ETN
Eaton Corporation Plc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for ETN (Eaton Corporation Plc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -43.9% (compared to the benchmark's drawdown of -69.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.6%, compared to a Buy-and-Hold benchmark return of 15.6%. The strategy executed 78 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
ETN Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -3.21% | 6.20% | 11.80% | 22.94% | 17.70% | 22.97% | 9.61% | 15.59% |
| Sharpe Ratio | -0.10 | 0.17 | 0.45 | 0.67 | 0.70 | 0.68 | 0.47 | 0.51 |
| Max Drawdown | -20.04% | -19.13% | -33.38% | -34.46% | -33.38% | -44.55% | -43.90% | -68.95% |
| % Time Invested | 77.4% | 100.0% | 70.5% | 100.0% | 76.3% | 100.0% | 65.5% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.2 | 0.0 | 1.2 | 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 | ||||||||
| 2026-01-15 | 2026-03-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2025-12-16 | 2026-01-15 | Completed | 100% | $331.27 | $334.55 | 0.94% | Signal | |
| 2025-11-21 | 2025-12-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-07-07 | 2025-11-21 | Completed | 100% | $358.06 | $327.11 | -8.69% | Stop | |
| 2025-03-05 | 2025-07-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.43% | Interest Income | |
| 2025-02-20 | 2025-03-05 | Completed | 100% | $303.48 | $278.21 | -8.37% | Signal | |
| 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 | |
| 2022-11-14 | 2023-10-19 | Completed | 100% | $153.31 | $195.16 | 27.24% | Stop | |
| 2022-02-25 | 2022-11-14 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.48% | Interest Income | |
| 2020-07-29 | 2022-02-25 | Completed | 100% | $86.07 | $140.04 | 62.61% | Stop | |
| 2020-04-21 | 2020-07-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-03-24 | 2020-04-21 | Completed | 100% | $55.47 | $69.04 | 24.39% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-03-29 | 2020-03-02 | Completed | 100% | $70.15 | $81.64 | 16.32% | Stop | |
| 2018-11-28 | 2019-03-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2018-11-15 | 2018-11-28 | Completed | 100% | $62.07 | $65.20 | 4.99% | Signal | |
| 2018-10-24 | 2018-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-07-11 | 2018-10-24 | Completed | 100% | $66.79 | $63.38 | -5.16% | Stop | |
| 2018-06-01 | 2018-07-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2018-05-24 | 2018-06-01 | Completed | 100% | $68.09 | $66.57 | -2.28% | Signal | |
| 2018-05-02 | 2018-05-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2016-04-01 | 2018-05-02 | Completed | 100% | $49.44 | $62.80 | 26.96% | Stop | |
| 2015-07-27 | 2016-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2015-03-30 | 2015-07-27 | Completed | 100% | $51.61 | $47.24 | -8.50% | Stop | |
| 2014-09-08 | 2015-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-08-26 | 2014-09-08 | Completed | 100% | $53.53 | $52.33 | -2.29% | Signal | |
| 2014-08-04 | 2014-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-09-28 | 2014-08-04 | Completed | 100% | $33.57 | $51.27 | 52.63% | Stop | |
| 2012-06-15 | 2012-09-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2012-06-07 | 2012-06-15 | Completed | 100% | $30.02 | $28.20 | -6.10% | Signal | |
| 2012-05-15 | 2012-06-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-02-01 | 2012-05-15 | Completed | 100% | $34.81 | $31.58 | -9.31% | Stop | |
| 2011-07-19 | 2012-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-06-29 | 2011-07-19 | Completed | 100% | $34.29 | $35.16 | 2.49% | Signal | |
| 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 | |
| 2009-06-19 | 2010-05-07 | Completed | 100% | $15.05 | $23.84 | 58.34% | Stop | |
| 2008-08-01 | 2009-06-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2008-07-30 | 2008-08-01 | Completed | 100% | $22.06 | $22.48 | 1.86% | Signal | |
| 2008-07-08 | 2008-07-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-06-13 | 2008-07-08 | Completed | 100% | $30.12 | $25.55 | -15.20% | Stop | |
| 2007-12-20 | 2008-06-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.92% | Interest Income | |
