HON
Honeywell International Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for HON (Honeywell International Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -55.5% (compared to the benchmark's drawdown of -70.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.2%, compared to a Buy-and-Hold benchmark return of 10.9%. The strategy executed 66 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
HON Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 7.13% | 11.98% | 0.93% | 3.55% | 10.27% | 10.65% | 9.17% | 10.91% |
| Sharpe Ratio | 0.30 | 0.44 | 0.05 | 0.16 | 0.52 | 0.42 | 0.43 | 0.35 |
| Max Drawdown | -17.39% | -16.54% | -24.37% | -27.13% | -29.16% | -43.01% | -55.49% | -70.09% |
| % Time Invested | 87.3% | 100.0% | 56.4% | 100.0% | 75.7% | 100.0% | 66.8% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.4 | 0.0 | 1.1 | 0.0 | 1.2 | 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 | ||||||||
| 2026-04-24 | 2026-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-11-04 | 2026-04-24 | Completed | 100% | $203.93 | $221.97 | 8.79% | Stop | |
| 2025-10-13 | 2025-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-04-30 | 2025-10-13 | Completed | 100% | $203.19 | $196.82 | -3.18% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-11-11 | 2025-04-07 | Completed | 100% | $208.81 | $183.64 | -12.10% | Stop | |
| 2023-11-09 | 2024-11-11 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.31% | Interest Income | |
| 2023-10-23 | 2023-11-09 | Completed | 100% | $169.21 | $172.34 | 1.80% | Signal | |
| 2023-08-09 | 2023-10-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.13% | Interest Income | |
| 2023-04-18 | 2023-08-09 | Completed | 100% | $183.20 | $173.35 | -5.43% | Stop | |
| 2022-08-23 | 2023-04-18 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.75% | Interest Income | |
| 2022-07-19 | 2022-08-23 | Completed | 100% | $157.02 | $181.02 | 15.23% | Signal | |
| 2022-06-24 | 2022-07-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2022-02-23 | 2022-06-24 | Completed | 100% | $164.93 | $160.26 | -2.88% | Stop | |
| 2022-01-31 | 2022-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-06-08 | 2022-01-31 | Completed | 100% | $141.26 | $180.20 | 27.50% | Stop | |
| 2020-05-14 | 2020-06-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-05-14 | Completed | 100% | $95.47 | $105.15 | 10.09% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-04 | 2020-03-02 | Completed | 100% | $112.20 | $141.55 | 26.09% | Stop | |
| 2018-12-11 | 2019-01-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-05-29 | 2018-12-11 | Completed | 100% | $120.04 | $118.26 | -1.53% | Stop | |
| 2018-05-04 | 2018-05-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2015-09-17 | 2018-05-04 | Completed | 100% | $76.02 | $113.43 | 49.12% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-23 | 2015-08-25 | Completed | 100% | $29.13 | $74.08 | 154.22% | Stop | |
| 2011-08-01 | 2011-08-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-01 | Completed | 100% | $28.20 | $36.96 | 31.03% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-17 | 2010-05-07 | Completed | 100% | $21.17 | $28.97 | 36.77% | Stop | |
| 2008-11-20 | 2009-07-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2008-11-10 | 2008-11-20 | Completed | 100% | $18.79 | $15.28 | -18.72% | Stop | |
| 2008-10-17 | 2008-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-10-10 | 2008-10-17 | Completed | 100% | $18.39 | $18.73 | 1.79% | Stop | |
| 2008-09-18 | 2008-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2008-07-21 | 2008-09-18 | Completed | 100% | $31.99 | $27.89 | -12.84% | Stop | |
