HD
Home Depot Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for HD (Home Depot Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -51.7% (compared to the benchmark's drawdown of -70.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.8%, compared to a Buy-and-Hold benchmark return of 17.9%. The strategy executed 64 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
HD Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -7.73% | -8.38% | -6.70% | 2.63% | 2.66% | 12.01% | 13.83% | 17.89% |
| Sharpe Ratio | -1.08 | -0.35 | -0.44 | 0.11 | 0.16 | 0.45 | 0.60 | 0.50 |
| Max Drawdown | -14.74% | -28.81% | -45.60% | -34.73% | -45.60% | -37.99% | -51.66% | -70.42% |
| % Time Invested | 21.0% | 100.0% | 52.0% | 100.0% | 66.7% | 100.0% | 65.4% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.0 | 0.0 | 1.5 | 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 | ||||||||
| 2025-09-03 | 2025-11-17 | Completed | 100% | $394.45 | $353.77 | -10.36% | Stop | |
| 2025-04-09 | 2025-09-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.71% | Interest Income | |
| 2025-04-03 | 2025-04-09 | Completed | 100% | $344.43 | $318.11 | -7.69% | Signal | |
| 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 | |
| 2023-10-25 | 2023-12-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.77% | Interest Income | |
| 2023-07-20 | 2023-10-25 | Completed | 100% | $296.89 | $262.79 | -11.53% | Stop | |
| 2023-04-17 | 2023-07-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.35% | Interest Income | |
| 2023-03-24 | 2023-04-17 | Completed | 100% | $260.00 | $268.42 | 3.18% | Signal | |
| 2023-03-02 | 2023-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-12-08 | 2023-03-02 | Completed | 100% | $291.01 | $263.53 | -9.49% | Stop | |
| 2022-09-01 | 2022-12-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2022-07-22 | 2022-09-01 | Completed | 100% | $277.56 | $261.89 | -5.70% | Stop | |
| 2022-03-23 | 2022-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2022-03-21 | 2022-03-23 | Completed | 100% | $303.06 | $293.07 | -3.34% | Signal | |
| 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 | |
| 2020-06-10 | 2022-01-21 | Completed | 100% | $222.34 | $313.43 | 40.90% | Stop | |
| 2020-03-10 | 2020-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2019-04-09 | 2020-03-10 | Completed | 100% | $169.16 | $185.23 | 9.45% | Stop | |
| 2018-11-28 | 2019-04-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.85% | Interest Income | |
| 2018-11-12 | 2018-11-28 | Completed | 100% | $152.86 | $143.55 | -6.14% | Signal | |
| 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 | |
| 2017-01-12 | 2018-02-07 | Completed | 100% | $107.53 | $154.84 | 43.92% | Stop | |
| 2016-10-31 | 2017-01-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-02-12 | 2016-10-31 | Completed | 100% | $89.26 | $97.37 | 9.02% | Signal | |
| 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 | |
| 2011-10-13 | 2015-08-25 | Completed | 100% | $24.48 | $90.05 | 267.65% | Stop | |
| 2011-08-05 | 2011-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-11-09 | 2011-08-05 | Completed | 100% | $21.68 | $22.58 | 4.09% | Stop | |
| 2010-08-06 | 2010-11-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-07-16 | 2010-08-06 | Completed | 100% | $19.22 | $19.48 | 1.30% | Signal | |
| 2010-06-23 | 2010-07-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-22 | 2010-06-23 | Completed | 100% | $15.47 | $20.88 | 34.90% | Stop | |
| 2009-05-29 | 2009-06-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-05-06 | 2009-05-29 | Completed | 100% | $17.26 | $15.08 | -12.66% | Stop | |
| 2007-08-15 | 2009-05-06 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.85% | Interest Income | |
| 2006-09-06 | 2007-08-15 | Completed | 100% | $20.79 | $20.63 | -0.83% | Stop | |
| 2006-06-05 | 2006-09-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.27% | Interest Income | |
| 2005-11-08 | 2006-06-05 | Completed | 100% | $24.57 | $22.65 | -7.87% | Signal | |
| 2005-09-30 | 2005-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2005-07-27 | 2005-09-30 | Completed | 100% | $26.04 | $22.70 | -12.87% | Stop | |
| 2005-04-04 | 2005-07-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.94% | Interest Income | |
| 2004-09-24 | 2005-04-04 | Completed | 100% | $22.54 | $22.28 | -1.21% | Stop | |
| 2004-06-21 | 2004-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2003-05-19 | 2004-06-21 | Completed | 100% | $16.48 | $20.78 | 25.99% | Signal | |
| 2002-05-23 | 2003-05-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.38% | Interest Income | |
| 2002-01-04 | 2002-05-23 | Completed | 100% | $29.20 | $25.48 | -12.79% | Stop | |
| 2001-09-07 | 2002-01-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.62% | Interest Income | |
| 2001-05-24 | 2001-09-07 | Completed | 100% | $30.24 | $24.35 | -19.53% | Stop | |
| 2000-05-25 | 2001-05-24 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.48% | 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 | |
| 1997-04-02 | 1998-08-04 | Completed | 100% | $6.75 | $16.19 | 139.84% | Stop | |
| 1996-12-13 | 1997-04-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.49% | Interest Income | |
| 1996-08-08 | 1996-12-13 | Completed | 100% | $6.66 | $6.26 | -5.98% | Stop | |
| 1996-07-17 | 1996-08-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1995-12-21 | 1996-07-17 | Completed | 100% | $5.92 | $6.42 | 8.40% | Stop | |
| 1995-08-29 | 1995-12-21 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.70% | Interest Income | |
| 1995-07-10 | 1995-08-29 | Completed | 100% | $5.44 | $5.08 | -6.68% | Stop | |
| 1995-04-07 | 1995-07-10 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.41% | Interest Income | |
| 1994-04-08 | 1995-04-07 | Completed | 100% | $5.37 | $5.35 | -0.28% | Stop | |
| 1993-05-20 | 1994-04-08 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.82% | Interest Income | |
| 1993-04-30 | 1993-05-20 | Completed | 100% | $5.18 | $5.76 | 11.06% | Signal | |
| 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 | |
| 1990-12-31 | 1992-02-19 | Completed | 100% | $1.57 | $3.73 | 136.98% | Stop | |
| 1990-10-10 | 1990-12-31 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.56% | 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 | |
| 1988-03-28 | 1988-08-23 | Completed | 100% | $0.44 | $0.45 | 2.13% | Stop | |
| 1987-10-27 | 1988-03-28 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.19% | 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 | |
| 1986-12-17 | 1987-04-28 | Completed | 100% | $0.23 | $0.33 | 45.62% | Stop | |
| 1986-11-21 | 1986-12-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 1986-10-07 | 1986-11-21 | Completed | 100% | $0.20 | $0.22 | 8.15% | Signal | |
| 1986-09-15 | 1986-10-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-07-31 | 1986-09-15 | Completed | 100% | $0.20 | $0.21 | 6.87% | Stop | |
| 1986-07-09 | 1986-07-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-04-30 | 1986-07-09 | Completed | 100% | $0.21 | $0.23 | 10.89% | Stop | |
| 1986-04-08 | 1986-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-03-05 | 1986-04-08 | Completed | 100% | $0.18 | $0.18 | -0.05% | Stop | |
| 1985-06-21 | 1986-03-05 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.41% | Interest Income | |
| 1985-06-14 | 1985-06-21 | Completed | 100% | $0.19 | $0.17 | -11.24% | Stop | |
| 1985-05-22 | 1985-06-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-05-03 | 1985-05-22 | Completed | 100% | $0.21 | $0.20 | -7.09% | Stop | |
| 1985-04-11 | 1985-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-03-19 | 1985-04-11 | Completed | 100% | $0.22 | $0.19 | -14.81% | Stop | |
| 1984-09-17 | 1985-03-19 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.87% | Interest Income | |
| 1984-09-10 | 1984-09-17 | Completed | 100% | $0.19 | $0.19 | -2.43% | Signal | |
| 1984-08-16 | 1984-09-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-07-25 | 1984-08-16 | Completed | 100% | $0.25 | $0.26 | 6.65% | Stop | |
| 1983-12-27 | 1984-07-25 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.46% | Interest Income | |
| 1983-12-01 | 1983-12-27 | Completed | 100% | $0.30 | $0.31 | 5.53% | Signal | |
| 1983-11-29 | 1983-12-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |