ETN
Eaton Corporation Plc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for ETN (Eaton Corporation Plc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -48.9% (compared to the benchmark's drawdown of -69.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.1%, compared to a Buy-and-Hold benchmark return of 15.6%. The strategy executed 74 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
ETN Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.01% | 6.20% | 11.50% | 22.94% | 14.31% | 22.97% | 9.09% | 15.59% |
| Sharpe Ratio | 0.14 | 0.17 | 0.40 | 0.67 | 0.54 | 0.68 | 0.42 | 0.51 |
| Max Drawdown | -20.04% | -19.13% | -33.04% | -34.46% | -33.04% | -44.55% | -48.88% | -68.95% |
| % Time Invested | 93.7% | 100.0% | 79.9% | 100.0% | 81.5% | 100.0% | 68.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.6 | 0.0 | 1.6 | 0.0 | 1.4 | 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 | ||||||||
| 2025-11-21 | 2025-12-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-04-29 | 2025-11-21 | Completed | 100% | $283.68 | $327.11 | 15.25% | Stop | |
| 2025-04-04 | 2025-04-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-20 | 2025-04-04 | Completed | 100% | $303.48 | $245.74 | -19.07% | Stop | |
| 2025-01-28 | 2025-02-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-19 | 2025-01-28 | Completed | 100% | $290.87 | $305.99 | 5.15% | Stop | |
| 2024-07-26 | 2024-08-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-11-10 | 2024-07-26 | Completed | 100% | $213.38 | $293.50 | 37.48% | Stop | |
| 2023-10-19 | 2023-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-06-27 | 2023-10-19 | Completed | 100% | $188.62 | $195.16 | 3.42% | Stop | |
| 2022-12-27 | 2023-06-27 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.43% | Interest Income | |
| 2022-10-20 | 2022-12-27 | Completed | 100% | $131.72 | $149.88 | 13.73% | Signal | |
| 2022-09-28 | 2022-10-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2022-06-14 | 2022-09-28 | Completed | 100% | $125.17 | $125.42 | 0.15% | Stop | |
| 2022-05-20 | 2022-06-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2022-03-21 | 2022-05-20 | Completed | 100% | $146.22 | $128.96 | -11.84% | Stop | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-06-09 | 2022-02-25 | Completed | 100% | $84.56 | $140.04 | 65.52% | Stop | |
| 2020-05-15 | 2020-06-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-05-15 | Completed | 100% | $55.47 | $66.86 | 20.46% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-11-19 | 2020-03-02 | Completed | 100% | $80.95 | $81.64 | 0.80% | Stop | |
| 2019-08-21 | 2019-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2019-01-17 | 2019-08-21 | Completed | 100% | $59.99 | $70.15 | 16.88% | Signal | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-15 | 2018-12-24 | Completed | 100% | $62.07 | $56.85 | -8.46% | Stop | |
| 2018-10-24 | 2018-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-05-24 | 2018-10-24 | Completed | 100% | $68.09 | $63.38 | -6.97% | Stop | |
| 2018-05-02 | 2018-05-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2016-12-06 | 2018-05-02 | Completed | 100% | $55.73 | $62.80 | 12.62% | Stop | |
| 2016-09-15 | 2016-12-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2016-08-10 | 2016-09-15 | Completed | 100% | $53.96 | $51.16 | -5.23% | Stop | |
| 2015-06-18 | 2016-08-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2014-11-03 | 2015-06-18 | Completed | 100% | $51.87 | $54.77 | 5.54% | Signal | |
| 2014-10-10 | 2014-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-08-26 | 2014-10-10 | Completed | 100% | $53.53 | $45.05 | -15.89% | Stop | |
| 2014-08-04 | 2014-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-12-03 | 2014-08-04 | Completed | 100% | $37.29 | $51.27 | 37.42% | Stop | |
| 2012-06-28 | 2012-12-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2012-06-07 | 2012-06-28 | Completed | 100% | $30.02 | $26.49 | -11.81% | Signal | |
| 2012-05-15 | 2012-06-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-10-14 | 2012-05-15 | Completed | 100% | $29.92 | $31.58 | 5.51% | Stop | |
| 2011-09-22 | 2011-10-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-26 | 2011-09-22 | Completed | 100% | $27.24 | $24.40 | -10.49% | Stop | |
| 2011-08-04 | 2011-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-06-29 | 2011-08-04 | Completed | 100% | $34.29 | $30.94 | -9.82% | Stop | |
| 2011-06-07 | 2011-06-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-07-29 | 2011-06-07 | Completed | 100% | $26.19 | $33.46 | 27.73% | Stop | |
| 2010-07-07 | 2010-07-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-07-07 | Completed | 100% | $23.31 | $21.49 | -7.83% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-03-04 | 2010-05-07 | Completed | 100% | $23.94 | $23.84 | -0.46% | Stop | |
| 2008-09-19 | 2010-03-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2008-07-25 | 2008-09-19 | Completed | 100% | $22.03 | $22.06 | 0.06% | Stop | |
| 2008-07-02 | 2008-07-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-02-11 | 2008-07-02 | Completed | 100% | $24.98 | $26.52 | 6.10% | Stop | |
| 2008-01-17 | 2008-02-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2007-12-13 | 2008-01-17 | Completed | 100% | $28.37 | $26.21 | -7.66% | Stop | |
| 2007-11-20 | 2007-12-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2007-09-04 | 2007-11-20 | Completed | 100% | $29.05 | $26.44 | -9.04% | Stop | |
| 2007-08-10 | 2007-09-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2006-08-09 | 2007-08-10 | Completed | 100% | $19.51 | $26.56 | 36.07% | Stop | |
| 2006-07-18 | 2006-08-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2006-05-08 | 2006-07-18 | Completed | 100% | $23.22 | $19.51 | -16.06% | Stop | |
| 2006-02-16 | 2006-05-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.00% | Interest Income | |
| 2005-11-15 | 2006-02-16 | Completed | 100% | $18.33 | $20.41 | 11.27% | Signal | |
| 2005-10-24 | 2005-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2005-05-09 | 2005-10-24 | Completed | 100% | $17.62 | $17.02 | -3.44% | Stop | |
| 2005-04-15 | 2005-05-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2003-07-15 | 2005-04-15 | Completed | 100% | $11.65 | $17.06 | 46.38% | Stop | |
| 2003-05-01 | 2003-07-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2003-03-11 | 2003-05-01 | Completed | 100% | $9.64 | $11.48 | 19.05% | Signal | |
| 2003-02-14 | 2003-03-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2002-10-11 | 2003-02-14 | Completed | 100% | $8.96 | $9.67 | 7.95% | Stop | |
| 2002-09-19 | 2002-10-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2002-08-14 | 2002-09-19 | Completed | 100% | $9.42 | $8.75 | -7.13% | Stop | |
| 2002-07-23 | 2002-08-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-07-10 | 2002-07-23 | Completed | 100% | $10.09 | $8.63 | -14.53% | Stop | |
| 2002-06-17 | 2002-07-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-10-10 | 2002-06-17 | Completed | 100% | $8.81 | $10.29 | 16.72% | Stop | |
| 2001-09-18 | 2001-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2001-06-13 | 2001-09-18 | Completed | 100% | $10.20 | $8.63 | -15.44% | Stop | |
| 2000-08-17 | 2001-06-13 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.26% | Interest Income | |
| 2000-07-13 | 2000-08-17 | Completed | 100% | $6.57 | $6.74 | 2.50% | Signal | |
| 2000-06-20 | 2000-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2000-03-09 | 2000-06-20 | Completed | 100% | $7.01 | $6.67 | -4.88% | Stop | |
| 2000-02-15 | 2000-03-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-01-28 | 2000-02-15 | Completed | 100% | $6.75 | $6.09 | -9.90% | Stop | |
| 2000-01-05 | 2000-01-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1999-10-25 | 2000-01-05 | Completed | 100% | $7.09 | $6.52 | -8.03% | Stop | |
| 1998-11-23 | 1999-10-25 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.25% | Interest Income | |
| 1998-08-20 | 1998-11-23 | Completed | 100% | $5.84 | $6.46 | 10.69% | Signal | |
| 1998-07-29 | 1998-08-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1998-07-09 | 1998-07-29 | Completed | 100% | $7.02 | $6.03 | -14.26% | Stop | |
| 1998-06-16 | 1998-07-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1998-01-20 | 1998-06-16 | Completed | 100% | $8.34 | $7.58 | -9.15% | Stop | |