| 2008-06-26 | 2008-07-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2008-02-14 | 2008-06-26 | Completed | 100% | $36.42 | $31.89 | -12.51% | Stop | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2006-08-08 | 2008-01-23 | Completed | 100% | $23.06 | $32.68 | 41.66% | Stop | |
| 2006-07-17 | 2006-08-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2005-11-11 | 2006-07-17 | Completed | 100% | $21.24 | $22.20 | 4.48% | Stop | |
| 2005-10-20 | 2005-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2004-11-17 | 2005-10-20 | Completed | 100% | $20.76 | $20.08 | -3.35% | Stop | |
| 2004-10-26 | 2004-11-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2004-04-15 | 2004-10-26 | Completed | 100% | $19.81 | $18.77 | -5.32% | Stop | |
| 2004-03-23 | 2004-04-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-06-02 | 2004-03-23 | Completed | 100% | $14.97 | $18.16 | 21.26% | Stop | |
| 2000-09-14 | 2003-06-02 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.50% | Interest Income | |
| 2000-07-12 | 2000-09-14 | Completed | 100% | $18.61 | $19.76 | 6.15% | Signal | |
| 2000-06-19 | 2000-07-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2000-03-31 | 2000-06-19 | Completed | 100% | $27.69 | $25.49 | -7.99% | Stop | |
| 2000-03-09 | 2000-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-02-15 | 2000-03-09 | Completed | 100% | $22.31 | $23.18 | 3.87% | Stop | |
| 2000-01-24 | 2000-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2000-01-18 | 2000-01-24 | Completed | 100% | $31.09 | $26.76 | -13.96% | Stop | |
| 1999-12-23 | 2000-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1999-10-19 | 1999-12-23 | Completed | 100% | $30.06 | $28.49 | -5.29% | Stop | |
| 1999-09-27 | 1999-10-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-02-24 | 1999-09-27 | Completed | 100% | $21.64 | $30.09 | 38.99% | Stop | |
| 1999-02-01 | 1999-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-08-28 | 1999-02-01 | Completed | 100% | $18.18 | $19.92 | 9.49% | Stop | |
| 1998-08-06 | 1998-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1998-06-19 | 1998-08-06 | Completed | 100% | $22.64 | $18.62 | -17.79% | Stop | |
| 1998-05-28 | 1998-06-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-11-14 | 1998-05-28 | Completed | 100% | $17.92 | $20.73 | 15.61% | Stop | |
| 1997-10-23 | 1997-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1995-08-18 | 1997-10-23 | Completed | 100% | $11.22 | $20.19 | 79.92% | Stop | |
| 1995-01-20 | 1995-08-18 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.31% | Interest Income | |
| 1994-12-15 | 1995-01-20 | Completed | 100% | $8.01 | $8.73 | 9.00% | Signal | |
| 1994-11-22 | 1994-12-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1994-05-16 | 1994-11-22 | Completed | 100% | $8.38 | $7.70 | -8.08% | Stop | |
| 1994-04-21 | 1994-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 1992-07-30 | 1994-04-21 | Completed | 100% | $6.47 | $8.34 | 28.83% | Stop | |
| 1992-07-08 | 1992-07-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1991-11-19 | 1992-07-08 | Completed | 100% | $4.63 | $5.99 | 29.38% | Stop | |
| 1990-09-19 | 1991-11-19 | Interest (CASH) | 100% | $1.00 | $1.07 | 7.17% | Interest Income | |
| 1990-08-29 | 1990-09-19 | Completed | 100% | $3.33 | $3.19 | -4.10% | Signal | |
| 1990-08-07 | 1990-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1989-11-07 | 1990-08-07 | Completed | 100% | $3.69 | $3.36 | -8.84% | Stop | |
| 1989-10-16 | 1989-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-08-15 | 1989-10-16 | Completed | 100% | $3.84 | $3.28 | -14.71% | Stop | |
| 1987-02-03 | 1989-08-15 | Interest (CASH) | 100% | $1.00 | $1.21 | 21.10% | Interest Income | |
| 1986-08-08 | 1987-02-03 | Completed | 100% | $3.41 | $4.21 | 23.41% | Signal | |
| 1986-07-17 | 1986-08-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-06-20 | 1986-07-17 | Completed | 100% | $3.68 | $3.32 | -9.75% | Stop | |
| 1986-05-29 | 1986-06-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-05-29 | 1986-05-29 | Completed | 100% | $3.41 | $3.91 | 14.88% | Stop | |
| 1985-01-22 | 1985-05-29 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.67% | Interest Income | |
| 1984-08-06 | 1985-01-22 | Completed | 100% | $2.66 | $2.98 | 12.10% | Signal | |
| 1984-07-13 | 1984-08-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-03-13 | 1984-07-13 | Completed | 100% | $2.61 | $2.40 | -7.90% | Stop | |
| 1984-02-17 | 1984-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-07-12 | 1984-02-17 | Completed | 100% | $2.60 | $2.56 | -1.70% | Stop | |
| 1981-10-28 | 1983-07-12 | Interest (CASH) | 100% | $1.00 | $1.14 | 13.73% | Interest Income | |
| 1981-09-24 | 1981-10-28 | Completed | 100% | $1.91 | $2.05 | 7.18% | Signal | |
| 1981-09-01 | 1981-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-01-07 | 1981-09-01 | Completed | 100% | $2.35 | $2.21 | -5.93% | Stop | |
| 1980-12-12 | 1981-01-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-04-01 | 1980-12-12 | Completed | 100% | $1.93 | $2.32 | 19.99% | Stop | |
| 1980-03-10 | 1980-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-12-27 | 1980-03-10 | Completed | 100% | $2.10 | $2.23 | 6.04% | Stop | |
| 1978-06-22 | 1979-12-27 | Interest (CASH) | 100% | $1.00 | $1.12 | 12.14% | Interest Income | |
| 1978-02-06 | 1978-06-22 | Completed | 100% | $1.47 | $1.53 | 3.79% | Signal | |
| 1978-01-13 | 1978-02-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1977-09-20 | 1978-01-13 | Completed | 100% | $1.71 | $1.47 | -13.98% | Stop | |
| 1977-08-26 | 1977-09-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-12-20 | 1977-08-26 | Completed | 100% | $1.44 | $1.63 | 13.16% | Stop | |
| 1976-11-26 | 1976-12-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-06-17 | 1976-11-26 | Completed | 100% | $1.35 | $1.26 | -6.56% | Stop | |
| 1976-05-25 | 1976-06-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-05-06 | 1976-05-25 | Completed | 100% | $1.47 | $1.36 | -7.71% | Stop | |
| 1976-04-13 | 1976-05-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-01-09 | 1976-04-13 | Completed | 100% | $1.30 | $1.37 | 5.52% | Stop | |
| 1975-01-10 | 1976-01-09 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.83% | Interest Income | |
| 1975-01-03 | 1975-01-10 | Completed | 100% | $0.98 | $0.97 | -0.90% | Signal | |
| 1974-12-10 | 1975-01-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1974-10-24 | 1974-12-10 | Completed | 100% | $0.99 | $0.97 | -2.00% | Stop | |
| 1974-10-02 | 1974-10-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1974-09-17 | 1974-10-02 | Completed | 100% | $0.96 | $0.87 | -9.10% | Stop | |
| 1974-08-23 | 1974-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1974-07-26 | 1974-08-23 | Completed | 100% | $1.25 | $1.14 | -9.22% | Stop | |
| 1974-07-03 | 1974-07-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1974-06-17 | 1974-07-03 | Completed | 100% | $1.31 | $1.09 | -16.29% | Stop | |
| 1974-05-23 | 1974-06-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1974-02-12 | 1974-05-23 | Completed | 100% | $1.36 | $1.26 | -7.59% | Stop | |
| 1974-01-21 | 1974-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-07-31 | 1974-01-21 | Completed | 100% | $1.16 | $1.35 | 16.09% | Stop | |
| 1972-12-01 | 1973-07-31 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.03% | Interest Income | |
| 1972-06-23 | 1972-12-01 | Completed | 100% | $0.90 | $0.95 | 6.02% | Signal | |
| 1972-06-01 | 1972-06-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1972-03-13 | 1972-06-01 | Completed | 100% | $0.87 | $0.93 | 6.97% | Stop | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |