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DASHBOARDS: Portfolio Hub Market Pulse Performance Compare Studio

IBM

International Business Machines Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for IBM (International Business Machines Corp) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -45.7% (compared to the benchmark's drawdown of -69.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.1%, compared to a Buy-and-Hold benchmark return of 7.9%. The strategy executed 217 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

🛡️ IBM Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-45.7% (vs -69.4% B&H)
+23.7% shallower drawdown
Downside Efficiency
0.39 Sortino
+0.01 vs 0.38 B&H
Capital Sheltered from Risk
39.8% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.

📊 IBM Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-38.15%-37.50%-38.15%-37.50%-42.81%-40.59%-45.73%-69.40%
Sharpe Ratio-0.57-0.130.240.500.030.300.350.28
Sortino Ratio-0.44-0.130.230.540.030.340.390.38
CAGR-19.92%-6.54%6.30%16.69%0.59%8.90%6.14%7.87%
% Time Invested64.3%100.0%79.5%100.0%68.4%100.0%60.2%100.0%
Trades / Year9.00.06.20.05.30.04.00.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of IBM under the Excess Return MMA strategy (Investing) versus Buy & Hold. The strategy produced a 6.1% CAGR with a -45.7% Max Drawdown across 217 trade signals (compared to Buy & Hold's 7.9% CAGR and -69.4% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for IBM under Excess Return MMA strategy in Investing context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for IBM under Excess Return MMA (Investing). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.

Diversifier Asset Category 1Y Correlation (r) Action
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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 DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2026-05-20 2026-07-08 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
2026-04-24 2026-07-08 Interest (CASH) 33.33% $1.00 $1.01 0.73% Interest Income
2026-06-08 2026-07-01 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
2026-05-18 2026-06-08 Completed 33.33% $216.99 $284.40 31.00% Stop
2026-03-11 2026-05-20 Completed 33.33% $246.42 $219.48 -10.98% Signal
2026-04-24 2026-05-18 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2026-04-22 2026-04-24 Completed 33.33% $250.85 $228.60 -8.92% Stop
2026-03-09 2026-04-24 Completed 33.33% $251.71 $228.60 -9.23% Stop
2026-03-25 2026-04-22 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2026-03-12 2026-03-25 Completed 33.33% $243.55 $240.10 -1.47% Signal
2026-02-18 2026-03-12 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2026-02-17 2026-03-11 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2026-02-12 2026-03-09 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2025-11-18 2026-02-18 Completed 33.33% $291.07 $254.92 -12.46% Stop
2025-09-04 2026-02-17 Completed 33.33% $239.20 $255.47 6.75% Stop
2025-08-18 2026-02-12 Completed 33.33% $233.50 $266.41 14.04% Stop
2025-10-27 2025-11-18 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2025-09-04 2025-10-27 Completed 33.33% $239.20 $300.00 25.35% Signal
2025-08-12 2025-09-04 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-08-12 2025-09-04 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-07-25 2025-08-18 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-05-01 2025-08-12 Completed 33.33% $232.20 $230.54 -0.76% Stop
2025-05-01 2025-08-12 Completed 33.33% $232.20 $230.54 -0.76% Stop
2025-04-30 2025-07-25 Completed 33.33% $227.67 $251.73 10.51% Stop
2025-04-08 2025-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-04-08 2025-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-04-07 2025-04-30 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2024-08-28 2025-04-08 Completed 33.33% $188.63 $223.66 18.51% Stop
2023-07-26 2025-04-08 Completed 33.33% $126.58 $223.66 76.60% Stop
2024-11-22 2025-04-07 Completed 33.33% $213.38 $210.85 -1.24% Stop
