GE
General Electric Company
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for GE (General Electric Company) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -40.9% (compared to the benchmark's drawdown of -85.5%). 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 10.8%. The strategy executed 71 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
GE Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.10% | 32.68% | 29.17% | 41.33% | 12.76% | 10.06% | 9.10% | 10.76% |
| Sharpe Ratio | 0.18 | 0.89 | 1.01 | 1.12 | 0.54 | 0.26 | 0.46 | 0.35 |
| Max Drawdown | -26.23% | -20.85% | -26.75% | -44.94% | -40.87% | -80.94% | -40.87% | -85.53% |
| % Time Invested | 84.9% | 100.0% | 76.4% | 100.0% | 53.7% | 100.0% | 66.6% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.4 | 0.0 | 1.5 | 0.0 | 1.3 | 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 | ||||||||
| 2026-04-14 | 2026-05-14 | Completed | 100% | $314.62 | $294.66 | -6.39% | Signal | |
| 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 | |
| 2022-12-09 | 2024-12-13 | Completed | 100% | $51.12 | $164.00 | 220.66% | Stop | |
| 2022-09-22 | 2022-12-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.86% | Interest Income | |
| 2022-07-26 | 2022-09-22 | Completed | 100% | $42.54 | $39.69 | -6.76% | Stop | |
| 2022-02-22 | 2022-07-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2022-02-07 | 2022-02-22 | Completed | 100% | $60.55 | $56.45 | -6.82% | Stop | |
| 2021-11-19 | 2022-02-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-08-11 | 2021-11-19 | Completed | 100% | $64.61 | $60.75 | -6.01% | Signal | |
| 2021-07-20 | 2021-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-06 | 2021-07-20 | Completed | 100% | $65.45 | $58.44 | -10.75% | Stop | |
| 2021-03-12 | 2021-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-11-24 | 2021-03-12 | Completed | 100% | $51.99 | $59.52 | 14.42% | Stop | |
| 2020-04-03 | 2020-11-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2020-03-19 | 2020-04-03 | Completed | 100% | $30.97 | $34.02 | 9.79% | Stop | |
| 2020-02-26 | 2020-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2019-11-26 | 2020-02-26 | Completed | 100% | $56.13 | $54.97 | -2.11% | Stop | |
| 2019-09-20 | 2019-11-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2019-09-05 | 2019-09-20 | Completed | 100% | $43.38 | $45.69 | 5.29% | Signal | |
| 2019-08-13 | 2019-09-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-06-26 | 2019-08-13 | Completed | 100% | $49.26 | $44.53 | -9.65% | Stop | |
| 2019-06-04 | 2019-06-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2019-05-23 | 2019-06-04 | Completed | 100% | $47.29 | $46.32 | -2.09% | Signal | |
| 2017-03-20 | 2019-05-23 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.77% | Interest Income | |
| 2016-12-27 | 2017-03-20 | Completed | 100% | $138.90 | $131.27 | -5.54% | Signal | |
| 2016-10-27 | 2016-12-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2015-10-13 | 2016-10-27 | Completed | 100% | $117.25 | $124.89 | 6.46% | Signal | |
| 2015-08-25 | 2015-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-02-17 | 2015-08-25 | Completed | 100% | $102.55 | $102.75 | 0.15% | Stop | |
| 2015-01-13 | 2015-02-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-12-26 | 2015-01-13 | Completed | 100% | $105.49 | $99.04 | -6.16% | Signal | |
| 2014-09-15 | 2014-12-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-01-31 | 2014-09-15 | Completed | 100% | $69.88 | $103.59 | 48.17% | Signal | |
| 2011-08-03 | 2012-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-07-06 | 2011-08-03 | Completed | 100% | $68.51 | $62.30 | -9.11% | Signal | |
| 2011-06-13 | 2011-07-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-12-23 | 2011-06-13 | Completed | 100% | $64.04 | $65.59 | 2.37% | Stop | |
| 2010-12-01 | 2010-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-09-13 | 2010-12-01 | Completed | 100% | $56.73 | $56.58 | -0.31% | Signal | |
| 2010-07-02 | 2010-09-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | 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 | |
| 2009-11-20 | 2010-05-07 | Completed | 100% | $53.83 | $60.96 | 13.19% | Stop | |
| 2009-10-29 | 2009-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-09-10 | 2009-10-29 | Completed | 100% | $50.99 | $49.98 | -2.02% | Stop | |
| 2009-08-18 | 2009-09-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-08-10 | 2009-08-18 | Completed | 100% | $49.96 | $46.24 | -7.50% | Stop | |
| 2008-01-09 | 2009-08-10 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.44% | Interest Income | |
| 2006-09-29 | 2008-01-09 | Completed | 100% | $106.58 | $110.85 | 3.96% | Stop | |
| 2006-07-18 | 2006-09-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2006-04-28 | 2006-07-18 | Completed | 100% | $102.28 | $96.68 | -5.52% | Signal | |
| 2006-02-17 | 2006-04-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 2005-12-22 | 2006-02-17 | Completed | 100% | $103.52 | $98.16 | -5.22% | Signal | |
| 2005-08-08 | 2005-12-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.41% | Interest Income | |
| 2004-04-19 | 2005-08-08 | Completed | 100% | $87.83 | $98.28 | 11.85% | Signal | |
| 2004-03-25 | 2004-04-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-04-30 | 2004-03-25 | Completed | 100% | $80.41 | $82.28 | 2.27% | Stop | |
| 2002-02-05 | 2003-04-30 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.86% | Interest Income | |
| 2001-10-02 | 2002-02-05 | Completed | 100% | $99.30 | $93.23 | -6.15% | Stop | |
| 2001-08-02 | 2001-10-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2001-06-26 | 2001-08-02 | Completed | 100% | $128.57 | $113.46 | -11.80% | Stop | |
| 2000-12-20 | 2001-06-26 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.23% | Interest Income | |
| 2000-11-15 | 2000-12-20 | Completed | 100% | $136.49 | $126.56 | -7.33% | Signal | |
| 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 | |
| 1998-12-02 | 2000-01-31 | Completed | 100% | $76.47 | $115.49 | 50.95% | Stop | |
| 1998-10-05 | 1998-12-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.69% | 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 | |
| 1994-12-22 | 1997-08-18 | Completed | 100% | $19.38 | $52.71 | 171.80% | Stop | |
| 1994-05-12 | 1994-12-22 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.96% | Interest Income | |
| 1992-11-04 | 1994-05-12 | Completed | 100% | $14.52 | $17.94 | 23.54% | Stop | |
| 1992-09-28 | 1992-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1992-01-21 | 1992-09-28 | Completed | 100% | $14.48 | $14.29 | -1.36% | Signal | |
| 1991-11-05 | 1992-01-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 1991-11-01 | 1991-11-05 | Completed | 100% | $12.41 | $12.28 | -1.13% | Signal | |
| 1991-10-10 | 1991-11-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1991-03-04 | 1991-10-10 | Completed | 100% | $12.11 | $11.70 | -3.43% | Stop | |
| 1990-09-26 | 1991-03-04 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.91% | Interest Income | |
| 1990-09-12 | 1990-09-26 | Completed | 100% | $10.71 | $9.63 | -10.11% | Signal | |
| 1990-08-20 | 1990-09-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1988-10-21 | 1990-08-20 | Completed | 100% | $7.26 | $10.95 | 50.64% | Stop | |
| 1988-08-22 | 1988-10-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.29% | Interest Income | |
| 1988-08-05 | 1988-08-22 | Completed | 100% | $6.72 | $6.42 | -4.55% | Signal | |
| 1987-11-16 | 1988-08-05 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.60% | Interest Income | |
| 1987-11-09 | 1987-11-16 | Completed | 100% | $7.07 | $7.39 | 4.40% | Signal | |
| 1987-10-16 | 1987-11-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-17 | 1987-10-16 | Completed | 100% | $5.90 | $8.61 | 45.91% | Stop | |
| 1986-09-24 | 1986-10-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 1985-11-29 | 1986-09-24 | Completed | 100% | $4.94 | $5.55 | 12.29% | Signal | |
| 1985-10-10 | 1985-11-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.05% | Interest Income | |
| 1984-08-03 | 1985-10-10 | Completed | 100% | $3.94 | $4.30 | 9.14% | Signal | |
| 1984-07-10 | 1984-08-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 1984-05-08 | 1984-07-10 | Completed | 100% | $3.86 | $3.70 | -4.17% | Signal | |
| 1984-04-13 | 1984-05-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-04-03 | 1984-04-13 | Completed | 100% | $3.79 | $3.77 | -0.75% | Signal | |
| 1984-03-12 | 1984-04-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-11-04 | 1984-03-12 | Completed | 100% | $3.59 | $3.47 | -3.35% | Stop | |
| 1983-09-06 | 1983-11-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.29% | Interest Income | |
| 1983-08-26 | 1983-09-06 | Completed | 100% | $3.25 | $3.55 | 9.18% | Signal | |
| 1983-08-04 | 1983-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-02-03 | 1983-08-04 | Completed | 100% | $2.00 | $3.41 | 70.25% | Stop | |
| 1982-01-12 | 1982-02-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-12-01 | 1982-01-12 | Completed | 100% | $1.94 | $1.82 | -6.06% | Stop | |
| 1981-08-17 | 1981-12-01 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.24% | Interest Income | |
| 1980-07-01 | 1981-08-17 | Completed | 100% | $1.53 | $1.82 | 18.60% | Stop | |
| 1980-04-17 | 1980-07-01 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.57% | Interest Income | |
| 1980-04-10 | 1980-04-17 | Completed | 100% | $1.38 | $1.36 | -1.38% | Signal | |
| 1980-03-18 | 1980-04-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-01-21 | 1980-03-18 | Completed | 100% | $1.54 | $1.37 | -11.41% | Stop | |
| 1979-11-27 | 1980-01-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.11% | Interest Income | |
| 1979-11-14 | 1979-11-27 | Completed | 100% | $1.34 | $1.35 | 1.01% | Signal | |
| 1979-10-23 | 1979-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-05-30 | 1979-10-23 | Completed | 100% | $1.37 | $1.34 | -2.42% | Stop | |
| 1978-12-01 | 1979-05-30 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.75% | Interest Income | |
| 1978-11-21 | 1978-12-01 | Completed | 100% | $1.35 | $1.30 | -3.49% | Signal | |
| 1978-10-30 | 1978-11-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-03-13 | 1978-10-30 | Completed | 100% | $1.22 | $1.28 | 4.88% | Stop | |
| 1977-10-24 | 1978-03-13 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.91% | Interest Income | |
| 1977-05-19 | 1977-10-24 | Completed | 100% | $1.39 | $1.29 | -6.77% | Signal | |
| 1976-11-11 | 1977-05-19 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.00% | Interest Income | |
| 1975-08-29 | 1976-11-11 | Completed | 100% | $1.12 | $1.26 | 12.47% | Signal | |
| 1975-08-07 | 1975-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-03-12 | 1975-08-07 | Completed | 100% | $1.13 | $1.07 | -5.50% | Stop | |
| 1974-02-12 | 1975-03-12 | Interest (CASH) | 100% | $1.00 | $1.08 | 8.48% | Interest Income | |
| 1974-01-11 | 1974-02-12 | Completed | 100% | $1.35 | $1.21 | -10.02% | Stop | |
| 1973-12-18 | 1974-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-10-29 | 1973-12-18 | Completed | 100% | $1.51 | $1.30 | -14.42% | Stop | |
| 1973-03-26 | 1973-10-29 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.62% | Interest Income | |
| 1972-12-07 | 1973-03-26 | Completed | 100% | $1.52 | $1.39 | -8.90% | Stop | |
| 1972-11-09 | 1972-12-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 1972-03-13 | 1972-11-09 | Completed | 100% | $1.36 | $1.42 | 4.41% | Signal | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |