ISRG
Intuitive Surgical Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for ISRG (Intuitive Surgical Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -67.7% (compared to the benchmark's drawdown of -75.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.9%, compared to a Buy-and-Hold benchmark return of 24.9%. The strategy executed 59 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
ISRG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -2.00% | -30.94% | -0.58% | 0.94% | 14.73% | 16.04% | 9.87% | 24.88% |
| Sharpe Ratio | -0.08 | -1.04 | -0.02 | 0.03 | 0.50 | 0.45 | 0.31 | 0.54 |
| Max Drawdown | -21.25% | -44.00% | -51.39% | -49.90% | -51.39% | -49.90% | -67.65% | -75.89% |
| % Time Invested | 64.7% | 100.0% | 77.5% | 100.0% | 83.7% | 100.0% | 72.2% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.2 | 0.0 | 1.9 | 0.0 | 2.5 | 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 | ||||||||
| 2026-02-24 | 2026-05-04 | Completed | 100% | $489.69 | $457.56 | -6.61% | Signal | |
| 2026-01-30 | 2026-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-08-25 | 2026-01-30 | Completed | 100% | $475.25 | $506.70 | 6.56% | Stop | |
| 2025-08-01 | 2025-08-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-05-01 | 2025-08-01 | Completed | 100% | $518.12 | $475.46 | -8.28% | Stop | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-01 | 2025-04-08 | Completed | 100% | $492.26 | $479.58 | -2.62% | Stop | |
| 2025-03-10 | 2025-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-09-18 | 2025-03-10 | Completed | 100% | $296.13 | $503.91 | 70.08% | Stop | |
| 2023-08-18 | 2023-09-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2023-06-05 | 2023-08-18 | Completed | 100% | $311.85 | $287.46 | -7.87% | Stop | |
| 2023-03-13 | 2023-06-05 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.15% | Interest Income | |
| 2022-10-26 | 2023-03-13 | Completed | 100% | $237.75 | $224.00 | -5.83% | Stop | |
| 2022-09-29 | 2022-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2022-09-23 | 2022-09-29 | Completed | 100% | $190.20 | $189.60 | -0.37% | Signal | |
| 2022-08-31 | 2022-09-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2022-07-08 | 2022-08-31 | Completed | 100% | $206.05 | $208.51 | 1.14% | Stop | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-05-17 | 2022-06-14 | Completed | 100% | $223.52 | $194.63 | -12.97% | Stop | |
| 2022-04-25 | 2022-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-09 | 2022-04-25 | Completed | 100% | $287.11 | $250.29 | -12.87% | Stop | |
| 2022-01-18 | 2022-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-03-30 | 2022-01-18 | Completed | 100% | $239.70 | $301.37 | 25.66% | Stop | |
| 2021-03-08 | 2021-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-10-13 | 2021-03-08 | Completed | 100% | $251.97 | $235.12 | -6.74% | Stop | |
| 2020-09-21 | 2020-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-09-21 | Completed | 100% | $132.97 | $216.03 | 62.38% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-05-15 | 2020-03-02 | Completed | 100% | $161.80 | $178.65 | 10.36% | Stop | |
| 2019-04-23 | 2019-05-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2019-01-15 | 2019-04-23 | Completed | 100% | $167.71 | $165.33 | -1.47% | Stop | |
| 2018-12-20 | 2019-01-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-15 | 2018-12-20 | Completed | 100% | $165.70 | $156.00 | -5.90% | Stop | |
| 2018-10-24 | 2018-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-03-06 | 2018-10-24 | Completed | 100% | $142.00 | $168.58 | 18.66% | Stop | |
| 2018-02-09 | 2018-03-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-01-03 | 2018-02-09 | Completed | 100% | $70.66 | $128.98 | 82.44% | Stop | |
| 2016-12-08 | 2017-01-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-10-21 | 2016-12-08 | Completed | 100% | $57.66 | $68.66 | 19.02% | Stop | |
| 2015-09-29 | 2015-10-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-12-19 | 2015-09-29 | Completed | 100% | $57.87 | $51.79 | -10.56% | Stop | |
| 2014-07-09 | 2014-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-06-17 | 2014-07-09 | Completed | 100% | $45.64 | $42.92 | -6.02% | Stop | |
| 2014-04-09 | 2014-06-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-04-03 | 2014-04-09 | Completed | 100% | $57.72 | $49.10 | -14.97% | Stop | |
| 2013-12-04 | 2014-04-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2013-11-15 | 2013-12-04 | Completed | 100% | $43.72 | $40.83 | -6.66% | Stop | |
| 2013-10-01 | 2013-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-08-01 | 2013-10-01 | Completed | 100% | $43.23 | $41.72 | -3.55% | Signal | |
| 2013-07-10 | 2013-08-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-03-25 | 2013-07-10 | Completed | 100% | $54.45 | $46.39 | -14.83% | Stop | |
| 2013-03-01 | 2013-03-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-08-15 | 2013-03-01 | Completed | 100% | $56.39 | $61.44 | 8.91% | Stop | |
| 2012-07-24 | 2012-08-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-06-26 | 2012-07-24 | Completed | 100% | $60.18 | $53.48 | -11.17% | Stop | |
| 2012-06-04 | 2012-06-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-30 | 2012-06-04 | Completed | 100% | $41.56 | $55.89 | 34.40% | Stop | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-11-12 | 2011-08-08 | Completed | 100% | $30.24 | $38.68 | 27.87% | Stop | |
| 2010-10-21 | 2010-11-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-09-15 | 2010-10-21 | Completed | 100% | $31.27 | $29.16 | -6.77% | Stop | |
| 2010-08-23 | 2010-09-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-08-23 | Completed | 100% | $36.72 | $32.69 | -11.01% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-01-21 | 2010-05-07 | Completed | 100% | $34.31 | $37.33 | 8.76% | Stop | |
| 2009-04-22 | 2010-01-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2009-03-24 | 2009-04-22 | Completed | 100% | $10.58 | $14.03 | 32.52% | Signal | |
| 2009-03-02 | 2009-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-02-18 | 2009-03-02 | Completed | 100% | $12.06 | $9.94 | -17.63% | Stop | |
| 2009-01-26 | 2009-02-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-01-16 | 2009-01-26 | Completed | 100% | $11.41 | $10.53 | -7.74% | Stop | |
| 2008-12-23 | 2009-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-12-02 | 2008-12-23 | Completed | 100% | $13.45 | $13.36 | -0.76% | Stop | |
| 2008-11-07 | 2008-12-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-10-29 | 2008-11-07 | Completed | 100% | $18.49 | $19.78 | 6.92% | Stop | |
| 2008-10-07 | 2008-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-09-30 | 2008-10-07 | Completed | 100% | $28.46 | $22.28 | -21.75% | Stop | |
| 2008-09-08 | 2008-09-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2008-07-25 | 2008-09-08 | Completed | 100% | $35.51 | $31.00 | -12.75% | Stop | |
| 2008-07-02 | 2008-07-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-05-13 | 2008-07-02 | Completed | 100% | $32.40 | $29.03 | -10.45% | Stop | |
| 2008-04-21 | 2008-05-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2008-02-25 | 2008-04-21 | Completed | 100% | $32.34 | $32.12 | -0.72% | Stop | |
| 2008-01-31 | 2008-02-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2008-01-14 | 2008-01-31 | Completed | 100% | $29.62 | $25.45 | -14.12% | Stop | |
| 2007-12-19 | 2008-01-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2007-12-05 | 2007-12-19 | Completed | 100% | $36.67 | $34.06 | -7.16% | Stop | |
| 2007-11-12 | 2007-12-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2007-02-02 | 2007-11-12 | Completed | 100% | $12.78 | $30.67 | 139.93% | Stop | |
| 2007-01-10 | 2007-02-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2006-12-07 | 2007-01-10 | Completed | 100% | $11.60 | $9.89 | -14.83% | Stop | |
| 2006-11-14 | 2006-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2006-08-21 | 2006-11-14 | Completed | 100% | $10.71 | $10.59 | -1.12% | Stop | |
| 2006-07-28 | 2006-08-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2006-06-16 | 2006-07-28 | Completed | 100% | $11.95 | $10.89 | -8.91% | Stop | |
| 2006-05-24 | 2006-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2006-05-09 | 2006-05-24 | Completed | 100% | $13.97 | $12.15 | -13.09% | Stop | |
| 2006-04-17 | 2006-05-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2006-03-01 | 2006-04-17 | Completed | 100% | $9.96 | $11.75 | 17.96% | Stop | |
| 2006-02-06 | 2006-03-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2005-11-04 | 2006-02-06 | Completed | 100% | $10.35 | $12.72 | 22.83% | Stop | |
| 2005-10-13 | 2005-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2005-05-17 | 2005-10-13 | Completed | 100% | $4.88 | $7.31 | 49.53% | Stop | |
| 2005-04-25 | 2005-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2004-11-12 | 2005-04-25 | Completed | 100% | $3.51 | $4.63 | 31.80% | Stop | |
| 2004-10-21 | 2004-11-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2004-08-19 | 2004-10-21 | Completed | 100% | $2.79 | $2.58 | -7.69% | Stop | |
| 2004-07-28 | 2004-08-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2004-05-06 | 2004-07-28 | Completed | 100% | $1.81 | $2.41 | 33.53% | Stop | |
| 2004-04-14 | 2004-05-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2004-02-20 | 2004-04-14 | Completed | 100% | $1.99 | $1.79 | -10.27% | Stop | |
| 2003-02-04 | 2004-02-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.04% | Interest Income | |
| 2003-01-14 | 2003-02-04 | Completed | 100% | $1.34 | $1.29 | -3.38% | Stop | |
| 2002-12-19 | 2003-01-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2002-11-01 | 2002-12-19 | Completed | 100% | $1.45 | $1.34 | -7.11% | Stop | |
| 2002-10-10 | 2002-11-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2002-09-06 | 2002-10-10 | Completed | 100% | $1.70 | $1.56 | -8.54% | Stop | |
| 2002-09-04 | 2002-09-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |