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DASHBOARDS: Portfolio Hub Market Pulse Performance Compare Studio

JNJ

Johnson & Johnson
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for JNJ (Johnson & Johnson) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -44.6% (compared to the benchmark's drawdown of -50.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.0%, compared to a Buy-and-Hold benchmark return of 11.6%. The strategy executed 184 total trades.

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

🛡️ JNJ Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-44.6% (vs -50.7% B&H)
+6.1% shallower drawdown
Drawdown Shield
6.1% Cut
Protected capital vs -50.7% B&H
Capital Sheltered from Risk
29.9% 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.

📊 JNJ Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-10.96%-10.96%-27.26%-18.41%-27.26%-27.37%-44.56%-50.68%
Sharpe Ratio2.302.300.570.690.440.570.470.49
Sortino Ratio3.753.750.811.030.540.740.620.69
CAGR54.98%54.98%8.31%12.90%6.69%11.37%8.03%11.60%
% Time Invested100.0%100.0%74.9%100.0%78.5%100.0%70.1%100.0%
Trades / Year0.00.02.60.02.80.03.40.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of JNJ under the Excess Return MMA strategy (Investing) versus Buy & Hold. The strategy produced a 8.0% CAGR with a -44.6% Max Drawdown across 184 trade signals (compared to Buy & Hold's 11.6% CAGR and -50.7% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for JNJ 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 JNJ 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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2025-07-11 2025-08-06 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2025-04-21 2025-07-29 Interest (CASH) 33.33% $1.00 $1.01 1.17% Interest Income
2025-04-07 2025-07-11 Completed 33.33% $145.62 $152.51 4.68% Signal
2024-05-16 2025-04-21 Completed 33.33% $142.70 $152.05 6.50% Signal
2024-12-31 2025-04-07 Interest (CASH) 33.33% $1.00 $1.01 1.10% Interest Income
2024-08-23 2024-12-31 Completed 33.33% $152.78 $137.28 -10.19% Signal
2024-05-10 2024-08-23 Interest (CASH) 33.33% $1.00 $1.02 1.52% Interest Income
2024-04-11 2024-05-16 Interest (CASH) 33.33% $1.00 $1.01 0.53% Interest Income
2024-04-11 2024-05-16 Interest (CASH) 33.33% $1.00 $1.01 0.53% Interest Income
2024-01-03 2024-05-10 Completed 33.33% $148.69 $139.90 -5.96% Signal
2024-01-03 2024-04-11 Completed 33.33% $148.69 $140.65 -5.46% Stop
2024-01-03 2024-04-11 Completed 33.33% $148.69 $140.65 -5.46% Stop
2023-11-02 2024-01-03 Interest (CASH) 33.33% $1.00 $1.01 0.87% Interest Income
2023-09-07 2024-01-03 Interest (CASH) 33.33% $1.00 $1.02 1.75% Interest Income
2023-09-07 2024-01-03 Interest (CASH) 33.33% $1.00 $1.02 1.75% Interest Income
2023-07-26 2023-11-02 Completed 33.33% $156.81 $135.64 -13.54% Signal
2023-07-31 2023-09-07 Completed 33.33% $154.70 $146.14 -5.58% Stop
2023-07-31 2023-09-07 Completed 33.33% $154.70 $146.14 -5.58% Stop
2023-05-03 2023-07-31 Interest (CASH) 33.33% $1.00 $1.01 1.26% Interest Income
2022-11-18 2023-07-31 Interest (CASH) 33.33% $1.00 $1.03 3.36% Interest Income
2023-03-16 2023-07-26 Interest (CASH) 33.33% $1.00 $1.02 1.84% Interest Income
2023-03-21 2023-05-03 Completed 33.33% $139.34 $149.80 7.45% Signal
2023-02-27 2023-03-21 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2022-11-23 2023-03-16 Completed 33.33% $158.51 $138.85 -12.45% Signal
2022-11-01 2023-02-27 Completed 33.33% $155.37 $141.56 -8.93% Stop
2022-09-01 2022-11-23 Interest (CASH) 33.33% $1.00 $1.01 0.85% Interest Income
2020-04-06 2022-11-18 Completed 33.33% $114.62 $156.21 36.22% Signal
2022-10-10 2022-11-01 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2020-11-24 2022-10-10 Completed 33.33% $122.96 $143.38 16.55% Stop
2022-02-07 2022-09-01 Completed 33.33% $150.05 $144.15 -3.98% Signal
2021-11-16 2022-02-07 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-06-26 2021-11-16 Completed 33.33% $117.53 $141.91 20.68% Signal
2020-11-02 2020-11-24 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-24 2020-11-02 Completed 33.33% $99.35 $117.85 18.56% Stop
2020-05-28 2020-06-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-04-06 2020-05-28 Completed 33.33% $114.62 $123.00 7.26% Signal
2020-03-13 2020-04-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-13 2020-04-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-02 2020-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-02-05 2020-03-13 Completed 33.33% $126.12 $108.18 -14.26% Stop
2019-12-17 2020-03-13 Completed 33.33% $118.87 $108.18 -9.04% Stop
2019-01-11 2020-03-02 Completed 33.33% $104.29 $112.75 8.06% Stop
2019-09-09 2020-02-05 Interest (CASH) 33.33% $1.00 $1.01 0.67% Interest Income
2019-08-14 2019-12-17 Interest (CASH) 33.33% $1.00 $1.01 0.60% Interest Income
2019-01-18 2019-09-09 Completed 33.33% $105.02 $105.67 0.57% Signal
2019-05-02 2019-08-14 Completed 33.33% $115.49 $108.59 -6.02% Signal
2019-02-21 2019-05-02 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
2019-01-18 2019-02-21 Completed 33.33% $105.02 $109.13 3.86% Signal
2018-12-26 2019-01-18 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-12-26 2019-01-18 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-12-18 2019-01-11 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-11-20 2018-12-26 Completed 33.33% $118.49 $99.78 -15.83% Stop
2018-09-04 2018-12-26 Completed 33.33% $108.20 $99.78 -7.83% Stop
2018-03-01 2018-12-18 Completed 33.33% $102.28 $106.76 4.33% Stop
2018-05-30 2018-11-20 Interest (CASH) 33.33% $1.00 $1.01 1.02% Interest Income
2018-03-29 2018-09-04 Interest (CASH) 33.33% $1.00 $1.01 0.83% Interest Income
2016-02-09 2018-05-30 Completed 33.33% $75.59 $95.86 26.76% Stop
2017-02-21 2018-03-29 Completed 33.33% $90.83 $101.37 11.55% Signal
2018-02-06 2018-03-01 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2015-09-17 2018-02-06 Completed 33.33% $70.01 $102.33 46.09% Stop
2016-11-23 2017-02-21 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2015-12-09 2016-11-23 Completed 33.33% $76.21 $86.12 12.95% Signal
2015-06-01 2016-02-09 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2015-03-06 2015-12-09 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2015-08-25 2015-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-09-01 2015-08-25 Completed 33.33% $42.93 $70.87 65.01% Stop
2011-01-19 2015-06-01 Completed 33.33% $39.51 $73.71 86.47% Signal
2012-01-10 2015-03-06 Completed 33.33% $42.96 $74.49 73.30% Signal
2011-10-20 2012-01-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-05-19 2011-10-20 Completed 33.33% $42.74 $41.16 -3.74% Signal
2011-08-10 2011-09-01 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2010-04-29 2011-08-10 Completed 33.33% $40.19 $39.93 -0.69% Stop
2011-03-16 2011-05-19 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-08-10 2011-03-16 Completed 33.33% $37.15 $37.63 1.23% Signal
2010-09-10 2011-01-19 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2009-09-22 2010-09-10 Completed 33.33% $37.14 $37.84 1.82% Signal
2010-06-16 2010-08-10 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2009-07-01 2010-06-16 Completed 33.33% $34.39 $37.05 7.69% Signal
2009-05-04 2010-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2009-01-22 2009-09-22 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2008-11-21 2009-07-01 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2009-03-23 2009-05-04 Completed 33.33% $31.43 $31.56 0.39% Signal
2009-02-27 2009-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2008-12-16 2009-02-27 Completed 33.33% $34.78 $30.95 -11.05% Stop
2008-11-03 2009-01-22 Completed 33.33% $36.29 $33.54 -7.61% Signal
2008-11-21 2008-12-16 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2008-11-03 2008-11-21 Completed 33.33% $36.29 $33.61 -7.43% Signal
2008-10-29 2008-11-21 Completed 33.33% $37.40 $33.61 -10.18% Stop
2008-10-10 2008-11-03 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-10-10 2008-11-03 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-10-07 2008-10-29 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-06-05 2008-10-10 Completed 33.33% $39.08 $32.69 -16.39% Stop
2007-09-17 2008-10-10 Completed 33.33% $36.22 $32.69 -9.79% Stop
2006-07-28 2008-10-07 Completed 33.33% $34.88 $38.42 10.12% Stop
2008-03-19 2008-06-05 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2007-11-12 2008-03-19 Completed 33.33% $38.15 $38.07 -0.26% Signal
2007-10-19 2007-11-12 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
2007-04-13 2007-10-19 Completed 33.33% $35.25 $37.12 5.24% Signal
2007-06-01 2007-09-17 Interest (CASH) 33.33% $1.00 $1.01 1.33% Interest Income
2006-07-28 2007-06-01 Completed 33.33% $34.88 $36.17 3.66% Signal
2007-03-06 2007-04-13 Interest (CASH) 33.33% $1.00 $1.01 0.53% Interest Income
2006-07-17 2007-03-06 Completed 33.33% $33.76 $35.25 4.37% Signal
2006-06-30 2006-07-28 Interest (CASH) 33.33% $1.00 $1.00 0.37% Interest Income
2006-04-11 2006-07-28 Interest (CASH) 33.33% $1.00 $1.01 1.43% Interest Income
2006-04-11 2006-07-17 Interest (CASH) 33.33% $1.00 $1.01 1.25% Interest Income
2006-02-16 2006-06-30 Completed 33.33% $32.76 $33.53 2.31% Signal
2006-03-21 2006-04-11 Completed 33.33% $33.68 $31.98 -5.10% Stop
2006-03-21 2006-04-11 Completed 33.33% $33.68 $31.98 -5.10% Stop
2005-11-04 2006-03-21 Interest (CASH) 33.33% $1.00 $1.02 1.54% Interest Income
2005-08-02 2006-03-21 Interest (CASH) 33.33% $1.00 $1.02 2.50% Interest Income
2006-01-25 2006-02-16 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
2004-11-15 2006-01-25 Completed 33.33% $32.96 $33.61 1.93% Stop
2004-04-30 2005-11-04 Completed 33.33% $28.76 $33.55 16.59% Signal
2004-01-26 2005-08-02 Completed 33.33% $28.09 $35.25 25.44% Signal
2003-06-23 2004-11-15 Interest (CASH) 33.33% $1.00 $1.02 1.62% Interest Income
2003-07-10 2004-04-30 Interest (CASH) 33.33% $1.00 $1.01 0.76% Interest Income
2003-07-22 2004-01-26 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
2003-05-20 2003-07-22 Completed 33.33% $28.78 $26.93 -6.47% Signal
2003-04-11 2003-07-10 Completed 33.33% $30.17 $26.98 -10.61% Signal
2003-02-20 2003-06-23 Completed 33.33% $27.75 $28.40 2.28% Signal
2003-02-14 2003-05-20 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2002-09-17 2003-04-11 Interest (CASH) 33.33% $1.00 $1.01 0.73% Interest Income
2003-01-28 2003-02-20 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2002-10-31 2003-02-14 Completed 33.33% $29.75 $26.82 -9.89% Stop
2002-08-07 2003-01-28 Completed 33.33% $26.62 $27.48 3.20% Stop
2002-06-24 2002-10-31 Interest (CASH) 33.33% $1.00 $1.01 0.60% Interest Income
2002-08-13 2002-09-17 Completed 33.33% $27.96 $28.48 1.80% Signal
2002-07-22 2002-08-13 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-07-16 2002-08-07 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-07-17 2002-07-22 Completed 33.33% $26.72 $21.50 -19.58% Stop
2002-06-24 2002-07-17 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-07-08 2002-07-16 Completed 33.33% $28.22 $25.53 -9.57% Stop
2002-06-13 2002-07-08 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2001-07-20 2002-06-24 Completed 33.33% $27.49 $27.44 -0.21% Stop
2001-06-27 2002-06-24 Completed 33.33% $26.28 $27.44 4.38% Stop
2001-06-07 2002-06-13 Completed 33.33% $26.31 $29.28 11.25% Stop
2001-06-13 2001-07-20 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2001-03-28 2001-06-27 Interest (CASH) 33.33% $1.00 $1.01 0.93% Interest Income
2001-04-17 2001-06-13 Completed 33.33% $23.61 $25.79 9.22% Signal
2001-01-04 2001-06-07 Interest (CASH) 33.33% $1.00 $1.02 1.84% Interest Income
2001-03-23 2001-04-17 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2001-01-17 2001-03-28 Completed 33.33% $23.83 $21.23 -10.98% Stop
2000-09-28 2001-03-23 Completed 33.33% $24.07 $22.28 -7.46% Stop
2000-12-21 2001-01-17 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2000-12-29 2001-01-04 Completed 33.33% $26.56 $24.85 -6.49% Stop
2000-10-09 2000-12-29 Interest (CASH) 33.33% $1.00 $1.01 1.37% Interest Income
2000-06-21 2000-12-21 Completed 33.33% $22.34 $25.40 13.66% Signal
2000-03-30 2000-10-09 Completed 33.33% $17.70 $23.31 31.67% Signal
2000-02-28 2000-09-28 Interest (CASH) 33.33% $1.00 $1.04 3.51% Interest Income
2000-01-25 2000-06-21 Interest (CASH) 33.33% $1.00 $1.02 2.35% Interest Income
2000-03-08 2000-03-30 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2000-02-16 2000-03-08 Completed 33.33% $20.12 $16.97 -15.70% Stop
2000-02-16 2000-02-28 Completed 33.33% $20.12 $18.06 -10.33% Signal
2000-01-25 2000-02-16 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2000-01-25 2000-02-16 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2000-01-03 2000-01-25 Completed 33.33% $23.27 $20.96 -9.98% Stop
1997-12-22 2000-01-25 Completed 33.33% $16.21 $20.96 29.19% Stop
1997-11-20 2000-01-25 Completed 33.33% $15.54 $20.96 34.77% Stop
1999-12-09 2000-01-03 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1999-10-18 1999-12-09 Completed 33.33% $23.38 $22.99 -1.72% Stop
1999-09-24 1999-10-18 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1999-06-18 1999-09-24 Completed 33.33% $22.81 $22.69 -0.57% Stop
1999-05-26 1999-06-18 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1999-01-15 1999-05-26 Completed 33.33% $19.51 $22.14 13.43% Stop
1998-12-22 1999-01-15 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
1998-09-25 1998-12-22 Completed 33.33% $19.09 $19.08 -0.08% Stop
1998-09-02 1998-09-25 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1997-11-20 1998-09-02 Completed 33.33% $15.54 $17.98 15.60% Stop
1997-10-14 1997-12-22 Interest (CASH) 33.33% $1.00 $1.01 0.98% Interest Income
1997-10-29 1997-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-10-29 1997-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-09-04 1997-10-29 Completed 33.33% $14.09 $13.91 -1.34% Stop
1997-05-07 1997-10-29 Completed 33.33% $14.74 $13.91 -5.70% Stop
1997-05-07 1997-10-14 Completed 33.33% $14.74 $14.79 0.27% Signal
1997-08-12 1997-09-04 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-04-22 1997-08-12 Completed 33.33% $13.84 $14.43 4.24% Stop
1997-04-15 1997-05-07 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-04-15 1997-05-07 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-03-31 1997-04-22 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1994-07-05 1997-04-15 Completed 33.33% $4.90 $13.08 166.98% Stop
1994-02-07 1997-04-15 Completed 33.33% $4.73 $13.08 176.17% Stop
1996-05-06 1997-03-31 Completed 33.33% $10.70 $13.26 23.94% Stop
1996-04-12 1996-05-06 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1994-11-14 1996-04-12 Completed 33.33% $6.29 $10.46 66.15% Stop
1993-09-21 1994-11-14 Interest (CASH) 33.33% $1.00 $1.05 4.53% Interest Income
1994-04-04 1994-07-05 Interest (CASH) 33.33% $1.00 $1.01 1.01% Interest Income
1993-11-19 1994-04-04 Completed 33.33% $5.02 $4.16 -17.05% Stop
1993-09-21 1994-02-07 Interest (CASH) 33.33% $1.00 $1.01 1.18% Interest Income
1993-09-21 1993-11-19 Interest (CASH) 33.33% $1.00 $1.01 0.52% Interest Income
1993-08-23 1993-09-21 Completed 33.33% $4.55 $4.24 -6.86% Stop
1993-08-23 1993-09-21 Completed 33.33% $4.55 $4.24 -6.86% Stop
1993-08-23 1993-09-21 Completed 33.33% $4.55 $4.24 -6.86% Stop
1993-06-22 1993-08-23 Interest (CASH) 33.33% $1.00 $1.01 0.52% Interest Income
1993-06-22 1993-08-23 Interest (CASH) 33.33% $1.00 $1.01 0.52% Interest Income
1993-06-22 1993-08-23 Interest (CASH) 33.33% $1.00 $1.01 0.52% Interest Income
1993-06-17 1993-06-22 Completed 33.33% $5.05 $4.74 -6.14% Stop
1993-06-17 1993-06-22 Completed 33.33% $5.05 $4.74 -6.14% Stop
1993-06-17 1993-06-22 Completed 33.33% $5.05 $4.74 -6.14% Stop
1993-04-19 1993-06-17 Interest (CASH) 33.33% $1.00 $1.00 0.50% Interest Income
1993-03-18 1993-06-17 Interest (CASH) 33.33% $1.00 $1.01 0.74% Interest Income
1993-01-27 1993-06-17 Interest (CASH) 33.33% $1.00 $1.01 1.16% Interest Income
1993-03-17 1993-04-19 Completed 33.33% $4.60 $4.40 -4.58% Signal
1993-03-12 1993-03-18 Completed 33.33% $4.83 $4.51 -6.67% Signal
1993-02-23 1993-03-17 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
1993-02-18 1993-03-12 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
1993-01-29 1993-02-23 Completed 33.33% $4.86 $4.34 -10.70% Stop
1992-12-29 1993-02-18 Completed 33.33% $5.60 $4.84 -13.67% Stop
1993-01-07 1993-01-29 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
1992-09-16 1993-01-27 Completed 33.33% $5.52 $4.87 -11.85% Stop
1992-10-27 1993-01-07 Completed 33.33% $5.50 $5.19 -5.62% Stop
1992-07-31 1992-12-29 Interest (CASH) 33.33% $1.00 $1.01 1.27% Interest Income
1992-10-05 1992-10-27 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
1992-05-18 1992-10-05 Completed 33.33% $5.13 $4.97 -3.07% Stop
1992-05-01 1992-09-16 Interest (CASH) 33.33% $1.00 $1.01 1.28% Interest Income
1992-04-07 1992-07-31 Completed 33.33% $5.32 $5.44 2.24% Signal
1992-04-24 1992-05-18 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
1992-04-07 1992-05-01 Completed 33.33% $5.32 $5.15 -3.25% Signal
1992-03-11 1992-04-24 Completed 33.33% $5.29 $4.99 -5.85% Stop
1992-03-16 1992-04-07 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
1992-03-16 1992-04-07 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
1991-10-31 1992-03-16 Completed 33.33% $5.16 $5.24 1.39% Stop
1991-07-29 1992-03-16 Completed 33.33% $4.74 $5.24 10.52% Stop
1992-02-18 1992-03-11 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
1991-07-02 1992-02-18 Completed 33.33% $4.54 $5.42 19.18% Stop
1991-08-21 1991-10-31 Interest (CASH) 33.33% $1.00 $1.01 1.03% Interest Income
1991-07-29 1991-08-21 Completed 33.33% $4.74 $4.79 0.96% Signal
1991-07-05 1991-07-29 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
1991-07-05 1991-07-29 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
1991-01-03 1991-07-05 Completed 33.33% $3.74 $4.42 18.10% Stop
1988-11-01 1991-07-05 Completed 33.33% $2.21 $4.42 99.64% Stop
1991-06-10 1991-07-02 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
1990-08-29 1991-06-10 Completed 33.33% $3.42 $4.67 36.62% Stop
1990-11-09 1991-01-03 Interest (CASH) 33.33% $1.00 $1.01 0.98% Interest Income
1990-05-23 1990-11-09 Completed 33.33% $3.29 $3.46 5.10% Signal
1990-08-07 1990-08-29 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
1990-02-16 1990-08-07 Completed 33.33% $2.97 $3.47 16.78% Stop
1990-04-04 1990-05-23 Interest (CASH) 33.33% $1.00 $1.01 1.05% Interest Income
1988-09-06 1990-04-04 Completed 33.33% $2.09 $3.05 45.45% Signal
1990-01-25 1990-02-16 Interest (CASH) 33.33% $1.00 $1.00 0.49% Interest Income
1989-07-13 1990-01-25 Completed 33.33% $2.56 $2.82 9.97% Stop
1988-09-14 1989-07-13 Interest (CASH) 33.33% $1.00 $1.06 6.45% Interest Income
1988-01-15 1988-11-01 Interest (CASH) 33.33% $1.00 $1.06 6.23% Interest Income
1988-05-27 1988-09-14 Completed 33.33% $1.89 $2.13 12.69% Signal
1988-06-20 1988-09-06 Interest (CASH) 33.33% $1.00 $1.02 1.63% Interest Income
1988-04-07 1988-06-20 Completed 33.33% $2.06 $2.04 -0.73% Signal
1988-05-05 1988-05-27 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-11-11 1988-05-05 Completed 33.33% $1.84 $1.88 2.04% Stop
1987-11-20 1988-04-07 Interest (CASH) 33.33% $1.00 $1.03 2.85% Interest Income
1987-11-09 1988-01-15 Completed 33.33% $1.89 $1.85 -2.47% Signal
1987-11-09 1987-11-20 Completed 33.33% $1.89 $1.88 -0.99% Signal
1987-10-20 1987-11-11 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-10-16 1987-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-10-16 1987-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-10-14 1987-10-20 Completed 33.33% $2.23 $1.85 -17.03% Stop
1987-01-15 1987-10-16 Completed 33.33% $1.72 $2.09 21.49% Stop
1986-10-14 1987-10-16 Completed 33.33% $1.61 $2.09 29.97% Stop
1987-09-22 1987-10-14 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-06-15 1987-09-22 Completed 33.33% $2.27 $2.24 -1.41% Stop
1987-05-21 1987-06-15 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1986-10-06 1987-05-21 Completed 33.33% $1.57 $2.06 31.24% Stop
1986-10-24 1987-01-15 Interest (CASH) 33.33% $1.00 $1.02 1.69% Interest Income
1986-10-14 1986-10-24 Completed 33.33% $1.61 $1.70 5.82% Signal
1986-09-22 1986-10-14 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1986-09-22 1986-10-14 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1986-09-12 1986-10-06 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1985-12-16 1986-09-22 Completed 33.33% $1.28 $1.48 15.66% Stop
1984-08-09 1986-09-22 Completed 33.33% $0.72 $1.48 104.41% Stop
1986-03-12 1986-09-12 Completed 33.33% $1.25 $1.58 26.48% Stop
1986-02-18 1986-03-12 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1984-08-09 1986-02-18 Completed 33.33% $0.72 $1.13 56.38% Stop
1985-10-28 1985-12-16 Interest (CASH) 33.33% $1.00 $1.01 1.02% Interest Income
1984-08-09 1985-10-28 Completed 33.33% $0.72 $1.11 52.89% Signal
1984-03-28 1984-08-09 Interest (CASH) 33.33% $1.00 $1.03 2.82% Interest Income
1983-08-09 1984-08-09 Interest (CASH) 33.33% $1.00 $1.08 7.89% Interest Income
1983-08-05 1984-08-09 Interest (CASH) 33.33% $1.00 $1.08 7.96% Interest Income
1984-03-08 1984-03-28 Completed 33.33% $0.79 $0.78 -1.48% Signal
1984-02-14 1984-03-08 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1983-12-27 1984-02-14 Completed 33.33% $0.92 $0.84 -8.66% Stop
1983-12-02 1983-12-27 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1983-08-23 1983-12-02 Completed 33.33% $0.95 $0.92 -2.99% Stop
1983-08-01 1983-08-23 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1983-07-18 1983-08-09 Completed 33.33% $1.03 $0.93 -10.02% Signal
1982-03-08 1983-08-05 Completed 33.33% $0.73 $0.95 30.33% Stop
1982-10-27 1983-08-01 Completed 33.33% $0.93 $0.98 4.88% Stop
1983-05-02 1983-07-18 Interest (CASH) 33.33% $1.00 $1.02 1.60% Interest Income
1981-12-04 1983-05-02 Completed 33.33% $0.78 $1.10 40.52% Signal
1982-10-05 1982-10-27 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1982-03-31 1982-10-05 Completed 33.33% $0.79 $0.88 10.52% Stop
1982-03-09 1982-03-31 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1981-09-30 1982-03-09 Completed 33.33% $0.71 $0.73 3.06% Stop
1981-11-24 1982-03-08 Interest (CASH) 33.33% $1.00 $1.02 2.12% Interest Income
1981-08-26 1981-12-04 Interest (CASH) 33.33% $1.00 $1.02 2.12% Interest Income
1981-08-13 1981-11-24 Completed 33.33% $0.69 $0.77 11.84% Signal
1981-09-08 1981-09-30 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1981-07-28 1981-09-08 Completed 33.33% $0.71 $0.61 -12.97% Stop
1981-08-13 1981-08-26 Completed 33.33% $0.69 $0.66 -3.24% Signal
1981-07-22 1981-08-13 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1981-07-22 1981-08-13 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1981-07-06 1981-07-28 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1980-08-20 1981-07-22 Completed 33.33% $0.55 $0.67 21.73% Stop
1980-06-19 1981-07-22 Completed 33.33% $0.56 $0.67 19.57% Stop
1980-12-01 1981-07-06 Completed 33.33% $0.63 $0.71 12.03% Stop
1980-02-22 1980-12-01 Interest (CASH) 33.33% $1.00 $1.06 6.01% Interest Income
1980-07-29 1980-08-20 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1980-05-12 1980-07-29 Completed 33.33% $0.53 $0.55 4.94% Signal
1980-04-18 1980-06-19 Interest (CASH) 33.33% $1.00 $1.01 1.29% Interest Income
1980-03-14 1980-05-12 Interest (CASH) 33.33% $1.00 $1.01 1.20% Interest Income
1980-01-30 1980-04-18 Completed 33.33% $0.52 $0.49 -5.33% Signal
1979-12-04 1980-03-14 Completed 33.33% $0.52 $0.46 -11.61% Signal
1979-12-04 1980-02-22 Completed 33.33% $0.52 $0.48 -6.81% Stop
1979-11-23 1980-01-30 Interest (CASH) 33.33% $1.00 $1.01 1.39% Interest Income
1979-07-30 1979-12-04 Interest (CASH) 33.33% $1.00 $1.03 2.70% Interest Income
1979-03-02 1979-12-04 Interest (CASH) 33.33% $1.00 $1.06 5.91% Interest Income
1979-08-13 1979-11-23 Completed 33.33% $0.52 $0.47 -9.49% Signal
1978-10-31 1979-08-13 Interest (CASH) 33.33% $1.00 $1.06 6.07% Interest Income
1978-12-11 1979-07-30 Completed 33.33% $0.50 $0.48 -3.99% Signal
1978-11-22 1979-03-02 Completed 33.33% $0.52 $0.45 -12.67% Signal
1978-04-13 1978-12-11 Interest (CASH) 33.33% $1.00 $1.05 5.15% Interest Income
1978-10-31 1978-11-22 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1978-07-26 1978-10-31 Completed 33.33% $0.54 $0.49 -9.73% Stop
1978-06-07 1978-10-31 Completed 33.33% $0.54 $0.49 -8.76% Stop
1978-04-14 1978-07-26 Interest (CASH) 33.33% $1.00 $1.02 2.15% Interest Income
1978-04-13 1978-06-07 Interest (CASH) 33.33% $1.00 $1.01 1.14% Interest Income
1977-11-30 1978-04-14 Completed 33.33% $0.47 $0.44 -7.05% Signal
1978-03-13 1978-04-13 Completed 33.33% $0.45 $0.43 -5.60% Stop
1978-03-13 1978-04-13 Completed 33.33% $0.45 $0.43 -5.60% Stop
1978-02-01 1978-03-13 Interest (CASH) 33.33% $1.00 $1.01 0.81% Interest Income
1977-01-13 1978-03-13 Interest (CASH) 33.33% $1.00 $1.09 9.13% Interest Income
1977-08-15 1978-02-01 Completed 33.33% $0.45 $0.45 -0.64% Signal
1977-01-13 1977-11-30 Interest (CASH) 33.33% $1.00 $1.07 6.87% Interest Income
1977-01-13 1977-08-15 Interest (CASH) 33.33% $1.00 $1.04 4.50% Interest Income
1976-12-31 1977-01-13 Completed 33.33% $0.50 $0.47 -5.43% Stop
1976-12-31 1977-01-13 Completed 33.33% $0.50 $0.47 -5.43% Stop
1976-12-31 1977-01-13 Completed 33.33% $0.50 $0.47 -5.43% Stop
1976-12-03 1976-12-31 Interest (CASH) 33.33% $1.00 $1.01 0.57% Interest Income
1975-11-26 1976-12-31 Interest (CASH) 33.33% $1.00 $1.09 8.61% Interest Income
1975-08-21 1976-12-31 Interest (CASH) 33.33% $1.00 $1.11 10.84% Interest Income
1976-10-04 1976-12-03 Completed 33.33% $0.56 $0.47 -17.66% Stop
1976-04-14 1976-10-04 Interest (CASH) 33.33% $1.00 $1.04 3.62% Interest Income
1976-01-06 1976-04-14 Completed 33.33% $0.57 $0.56 -0.83% Signal
1975-08-22 1976-01-06 Interest (CASH) 33.33% $1.00 $1.03 2.82% Interest Income
1975-10-08 1975-11-26 Completed 33.33% $0.51 $0.59 14.17% Signal
1975-09-16 1975-10-08 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1975-02-11 1975-09-16 Completed 33.33% $0.54 $0.51 -6.78% Stop
1975-02-11 1975-08-22 Completed 33.33% $0.54 $0.51 -5.35% Signal
1975-02-11 1975-08-21 Completed 33.33% $0.54 $0.51 -6.35% Stop
1974-08-23 1975-02-11 Interest (CASH) 33.33% $1.00 $1.04 3.59% Interest Income
1974-04-23 1975-02-11 Interest (CASH) 33.33% $1.00 $1.06 6.29% Interest Income
1974-04-23 1975-02-11 Interest (CASH) 33.33% $1.00 $1.06 6.29% Interest Income
1974-08-21 1974-08-23 Completed 33.33% $0.53 $0.52 -2.96% Signal
1974-07-30 1974-08-21 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1974-06-04 1974-07-30 Completed 33.33% $0.72 $0.60 -16.28% Stop
1974-04-23 1974-06-04 Interest (CASH) 33.33% $1.00 $1.01 0.87% Interest Income
1974-03-14 1974-04-23 Completed 33.33% $0.70 $0.66 -5.14% Stop
1974-03-14 1974-04-23 Completed 33.33% $0.70 $0.66 -5.14% Stop
1974-03-14 1974-04-23 Completed 33.33% $0.70 $0.66 -5.14% Stop
1973-12-14 1974-03-14 Interest (CASH) 33.33% $1.00 $1.02 1.84% Interest Income
1973-12-12 1974-03-14 Interest (CASH) 33.33% $1.00 $1.02 1.90% Interest Income
1973-04-09 1974-03-14 Interest (CASH) 33.33% $1.00 $1.07 7.28% Interest Income
1973-06-01 1973-12-14 Completed 33.33% $0.71 $0.66 -6.44% Stop
1973-11-27 1973-12-12 Completed 33.33% $0.71 $0.71 -0.16% Signal
1973-02-20 1973-11-27 Interest (CASH) 33.33% $1.00 $1.06 6.01% Interest Income
1973-05-09 1973-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1972-03-13 1973-05-09 Completed 33.33% $0.67 $0.73 9.27% Stop
1972-03-13 1973-04-09 Completed 33.33% $0.67 $0.74 10.41% Signal
1973-01-04 1973-02-20 Completed 33.33% $0.79 $0.76 -3.99% Signal
1972-11-22 1973-01-04 Interest (CASH) 33.33% $1.00 $1.01 0.81% Interest Income
1972-03-13 1972-11-22 Completed 33.33% $0.67 $0.76 13.26% Signal
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 JNJ 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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