DHR
Danaher Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for DHR (Danaher Corp) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -70.5% (compared to the benchmark's drawdown of -65.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.7%, compared to a Buy-and-Hold benchmark return of 19.4%. The strategy executed 72 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
DHR Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -5.17% | -4.88% | -7.00% | -5.28% | 10.11% | 10.84% | 8.68% | 19.36% |
| Sharpe Ratio | -0.38 | -0.16 | -0.48 | -0.19 | 0.53 | 0.40 | 0.35 | 0.53 |
| Max Drawdown | -19.81% | -32.97% | -41.60% | -43.82% | -41.60% | -43.82% | -70.51% | -65.31% |
| % Time Invested | 34.9% | 100.0% | 40.9% | 100.0% | 67.6% | 100.0% | 70.4% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.4 | 0.0 | 1.1 | 0.0 | 1.6 | 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 | ||||||||
| 2026-03-12 | 2026-03-31 | Completed | 100% | $192.36 | $186.38 | -3.16% | Signal | |
| 2026-02-18 | 2026-03-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-10-29 | 2026-02-18 | Completed | 100% | $214.27 | $204.99 | -4.38% | Stop | |
| 2024-11-15 | 2025-10-29 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.05% | Interest Income | |
| 2024-01-10 | 2024-11-15 | Completed | 100% | $227.18 | $233.42 | 2.69% | Stop | |
| 2023-10-26 | 2024-01-10 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.09% | Interest Income | |
| 2023-09-08 | 2023-10-26 | Completed | 100% | $221.70 | $187.75 | -15.35% | Stop | |
| 2023-02-23 | 2023-09-08 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.82% | Interest Income | |
| 2023-01-23 | 2023-02-23 | Completed | 100% | $238.23 | $219.31 | -7.99% | Signal | |
| 2022-10-14 | 2023-01-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 2022-09-15 | 2022-10-14 | Completed | 100% | $250.40 | $224.95 | -10.21% | Stop | |
| 2022-02-25 | 2022-09-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.85% | Interest Income | |
| 2022-02-15 | 2022-02-25 | Completed | 100% | $238.27 | $234.48 | -1.64% | Signal | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-05-26 | 2022-01-24 | Completed | 100% | $139.71 | $239.73 | 71.50% | Stop | |
| 2020-05-01 | 2020-05-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-05-01 | Completed | 100% | $108.15 | $139.83 | 29.22% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-29 | 2020-03-02 | Completed | 100% | $90.89 | $124.98 | 37.43% | Stop | |
| 2019-01-04 | 2019-01-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-10-06 | 2019-01-04 | Completed | 100% | $73.88 | $84.40 | 14.18% | Signal | |
| 2017-09-01 | 2017-10-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-04-11 | 2017-09-01 | Completed | 100% | $38.22 | $70.69 | 84.88% | Signal | |
| 2016-02-23 | 2016-04-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2016-02-19 | 2016-02-23 | Completed | 100% | $35.43 | $35.74 | 0.83% | Signal | |
| 2016-01-27 | 2016-02-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2014-10-24 | 2016-01-27 | Completed | 100% | $31.40 | $34.65 | 10.29% | Stop | |
| 2014-09-26 | 2014-10-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-02-07 | 2014-09-26 | Completed | 100% | $21.16 | $30.75 | 45.23% | Signal | |
| 2011-08-03 | 2012-02-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-10-06 | 2011-08-03 | Completed | 100% | $16.37 | $18.83 | 15.00% | Stop | |
| 2010-08-23 | 2010-10-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-07-26 | 2010-08-23 | Completed | 100% | $15.32 | $14.59 | -4.80% | Signal | |
| 2010-07-01 | 2010-07-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-11 | 2010-07-01 | Completed | 100% | $12.74 | $14.99 | 17.58% | Stop | |
| 2008-09-24 | 2009-06-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2008-04-29 | 2008-09-24 | Completed | 100% | $15.64 | $14.36 | -8.19% | Stop | |
| 2008-03-03 | 2008-04-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2008-02-14 | 2008-03-03 | Completed | 100% | $15.21 | $14.81 | -2.68% | Signal | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2005-12-08 | 2008-01-23 | Completed | 100% | $11.56 | $14.91 | 28.89% | Stop | |
| 2005-10-18 | 2005-12-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2005-05-20 | 2005-10-18 | Completed | 100% | $10.78 | $10.32 | -4.33% | Signal | |
| 2005-04-18 | 2005-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2003-01-24 | 2005-04-18 | Completed | 100% | $6.29 | $9.72 | 54.47% | Stop | |
| 2002-07-24 | 2003-01-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.73% | 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 | |
| 2001-10-18 | 2002-06-13 | Completed | 100% | $5.51 | $6.40 | 16.18% | Stop | |
| 2001-07-12 | 2001-10-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2001-06-22 | 2001-07-12 | Completed | 100% | $6.29 | $5.51 | -12.44% | Stop | |
| 2001-05-02 | 2001-06-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2001-04-16 | 2001-05-02 | Completed | 100% | $5.35 | $5.45 | 1.90% | Signal | |
| 2001-03-22 | 2001-04-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2001-02-01 | 2001-03-22 | Completed | 100% | $6.39 | $5.45 | -14.74% | Stop | |
| 2001-01-09 | 2001-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2000-10-12 | 2001-01-09 | Completed | 100% | $5.27 | $5.95 | 12.92% | Stop | |
| 2000-09-20 | 2000-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-07-14 | 2000-09-20 | Completed | 100% | $4.60 | $4.83 | 4.93% | Stop | |
| 2000-06-21 | 2000-07-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2000-05-16 | 2000-06-21 | Completed | 100% | $5.50 | $4.71 | -14.46% | Stop | |
| 2000-04-17 | 2000-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2000-04-05 | 2000-04-17 | Completed | 100% | $5.18 | $4.76 | -8.06% | Stop | |
| 1999-09-22 | 2000-04-05 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.89% | 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 | |
| 1998-12-04 | 1999-06-02 | Completed | 100% | $4.55 | $5.95 | 30.72% | Stop | |
| 1998-09-25 | 1998-12-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.82% | 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 | |
| 1996-02-29 | 1996-07-16 | Completed | 100% | $1.70 | $1.79 | 4.77% | Stop | |
| 1996-02-06 | 1996-02-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1993-03-16 | 1996-02-06 | Completed | 100% | $0.67 | $1.58 | 135.71% | Signal | |
| 1993-02-22 | 1993-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-12-16 | 1993-02-22 | Completed | 100% | $0.65 | $0.60 | -7.56% | Stop | |
| 1992-09-29 | 1992-12-16 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 1992-02-18 | 1992-09-29 | Completed | 100% | $0.57 | $0.54 | -5.93% | Stop | |
| 1991-11-04 | 1992-02-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.18% | Interest Income | |
| 1991-10-10 | 1991-11-04 | Completed | 100% | $0.45 | $0.46 | 2.65% | Signal | |
| 1991-09-18 | 1991-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1991-06-11 | 1991-09-18 | Completed | 100% | $0.53 | $0.47 | -12.11% | Stop | |
| 1991-05-17 | 1991-06-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1991-03-08 | 1991-05-17 | Completed | 100% | $0.52 | $0.46 | -12.83% | Stop | |
| 1990-09-25 | 1991-03-08 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.04% | 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 | |
| 1990-04-27 | 1990-08-06 | Completed | 100% | $0.43 | $0.45 | 4.17% | Stop | |
| 1989-11-29 | 1990-04-27 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.19% | Interest Income | |
| 1989-11-17 | 1989-11-29 | Completed | 100% | $0.44 | $0.41 | -5.60% | Stop | |
| 1989-10-16 | 1989-11-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 1989-04-26 | 1989-10-16 | Completed | 100% | $0.42 | $0.34 | -18.29% | Stop | |
| 1988-11-18 | 1989-04-26 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.28% | Interest Income | |
| 1988-10-31 | 1988-11-18 | Completed | 100% | $0.34 | $0.32 | -8.01% | Signal | |
| 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 | |
| 1988-04-15 | 1988-05-20 | Completed | 100% | $0.33 | $0.34 | 4.58% | Stop | |
| 1987-11-17 | 1988-04-15 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.13% | Interest Income | |
| 1987-11-10 | 1987-11-17 | Completed | 100% | $0.19 | $0.18 | -3.27% | Signal | |
| 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 | |
| 1986-03-31 | 1986-07-09 | Completed | 100% | $0.13 | $0.14 | 4.65% | Stop | |
| 1985-12-02 | 1986-03-31 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.45% | Interest Income | |
| 1985-11-05 | 1985-12-02 | Completed | 100% | $0.09 | $0.08 | -9.88% | Signal | |
| 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 | |
| 1985-01-29 | 1985-05-31 | Completed | 100% | $0.09 | $0.09 | -3.38% | Stop | |
| 1984-10-16 | 1985-01-29 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.18% | Interest Income | |
| 1984-07-20 | 1984-10-16 | Completed | 100% | $0.08 | $0.07 | -9.30% | Signal | |
| 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 | |
| 1983-10-12 | 1984-01-31 | Completed | 100% | $0.05 | $0.07 | 35.23% | Stop | |
| 1983-09-20 | 1983-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-07-29 | 1983-09-20 | Completed | 100% | $0.05 | $0.04 | -6.71% | Signal | |
| 1983-07-07 | 1983-07-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-04-20 | 1983-07-07 | Completed | 100% | $0.05 | $0.05 | -0.05% | Stop | |
| 1983-03-28 | 1983-04-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-01-19 | 1983-03-28 | Completed | 100% | $0.04 | $0.04 | -11.58% | Stop | |
| 1982-12-28 | 1983-01-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-12-23 | 1982-12-28 | Completed | 100% | $0.04 | $0.03 | -17.43% | Stop | |
| 1981-08-24 | 1982-12-23 | Interest (CASH) | 100% | $1.00 | $1.11 | 10.64% | Interest Income | |
| 1981-08-13 | 1981-08-24 | Completed | 100% | $0.06 | $0.05 | -5.31% | Signal | |
| 1981-07-22 | 1981-08-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-05-15 | 1981-07-22 | Completed | 100% | $0.06 | $0.06 | -7.55% | Stop | |
| 1981-04-23 | 1981-05-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-03-13 | 1981-04-23 | Completed | 100% | $0.06 | $0.06 | 2.39% | Stop | |
| 1981-03-11 | 1981-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |