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ETN

Eaton Corporation Plc
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
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 9.4%, compared to a Buy-and-Hold benchmark return of 15.6%. 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.

🛡️ ETN Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-43.9% (vs -69.0% B&H)
+25.1% shallower drawdown
Drawdown Shield
25.1% Cut
Protected capital vs -69.0% B&H
Capital Sheltered from Risk
34.5% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.

📊 ETN Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-19.24%-18.33%-33.38%-34.46%-33.38%-44.55%-43.90%-68.95%
Sharpe Ratio-0.170.350.350.640.640.670.460.51
Sortino Ratio-0.210.500.360.830.730.860.520.69
CAGR-5.44%14.22%9.28%22.49%16.37%22.76%9.41%15.58%
% Time Invested71.0%100.0%69.2%100.0%75.7%100.0%65.5%100.0%
Trades / Year2.00.01.40.01.30.01.50.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of ETN under the Moving Average (50/200) strategy (Investing) versus Buy & Hold. The strategy produced a 9.4% CAGR with a -43.9% Max Drawdown across 79 trade signals (compared to Buy & Hold's 15.6% CAGR and -69.0% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for ETN under Moving Average (50/200) strategy in Investing context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for ETN under Moving Average (50/200) (Investing). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.

Diversifier Asset Category 1Y Correlation (r) Action
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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 DateExit DateTypeAllocationEntry PriceExit PriceNet 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.
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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% $330.46 $333.73 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% $357.19 $326.31 -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% $302.74 $277.52 -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% $290.16 $305.24 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% $212.86 $292.78 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% $152.93 $194.68 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% $85.86 $139.69 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% $55.34 $68.87 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% $69.97 $81.44 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% $61.92 $65.04 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% $66.63 $63.22 -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% $67.92 $66.41 -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% $49.32 $62.65 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% $51.48 $47.13 -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% $53.40 $52.21 -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% $33.49 $51.15 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% $29.95 $28.13 -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% $34.72 $31.50 -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% $34.21 $35.08 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% $26.12 $33.38 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% $23.25 $21.44 -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% $15.01 $23.78 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% $22.01 $22.43 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% $30.04 $25.49 -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% $28.30 $27.81 -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% $28.98 $26.37 -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% $22.21 $26.50 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% $19.46 $19.90 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% $20.03 $19.46 -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% $19.43 $17.59 -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% $10.48 $17.02 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% $10.99 $9.43 -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% $10.06 $8.60 -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% $10.27 $10.26 -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% $9.81 $8.61 -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% $9.29 $9.59 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% $6.56 $6.73 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% $7.76 $6.65 -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% $6.38 $7.05 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% $6.38 $8.12 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% $8.32 $8.21 -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% $5.34 $7.85 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% $5.03 $4.89 -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% $4.53 $4.47 -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% $4.46 $4.49 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% $4.41 $4.34 -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% $3.16 $4.17 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% $2.71 $2.82 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% $2.11 $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 $2.00 -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 $1.91 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% $1.77 $2.07 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 $1.65 -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% $1.40 $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 $1.07 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% $0.51 $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 $0.51 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 $0.37 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

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where ETN ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

📊 View Full 40-Asset Backtest Matrix → 🛠️ Build Custom Portfolio with ETN → ⚖️ Compare ETN vs Non-Correlated Assets →