DIS
Walt Disney Co
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for DIS (Walt Disney Co) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -58.6% (compared to the benchmark's drawdown of -85.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.2%, compared to a Buy-and-Hold benchmark return of 8.8%. The strategy executed 79 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
DIS Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -6.30% | -21.11% | -1.18% | -11.37% | 2.69% | 0.56% | 9.22% | 8.76% |
| Sharpe Ratio | -0.51 | -0.94 | -0.09 | -0.41 | 0.16 | 0.02 | 0.46 | 0.27 |
| Max Drawdown | -12.18% | -23.70% | -39.15% | -57.33% | -39.15% | -60.72% | -58.61% | -85.66% |
| % Time Invested | 32.9% | 100.0% | 31.3% | 100.0% | 48.8% | 100.0% | 57.4% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.6 | 0.0 | 1.3 | 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 | ||||||||
| 2025-12-09 | 2025-12-12 | Completed | 100% | $106.05 | $110.14 | 3.80% | Signal | |
| 2025-11-14 | 2025-12-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-05-15 | 2025-11-14 | Completed | 100% | $110.16 | $105.99 | -3.84% | Stop | |
| 2025-04-08 | 2025-05-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2025-04-03 | 2025-04-08 | Completed | 100% | $92.77 | $84.36 | -9.10% | Stop | |
| 2025-03-12 | 2025-04-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-11-14 | 2025-03-12 | Completed | 100% | $107.82 | $96.86 | -10.21% | Stop | |
| 2024-07-26 | 2024-11-14 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.51% | Interest Income | |
| 2024-05-31 | 2024-07-26 | Completed | 100% | $98.75 | $87.95 | -10.98% | Signal | |
| 2024-05-08 | 2024-05-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-01-04 | 2024-05-08 | Completed | 100% | $89.43 | $102.04 | 14.04% | Stop | |
| 2023-06-26 | 2024-01-04 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.88% | Interest Income | |
| 2023-06-09 | 2023-06-26 | Completed | 100% | $89.96 | $85.36 | -5.16% | Stop | |
| 2023-04-13 | 2023-06-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.82% | Interest Income | |
| 2023-03-13 | 2023-04-13 | Completed | 100% | $89.09 | $95.51 | 7.15% | Signal | |
| 2021-08-31 | 2023-03-13 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.99% | Interest Income | |
| 2021-06-09 | 2021-08-31 | Completed | 100% | $170.94 | $173.79 | 1.62% | Signal | |
| 2021-05-17 | 2021-06-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-09-10 | 2021-05-17 | Completed | 100% | $129.51 | $167.44 | 29.22% | Stop | |
| 2020-02-26 | 2020-09-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2018-07-12 | 2020-02-26 | Completed | 100% | $102.70 | $122.28 | 19.01% | Stop | |
| 2018-04-13 | 2018-07-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2018-01-08 | 2018-04-13 | Completed | 100% | $104.56 | $95.23 | -8.96% | Signal | |
| 2017-08-09 | 2018-01-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 2016-12-22 | 2017-08-09 | Completed | 100% | $97.45 | $94.20 | -3.38% | Signal | |
| 2016-01-06 | 2016-12-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2015-11-20 | 2016-01-06 | Completed | 100% | $108.26 | $90.91 | -16.07% | Stop | |
| 2015-10-07 | 2015-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-09-15 | 2015-10-07 | Completed | 100% | $93.84 | $94.97 | 1.15% | Signal | |
| 2015-08-21 | 2015-09-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-01-24 | 2015-08-21 | Completed | 100% | $33.88 | $88.62 | 161.42% | Stop | |
| 2011-07-28 | 2012-01-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-07-19 | 2011-07-28 | Completed | 100% | $33.33 | $33.69 | 1.03% | Signal | |
| 2011-06-24 | 2011-07-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-06-24 | Completed | 100% | $27.92 | $32.37 | 15.87% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-17 | 2010-05-07 | Completed | 100% | $19.56 | $28.60 | 46.11% | Stop | |
| 2008-10-07 | 2009-06-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2008-09-26 | 2008-10-07 | Completed | 100% | $26.27 | $22.88 | -12.97% | Stop | |
| 2008-07-09 | 2008-09-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2008-05-30 | 2008-07-09 | Completed | 100% | $27.95 | $24.64 | -11.87% | Stop | |
| 2007-11-15 | 2008-05-30 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 2007-11-02 | 2007-11-15 | Completed | 100% | $27.88 | $25.88 | -7.23% | Signal | |
| 2007-08-17 | 2007-11-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.84% | Interest Income | |
| 2006-01-17 | 2007-08-17 | Completed | 100% | $20.55 | $27.16 | 32.12% | Signal | |
| 2005-06-30 | 2006-01-17 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.00% | Interest Income | |
| 2004-10-12 | 2005-06-30 | Completed | 100% | $19.23 | $20.22 | 5.06% | Stop | |
| 2004-08-09 | 2004-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2004-05-21 | 2004-08-09 | Completed | 100% | $18.10 | $17.16 | -5.26% | Signal | |
| 2004-04-29 | 2004-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-04-07 | 2004-04-29 | Completed | 100% | $13.91 | $18.88 | 35.65% | Stop | |
| 2002-07-16 | 2003-04-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.00% | Interest Income | |
| 2002-07-02 | 2002-07-16 | Completed | 100% | $13.87 | $13.17 | -5.11% | Signal | |
| 2002-06-10 | 2002-07-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-04-02 | 2002-06-10 | Completed | 100% | $17.40 | $16.60 | -4.65% | Stop | |
| 2000-10-18 | 2002-04-02 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.12% | Interest Income | |
| 2000-08-01 | 2000-10-18 | Completed | 100% | $29.26 | $26.58 | -9.18% | Stop | |
| 2000-07-10 | 2000-08-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-03-21 | 2000-07-10 | Completed | 100% | $29.59 | $28.51 | -3.69% | Stop | |
| 2000-02-28 | 2000-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-01-18 | 2000-02-28 | Completed | 100% | $25.18 | $24.01 | -4.70% | Stop | |
| 1999-09-01 | 2000-01-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.91% | Interest Income | |
| 1999-08-20 | 1999-09-01 | Completed | 100% | $21.89 | $20.60 | -5.98% | Stop | |
| 1999-06-22 | 1999-08-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 1999-04-29 | 1999-06-22 | Completed | 100% | $23.80 | $22.78 | -4.34% | Signal | |
| 1999-04-07 | 1999-04-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 1999-02-12 | 1999-04-07 | Completed | 100% | $26.11 | $22.73 | -13.01% | Stop | |
| 1998-08-31 | 1999-02-12 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.99% | Interest Income | |
| 1998-08-27 | 1998-08-31 | Completed | 100% | $24.07 | $22.68 | -5.82% | Signal | |
| 1998-08-05 | 1998-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1998-07-15 | 1998-08-05 | Completed | 100% | $29.49 | $24.30 | -17.64% | Stop | |
| 1998-06-22 | 1998-07-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1996-10-28 | 1998-06-22 | Completed | 100% | $16.18 | $26.52 | 63.81% | Stop | |
| 1996-07-10 | 1996-10-28 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.56% | Interest Income | |
| 1996-05-29 | 1996-07-10 | Completed | 100% | $15.12 | $14.02 | -7.31% | Signal | |
| 1996-05-06 | 1996-05-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1994-12-29 | 1996-05-06 | Completed | 100% | $11.24 | $14.36 | 27.72% | Stop | |
| 1994-06-03 | 1994-12-29 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.79% | Interest Income | |
| 1994-05-11 | 1994-06-03 | Completed | 100% | $9.96 | $10.53 | 5.67% | Signal | |
| 1994-04-18 | 1994-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1993-12-13 | 1994-04-18 | Completed | 100% | $10.05 | $9.79 | -2.60% | Stop | |
| 1993-07-09 | 1993-12-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.33% | Interest Income | |
| 1993-05-17 | 1993-07-09 | Completed | 100% | $9.39 | $9.26 | -1.49% | Stop | |
| 1993-04-23 | 1993-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-11-10 | 1993-04-23 | Completed | 100% | $9.78 | $9.60 | -1.92% | Stop | |
| 1992-09-29 | 1992-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1992-07-17 | 1992-09-29 | Completed | 100% | $8.61 | $8.67 | 0.64% | Signal | |
| 1992-06-24 | 1992-07-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 1992-01-31 | 1992-06-24 | Completed | 100% | $8.22 | $8.33 | 1.34% | Stop | |
| 1991-10-15 | 1992-01-31 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.29% | Interest Income | |
| 1991-02-05 | 1991-10-15 | Completed | 100% | $6.85 | $6.83 | -0.36% | Signal | |
| 1990-09-06 | 1991-02-05 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.89% | Interest Income | |
| 1990-08-27 | 1990-09-06 | Completed | 100% | $5.99 | $6.01 | 0.32% | Signal | |
| 1990-08-03 | 1990-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1990-06-19 | 1990-08-03 | Completed | 100% | $7.45 | $6.44 | -13.62% | Stop | |
| 1990-02-23 | 1990-06-19 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.49% | Interest Income | |
| 1990-01-16 | 1990-02-23 | Completed | 100% | $6.43 | $6.23 | -3.23% | Signal | |
| 1989-12-21 | 1990-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-11-08 | 1989-12-21 | Completed | 100% | $7.14 | $6.59 | -7.73% | Stop | |
| 1989-10-17 | 1989-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-07-07 | 1989-10-17 | Completed | 100% | $3.70 | $7.14 | 92.88% | Stop | |