| 2007-12-13 | 2007-12-20 | Completed | 100% | $28.37 | $27.87 | -1.80% | Signal | |
| 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 | |
| 2006-11-09 | 2007-08-10 | Completed | 100% | $22.27 | $26.56 | 19.22% | Stop | |
| 2006-08-17 | 2006-11-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.15% | Interest Income | |
| 2006-08-09 | 2006-08-17 | Completed | 100% | $19.51 | $19.95 | 2.22% | Signal | |
| 2006-07-18 | 2006-08-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2005-12-19 | 2006-07-18 | Completed | 100% | $20.08 | $19.51 | -2.90% | Stop | |
| 2005-10-17 | 2005-12-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2005-09-13 | 2005-10-17 | Completed | 100% | $19.48 | $17.63 | -9.54% | Signal | |
| 2005-04-15 | 2005-09-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.30% | Interest Income | |
| 2003-04-03 | 2005-04-15 | Completed | 100% | $10.50 | $17.06 | 62.36% | Stop | |
| 2003-03-12 | 2003-04-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2003-01-02 | 2003-03-12 | Completed | 100% | $11.01 | $9.46 | -14.17% | Stop | |
| 2002-07-23 | 2003-01-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.67% | 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 | |
| 2002-01-07 | 2002-06-17 | Completed | 100% | $10.30 | $10.29 | -0.14% | Stop | |
| 2001-09-18 | 2002-01-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 2001-07-20 | 2001-09-18 | Completed | 100% | $9.84 | $8.63 | -12.27% | Stop | |
| 2001-06-27 | 2001-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2001-01-04 | 2001-06-27 | Completed | 100% | $9.31 | $9.61 | 3.13% | Stop | |
| 2000-07-17 | 2001-01-04 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.88% | Interest Income | |
| 2000-07-13 | 2000-07-17 | Completed | 100% | $6.57 | $6.75 | 2.59% | Signal | |
| 2000-06-20 | 2000-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2000-04-27 | 2000-06-20 | Completed | 100% | $7.78 | $6.67 | -14.27% | Stop | |
| 1999-11-12 | 2000-04-27 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.50% | Interest Income | |
| 1999-10-19 | 1999-11-12 | Completed | 100% | $6.39 | $7.07 | 10.54% | Signal | |
| 1999-09-27 | 1999-10-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-03-16 | 1999-09-27 | Completed | 100% | $6.40 | $8.14 | 27.13% | Stop | |
| 1998-05-27 | 1999-03-16 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.74% | Interest Income | |
| 1998-01-20 | 1998-05-27 | Completed | 100% | $8.34 | $8.23 | -1.35% | Signal | |
| 1997-12-24 | 1998-01-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-10-04 | 1997-12-24 | Completed | 100% | $5.35 | $7.87 | 46.85% | Stop | |
| 1996-08-19 | 1996-10-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 1996-02-14 | 1996-08-19 | Completed | 100% | $5.04 | $4.90 | -2.80% | Signal | |
| 1995-10-20 | 1996-02-14 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.65% | Interest Income | |
| 1995-09-22 | 1995-10-20 | Completed | 100% | $4.54 | $4.48 | -1.46% | Signal | |
| 1995-08-30 | 1995-09-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1995-04-07 | 1995-08-30 | Completed | 100% | $4.47 | $4.50 | 0.65% | Stop | |
| 1994-06-29 | 1995-04-07 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.11% | Interest Income | |
| 1994-05-16 | 1994-06-29 | Completed | 100% | $4.42 | $4.35 | -1.69% | Signal | |
| 1994-04-21 | 1994-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 1993-01-26 | 1994-04-21 | Completed | 100% | $3.17 | $4.18 | 31.64% | Stop | |
| 1992-11-19 | 1993-01-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 1992-01-17 | 1992-11-19 | Completed | 100% | $2.72 | $2.83 | 4.14% | Signal | |
| 1991-11-21 | 1992-01-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.62% | Interest Income | |
| 1991-02-25 | 1991-11-21 | Completed | 100% | $2.12 | $2.17 | 2.64% | Stop | |
| 1990-09-18 | 1991-02-25 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.97% | Interest Income | |
| 1990-08-30 | 1990-09-18 | Completed | 100% | $1.87 | $1.71 | -8.69% | Signal | |
| 1990-08-08 | 1990-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1990-05-24 | 1990-08-08 | Completed | 100% | $2.24 | $2.01 | -10.50% | Stop | |
| 1989-11-15 | 1990-05-24 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.07% | Interest Income | |
| 1989-11-08 | 1989-11-15 | Completed | 100% | $1.91 | $1.92 | 0.19% | Signal | |
| 1989-10-17 | 1989-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-11-14 | 1989-10-17 | Completed | 100% | $1.78 | $2.08 | 17.05% | Stop | |
| 1988-10-07 | 1988-11-14 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 1988-09-27 | 1988-10-07 | Completed | 100% | $1.81 | $1.82 | 0.66% | Signal | |
| 1988-09-02 | 1988-09-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-05-24 | 1988-09-02 | Completed | 100% | $1.75 | $1.66 | -5.51% | Stop | |
| 1987-10-15 | 1988-05-24 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.68% | Interest Income | |
| 1986-10-17 | 1987-10-15 | Completed | 100% | $1.56 | $2.04 | 30.74% | Stop | |
| 1986-08-12 | 1986-10-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.42% | Interest Income | |
| 1986-08-04 | 1986-08-12 | Completed | 100% | $1.41 | $1.48 | 5.19% | Signal | |
| 1986-07-11 | 1986-08-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-11-19 | 1986-07-11 | Completed | 100% | $1.26 | $1.45 | 15.10% | Stop | |
| 1985-10-28 | 1985-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-04-22 | 1985-10-28 | Completed | 100% | $1.10 | $1.14 | 3.71% | Signal | |
| 1985-03-28 | 1985-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-09-18 | 1985-03-28 | Completed | 100% | $1.05 | $1.08 | 2.56% | Stop | |
| 1984-04-25 | 1984-09-18 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.07% | Interest Income | |
| 1984-03-08 | 1984-04-25 | Completed | 100% | $0.91 | $1.00 | 9.22% | Signal | |
| 1984-02-14 | 1984-03-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-02-18 | 1984-02-14 | Completed | 100% | $0.66 | $0.97 | 47.17% | Stop | |
| 1983-01-27 | 1983-02-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-12-31 | 1983-01-27 | Completed | 100% | $0.63 | $0.60 | -4.41% | Stop | |
| 1982-12-08 | 1982-12-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-10-13 | 1982-12-08 | Completed | 100% | $0.65 | $0.59 | -8.72% | Stop | |
| 1982-06-22 | 1982-10-13 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.39% | Interest Income | |
| 1982-05-28 | 1982-06-22 | Completed | 100% | $0.57 | $0.53 | -7.71% | Signal | |
| 1982-01-08 | 1982-05-28 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.98% | Interest Income | |
| 1981-12-04 | 1982-01-08 | Completed | 100% | $0.60 | $0.57 | -5.15% | Stop | |
| 1981-09-10 | 1981-12-04 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.81% | 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 | |
| 1980-07-10 | 1980-10-17 | Completed | 100% | $0.48 | $0.52 | 7.36% | Stop | |
| 1980-02-22 | 1980-07-10 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.91% | Interest Income | |
| 1979-11-29 | 1980-02-22 | Completed | 100% | $0.46 | $0.42 | -7.22% | Signal | |
| 1979-11-06 | 1979-11-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-04-10 | 1979-11-06 | Completed | 100% | $0.41 | $0.41 | 0.61% | Stop | |
| 1978-12-11 | 1979-04-10 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.51% | Interest Income | |
| 1978-11-22 | 1978-12-11 | Completed | 100% | $0.37 | $0.38 | 1.73% | Signal | |
| 1978-10-31 | 1978-11-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-05-12 | 1978-10-31 | Completed | 100% | $0.39 | $0.38 | -3.57% | Stop | |
| 1977-08-22 | 1978-05-12 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.63% | Interest Income | |
| 1977-08-18 | 1977-08-22 | Completed | 100% | $0.35 | $0.35 | -0.74% | 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 | |
| 1975-03-05 | 1976-11-11 | Completed | 100% | $0.23 | $0.35 | 52.14% | Stop | |
| 1974-08-21 | 1975-03-05 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.12% | Interest Income | |
| 1974-08-19 | 1974-08-21 | Completed | 100% | $0.22 | $0.21 | -3.30% | Signal | |
| 1974-08-14 | 1974-08-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |