HD
Home Depot Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for HD (Home Depot Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -55.6% (compared to the benchmark's drawdown of -70.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 15.2%, compared to a Buy-and-Hold benchmark return of 17.9%. The strategy executed 60 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
HD Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 8.41% | -8.38% | 0.66% | 2.63% | 13.71% | 12.01% | 15.16% | 17.89% |
| Sharpe Ratio | 0.63 | -0.35 | 0.04 | 0.11 | 0.66 | 0.45 | 0.60 | 0.50 |
| Max Drawdown | -14.74% | -28.81% | -45.70% | -34.73% | -45.70% | -37.99% | -55.58% | -70.42% |
| % Time Invested | 42.9% | 100.0% | 63.8% | 100.0% | 80.0% | 100.0% | 68.7% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.8 | 0.0 | 1.2 | 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 | ||||||||
| 2025-12-10 | 2026-01-21 | Completed | 100% | $339.27 | $370.53 | 9.16% | Signal | |
| 2025-11-17 | 2025-12-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-04-03 | 2025-11-17 | Completed | 100% | $344.43 | $353.77 | 2.66% | Stop | |
| 2025-03-12 | 2025-04-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-05-09 | 2025-03-12 | Completed | 100% | $320.45 | $357.83 | 11.61% | Stop | |
| 2024-04-17 | 2024-05-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-12-15 | 2024-04-17 | Completed | 100% | $326.97 | $318.12 | -2.76% | Stop | |
| 2023-09-21 | 2023-12-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.29% | Interest Income | |
| 2023-08-01 | 2023-09-21 | Completed | 100% | $307.48 | $288.58 | -6.19% | Stop | |
| 2022-12-15 | 2023-08-01 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.07% | Interest Income | |
| 2022-10-07 | 2022-12-15 | Completed | 100% | $261.10 | $300.96 | 15.21% | Signal | |
| 2022-09-15 | 2022-10-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2022-06-06 | 2022-09-15 | Completed | 100% | $275.67 | $252.34 | -8.51% | Stop | |
| 2022-05-12 | 2022-06-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-03-21 | 2022-05-12 | Completed | 100% | $303.06 | $252.43 | -16.75% | Stop | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-02-14 | 2022-02-25 | Completed | 100% | $310.12 | $279.09 | -10.05% | Stop | |
| 2022-01-21 | 2022-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-01 | 2022-01-21 | Completed | 100% | $151.02 | $313.43 | 107.44% | Stop | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2018-11-12 | 2020-03-10 | Completed | 100% | $152.86 | $185.23 | 21.12% | Stop | |
| 2018-10-19 | 2018-11-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-03-02 | 2018-10-19 | Completed | 100% | $144.28 | $148.82 | 3.10% | Stop | |
| 2018-02-07 | 2018-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-02-12 | 2018-02-07 | Completed | 100% | $89.26 | $154.84 | 73.38% | Stop | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-21 | Completed | 100% | $91.54 | $91.21 | -0.41% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-29 | 2015-08-25 | Completed | 100% | $24.27 | $90.05 | 270.80% | Stop | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-07-16 | 2011-08-05 | Completed | 100% | $19.22 | $22.58 | 17.39% | Stop | |
| 2010-06-23 | 2010-07-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-11-30 | 2010-06-23 | Completed | 100% | $18.42 | $20.88 | 13.32% | Stop | |
| 2007-10-18 | 2009-11-30 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.22% | Interest Income | |
| 2006-09-06 | 2007-10-18 | Completed | 100% | $20.79 | $19.58 | -5.88% | Stop | |
| 2006-07-17 | 2006-09-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2006-06-29 | 2006-07-17 | Completed | 100% | $21.81 | $20.44 | -6.32% | Signal | |
| 2006-06-07 | 2006-06-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2005-10-24 | 2006-06-07 | Completed | 100% | $23.85 | $22.26 | -6.74% | Stop | |
| 2005-09-30 | 2005-10-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2005-04-26 | 2005-09-30 | Completed | 100% | $21.40 | $22.70 | 6.02% | Stop | |
| 2005-04-04 | 2005-04-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2004-02-03 | 2005-04-04 | Completed | 100% | $20.57 | $22.28 | 8.27% | Stop | |
| 2001-03-23 | 2004-02-03 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.11% | Interest Income | |
| 2001-03-16 | 2001-03-23 | Completed | 100% | $24.51 | $23.39 | -4.63% | Signal | |
| 2001-02-22 | 2001-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2001-01-19 | 2001-02-22 | Completed | 100% | $24.03 | $23.88 | -0.65% | Stop | |
| 2000-12-26 | 2001-01-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2000-11-06 | 2000-12-26 | Completed | 100% | $23.97 | $23.74 | -1.00% | Stop | |
| 2000-10-13 | 2000-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-09-11 | 2000-10-13 | Completed | 100% | $30.47 | $20.37 | -33.17% | Stop | |
| 2000-08-17 | 2000-09-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-06-19 | 2000-08-17 | Completed | 100% | $28.36 | $29.37 | 3.49% | Stop | |
| 2000-05-25 | 2000-06-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-05-10 | 2000-05-25 | Completed | 100% | $30.13 | $27.55 | -8.62% | Stop | |
