ISRG
Intuitive Surgical Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for ISRG (Intuitive Surgical Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -50.4% (compared to the benchmark's drawdown of -75.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 15.3%, compared to a Buy-and-Hold benchmark return of 24.9%. The strategy executed 56 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
ISRG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -9.18% | -30.94% | 6.75% | 0.94% | 10.33% | 16.04% | 15.31% | 24.88% |
| Sharpe Ratio | -0.88 | -1.04 | 0.31 | 0.03 | 0.44 | 0.45 | 0.52 | 0.54 |
| Max Drawdown | -17.48% | -44.00% | -30.71% | -49.90% | -33.09% | -49.90% | -50.44% | -75.89% |
| % Time Invested | 23.4% | 100.0% | 57.3% | 100.0% | 64.2% | 100.0% | 60.2% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.0 | 0.0 | 2.2 | 0.0 | 2.3 | 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 | 2026-03-20 | Completed | 100% | $489.69 | $480.30 | -1.97% | Signal | |
| 2026-01-30 | 2026-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-04 | 2026-01-30 | Completed | 100% | $571.98 | $506.70 | -11.46% | Stop | |
| 2025-07-29 | 2025-12-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.44% | Interest Income | |
| 2025-06-23 | 2025-07-29 | Completed | 100% | $508.00 | $497.25 | -2.17% | Signal | |
| 2025-05-05 | 2025-06-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2025-05-01 | 2025-05-05 | Completed | 100% | $518.12 | $528.32 | 1.92% | Signal | |
| 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 | |
| 2023-12-29 | 2025-03-10 | Completed | 100% | $337.83 | $503.91 | 49.09% | Stop | |
| 2023-11-08 | 2023-12-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2023-11-06 | 2023-11-08 | Completed | 100% | $278.13 | $280.50 | 0.80% | Signal | |
| 2023-10-13 | 2023-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-08-31 | 2023-10-13 | Completed | 100% | $319.60 | $266.83 | -16.55% | Stop | |
| 2023-08-09 | 2023-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-02-17 | 2023-08-09 | Completed | 100% | $238.95 | $302.87 | 26.69% | Stop | |
| 2023-01-26 | 2023-02-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2022-10-26 | 2023-01-26 | Completed | 100% | $237.75 | $246.48 | 3.62% | Stop | |
| 2022-01-18 | 2022-10-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.29% | 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 | |
| 2020-07-20 | 2020-09-21 | Completed | 100% | $215.15 | $216.03 | 0.36% | Stop | |
| 2020-06-25 | 2020-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-23 | 2020-06-25 | Completed | 100% | $197.00 | $185.57 | -5.85% | Stop | |
| 2020-03-31 | 2020-06-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-24 | 2020-03-31 | Completed | 100% | $132.97 | $166.28 | 24.99% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-11-04 | 2020-03-02 | Completed | 100% | $187.50 | $178.65 | -4.77% | Stop | |
| 2019-09-04 | 2019-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2019-08-14 | 2019-09-04 | Completed | 100% | $170.17 | $165.78 | -2.63% | Signal | |
| 2019-06-03 | 2019-08-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2019-05-15 | 2019-06-03 | Completed | 100% | $161.80 | $154.28 | -4.70% | Signal | |
| 2019-04-23 | 2019-05-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2019-03-06 | 2019-04-23 | Completed | 100% | $182.33 | $165.33 | -9.37% | Stop | |
| 2018-12-20 | 2019-03-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | 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 | |
| 2017-02-21 | 2018-02-09 | Completed | 100% | $80.56 | $128.98 | 60.03% | Stop | |
| 2016-12-08 | 2017-02-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2015-12-22 | 2016-12-08 | Completed | 100% | $60.18 | $68.66 | 14.03% | Stop | |
| 2015-10-09 | 2015-12-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-08-24 | 2015-10-09 | Completed | 100% | $53.51 | $51.99 | -2.89% | Signal | |
| 2015-06-25 | 2015-08-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-08-06 | 2015-06-25 | Completed | 100% | $49.60 | $54.79 | 10.41% | Signal | |
| 2014-06-11 | 2014-08-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-05-05 | 2014-06-11 | Completed | 100% | $40.15 | $41.91 | 4.33% | Signal | |
| 2014-04-10 | 2014-05-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-03-05 | 2014-04-10 | Completed | 100% | $49.84 | $51.09 | 2.45% | Stop | |
| 2013-12-04 | 2014-03-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-11-15 | 2013-12-04 | Completed | 100% | $43.72 | $40.83 | -6.66% | Stop | |
| 2013-04-23 | 2013-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2013-03-25 | 2013-04-23 | Completed | 100% | $54.45 | $52.78 | -3.12% | Signal | |
| 2013-03-01 | 2013-03-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-02-05 | 2013-03-01 | Completed | 100% | $63.94 | $61.44 | -3.96% | Stop | |
| 2013-01-07 | 2013-02-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-12-13 | 2013-01-07 | Completed | 100% | $59.53 | $55.36 | -7.04% | Signal | |
| 2012-09-13 | 2012-12-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-08-15 | 2012-09-13 | Completed | 100% | $56.39 | $54.00 | -4.28% | Signal | |
| 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 | |
| 2011-02-25 | 2011-08-08 | Completed | 100% | $36.52 | $38.68 | 5.88% | Stop | |
| 2010-08-23 | 2011-02-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | 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 | |
| 2009-06-23 | 2010-05-07 | Completed | 100% | $17.00 | $37.33 | 119.50% | Stop | |
| 2008-10-01 | 2009-06-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2008-09-24 | 2008-10-01 | Completed | 100% | $31.11 | $26.44 | -15.05% | Stop | |
| 2008-06-26 | 2008-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2008-05-13 | 2008-06-26 | Completed | 100% | $32.40 | $30.34 | -6.41% | Signal | |
| 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 | |
| 2007-03-13 | 2007-11-12 | Completed | 100% | $12.11 | $30.67 | 153.14% | Stop | |
| 2006-07-28 | 2007-03-13 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.08% | 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 | |
| 2004-06-25 | 2004-07-28 | Completed | 100% | $2.10 | $2.41 | 14.99% | Stop | |
| 2004-05-25 | 2004-06-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2004-05-06 | 2004-05-25 | Completed | 100% | $1.81 | $1.80 | -0.30% | Signal | |
| 2004-04-14 | 2004-05-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-11-18 | 2004-04-14 | Completed | 100% | $1.60 | $1.79 | 11.70% | Stop | |
| 2003-10-27 | 2003-11-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-08-08 | 2003-10-27 | Completed | 100% | $1.67 | $1.85 | 11.21% | Stop | |
| 2003-07-17 | 2003-08-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-07-10 | 2003-07-17 | Completed | 100% | $1.60 | $1.41 | -12.20% | Stop | |
| 2003-06-17 | 2003-07-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-06-03 | 2003-06-17 | Completed | 100% | $1.88 | $1.73 | -7.74% | Stop | |
| 2002-09-04 | 2003-06-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.94% | Interest Income | |