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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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -60.6% (compared to the benchmark's drawdown of -69.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.2%, compared to a Buy-and-Hold benchmark return of 7.9%. The strategy executed 80 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.

🛡️ IBM Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-60.6% (vs -69.4% B&H)
+8.8% shallower drawdown
Drawdown Shield
8.8% Cut
Protected capital vs -69.4% B&H
Capital Sheltered from Risk
38.6% 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-46.01%-37.50%-46.01%-37.50%-51.69%-40.59%-60.59%-69.40%
Sharpe Ratio-1.03-0.130.090.50-0.080.300.280.28
Sortino Ratio-0.61-0.130.080.54-0.070.340.290.38
CAGR-31.86%-6.54%2.37%16.69%-1.77%8.90%5.24%7.87%
% Time Invested47.2%100.0%74.7%100.0%64.5%100.0%61.4%100.0%
Trades / Year3.00.01.80.01.70.01.50.0

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 Moving Average (50/200) strategy (Investing) versus Buy & Hold. The strategy produced a 5.2% CAGR with a -60.6% Max Drawdown across 80 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 Moving Average (50/200) strategy in Investing context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for IBM under Moving Average (50/200) (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
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.
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2026-04-24 2026-07-08 Interest (CASH) 100% $1.00 $1.01 0.73% Interest Income
2026-04-22 2026-04-24 Completed 100% $250.85 $228.60 -8.92% Stop
2026-03-16 2026-04-22 Interest (CASH) 100% $1.00 $1.00 0.38% Interest Income
2026-03-10 2026-03-16 Completed 100% $249.62 $244.31 -2.18% Signal
2026-02-13 2026-03-10 Interest (CASH) 100% $1.00 $1.00 0.23% Interest Income
2025-08-26 2026-02-13 Completed 100% $234.91 $256.26 9.03% Stop
2025-08-04 2025-08-26 Interest (CASH) 100% $1.00 $1.00 0.27% Interest Income
2025-05-01 2025-08-04 Completed 100% $232.20 $243.05 4.62% Stop
2025-04-08 2025-05-01 Interest (CASH) 100% $1.00 $1.00 0.27% Interest Income
2024-05-20 2025-04-08 Completed 100% $158.80 $223.66 40.77% Stop
2024-04-26 2024-05-20 Interest (CASH) 100% $1.00 $1.00 0.34% Interest Income
2023-05-23 2024-04-26 Completed 100% $114.68 $155.85 35.83% Stop
2023-03-10 2023-05-23 Interest (CASH) 100% $1.00 $1.01 1.00% Interest Income
2022-11-21 2023-03-10 Completed 100% $129.61 $112.14 -13.52% Stop
2022-09-28 2022-11-21 Interest (CASH) 100% $1.00 $1.01 0.59% Interest Income
2021-12-31 2022-09-28 Completed 100% $112.14 $105.60 -5.88% Signal
2021-10-25 2021-12-31 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2020-12-07 2021-10-25 Completed 100% $96.35 $100.69 4.45% Stop
2020-10-22 2020-12-07 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2020-10-13 2020-10-22 Completed 100% $95.04 $86.35 -9.19% Signal
2020-07-29 2020-10-13 Interest (CASH) 100% $1.00 $1.00 0.02% Interest Income
2020-07-21 2020-07-29 Completed 100% $97.21 $92.32 -5.08% Stop
2020-03-02 2020-07-21 Interest (CASH) 100% $1.00 $1.00 0.07% Interest Income
2020-02-05 2020-03-02 Completed 100% $108.72 $95.63 -12.09% Stop
2019-12-10 2020-02-05 Interest (CASH) 100% $1.00 $1.00 0.23% Interest Income
2019-03-20 2019-12-10 Completed 100% $98.19 $96.93 -1.33% Signal
2018-06-26 2019-03-20 Interest (CASH) 100% $1.00 $1.02 1.65% Interest Income
2018-06-12 2018-06-26 Completed 100% $99.25 $94.03 -5.31% Stop
2018-05-03 2018-06-12 Interest (CASH) 100% $1.00 $1.00 0.20% Interest Income
2017-12-05 2018-05-03 Completed 100% $103.38 $94.84 -8.30% Stop
2017-06-02 2017-12-05 Interest (CASH) 100% $1.00 $1.01 0.56% Interest Income
2017-05-31 2017-06-02 Completed 100% $98.43 $99.10 0.63% Signal
2017-05-08 2017-05-31 Interest (CASH) 100% $1.00 $1.00 0.06% Interest Income
2016-03-22 2017-05-08 Completed 100% $91.65 $98.92 7.88% Stop
2015-08-25 2016-03-22 Interest (CASH) 100% $1.00 $1.00 0.10% Interest Income
2015-06-01 2015-08-25 Completed 100% $102.48 $89.20 -13.00% Stop
2014-10-22 2015-06-01 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2014-04-08 2014-10-22 Completed 100% $112.94 $95.72 -15.29% Stop
2013-08-06 2014-04-08 Interest (CASH) 100% $1.00 $1.00 0.03% Interest Income
2013-02-14 2013-08-06 Completed 100% $113.98 $110.23 -3.34% Signal
2012-12-06 2013-02-14 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2009-05-12 2012-12-06 Completed 100% $55.03 $107.50 95.26% Signal
2008-09-30 2009-05-12 Interest (CASH) 100% $1.00 $1.00 0.15% Interest Income
2008-03-28 2008-09-30 Completed 100% $60.43 $60.90 0.72% Stop
2008-01-08 2008-03-28 Interest (CASH) 100% $1.00 $1.00 0.44% Interest Income
2007-12-05 2008-01-08 Completed 100% $56.03 $51.99 -7.26% Signal
2007-11-12 2007-12-05 Interest (CASH) 100% $1.00 $1.00 0.20% Interest Income
2006-10-11 2007-11-12 Completed 100% $42.98 $52.94 23.12% Stop
2006-06-05 2006-10-11 Interest (CASH) 100% $1.00 $1.02 1.76% Interest Income
2006-05-10 2006-06-05 Completed 100% $42.17 $40.24 -4.63% Signal
2006-03-24 2006-05-10 Interest (CASH) 100% $1.00 $1.01 0.59% Interest Income
2005-11-23 2006-03-24 Completed 100% $44.56 $42.07 -5.63% Signal
2005-04-15 2005-11-23 Interest (CASH) 100% $1.00 $1.02 2.06% Interest Income
2004-10-07 2005-04-15 Completed 100% $44.02 $39.65 -9.97% Stop
2004-05-20 2004-10-07 Interest (CASH) 100% $1.00 $1.01 0.55% Interest Income
2003-03-11 2004-05-20 Completed 100% $37.48 $43.43 15.84% Signal
2003-02-14 2003-03-11 Interest (CASH) 100% $1.00 $1.00 0.07% Interest Income
2002-12-23 2003-02-14 Completed 100% $39.34 $37.76 -4.06% Stop
2002-11-12 2002-12-23 Interest (CASH) 100% $1.00 $1.00 0.13% Interest Income
2002-11-05 2002-11-12 Completed 100% $40.25 $38.23 -5.07% Stop
2002-03-18 2002-11-05 Interest (CASH) 100% $1.00 $1.01 1.09% Interest Income
2002-02-22 2002-03-18 Completed 100% $47.26 $52.52 11.07% Signal
2002-01-30 2002-02-22 Interest (CASH) 100% $1.00 $1.00 0.11% Interest Income
2001-10-09 2002-01-30 Completed 100% $48.18 $51.05 5.92% Stop
2001-08-31 2001-10-09 Interest (CASH) 100% $1.00 $1.00 0.22% Interest Income
2001-05-30 2001-08-31 Completed 100% $55.69 $49.40 -11.33% Stop
2000-11-10 2001-05-30 Interest (CASH) 100% $1.00 $1.03 2.61% Interest Income
2000-10-24 2000-11-10 Completed 100% $45.26 $47.76 5.46% Signal
2000-10-02 2000-10-24 Interest (CASH) 100% $1.00 $1.00 0.39% Interest Income
2000-07-03 2000-10-02 Completed 100% $52.87 $54.82 3.63% Stop
2000-06-05 2000-07-03 Interest (CASH) 100% $1.00 $1.00 0.45% Interest Income
2000-05-31 2000-06-05 Completed 100% $53.72 $52.72 -1.92% Signal
2000-04-03 2000-05-31 Interest (CASH) 100% $1.00 $1.01 0.92% Interest Income
2000-03-27 2000-04-03 Completed 100% $60.70 $58.27 -4.05% Stop
1999-11-22 2000-03-27 Interest (CASH) 100% $1.00 $1.02 1.87% Interest Income
1999-10-26 1999-11-22 Completed 100% $45.96 $51.17 11.29% Signal
1999-10-04 1999-10-26 Interest (CASH) 100% $1.00 $1.00 0.31% Interest Income
1999-03-03 1999-10-04 Completed 100% $40.73 $57.16 40.28% Stop
1999-02-08 1999-03-03 Interest (CASH) 100% $1.00 $1.00 0.29% Interest Income
1998-09-24 1999-02-08 Completed 100% $31.71 $40.36 27.23% Stop
1998-09-01 1998-09-24 Interest (CASH) 100% $1.00 $1.00 0.30% Interest Income
1998-07-15 1998-09-01 Completed 100% $28.69 $27.24 -5.13% Stop
1998-06-22 1998-07-15 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1998-04-23 1998-06-22 Completed 100% $27.50 $25.56 -7.08% Stop
1998-03-31 1998-04-23 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1998-02-20 1998-03-31 Completed 100% $24.74 $24.98 0.92% Signal
1998-01-28 1998-02-20 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1997-11-19 1998-01-28 Completed 100% $24.45 $23.28 -4.83% Stop
1997-10-28 1997-11-19 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
1997-03-06 1997-10-28 Completed 100% $17.34 $21.29 22.69% Stop
1997-02-11 1997-03-06 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1996-09-10 1997-02-11 Completed 100% $13.94 $17.08 22.45% Stop
1996-07-12 1996-09-10 Interest (CASH) 100% $1.00 $1.01 0.83% Interest Income
1996-04-18 1996-07-12 Completed 100% $12.43 $11.30 -9.21% Stop
1996-03-26 1996-04-18 Interest (CASH) 100% $1.00 $1.00 0.32% Interest Income
1996-01-25 1996-03-26 Completed 100% $12.64 $12.76 0.87% Stop
1995-12-28 1996-01-25 Interest (CASH) 100% $1.00 $1.00 0.38% Interest Income
1995-10-04 1995-12-28 Completed 100% $11.04 $10.70 -3.12% Signal
1995-09-12 1995-10-04 Interest (CASH) 100% $1.00 $1.00 0.34% Interest Income
1994-08-04 1995-09-12 Completed 100% $7.30 $11.26 54.30% Stop
1994-07-13 1994-08-04 Interest (CASH) 100% $1.00 $1.00 0.28% Interest Income
1993-12-07 1994-07-13 Completed 100% $6.19 $6.46 4.33% Stop
1993-04-15 1993-12-07 Interest (CASH) 100% $1.00 $1.02 2.00% Interest Income
1993-02-02 1993-04-15 Completed 100% $5.78 $5.48 -5.27% Stop
1992-09-17 1993-02-02 Interest (CASH) 100% $1.00 $1.01 1.16% Interest Income
1992-04-20 1992-09-17 Completed 100% $9.37 $9.05 -3.47% Stop
1991-05-21 1992-04-20 Interest (CASH) 100% $1.00 $1.04 4.41% Interest Income
1991-04-12 1991-05-21 Completed 100% $11.19 $10.57 -5.59% Signal
1991-03-20 1991-04-12 Interest (CASH) 100% $1.00 $1.00 0.37% Interest Income
1990-12-06 1991-03-20 Completed 100% $11.57 $11.59 0.15% Stop
1990-10-01 1990-12-06 Interest (CASH) 100% $1.00 $1.01 1.33% Interest Income
1990-08-28 1990-10-01 Completed 100% $10.26 $10.58 3.08% Signal
1990-08-06 1990-08-28 Interest (CASH) 100% $1.00 $1.00 0.47% Interest Income
1990-04-10 1990-08-06 Completed 100% $10.16 $10.26 0.88% Stop
1989-10-17 1990-04-10 Interest (CASH) 100% $1.00 $1.04 3.74% Interest Income
1989-09-12 1989-10-17 Completed 100% $10.94 $9.61 -12.21% Stop
1989-04-17 1989-09-12 Interest (CASH) 100% $1.00 $1.03 3.13% Interest Income
1989-04-13 1989-04-17 Completed 100% $10.21 $10.21 -0.05% Signal
1989-03-21 1989-04-13 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1988-07-13 1989-03-21 Completed 100% $11.26 $10.18 -9.66% Stop
1987-10-29 1988-07-13 Interest (CASH) 100% $1.00 $1.05 5.44% Interest Income
1987-10-23 1987-10-29 Completed 100% $10.34 $10.36 0.16% Signal
1987-10-01 1987-10-23 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-03-13 1987-10-01 Completed 100% $12.46 $13.19 5.86% Stop
1986-07-16 1987-03-13 Interest (CASH) 100% $1.00 $1.05 5.12% Interest Income
1985-09-12 1986-07-16 Completed 100% $10.45 $11.40 9.07% Stop
1985-08-20 1985-09-12 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1984-08-30 1985-08-20 Completed 100% $9.89 $10.39 5.08% Signal
1984-04-06 1984-08-30 Interest (CASH) 100% $1.00 $1.03 3.07% Interest Income
1984-03-21 1984-04-06 Completed 100% $8.95 $8.51 -4.94% Stop
1984-01-30 1984-03-21 Interest (CASH) 100% $1.00 $1.01 1.08% Interest Income
1982-01-21 1984-01-30 Completed 100% $4.43 $8.87 100.01% Stop
1981-03-19 1982-01-21 Interest (CASH) 100% $1.00 $1.07 6.58% Interest Income
1981-03-17 1981-03-19 Completed 100% $4.39 $4.40 0.14% Signal
1981-02-23 1981-03-17 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1980-08-04 1981-02-23 Completed 100% $4.24 $4.11 -3.23% Stop
1979-08-03 1980-08-04 Interest (CASH) 100% $1.00 $1.08 7.86% Interest Income
1978-12-08 1979-08-03 Completed 100% $4.17 $4.30 2.94% Signal
1978-11-15 1978-12-08 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1978-04-24 1978-11-15 Completed 100% $3.72 $3.93 5.62% Stop
1978-03-17 1978-04-24 Interest (CASH) 100% $1.00 $1.01 0.75% Interest Income
1977-12-23 1978-03-17 Completed 100% $3.87 $3.56 -8.11% Signal
1977-10-18 1977-12-23 Interest (CASH) 100% $1.00 $1.01 1.42% Interest Income
1977-08-23 1977-10-18 Completed 100% $3.89 $3.71 -4.66% Signal
1977-05-23 1977-08-23 Interest (CASH) 100% $1.00 $1.02 1.90% Interest Income
1975-11-18 1977-05-23 Completed 100% $3.04 $3.55 16.46% Signal
1975-09-03 1975-11-18 Interest (CASH) 100% $1.00 $1.02 1.63% Interest Income
1975-08-19 1975-09-03 Completed 100% $2.44 $2.43 -0.46% Signal
1975-07-28 1975-08-19 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1975-03-11 1975-07-28 Completed 100% $2.90 $2.53 -12.64% Stop
1973-06-21 1975-03-11 Interest (CASH) 100% $1.00 $1.14 13.86% Interest Income
1973-06-14 1973-06-21 Completed 100% $4.16 $4.04 -2.94% Signal
1973-05-22 1973-06-14 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1973-01-05 1973-05-22 Completed 100% $4.16 $3.94 -5.31% Stop
1972-11-21 1973-01-05 Interest (CASH) 100% $1.00 $1.01 0.87% Interest Income
1972-11-10 1972-11-21 Completed 100% $3.74 $3.88 3.65% Signal
1972-10-18 1972-11-10 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1972-03-13 1972-10-18 Completed 100% $3.76 $3.76 -0.23% Stop
1972-03-09 1972-03-13 Interest (CASH) 100% $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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