| 2000-04-17 | 2000-05-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-02-16 | 2000-04-17 | Completed | 100% | $33.69 | $32.36 | -4.02% | Stop | |
| 2000-01-25 | 2000-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1999-08-27 | 2000-01-25 | Completed | 100% | $24.10 | $32.69 | 35.57% | Stop | |
| 1999-08-05 | 1999-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-05-25 | 1999-08-05 | Completed | 100% | $21.89 | $22.53 | 2.85% | Stop | |
| 1999-05-03 | 1999-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1999-02-08 | 1999-05-03 | Completed | 100% | $21.36 | $22.82 | 6.81% | Stop | |
| 1999-01-14 | 1999-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-10-26 | 1999-01-14 | Completed | 100% | $16.25 | $20.93 | 28.75% | Stop | |
| 1998-10-02 | 1998-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1998-09-24 | 1998-10-02 | Completed | 100% | $16.58 | $13.91 | -16.13% | Stop | |
| 1998-09-01 | 1998-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1998-08-26 | 1998-09-01 | Completed | 100% | $17.11 | $14.67 | -14.30% | Stop | |
| 1998-08-04 | 1998-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1997-01-08 | 1998-08-04 | Completed | 100% | $6.56 | $16.19 | 146.44% | Stop | |
| 1996-12-13 | 1997-01-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1996-08-06 | 1996-12-13 | Completed | 100% | $6.57 | $6.26 | -4.63% | Stop | |
| 1995-10-05 | 1996-08-06 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.35% | Interest Income | |
| 1995-05-05 | 1995-10-05 | Completed | 100% | $5.26 | $4.85 | -7.86% | Stop | |
| 1995-04-12 | 1995-05-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1995-02-10 | 1995-04-12 | Completed | 100% | $6.16 | $5.26 | -14.69% | Stop | |
| 1994-04-06 | 1995-02-10 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.15% | Interest Income | |
| 1994-02-08 | 1994-04-06 | Completed | 100% | $4.86 | $5.30 | 9.00% | Signal | |
| 1994-01-17 | 1994-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1993-09-17 | 1994-01-17 | Completed | 100% | $4.63 | $4.74 | 2.38% | Stop | |
| 1993-08-25 | 1993-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1993-04-30 | 1993-08-25 | Completed | 100% | $5.18 | $5.18 | 0.02% | Stop | |
| 1993-04-07 | 1993-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 1993-03-18 | 1993-04-07 | Completed | 100% | $6.00 | $5.27 | -12.11% | Stop | |
| 1993-02-24 | 1993-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-03-12 | 1993-02-24 | Completed | 100% | $3.79 | $5.56 | 46.50% | Stop | |
| 1992-02-19 | 1992-03-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1990-11-01 | 1992-02-19 | Completed | 100% | $1.22 | $3.73 | 206.54% | Stop | |
| 1990-10-10 | 1990-11-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 1990-09-14 | 1990-10-10 | Completed | 100% | $1.34 | $1.13 | -15.49% | Stop | |
| 1990-08-22 | 1990-09-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1990-08-15 | 1990-08-22 | Completed | 100% | $1.51 | $1.29 | -15.01% | Stop | |
| 1990-07-24 | 1990-08-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1989-11-08 | 1990-07-24 | Completed | 100% | $0.95 | $1.57 | 65.52% | Stop | |
| 1989-10-17 | 1989-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-09-15 | 1989-10-17 | Completed | 100% | $0.48 | $0.97 | 100.89% | Stop | |
| 1988-08-23 | 1988-09-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-12-31 | 1988-08-23 | Completed | 100% | $0.34 | $0.45 | 33.09% | Stop | |
| 1987-12-08 | 1987-12-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-11-18 | 1987-12-08 | Completed | 100% | $0.33 | $0.29 | -11.05% | Stop | |
| 1987-10-27 | 1987-11-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-10-22 | 1987-10-27 | Completed | 100% | $0.28 | $0.25 | -11.33% | Stop | |
| 1987-09-30 | 1987-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-05-20 | 1987-09-30 | Completed | 100% | $0.37 | $0.41 | 10.76% | Stop | |
| 1987-04-28 | 1987-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-17 | 1987-04-28 | Completed | 100% | $0.21 | $0.33 | 60.50% | Stop | |
| 1984-11-02 | 1986-10-17 | Interest (CASH) | 100% | $1.00 | $1.16 | 15.89% | Interest Income | |
| 1984-10-22 | 1984-11-02 | Completed | 100% | $0.18 | $0.16 | -14.92% | Stop | |
| 1984-09-28 | 1984-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-09-12 | 1984-09-28 | Completed | 100% | $0.19 | $0.16 | -15.36% | Stop | |
| 1984-08-20 | 1984-09-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-08-16 | 1984-08-20 | Completed | 100% | $0.26 | $0.19 | -26.89% | Stop | |
| 1984-07-25 | 1984-08-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-03-20 | 1984-07-25 | Completed | 100% | $0.22 | $0.25 | 12.27% | Stop | |
| 1984-02-27 | 1984-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-02-16 | 1984-02-27 | Completed | 100% | $0.23 | $0.20 | -11.81% | Stop | |
| 1984-01-25 | 1984-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-12-01 | 1984-01-25 | Completed | 100% | $0.30 | $0.27 | -9.18% | Stop | |
| 1983-11-29 | 1983-12-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |