.09 | 28.82% | Stop | |
| 1984-11-01 | 1984-11-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-07-20 | 1984-11-01 | Completed | 100% | $0.08 | $0.07 | -16.71% | Stop | |
| 1984-06-27 | 1984-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-06-22 | 1984-06-27 | Completed | 100% | $0.08 | $0.08 | 5.95% | Stop | |
| 1984-05-31 | 1984-06-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-02-23 | 1984-05-31 | Completed | 100% | $0.07 | $0.08 | 6.33% | Stop | |
| 1984-01-31 | 1984-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-11-22 | 1984-01-31 | Completed | 100% | $0.05 | $0.07 | 27.71% | Stop | |
| 1983-10-31 | 1983-11-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-08-08 | 1983-10-31 | Completed | 100% | $0.04 | $0.05 | 15.33% | Stop | |
| 1982-02-23 | 1983-08-08 | Interest (CASH) | 100% | $1.00 | $1.12 | 11.67% | Interest Income | |
| 1981-12-02 | 1982-02-23 | Completed | 100% | $0.04 | $0.04 | -3.89% | Stop | |
| 1981-11-09 | 1981-12-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-09-30 | 1981-11-09 | Completed | 100% | $0.04 | $0.04 | 7.95% | Stop | |
| 1981-09-08 | 1981-09-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-08-13 | 1981-09-08 | Completed | 100% | $0.06 | $0.05 | -10.57% | Stop | |
| 1981-07-22 | 1981-08-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-06-04 | 1981-07-22 | Completed | 100% | $0.06 | $0.06 | -7.55% | Stop | |
| 1981-03-11 | 1981-06-04 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.75% | Interest Income | |