| 1987-11-13 | 1988-07-07 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.97% | Interest Income | |
| 1987-11-09 | 1987-11-13 | Completed | 100% | $3.08 | $3.06 | -0.52% | Signal | |
| 1987-10-16 | 1987-11-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-01-21 | 1987-10-16 | Completed | 100% | $3.00 | $4.02 | 33.75% | Stop | |
| 1986-10-24 | 1987-01-21 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.81% | Interest Income | |
| 1986-09-30 | 1986-10-24 | Completed | 100% | $2.21 | $2.52 | 13.90% | Signal | |
| 1986-09-08 | 1986-09-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-08-07 | 1986-09-08 | Completed | 100% | $2.60 | $2.35 | -9.71% | Stop | |
| 1986-07-16 | 1986-08-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-10-30 | 1986-07-16 | Completed | 100% | $0.80 | $2.63 | 227.83% | Stop | |
| 1984-10-08 | 1984-10-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-09-20 | 1984-10-08 | Completed | 100% | $0.88 | $0.76 | -13.54% | Stop | |
| 1984-07-20 | 1984-09-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.29% | Interest Income | |
| 1984-07-05 | 1984-07-20 | Completed | 100% | $0.64 | $0.74 | 16.65% | Signal | |
| 1984-06-12 | 1984-07-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-04-18 | 1984-06-12 | Completed | 100% | $0.86 | $0.71 | -16.83% | Stop | |
| 1983-07-21 | 1984-04-18 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.82% | Interest Income | |
| 1983-06-29 | 1983-07-21 | Completed | 100% | $0.91 | $0.88 | -3.36% | Signal | |
| 1983-06-07 | 1983-06-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-08-23 | 1983-06-07 | Completed | 100% | $0.74 | $0.98 | 31.90% | Stop | |
| 1982-07-30 | 1982-08-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-04-16 | 1982-07-30 | Completed | 100% | $0.77 | $0.68 | -10.69% | Stop | |
| 1981-09-02 | 1982-04-16 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.78% | Interest Income | |
| 1981-08-10 | 1981-09-02 | Completed | 100% | $0.69 | $0.68 | -2.20% | Signal | |
| 1981-07-17 | 1981-08-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-01-13 | 1981-07-17 | Completed | 100% | $0.70 | $0.75 | 6.58% | Stop | |
| 1980-10-13 | 1981-01-13 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.87% | Interest Income | |
| 1980-04-22 | 1980-10-13 | Completed | 100% | $0.58 | $0.60 | 3.09% | Stop | |
| 1980-03-28 | 1980-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-09-10 | 1980-03-28 | Completed | 100% | $0.53 | $0.56 | 4.30% | Stop | |
| 1979-05-24 | 1979-09-10 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.24% | Interest Income | |
| 1979-05-22 | 1979-05-24 | Completed | 100% | $0.47 | $0.45 | -5.31% | Stop | |
| 1978-12-07 | 1979-05-22 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.47% | Interest Income | |
| 1978-11-15 | 1978-12-07 | Completed | 100% | $0.48 | $0.53 | 8.85% | Signal | |
| 1978-10-24 | 1978-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-04-24 | 1978-10-24 | Completed | 100% | $0.50 | $0.52 | 3.92% | Stop | |
| 1978-02-13 | 1978-04-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.45% | Interest Income | |
| 1978-02-02 | 1978-02-13 | Completed | 100% | $0.44 | $0.45 | 1.45% | Signal | |
| 1978-01-11 | 1978-02-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1977-11-17 | 1978-01-11 | Completed | 100% | $0.54 | $0.48 | -9.64% | Stop | |
| 1977-10-26 | 1977-11-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1977-09-28 | 1977-10-26 | Completed | 100% | $0.52 | $0.46 | -11.79% | Stop | |
| 1976-07-16 | 1977-09-28 | Interest (CASH) | 100% | $1.00 | $1.09 | 9.49% | Interest Income | |
| 1976-05-26 | 1976-07-16 | Completed | 100% | $0.69 | $0.70 | 0.67% | Signal | |
| 1976-05-04 | 1976-05-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-11-05 | 1976-05-04 | Completed | 100% | $0.65 | $0.71 | 8.85% | Stop | |
| 1975-10-14 | 1975-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-08-18 | 1975-10-14 | Completed | 100% | $0.56 | $0.64 | 14.74% | Signal | |
| 1975-07-25 | 1975-08-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-03-10 | 1975-07-25 | Completed | 100% | $0.60 | $0.61 | 2.15% | Stop | |
| 1973-03-23 | 1975-03-10 | Interest (CASH) | 100% | $1.00 | $1.16 | 15.96% | Interest Income | |
| 1973-02-20 | 1973-03-23 | Completed | 100% | $1.29 | $1.19 | -8.11% | Stop | |
| 1973-01-26 | 1973-02-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1972-11-03 | 1973-01-26 | Completed | 100% | $1.29 | $1.40 | 8.17% | Stop | |
| 1972-10-12 | 1972-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1972-03-13 | 1972-10-12 | Completed | 100% | $0.99 | $1.11 | 12.19% | Stop | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |