GE
General Electric Company
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for GE (General Electric Company) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -56.1% (compared to the benchmark's drawdown of -85.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.2%, compared to a Buy-and-Hold benchmark return of 10.8%. The strategy executed 52 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
GE Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 22.30% | 32.68% | 27.42% | 41.33% | 9.22% | 10.06% | 10.21% | 10.76% |
| Sharpe Ratio | 0.68 | 0.89 | 0.88 | 1.12 | 0.43 | 0.26 | 0.50 | 0.35 |
| Max Drawdown | -26.23% | -20.85% | -39.38% | -44.94% | -55.48% | -80.94% | -56.06% | -85.53% |
| % Time Invested | 93.7% | 100.0% | 83.8% | 100.0% | 54.0% | 100.0% | 70.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.6 | 0.0 | 1.0 | 0.0 | 1.0 | 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 | ||||||||
| 2026-03-20 | 2026-04-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-30 | 2026-03-20 | Completed | 100% | $197.31 | $289.64 | 46.72% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-01-08 | 2025-04-07 | Completed | 100% | $170.56 | $162.15 | -4.98% | Stop | |
| 2024-12-13 | 2025-01-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-01-10 | 2024-12-13 | Completed | 100% | $56.60 | $164.00 | 189.63% | Stop | |
| 2022-09-15 | 2023-01-10 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.28% | Interest Income | |
| 2022-07-13 | 2022-09-15 | Completed | 100% | $37.89 | $42.61 | 12.40% | Stop | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-05-19 | 2022-06-17 | Completed | 100% | $45.74 | $39.76 | -13.12% | Stop | |
| 2022-04-27 | 2022-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-03-29 | 2022-04-27 | Completed | 100% | $56.73 | $48.79 | -14.04% | Stop | |
| 2022-03-07 | 2022-03-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2021-12-23 | 2022-03-07 | Completed | 100% | $56.85 | $54.07 | -4.92% | Stop | |
| 2021-12-01 | 2021-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-08-11 | 2021-12-01 | Completed | 100% | $64.61 | $58.78 | -9.07% | Stop | |
| 2021-07-20 | 2021-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-05-06 | 2021-07-20 | Completed | 100% | $64.28 | $58.44 | -9.13% | Stop | |
| 2017-08-21 | 2021-05-06 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.94% | Interest Income | |
| 2017-06-13 | 2017-08-21 | Completed | 100% | $127.84 | $108.42 | -15.23% | Stop | |
| 2017-05-19 | 2017-06-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2015-09-17 | 2017-05-19 | Completed | 100% | $106.90 | $120.95 | 13.09% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-12-19 | 2015-08-25 | Completed | 100% | $61.88 | $102.75 | 65.97% | Stop | |
| 2011-11-25 | 2011-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-30 | 2011-11-25 | Completed | 100% | $57.61 | $53.82 | -6.62% | Stop | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-07-06 | 2011-08-08 | Completed | 100% | $68.51 | $56.59 | -17.44% | Stop | |
| 2011-06-13 | 2011-07-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-07-27 | 2011-06-13 | Completed | 100% | $57.11 | $65.59 | 14.79% | Stop | |
| 2010-07-02 | 2010-07-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-07-02 | Completed | 100% | $56.54 | $49.61 | -12.30% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-06 | 2010-05-07 | Completed | 100% | $62.67 | $60.96 | -2.77% | Stop | |
| 2009-08-18 | 2010-05-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2009-08-10 | 2009-08-18 | Completed | 100% | $49.96 | $46.24 | -7.50% | Stop | |
| 2008-07-21 | 2009-08-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2008-07-15 | 2008-07-21 | Completed | 100% | $86.23 | $89.64 | 3.90% | Signal | |
| 2008-06-20 | 2008-07-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2008-05-06 | 2008-06-20 | Completed | 100% | $104.27 | $88.81 | -14.86% | Stop | |
| 2008-04-14 | 2008-05-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2008-02-01 | 2008-04-14 | Completed | 100% | $111.20 | $102.09 | -8.24% | Stop | |
| 2008-01-09 | 2008-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2007-05-04 | 2008-01-09 | Completed | 100% | $114.38 | $110.85 | -3.13% | Stop | |
| 2006-05-03 | 2007-05-04 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.02% | Interest Income | |
| 2004-04-19 | 2006-05-03 | Completed | 100% | $87.83 | $101.48 | 15.48% | Signal | |
| 2004-03-25 | 2004-04-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-12-24 | 2004-03-25 | Completed | 100% | $86.36 | $82.28 | -4.78% | Stop | |
| 2002-02-05 | 2003-12-24 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.50% | Interest Income | |
| 2001-10-02 | 2002-02-05 | Completed | 100% | $99.30 | $93.23 | -6.15% | Stop | |
| 2001-08-27 | 2001-10-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2001-08-03 | 2001-08-27 | Completed | 100% | $111.35 | $110.56 | -0.76% | Signal | |
| 2001-07-12 | 2001-08-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2001-04-04 | 2001-07-12 | Completed | 100% | $103.78 | $120.83 | 16.37% | Stop | |
| 2001-03-13 | 2001-04-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2001-01-26 | 2001-03-13 | Completed | 100% | $121.41 | $108.89 | -10.36% | Stop | |
| 2001-01-03 | 2001-01-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2000-11-15 | 2001-01-03 | Completed | 100% | $136.49 | $115.69 | -15.28% | Stop | |
| 2000-10-24 | 2000-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-02-23 | 2000-10-24 | Completed | 100% | $112.04 | $131.61 | 17.41% | Stop | |
| 2000-01-31 | 2000-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1998-10-27 | 2000-01-31 | Completed | 100% | $74.51 | $115.49 | 54.92% | Stop | |
| 1998-10-05 | 1998-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1998-09-24 | 1998-10-05 | Completed | 100% | $69.75 | $63.37 | -9.19% | Stop | |
| 1998-09-01 | 1998-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1997-11-20 | 1998-09-01 | Completed | 100% | $59.76 | $68.48 | 14.54% | Stop | |
| 1997-10-29 | 1997-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-09-10 | 1997-10-29 | Completed | 100% | $55.36 | $55.94 | 1.00% | Stop | |
| 1997-08-18 | 1997-09-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1995-06-05 | 1997-08-18 | Completed | 100% | $22.41 | $52.71 | 135.09% | Stop | |
| 1995-02-16 | 1995-06-05 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.69% | Interest Income | |
| 1994-06-06 | 1995-02-16 | Completed | 100% | $19.00 | $21.21 | 11.59% | Signal | |
| 1994-05-12 | 1994-06-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 1991-09-20 | 1994-05-12 | Completed | 100% | $12.37 | $17.94 | 44.99% | Stop | |
| 1991-07-12 | 1991-09-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.05% | Interest Income | |
| 1990-10-22 | 1991-07-12 | Completed | 100% | $9.35 | $13.39 | 43.06% | Signal | |
| 1990-09-28 | 1990-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 1990-09-12 | 1990-09-28 | Completed | 100% | $10.71 | $8.70 | -18.80% | Stop | |
| 1990-08-20 | 1990-09-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1989-08-08 | 1990-08-20 | Completed | 100% | $9.80 | $10.95 | 11.67% | Stop | |
| 1988-07-29 | 1989-08-08 | Interest (CASH) | 100% | $1.00 | $1.08 | 8.06% | Interest Income | |
| 1988-05-10 | 1988-07-29 | Completed | 100% | $6.37 | $6.78 | 6.48% | Signal | |
| 1988-04-18 | 1988-05-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-11-09 | 1988-04-18 | Completed | 100% | $7.07 | $6.41 | -9.46% | Stop | |
| 1987-10-16 | 1987-11-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-02-20 | 1987-10-16 | Completed | 100% | $4.60 | $8.61 | 87.02% | Stop | |
| 1984-12-26 | 1985-02-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 1984-04-03 | 1984-12-26 | Completed | 100% | $3.79 | $4.15 | 9.26% | Signal | |
| 1984-03-12 | 1984-04-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-08-26 | 1984-03-12 | Completed | 100% | $3.25 | $3.47 | 6.79% | Stop | |
| 1983-08-04 | 1983-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-09-23 | 1983-08-04 | Completed | 100% | $2.53 | $3.41 | 34.67% | Stop | |
| 1982-05-24 | 1982-09-23 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.58% | Interest Income | |
| 1981-09-09 | 1982-05-24 | Completed | 100% | $1.72 | $2.04 | 18.33% | Signal | |
| 1981-08-17 | 1981-09-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-03-13 | 1981-08-17 | Completed | 100% | $1.22 | $1.82 | 48.33% | Stop | |
| 1977-08-26 | 1978-03-13 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.15% | Interest Income | |
| 1977-04-28 | 1977-08-26 | Completed | 100% | $1.31 | $1.32 | 0.97% | Signal | |
| 1977-04-05 | 1977-04-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-12-29 | 1977-04-05 | Completed | 100% | $1.12 | $1.22 | 8.88% | Stop | |
| 1973-06-25 | 1975-12-29 | Interest (CASH) | 100% | $1.00 | $1.21 | 20.92% | Interest Income | |
| 1973-04-17 | 1973-06-25 | Completed | 100% | $1.41 | $1.26 | -10.67% | Signal | |
| 1973-03-26 | 1973-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1972-03-13 | 1973-03-26 | Completed | 100% | $1.36 | $1.39 | 1.87% | Stop | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |