Moving Average (50/200)
JNJ
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
JNJ Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 8.29% | 12.59% | Compound Annual Growth Rate. Measures the mean annual growth rate of an investment over a specified period of time longer than one year. |
| Sharpe Ratio | 0.47 | 0.53 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -53.03% | -50.68% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 68.2% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.4 | 0.0 | The average number of trade executions per calendar year. Low turnover reduces slippage and tax drag. |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-10 | 2026-04-07 | OPEN | 100% | $153.17 | $238.41 | 55.65% | Mark-to-Market |
| 2025-06-03 | 2025-07-10 | INTEREST | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2025-03-13 | 2025-06-03 | COMPLETED | 100% | $159.00 | $151.89 | -4.47% | Signal |
| 2025-01-02 | 2025-03-13 | INTEREST | 100% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2024-08-20 | 2025-01-02 | COMPLETED | 100% | $152.04 | $140.17 | -7.81% | Signal |
| 2024-05-21 | 2024-08-20 | INTEREST | 100% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2024-05-16 | 2024-05-21 | COMPLETED | 100% | $144.23 | $144.23 | 0.00% | Signal |
| 2024-04-15 | 2024-05-16 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2024-02-13 | 2024-04-15 | COMPLETED | 100% | $147.48 | $139.86 | -5.17% | Signal |
| 2024-01-05 | 2024-02-13 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2024-01-03 | 2024-01-05 | COMPLETED | 100% | $150.29 | $150.16 | -0.09% | Signal |
| 2023-10-27 | 2024-01-03 | INTEREST | 100% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2023-08-24 | 2023-10-27 | COMPLETED | 100% | $151.14 | $137.82 | -8.82% | Signal |
| 2023-08-02 | 2023-08-24 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-07-31 | 2023-08-02 | COMPLETED | 100% | $156.36 | $155.58 | -0.50% | Signal |
| 2023-02-27 | 2023-07-31 | INTEREST | 100% | $1.00 | $1.02 | 1.53% | Interest Income |
| 2022-12-22 | 2023-02-27 | COMPLETED | 100% | $160.51 | $143.08 | -10.86% | Signal |
| 2022-11-30 | 2022-12-22 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-11-23 | 2022-11-30 | COMPLETED | 100% | $160.21 | $160.14 | -0.04% | Signal |
| 2022-09-12 | 2022-11-23 | INTEREST | 100% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2022-01-11 | 2022-09-12 | COMPLETED | 100% | $153.05 | $149.86 | -2.09% | Signal |
| 2021-11-09 | 2022-01-11 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2020-04-06 | 2021-11-09 | COMPLETED | 100% | $115.84 | $142.93 | 23.38% | Signal |
| 2020-03-13 | 2020-04-06 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-12-17 | 2020-03-13 | COMPLETED | 100% | $120.14 | $109.34 | -8.99% | Stop |
| 2019-08-22 | 2019-12-17 | INTEREST | 100% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2019-03-18 | 2019-08-22 | COMPLETED | 100% | $113.22 | $108.99 | -3.74% | Signal |
| 2019-02-22 | 2019-03-18 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2019-01-18 | 2019-02-22 | COMPLETED | 100% | $106.14 | $110.55 | 4.15% | Signal |
| 2018-12-26 | 2019-01-18 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-09-11 | 2018-12-26 | COMPLETED | 100% | $111.76 | $100.85 | -9.76% | Stop |
| 2018-03-27 | 2018-09-11 | INTEREST | 100% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2018-03-01 | 2018-03-27 | COMPLETED | 100% | $103.37 | $101.77 | -1.55% | Signal |
| 2018-02-06 | 2018-03-01 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2017-03-17 | 2018-02-06 | COMPLETED | 100% | $100.26 | $103.43 | 3.16% | Stop |
| 2017-02-23 | 2017-03-17 | INTEREST | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2017-02-21 | 2017-02-23 | COMPLETED | 100% | $91.81 | $92.68 | 0.95% | Signal |
| 2016-12-20 | 2017-02-21 | INTEREST | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2015-12-01 | 2016-12-20 | COMPLETED | 100% | $76.71 | $89.93 | 17.23% | Signal |
| 2015-02-25 | 2015-12-01 | INTEREST | 100% | $1.00 | $1.02 | 1.67% | Interest Income |
| 2011-05-02 | 2015-02-25 | COMPLETED | 100% | $42.80 | $74.44 | 73.92% | Signal |
| 2011-03-30 | 2011-05-02 | INTEREST | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2010-10-28 | 2011-03-30 | COMPLETED | 100% | $40.80 | $38.53 | -5.55% | Signal |
| 2010-09-22 | 2010-10-28 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2010-09-17 | 2010-09-22 | COMPLETED | 100% | $39.30 | $39.55 | 0.63% | Signal |
| 2010-08-12 | 2010-09-17 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2010-08-10 | 2010-08-12 | COMPLETED | 100% | $37.55 | $36.75 | -2.12% | Signal |
| 2010-06-23 | 2010-08-10 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2009-07-17 | 2010-06-23 | COMPLETED | 100% | $36.44 | $37.39 | 2.63% | Signal |
| 2008-11-11 | 2009-07-17 | INTEREST | 100% | $1.00 | $1.02 | 2.02% | Interest Income |
| 2008-10-31 | 2008-11-11 | COMPLETED | 100% | $36.29 | $35.36 | -2.55% | Signal |
| 2008-10-09 | 2008-10-31 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2008-04-21 | 2008-10-09 | COMPLETED | 100% | $38.98 | $37.36 | -4.16% | Stop |
| 2008-03-28 | 2008-04-21 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2007-10-11 | 2008-03-28 | COMPLETED | 100% | $38.33 | $38.16 | -0.46% | Signal |
| 2007-09-19 | 2007-10-11 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2007-09-17 | 2007-09-19 | COMPLETED | 100% | $36.61 | $37.04 | 1.17% | Signal |
| 2007-03-30 | 2007-09-17 | INTEREST | 100% | $1.00 | $1.02 | 2.20% | Interest Income |
| 2006-07-07 | 2007-03-30 | COMPLETED | 100% | $34.15 | $34.65 | 1.45% | Signal |
| 2006-03-24 | 2006-07-07 | INTEREST | 100% | $1.00 | $1.01 | 1.42% | Interest Income |
| 2006-03-21 | 2006-03-24 | COMPLETED | 100% | $34.04 | $33.97 | -0.20% | Signal |
| 2005-08-22 | 2006-03-21 | INTEREST | 100% | $1.00 | $1.03 | 2.54% | Interest Income |
| 2004-02-11 | 2005-08-22 | COMPLETED | 100% | $29.07 | $35.46 | 21.95% | Signal |
| 2003-06-17 | 2004-02-11 | INTEREST | 100% | $1.00 | $1.03 | 2.72% | Interest Income |
| 2003-04-14 | 2003-06-17 | COMPLETED | 100% | $30.32 | $28.94 | -4.54% | Signal |
| 2003-01-24 | 2003-04-14 | INTEREST | 100% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2002-11-26 | 2003-01-24 | COMPLETED | 100% | $30.39 | $28.84 | -5.11% | Signal |
| 2002-06-21 | 2002-11-26 | INTEREST | 100% | $1.00 | $1.02 | 1.81% | Interest Income |
| 2001-06-07 | 2002-06-21 | COMPLETED | 100% | $26.59 | $28.34 | 6.59% | Stop |
| 2001-03-22 | 2001-06-07 | INTEREST | 100% | $1.00 | $1.01 | 1.08% | Interest Income |
| 2000-07-06 | 2001-03-22 | COMPLETED | 100% | $25.44 | $22.12 | -13.03% | Stop |
| 2000-01-27 | 2000-07-06 | INTEREST | 100% | $1.00 | $1.03 | 2.71% | Interest Income |
| 2000-01-14 | 2000-01-27 | COMPLETED | 100% | $23.72 | $21.15 | -10.84% | Signal |
| 1999-12-22 | 2000-01-14 | INTEREST | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1997-11-25 | 1999-12-22 | COMPLETED | 100% | $15.77 | $22.95 | 45.52% | Stop |
| 1997-10-16 | 1997-11-25 | INTEREST | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 1997-09-10 | 1997-10-16 | COMPLETED | 100% | $14.16 | $14.59 | 3.03% | Signal |
| 1997-08-18 | 1997-09-10 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 1997-04-23 | 1997-08-18 | COMPLETED | 100% | $14.38 | $14.00 | -2.68% | Stop |
| 1997-04-01 | 1997-04-23 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1994-06-13 | 1997-04-01 | COMPLETED | 100% | $5.02 | $12.89 | 156.58% | Stop |
| 1994-03-30 | 1994-06-13 | INTEREST | 100% | $1.00 | $1.01 | 1.36% | Interest Income |
| 1993-11-19 | 1994-03-30 | COMPLETED | 100% | $5.07 | $4.38 | -13.60% | Stop |
| 1993-08-25 | 1993-11-19 | INTEREST | 100% | $1.00 | $1.01 | 1.29% | Interest Income |
| 1993-08-23 | 1993-08-25 | COMPLETED | 100% | $4.60 | $4.56 | -0.93% | Signal |
| 1993-06-21 | 1993-08-23 | INTEREST | 100% | $1.00 | $1.01 | 0.99% | Interest Income |
| 1993-06-17 | 1993-06-21 | COMPLETED | 100% | $5.10 | $4.86 | -4.71% | Signal |
| 1993-02-17 | 1993-06-17 | INTEREST | 100% | $1.00 | $1.02 | 1.96% | Interest Income |
| 1993-02-01 | 1993-02-17 | COMPLETED | 100% | $4.97 | $4.78 | -3.73% | Signal |
| 1993-01-08 | 1993-02-01 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1992-10-28 | 1993-01-08 | COMPLETED | 100% | $5.43 | $5.09 | -6.23% | Stop |
| 1992-10-06 | 1992-10-28 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1992-09-21 | 1992-10-06 | COMPLETED | 100% | $5.72 | $5.08 | -11.19% | Stop |
| 1992-05-11 | 1992-09-21 | INTEREST | 100% | $1.00 | $1.02 | 2.47% | Interest Income |
| 1992-03-12 | 1992-05-11 | COMPLETED | 100% | $5.33 | $5.28 | -0.91% | Signal |
| 1992-02-19 | 1992-03-12 | INTEREST | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 1991-07-08 | 1992-02-19 | COMPLETED | 100% | $4.58 | $5.35 | 16.89% | Stop |
| 1991-06-13 | 1991-07-08 | INTEREST | 100% | $1.00 | $1.01 | 0.51% | Interest Income |
| 1990-09-18 | 1991-06-13 | COMPLETED | 100% | $3.42 | $4.65 | 36.04% | Stop |
| 1990-08-24 | 1990-09-18 | INTEREST | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1990-02-21 | 1990-08-24 | COMPLETED | 100% | $2.84 | $3.35 | 17.60% | Stop |
| 1990-01-29 | 1990-02-21 | INTEREST | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1988-07-26 | 1990-01-29 | COMPLETED | 100% | $1.97 | $2.83 | 43.38% | Stop |
| 1987-10-15 | 1988-07-26 | INTEREST | 100% | $1.00 | $1.06 | 6.12% | Interest Income |
| 1986-10-07 | 1987-10-15 | COMPLETED | 100% | $1.56 | $2.12 | 35.82% | Stop |
| 1986-09-15 | 1986-10-07 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-03-12 | 1986-09-15 | COMPLETED | 100% | $1.27 | $1.55 | 22.65% | Stop |
| 1986-02-18 | 1986-03-12 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-11-27 | 1986-02-18 | COMPLETED | 100% | $0.84 | $1.15 | 36.43% | Stop |
| 1984-08-13 | 1984-11-27 | INTEREST | 100% | $1.00 | $1.02 | 2.27% | Interest Income |
| 1984-08-09 | 1984-08-13 | COMPLETED | 100% | $0.73 | $0.74 | 0.79% | Signal |
| 1983-08-01 | 1984-08-09 | INTEREST | 100% | $1.00 | $1.08 | 8.20% | Interest Income |
| 1982-10-28 | 1983-08-01 | COMPLETED | 100% | $0.95 | $0.99 | 4.32% | Stop |
| 1982-10-06 | 1982-10-28 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-03-31 | 1982-10-06 | COMPLETED | 100% | $0.80 | $0.90 | 11.61% | Stop |
| 1982-03-09 | 1982-03-31 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-11-18 | 1982-03-09 | COMPLETED | 100% | $0.77 | $0.74 | -3.35% | Stop |
| 1981-08-28 | 1981-11-18 | INTEREST | 100% | $1.00 | $1.02 | 1.74% | Interest Income |
| 1981-07-29 | 1981-08-28 | COMPLETED | 100% | $0.70 | $0.65 | -6.99% | Signal |
| 1981-07-07 | 1981-07-29 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1980-05-27 | 1981-07-07 | COMPLETED | 100% | $0.57 | $0.71 | 24.92% | Stop |
| 1980-03-06 | 1980-05-27 | INTEREST | 100% | $1.00 | $1.02 | 1.71% | Interest Income |
| 1979-12-24 | 1980-03-06 | COMPLETED | 100% | $0.55 | $0.47 | -14.20% | Stop |
| 1979-11-20 | 1979-12-24 | INTEREST | 100% | $1.00 | $1.01 | 0.70% | Interest Income |
| 1979-11-14 | 1979-11-20 | COMPLETED | 100% | $0.47 | $0.48 | 1.81% | Signal |
| 1979-10-23 | 1979-11-14 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1979-08-13 | 1979-10-23 | COMPLETED | 100% | $0.52 | $0.45 | -14.00% | Stop |
| 1978-12-13 | 1979-08-13 | INTEREST | 100% | $1.00 | $1.05 | 5.19% | Interest Income |
| 1978-11-16 | 1978-12-13 | COMPLETED | 100% | $0.51 | $0.49 | -2.63% | Signal |
| 1978-10-25 | 1978-11-16 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-05-22 | 1978-10-25 | COMPLETED | 100% | $0.50 | $0.50 | 0.66% | Stop |
| 1978-03-06 | 1978-05-22 | INTEREST | 100% | $1.00 | $1.02 | 1.65% | Interest Income |
| 1977-08-22 | 1978-03-06 | COMPLETED | 100% | $0.48 | $0.45 | -7.61% | Signal |
| 1977-01-04 | 1977-08-22 | INTEREST | 100% | $1.00 | $1.05 | 4.94% | Interest Income |
| 1976-12-31 | 1977-01-04 | COMPLETED | 100% | $0.51 | $0.50 | -1.27% | Signal |
| 1976-11-11 | 1976-12-31 | INTEREST | 100% | $1.00 | $1.01 | 1.04% | Interest Income |
| 1976-09-20 | 1976-11-11 | COMPLETED | 100% | $0.59 | $0.51 | -14.38% | Stop |
| 1976-06-08 | 1976-09-20 | INTEREST | 100% | $1.00 | $1.02 | 2.21% | Interest Income |
| 1976-05-19 | 1976-06-08 | COMPLETED | 100% | $0.54 | $0.53 | -2.20% | Signal |
| 1976-04-27 | 1976-05-19 | INTEREST | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-12-23 | 1976-04-27 | COMPLETED | 100% | $0.56 | $0.54 | -3.34% | Signal |
| 1975-08-20 | 1975-12-23 | INTEREST | 100% | $1.00 | $1.03 | 2.67% | Interest Income |
| 1975-04-03 | 1975-08-20 | COMPLETED | 100% | $0.56 | $0.52 | -6.87% | Stop |
| 1975-02-13 | 1975-04-03 | INTEREST | 100% | $1.00 | $1.01 | 1.01% | Interest Income |
| 1975-02-11 | 1975-02-13 | COMPLETED | 100% | $0.55 | $0.56 | 1.99% | Signal |
| 1974-07-29 | 1975-02-11 | INTEREST | 100% | $1.00 | $1.04 | 4.24% | Interest Income |
| 1974-06-14 | 1974-07-29 | COMPLETED | 100% | $0.74 | $0.62 | -16.35% | Stop |
| 1974-03-18 | 1974-06-14 | INTEREST | 100% | $1.00 | $1.02 | 1.90% | Interest Income |
| 1974-03-14 | 1974-03-18 | COMPLETED | 100% | $0.70 | $0.71 | 0.55% | Signal |
| 1973-12-18 | 1974-03-14 | INTEREST | 100% | $1.00 | $1.02 | 1.80% | Interest Income |
| 1973-11-13 | 1973-12-18 | COMPLETED | 100% | $0.75 | $0.65 | -13.55% | Signal |
| 1973-03-28 | 1973-11-13 | INTEREST | 100% | $1.00 | $1.05 | 4.97% | Interest Income |
| 1970-10-15 | 1973-03-28 | COMPLETED | 100% | $0.33 | $0.77 | 133.25% | Signal |
| 1970-10-13 | 1970-10-15 | INTEREST | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