2024-10-31 2024-11-22 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2024-05-20 2024-10-31 Completed 33.33% $158.80 $193.49 21.78% Stop
2024-07-03 2024-08-28 Interest (CASH) 33.33% $1.00 $1.01 0.81% Interest Income
2023-05-23 2024-07-03 Completed 33.33% $114.68 $167.15 45.67% Signal
2024-04-26 2024-05-20 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-03-20 2024-04-26 Completed 33.33% $110.53 $155.85 40.92% Stop
2023-06-08 2023-07-26 Interest (CASH) 33.33% $1.00 $1.01 0.67% Interest Income
2023-04-10 2023-06-08 Completed 33.33% $115.44 $121.40 5.11% Signal
2023-04-18 2023-05-23 Interest (CASH) 33.33% $1.00 $1.01 0.51% Interest Income
2023-04-10 2023-04-18 Completed 33.33% $115.44 $113.94 -1.35% Signal
2023-03-16 2023-04-10 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2023-03-16 2023-04-10 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2023-02-24 2023-03-20 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2022-11-21 2023-03-16 Completed 33.33% $129.61 $109.33 -15.68% Stop
2022-11-07 2023-03-16 Completed 33.33% $118.61 $109.33 -7.87% Stop
2022-10-18 2023-02-24 Completed 33.33% $106.77 $115.26 7.89% Stop
2022-10-05 2022-11-21 Interest (CASH) 33.33% $1.00 $1.01 0.52% Interest Income
2022-10-14 2022-11-07 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2022-09-26 2022-10-18 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2022-05-25 2022-10-14 Completed 33.33% $113.89 $105.73 -7.22% Stop
2021-12-31 2022-10-05 Completed 33.33% $112.14 $108.25 -3.52% Signal
2022-03-21 2022-09-26 Completed 33.33% $109.26 $106.16 -2.88% Stop
2022-02-28 2022-05-25 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2022-02-25 2022-03-21 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2021-12-15 2022-02-28 Completed 33.33% $103.61 $103.51 -0.15% Signal
2021-11-15 2022-02-25 Completed 33.33% $100.04 $103.37 3.28% Stop
2021-10-11 2021-12-31 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-11-22 2021-12-15 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-12-31 2021-11-22 Completed 33.33% $94.63 $97.08 2.54% Stop
2021-10-22 2021-11-15 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-06-16 2021-10-22 Completed 33.33% $116.90 $101.10 -13.56% Stop
2021-02-23 2021-10-11 Completed 33.33% $93.34 $113.30 21.32% Signal
2020-10-23 2021-06-16 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2021-01-29 2021-02-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-12-30 2021-01-29 Completed 33.33% $94.31 $91.58 -2.94% Signal
2020-07-29 2020-12-31 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2020-10-29 2020-12-30 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-07-21 2020-10-29 Completed 33.33% $97.21 $80.53 -17.20% Stop
2020-07-07 2020-10-23 Completed 33.33% $88.20 $87.48 -0.87% Stop
2020-07-21 2020-07-29 Completed 33.33% $97.21 $92.32 -5.08% Stop
2020-03-02 2020-07-21 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2020-03-02 2020-07-21 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2020-06-12 2020-07-07 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-24 2020-06-12 Completed 33.33% $73.13 $89.87 22.83% Stop
2020-03-02 2020-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-02-19 2020-03-02 Completed 33.33% $110.83 $95.63 -13.76% Stop
2020-02-12 2020-03-02 Completed 33.33% $112.45 $95.63 -15.00% Stop
2019-06-26 2020-03-02 Completed 33.33% $98.18 $95.63 -2.65% Stop
2019-05-14 2020-02-19 Interest (CASH) 33.33% $1.00 $1.01 1.42% Interest Income
2019-12-19 2020-02-12 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2019-03-18 2019-12-19 Completed 33.33% $97.70 $97.32 -0.44% Signal
2019-05-14 2019-06-26 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2019-03-20 2019-05-14 Completed 33.33% $98.19 $93.20 -5.13% Stop
2019-03-20 2019-05-14 Completed 33.33% $98.19 $93.20 -5.13% Stop
2018-08-07 2019-03-20 Interest (CASH) 33.33% $1.00 $1.01 1.41% Interest Income
2018-06-26 2019-03-20 Interest (CASH) 33.33% $1.00 $1.02 1.65% Interest Income
2018-10-26 2019-03-18 Interest (CASH) 33.33% $1.00 $1.01 0.90% Interest Income
2018-10-03 2018-10-26 Completed 33.33% $105.03 $85.39 -18.74% Stop
2018-06-26 2018-10-03 Interest (CASH) 33.33% $1.00 $1.01 0.56% Interest Income
2017-12-05 2018-08-07 Completed 33.33% $103.38 $98.94 -4.34% Signal
2018-06-12 2018-06-26 Completed 33.33% $99.25 $94.03 -5.31% Stop
2018-06-12 2018-06-26 Completed 33.33% $99.25 $94.03 -5.31% Stop
2018-05-08 2018-06-12 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2018-05-03 2018-06-12 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
2017-11-29 2018-05-08 Completed 33.33% $100.97 $95.42 -5.55% Signal
2018-03-07 2018-05-03 Completed 33.33% $103.43 $94.84 -8.35% Signal
2018-02-12 2018-03-07 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2017-05-31 2018-02-12 Completed 33.33% $98.43 $100.69 2.25% Stop
2017-08-24 2017-12-05 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2017-06-06 2017-11-29 Interest (CASH) 33.33% $1.00 $1.01 0.53% Interest Income
2017-08-11 2017-08-24 Completed 33.33% $93.20 $93.23 -0.01% Signal
2017-07-20 2017-08-11 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2016-03-22 2017-07-20 Completed 33.33% $91.65 $95.51 4.16% Stop
2016-03-22 2017-06-06 Completed 33.33% $91.65 $98.41 7.31% Signal
2017-05-08 2017-05-31 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2016-03-22 2017-05-08 Completed 33.33% $91.65 $98.92 7.88% Stop
2015-11-04 2016-03-22 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2015-08-26 2016-03-22 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2014-03-10 2016-03-22 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2015-09-15 2015-11-04 Completed 33.33% $89.00 $86.54 -2.81% Signal
2014-12-02 2015-09-15 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-04-30 2015-08-26 Completed 33.33% $103.84 $87.47 -15.80% Stop
2014-11-05 2015-04-30 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2014-06-10 2014-12-02 Completed 33.33% $109.09 $96.41 -11.67% Signal
2014-09-17 2014-11-05 Completed 33.33% $113.87 $96.14 -15.62% Signal
2014-08-25 2014-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-03-14 2014-08-25 Completed 33.33% $107.12 $112.80 5.25% Signal
2013-10-02 2014-06-10 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2013-07-18 2014-03-14 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2013-09-23 2014-03-10 Completed 33.33% $109.52 $109.25 -0.30% Signal
2009-06-30 2013-10-02 Completed 33.33% $56.48 $106.91 89.21% Signal
2013-08-29 2013-09-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-05-15 2013-08-29 Completed 33.33% $115.96 $104.85 -9.63% Stop
2013-03-08 2013-07-18 Completed 33.33% $119.76 $113.68 -5.12% Signal
2013-04-23 2013-05-15 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-09-13 2013-04-23 Completed 33.33% $91.09 $108.01 18.52% Stop
2013-01-14 2013-03-08 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-09-14 2013-01-14 Completed 33.33% $116.69 $109.58 -6.14% Signal
2012-08-01 2012-09-14 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-03-24 2012-08-01 Completed 33.33% $51.93 $110.97 113.58% Signal
2011-08-19 2011-09-13 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-09-21 2011-08-19 Completed 33.33% $64.98 $90.27 38.86% Stop
2009-05-14 2009-09-21 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2008-12-11 2009-06-30 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2009-03-18 2009-05-14 Completed 33.33% $47.56 $54.36 14.24% Signal
2008-10-03 2009-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2009-02-24 2009-03-18 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2008-12-16 2009-02-24 Completed 33.33% $43.94 $44.99 2.33% Stop
2008-11-21 2008-12-16 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2008-12-09 2008-12-11 Completed 33.33% $44.32 $43.09 -2.82% Signal
2008-11-14 2008-12-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2008-11-14 2008-11-21 Completed 33.33% $43.69 $38.46 -12.01% Stop
2008-10-27 2008-11-14 Completed 33.33% $42.20 $43.69 3.46% Stop
2008-10-23 2008-11-14 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2008-10-03 2008-10-27 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-10-10 2008-10-23 Completed 33.33% $45.96 $44.21 -3.85% Stop
2008-09-18 2008-10-10 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2008-05-19 2008-10-03 Completed 33.33% $66.87 $55.29 -17.36% Stop
2008-04-10 2008-10-03 Completed 33.33% $60.99 $55.29 -9.39% Stop
2008-02-06 2008-09-18 Completed 33.33% $54.79 $59.37 8.29% Stop
2008-04-24 2008-05-19 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2008-02-01 2008-04-24 Completed 33.33% $55.68 $64.36 15.52% Signal
2007-12-31 2008-04-10 Interest (CASH) 33.33% $1.00 $1.01 0.56% Interest Income
2008-01-14 2008-02-06 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2008-01-09 2008-02-01 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2007-12-05 2008-01-14 Completed 33.33% $56.03 $54.57 -2.66% Stop
2006-10-23 2008-01-09 Completed 33.33% $45.99 $50.80 10.39% Stop
2006-10-20 2007-12-31 Completed 33.33% $45.99 $56.90 23.67% Signal
2007-11-12 2007-12-05 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
2006-10-23 2007-11-12 Completed 33.33% $45.99 $52.94 15.05% Stop
2006-06-09 2006-10-23 Interest (CASH) 33.33% $1.00 $1.02 1.84% Interest Income
2005-05-09 2006-10-23 Interest (CASH) 33.33% $1.00 $1.06 6.23% Interest Income
2006-03-14 2006-10-20 Interest (CASH) 33.33% $1.00 $1.03 2.97% Interest Income
2006-02-08 2006-06-09 Completed 33.33% $40.85 $39.29 -3.85% Signal
2005-09-19 2006-03-14 Completed 33.33% $40.22 $41.32 2.67% Signal
2005-06-13 2006-02-08 Interest (CASH) 33.33% $1.00 $1.02 2.44% Interest Income
2005-04-15 2005-09-19 Interest (CASH) 33.33% $1.00 $1.01 1.35% Interest Income
2005-05-10 2005-06-13 Completed 33.33% $37.61 $37.49 -0.38% Signal
2005-04-18 2005-05-10 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2005-05-05 2005-05-09 Completed 33.33% $39.15 $37.87 -3.30% Signal
2005-04-13 2005-05-05 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2004-10-07 2005-04-18 Completed 33.33% $44.02 $38.72 -12.08% Stop
2004-10-07 2005-04-15 Completed 33.33% $44.02 $39.65 -9.97% Signal
2004-06-03 2005-04-13 Completed 33.33% $43.83 $43.04 -1.85% Stop
2004-08-17 2004-10-07 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2004-05-24 2004-10-07 Interest (CASH) 33.33% $1.00 $1.01 0.54% Interest Income
2003-03-24 2004-08-17 Completed 33.33% $40.76 $42.05 3.11% Signal
2004-05-11 2004-06-03 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2003-05-30 2004-05-24 Completed 33.33% $43.30 $43.78 1.04% Signal
2004-01-21 2004-05-11 Completed 33.33% $48.33 $43.50 -10.03% Stop
2002-11-12 2004-01-21 Interest (CASH) 33.33% $1.00 $1.01 1.24% Interest Income
2003-05-07 2003-05-30 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2002-12-05 2003-05-07 Completed 33.33% $41.88 $43.06 2.75% Signal
2002-11-12 2003-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2002-11-12 2002-12-05 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2002-11-05 2002-11-12 Completed 33.33% $40.25 $38.23 -5.07% Stop
2002-11-05 2002-11-12 Completed 33.33% $40.25 $38.23 -5.07% Stop
2002-11-05 2002-11-12 Completed 33.33% $40.25 $38.23 -5.07% Stop
2002-05-06 2002-11-05 Interest (CASH) 33.33% $1.00 $1.01 0.85% Interest Income
2002-04-09 2002-11-05 Interest (CASH) 33.33% $1.00 $1.01 0.98% Interest Income
2002-04-09 2002-11-05 Interest (CASH) 33.33% $1.00 $1.01 0.98% Interest Income
2002-05-01 2002-05-06 Completed 33.33% $41.12 $40.06 -2.61% Signal
2002-04-09 2002-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-02-22 2002-04-09 Completed 33.33% $47.26 $43.40 -8.22% Stop
2002-02-19 2002-04-09 Completed 33.33% $49.77 $43.40 -12.85% Stop
2001-10-09 2002-04-09 Completed 33.33% $48.18 $43.40 -9.97% Stop
2002-01-30 2002-02-22 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-01-25 2002-02-19 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2001-10-09 2002-01-30 Completed 33.33% $48.18 $51.05 5.92% Stop
2001-10-10 2002-01-25 Completed 33.33% $46.47 $53.13 14.29% Signal
2001-09-18 2001-10-10 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2001-09-07 2001-10-09 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2001-02-13 2001-10-09 Interest (CASH) 33.33% $1.00 $1.02 2.36% Interest Income
2001-07-03 2001-09-18 Completed 33.33% $55.73 $45.98 -17.55% Stop
2001-03-29 2001-09-07 Completed 33.33% $46.09 $47.88 3.85% Stop
2000-11-10 2001-07-03 Interest (CASH) 33.33% $1.00 $1.03 2.96% Interest Income
2000-12-01 2001-03-29 Interest (CASH) 33.33% $1.00 $1.02 1.62% Interest Income
2001-01-11 2001-02-13 Completed 33.33% $45.29 $55.69 22.90% Signal
2000-12-18 2001-01-11 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2000-10-20 2000-12-18 Completed 33.33% $46.30 $43.07 -7.02% Stop
2000-10-27 2000-12-01 Completed 33.33% $45.26 $46.02 1.62% Signal
2000-10-27 2000-11-10 Completed 33.33% $45.26 $47.76 5.46% Signal
2000-10-05 2000-10-27 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2000-10-05 2000-10-27 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2000-09-28 2000-10-20 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2000-09-05 2000-10-05 Completed 33.33% $64.64 $55.39 -14.35% Stop
2000-08-21 2000-10-05 Completed 33.33% $58.92 $55.39 -6.04% Stop
2000-07-28 2000-09-28 Completed 33.33% $54.02 $57.13 5.69% Stop
2000-04-03 2000-09-05 Interest (CASH) 33.33% $1.00 $1.03 2.52% Interest Income
2000-07-06 2000-08-21 Interest (CASH) 33.33% $1.00 $1.01 0.77% Interest Income
2000-07-06 2000-07-28 Interest (CASH) 33.33% $1.00 $1.00 0.38% Interest Income
2000-06-21 2000-07-06 Completed 33.33% $56.18 $51.05 -9.19% Signal
2000-05-09 2000-07-06 Completed 33.33% $53.72 $51.05 -5.02% Stop
2000-05-30 2000-06-21 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2000-05-10 2000-05-30 Completed 33.33% $51.29 $52.38 2.08% Signal
2000-04-17 2000-05-10 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2000-04-14 2000-05-09 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2000-02-23 2000-04-17 Completed 33.33% $53.66 $50.44 -6.04% Stop
2000-03-21 2000-04-14 Completed 33.33% $54.78 $53.32 -2.71% Stop
2000-03-27 2000-04-03 Completed 33.33% $60.70 $58.27 -4.05% Stop
2000-03-03 2000-03-27 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2000-02-28 2000-03-21 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
1999-11-02 2000-03-03 Completed 33.33% $46.87 $52.08 11.06% Stop
1999-10-26 2000-02-28 Completed 33.33% $45.96 $50.80 10.48% Stop
1999-11-11 2000-02-23 Interest (CASH) 33.33% $1.00 $1.01 1.49% Interest Income
1999-11-02 1999-11-11 Completed 33.33% $46.87 $47.29 0.86% Signal
1999-10-11 1999-11-02 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1999-10-11 1999-11-02 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1999-10-04 1999-10-26 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1998-04-29 1999-10-11 Completed 33.33% $27.78 $54.98 97.79% Stop
1997-03-18 1999-10-11 Completed 33.33% $16.66 $54.98 229.88% Stop
1999-08-26 1999-10-04 Completed 33.33% $59.40 $57.16 -3.82% Stop
1999-08-04 1999-08-26 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1999-03-02 1999-08-04 Completed 33.33% $41.21 $58.07 40.85% Stop
1999-02-05 1999-03-02 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
1998-09-24 1999-02-05 Completed 33.33% $31.71 $41.14 29.68% Stop
1998-09-01 1998-09-24 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1998-07-10 1998-09-01 Completed 33.33% $28.45 $27.24 -4.32% Stop
1998-06-17 1998-07-10 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1998-01-08 1998-06-17 Completed 33.33% $24.81 $26.71 7.61% Stop
1998-03-11 1998-04-29 Interest (CASH) 33.33% $1.00 $1.01 0.68% Interest Income
1998-02-25 1998-03-11 Completed 33.33% $24.63 $23.51 -4.62% Signal
1998-01-20 1998-02-25 Interest (CASH) 33.33% $1.00 $1.01 0.50% Interest Income
1997-06-09 1998-01-20 Completed 33.33% $20.53 $25.21 22.72% Signal
1997-12-15 1998-01-08 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-11-19 1997-12-15 Completed 33.33% $24.45 $24.33 -0.54% Stop
1997-10-28 1997-11-19 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-04-29 1997-10-28 Completed 33.33% $18.15 $21.29 17.26% Stop
1997-04-30 1997-06-09 Interest (CASH) 33.33% $1.00 $1.01 0.54% Interest Income
1997-03-18 1997-04-30 Completed 33.33% $16.66 $18.80 12.81% Signal
1997-04-07 1997-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-02-20 1997-04-07 Completed 33.33% $17.05 $15.57 -8.69% Stop