| 1997-12-24 | 1998-01-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1995-12-28 | 1997-12-24 | Completed | 100% | $4.64 | $7.87 | 69.41% | Stop | |
| 1995-07-20 | 1995-12-28 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.40% | Interest Income | |
| 1995-07-11 | 1995-07-20 | Completed | 100% | $5.28 | $4.86 | -8.08% | Stop | |
| 1995-03-29 | 1995-07-11 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.59% | Interest Income | |
| 1995-01-06 | 1995-03-29 | Completed | 100% | $4.09 | $4.30 | 4.98% | Signal | |
| 1994-12-13 | 1995-01-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1994-09-01 | 1994-12-13 | Completed | 100% | $4.15 | $3.71 | -10.81% | Stop | |
| 1994-08-10 | 1994-09-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1994-05-16 | 1994-08-10 | Completed | 100% | $4.42 | $4.07 | -7.94% | Stop | |
| 1994-04-21 | 1994-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 1991-10-03 | 1994-04-21 | Completed | 100% | $2.37 | $4.18 | 76.55% | Stop | |
| 1990-07-17 | 1991-10-03 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.91% | Interest Income | |
| 1989-11-08 | 1990-07-17 | Completed | 100% | $1.91 | $2.32 | 21.25% | Signal | |
| 1989-10-17 | 1989-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-07-10 | 1989-10-17 | Completed | 100% | $2.12 | $2.08 | -1.79% | Stop | |
| 1988-07-20 | 1989-07-10 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.60% | Interest Income | |
| 1988-03-07 | 1988-07-20 | Completed | 100% | $1.65 | $1.86 | 12.81% | Signal | |
| 1988-02-11 | 1988-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-11-06 | 1988-02-11 | Completed | 100% | $1.54 | $1.57 | 2.11% | Stop | |
| 1987-10-15 | 1987-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-08-04 | 1987-10-15 | Completed | 100% | $1.41 | $2.04 | 45.21% | Stop | |
| 1986-07-11 | 1986-08-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-04-22 | 1986-07-11 | Completed | 100% | $1.10 | $1.45 | 31.99% | Stop | |
| 1985-03-28 | 1985-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-06-13 | 1985-03-28 | Completed | 100% | $0.89 | $1.08 | 21.64% | Stop | |
| 1984-05-21 | 1984-06-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-03-08 | 1984-05-21 | Completed | 100% | $0.91 | $0.87 | -4.52% | Stop | |
| 1984-02-14 | 1984-03-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-05-25 | 1984-02-14 | Completed | 100% | $0.88 | $0.97 | 10.59% | Stop | |
| 1982-06-03 | 1983-05-25 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.70% | Interest Income | |
| 1982-03-31 | 1982-06-03 | Completed | 100% | $0.56 | $0.57 | 0.52% | Signal | |
| 1982-03-09 | 1982-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-10-02 | 1982-03-09 | Completed | 100% | $0.55 | $0.53 | -3.68% | Stop | |
| 1981-09-10 | 1981-10-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-07-29 | 1981-09-10 | Completed | 100% | $0.63 | $0.54 | -15.28% | Stop | |
| 1981-07-07 | 1981-07-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-01-06 | 1981-07-07 | Completed | 100% | $0.52 | $0.64 | 24.38% | Stop | |
| 1980-12-11 | 1981-01-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-11-11 | 1980-12-11 | Completed | 100% | $0.55 | $0.46 | -15.14% | Stop | |
| 1980-10-17 | 1980-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-03-21 | 1980-10-17 | Completed | 100% | $0.38 | $0.52 | 34.26% | Stop | |
| 1980-02-28 | 1980-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-11-29 | 1980-02-28 | Completed | 100% | $0.46 | $0.41 | -10.48% | Stop | |
| 1979-11-06 | 1979-11-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-06-26 | 1979-11-06 | Completed | 100% | $0.42 | $0.41 | -2.76% | Stop | |
| 1978-01-12 | 1979-06-26 | Interest (CASH) | 100% | $1.00 | $1.12 | 11.60% | Interest Income | |
| 1977-08-18 | 1978-01-12 | Completed | 100% | $0.35 | $0.34 | -3.22% | Signal | |
| 1977-07-27 | 1977-08-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-12-06 | 1977-07-27 | Completed | 100% | $0.38 | $0.37 | -1.46% | Stop | |
| 1976-11-11 | 1976-12-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-12-05 | 1976-11-11 | Completed | 100% | $0.26 | $0.35 | 32.51% | Stop | |
| 1974-08-14 | 1975-12-05 | Interest (CASH) | 100% | $1.00 | $1.10 | 10.41% | Interest Income | |