1997-02-24 1997-03-18 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1997-02-24 1997-03-18 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1996-09-26 1997-02-24 Completed 33.33% $14.96 $16.39 9.51% Stop
1996-08-07 1997-02-24 Completed 33.33% $13.03 $16.39 25.68% Stop
1997-01-28 1997-02-20 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1996-07-02 1997-01-28 Completed 33.33% $11.93 $17.81 49.19% Stop
1996-07-16 1996-09-26 Interest (CASH) 33.33% $1.00 $1.01 1.04% Interest Income
1996-07-16 1996-08-07 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1996-05-10 1996-07-16 Completed 33.33% $12.68 $10.90 -14.13% Stop
1996-05-10 1996-07-16 Completed 33.33% $12.68 $10.90 -14.13% Stop
1996-06-10 1996-07-02 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1996-04-18 1996-06-10 Completed 33.33% $12.43 $12.05 -3.16% Stop
1996-04-18 1996-05-10 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1996-04-18 1996-05-10 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1996-03-26 1996-04-18 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1996-01-25 1996-04-18 Completed 33.33% $12.64 $12.43 -1.69% Stop
1995-10-06 1996-04-18 Completed 33.33% $11.16 $12.43 11.36% Stop
1996-01-12 1996-03-26 Completed 33.33% $10.25 $12.76 24.42% Stop
1995-11-20 1996-01-25 Interest (CASH) 33.33% $1.00 $1.01 0.92% Interest Income
1995-12-19 1996-01-12 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1995-09-22 1995-12-19 Completed 33.33% $11.00 $10.47 -4.87% Stop
1995-10-06 1995-11-20 Completed 33.33% $11.16 $11.16 -0.06% Signal
1995-09-14 1995-10-06 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
1995-09-14 1995-10-06 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
1995-08-30 1995-09-22 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
1994-01-31 1995-09-14 Completed 33.33% $6.62 $11.16 68.58% Stop
1993-11-29 1995-09-14 Completed 33.33% $6.40 $11.16 74.23% Stop
1994-10-05 1995-08-30 Completed 33.33% $7.89 $12.08 53.08% Stop
1993-04-15 1994-10-05 Interest (CASH) 33.33% $1.00 $1.05 5.33% Interest Income
1993-04-15 1994-01-31 Interest (CASH) 33.33% $1.00 $1.02 2.46% Interest Income
1993-04-15 1993-11-29 Interest (CASH) 33.33% $1.00 $1.02 1.92% Interest Income
1993-02-02 1993-04-15 Completed 33.33% $5.78 $5.48 -5.27% Stop
1993-02-02 1993-04-15 Completed 33.33% $5.78 $5.48 -5.27% Stop
1993-02-02 1993-04-15 Completed 33.33% $5.78 $5.48 -5.27% Stop
1992-09-30 1993-02-02 Interest (CASH) 33.33% $1.00 $1.01 1.05% Interest Income
1992-09-30 1993-02-02 Interest (CASH) 33.33% $1.00 $1.01 1.05% Interest Income
1992-09-30 1993-02-02 Interest (CASH) 33.33% $1.00 $1.01 1.05% Interest Income
1992-04-20 1992-09-30 Completed 33.33% $9.37 $8.74 -6.80% Stop
1992-04-20 1992-09-30 Completed 33.33% $9.37 $8.74 -6.80% Stop
1992-04-20 1992-09-30 Completed 33.33% $9.37 $8.74 -6.80% Stop
1992-01-06 1992-04-20 Interest (CASH) 33.33% $1.00 $1.01 1.14% Interest Income
1991-08-16 1992-04-20 Interest (CASH) 33.33% $1.00 $1.03 3.02% Interest Income
1991-05-31 1992-04-20 Interest (CASH) 33.33% $1.00 $1.04 4.25% Interest Income
1991-12-26 1992-01-06 Completed 33.33% $9.22 $9.51 3.06% Signal
1991-12-03 1991-12-26 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
1991-07-16 1991-12-03 Completed 33.33% $10.15 $9.59 -5.56% Stop
1991-04-16 1991-08-16 Completed 33.33% $10.79 $10.16 -5.89% Signal
1991-06-21 1991-07-16 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
1991-03-21 1991-06-21 Completed 33.33% $11.57 $10.12 -12.53% Stop
1991-04-15 1991-05-31 Completed 33.33% $10.91 $10.65 -2.49% Signal
1991-03-22 1991-04-16 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
1991-03-21 1991-04-15 Interest (CASH) 33.33% $1.00 $1.00 0.37% Interest Income
1991-02-20 1991-03-22 Completed 33.33% $13.94 $11.29 -19.03% Stop
1991-02-27 1991-03-21 Interest (CASH) 33.33% $1.00 $1.00 0.38% Interest Income
1990-12-31 1991-03-21 Completed 33.33% $11.32 $11.57 2.14% Stop
1991-02-20 1991-02-27 Completed 33.33% $13.94 $13.10 -6.01% Stop
1991-01-09 1991-02-20 Interest (CASH) 33.33% $1.00 $1.01 0.70% Interest Income
1987-09-04 1991-02-20 Interest (CASH) 33.33% $1.00 $1.30 29.52% Interest Income
1990-09-17 1991-01-09 Completed 33.33% $10.29 $10.96 6.41% Signal
1990-09-24 1990-12-31 Interest (CASH) 33.33% $1.00 $1.02 1.91% Interest Income
1990-09-17 1990-09-24 Completed 33.33% $10.29 $10.49 1.87% Signal
1990-08-23 1990-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
1990-08-23 1990-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
1990-06-28 1990-08-23 Completed 33.33% $11.54 $9.55 -17.30% Stop
1990-04-03 1990-08-23 Completed 33.33% $10.23 $9.55 -6.71% Stop
1989-05-02 1990-06-28 Interest (CASH) 33.33% $1.00 $1.09 9.25% Interest Income
1989-11-01 1990-04-03 Interest (CASH) 33.33% $1.00 $1.03 3.24% Interest Income
1989-09-08 1989-11-01 Completed 33.33% $10.92 $9.44 -13.53% Signal
1989-04-13 1989-09-08 Interest (CASH) 33.33% $1.00 $1.03 3.13% Interest Income
1988-10-19 1989-05-02 Completed 33.33% $11.26 $10.48 -6.98% Signal
1989-01-06 1989-04-13 Completed 33.33% $11.20 $10.21 -8.86% Signal
1988-10-27 1989-01-06 Interest (CASH) 33.33% $1.00 $1.01 1.45% Interest Income
1988-07-08 1988-10-27 Completed 33.33% $11.43 $10.98 -3.92% Signal
1988-01-06 1988-10-19 Interest (CASH) 33.33% $1.00 $1.06 6.17% Interest Income
1987-10-16 1988-07-08 Interest (CASH) 33.33% $1.00 $1.06 5.63% Interest Income
1987-11-09 1988-01-06 Completed 33.33% $10.47 $10.74 2.47% Signal
1987-10-16 1987-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-05-06 1987-10-16 Completed 33.33% $14.36 $12.30 -14.40% Stop
1987-03-06 1987-10-16 Completed 33.33% $12.08 $12.30 1.76% Stop
1987-08-13 1987-09-04 Completed 33.33% $14.88 $14.15 -4.96% Stop
1987-05-20 1987-08-13 Interest (CASH) 33.33% $1.00 $1.02 1.78% Interest Income
1987-05-06 1987-05-20 Completed 33.33% $14.36 $13.56 -5.64% Stop
1987-03-19 1987-05-06 Interest (CASH) 33.33% $1.00 $1.01 0.99% Interest Income
1986-09-25 1987-05-06 Interest (CASH) 33.33% $1.00 $1.05 4.71% Interest Income
1986-11-03 1987-03-19 Completed 33.33% $10.49 $12.56 19.69% Signal
1986-06-05 1987-03-06 Interest (CASH) 33.33% $1.00 $1.06 5.85% Interest Income
1986-10-10 1986-11-03 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1986-08-06 1986-10-10 Completed 33.33% $10.97 $10.35 -5.66% Stop
1986-08-12 1986-09-25 Completed 33.33% $11.11 $11.63 4.61% Signal
1986-07-21 1986-08-12 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1986-07-15 1986-08-06 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1985-12-23 1986-07-21 Completed 33.33% $12.73 $10.97 -13.91% Stop
1985-07-19 1986-07-15 Completed 33.33% $10.48 $11.62 10.82% Stop
1985-11-18 1986-06-05 Completed 33.33% $11.32 $12.62 11.40% Signal
1985-08-29 1985-12-23 Interest (CASH) 33.33% $1.00 $1.02 2.39% Interest Income
1985-10-25 1985-11-18 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1985-10-22 1985-10-25 Completed 33.33% $10.48 $10.53 0.44% Signal
1985-06-17 1985-10-22 Interest (CASH) 33.33% $1.00 $1.03 2.67% Interest Income
1984-11-19 1985-08-29 Completed 33.33% $9.72 $10.50 7.90% Signal
1985-02-01 1985-07-19 Interest (CASH) 33.33% $1.00 $1.04 3.53% Interest Income
1984-09-07 1985-06-17 Completed 33.33% $9.82 $9.80 -0.25% Signal
1984-07-10 1985-02-01 Completed 33.33% $8.41 $10.84 28.82% Signal
1984-04-03 1984-11-19 Interest (CASH) 33.33% $1.00 $1.05 4.90% Interest Income
1984-04-06 1984-09-07 Interest (CASH) 33.33% $1.00 $1.03 3.22% Interest Income
1984-06-15 1984-07-10 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1984-02-17 1984-06-15 Completed 33.33% $8.55 $7.93 -7.26% Stop
1984-03-21 1984-04-06 Completed 33.33% $8.95 $8.51 -4.94% Stop
1984-03-05 1984-04-03 Completed 33.33% $8.68 $8.66 -0.39% Signal
1984-01-20 1984-03-21 Interest (CASH) 33.33% $1.00 $1.01 1.26% Interest Income
1984-02-09 1984-03-05 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1984-01-26 1984-02-17 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1982-04-14 1984-02-09 Completed 33.33% $4.51 $8.39 85.84% Stop
1982-10-12 1984-01-26 Completed 33.33% $6.16 $8.94 45.03% Stop
1982-01-29 1984-01-20 Completed 33.33% $4.57 $9.18 100.93% Signal
1980-03-07 1982-10-12 Interest (CASH) 33.33% $1.00 $1.22 21.68% Interest Income
1981-05-05 1982-04-14 Interest (CASH) 33.33% $1.00 $1.07 7.38% Interest Income
1981-02-18 1982-01-29 Interest (CASH) 33.33% $1.00 $1.07 7.44% Interest Income
1980-10-27 1981-05-05 Completed 33.33% $4.40 $3.95 -10.12% Stop
1980-08-04 1981-02-18 Completed 33.33% $4.24 $4.21 -0.83% Signal
1979-10-04 1980-10-27 Interest (CASH) 33.33% $1.00 $1.08 8.38% Interest Income
1980-03-27 1980-08-04 Interest (CASH) 33.33% $1.00 $1.03 2.70% Interest Income
1980-02-26 1980-03-27 Completed 33.33% $4.18 $3.40 -18.66% Stop
1979-11-13 1980-03-07 Completed 33.33% $3.98 $3.93 -1.42% Stop
1979-07-09 1980-02-26 Interest (CASH) 33.33% $1.00 $1.05 4.93% Interest Income
1979-10-22 1979-11-13 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1979-08-07 1979-10-22 Completed 33.33% $4.30 $3.87 -9.92% Stop
1978-04-24 1979-10-04 Completed 33.33% $3.72 $4.27 14.79% Signal
1979-07-16 1979-08-07 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1978-04-24 1979-07-16 Completed 33.33% $3.72 $4.33 16.30% Stop
1979-02-02 1979-07-09 Completed 33.33% $4.70 $4.55 -3.23% Signal
1978-12-18 1979-02-02 Interest (CASH) 33.33% $1.00 $1.01 0.96% Interest Income
1978-04-24 1978-12-18 Completed 33.33% $3.72 $4.11 10.44% Signal
1978-03-08 1978-04-24 Interest (CASH) 33.33% $1.00 $1.01 0.96% Interest Income
1978-01-05 1978-04-24 Interest (CASH) 33.33% $1.00 $1.02 2.27% Interest Income
1977-03-30 1978-04-24 Interest (CASH) 33.33% $1.00 $1.08 8.35% Interest Income
1978-02-16 1978-03-08 Completed 33.33% $3.75 $3.58 -4.54% Signal
1977-11-16 1978-02-16 Interest (CASH) 33.33% $1.00 $1.02 1.90% Interest Income
1977-06-16 1978-01-05 Completed 33.33% $3.67 $3.92 6.76% Signal
1977-09-27 1977-11-16 Completed 33.33% $3.72 $3.78 1.52% Signal
1977-05-13 1977-09-27 Interest (CASH) 33.33% $1.00 $1.03 2.82% Interest Income
1977-05-24 1977-06-16 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1976-03-02 1977-05-24 Completed 33.33% $3.53 $3.49 -1.31% Stop
1977-03-24 1977-05-13 Completed 33.33% $3.98 $3.59 -9.85% Signal
1976-02-05 1977-03-30 Completed 33.33% $3.58 $3.95 10.05% Signal
1976-12-14 1977-03-24 Interest (CASH) 33.33% $1.00 $1.02 2.12% Interest Income
1975-11-25 1976-12-14 Completed 33.33% $3.01 $3.76 25.16% Signal
1973-12-12 1976-03-02 Interest (CASH) 33.33% $1.00 $1.18 18.24% Interest Income
1975-12-26 1976-02-05 Interest (CASH) 33.33% $1.00 $1.01 0.84% Interest Income
1975-09-08 1975-12-26 Completed 33.33% $2.41 $2.99 23.94% Signal
1975-08-11 1975-11-25 Interest (CASH) 33.33% $1.00 $1.02 2.27% Interest Income
1975-08-14 1975-09-08 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1975-05-21 1975-08-14 Completed 33.33% $2.87 $2.38 -16.97% Stop
1975-03-03 1975-08-11 Completed 33.33% $2.85 $2.42 -15.26% Stop
1973-08-09 1975-05-21 Interest (CASH) 33.33% $1.00 $1.14 14.41% Interest Income
1973-06-13 1975-03-03 Interest (CASH) 33.33% $1.00 $1.14 13.86% Interest Income
1973-10-04 1973-12-12 Completed 33.33% $3.16 $3.21 1.57% Stop
1973-09-12 1973-10-04 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1973-06-13 1973-09-12 Completed 33.33% $4.17 $3.64 -12.79% Stop
1972-03-13 1973-08-09 Completed 33.33% $3.76 $3.86 2.64% Signal
1973-05-21 1973-06-13 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1973-01-05 1973-06-13 Completed 33.33% $4.16 $4.17 0.31% Signal
1972-11-09 1973-05-21 Completed 33.33% $3.79 $3.92 3.41% Stop
1972-11-13 1973-01-05 Interest (CASH) 33.33% $1.00 $1.01 1.05% Interest Income
1972-03-13 1972-11-13 Completed 33.33% $3.76 $3.76 -0.21% Signal
1972-10-17 1972-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1972-03-13 1972-10-17 Completed 33.33% $3.76 $3.66 -2.89% Stop
1972-03-09 1972-03-13 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
1972-03-09 1972-03-13 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
1972-03-09 1972-03-13 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where IBM ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

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