JNJ
Johnson & Johnson
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for JNJ (Johnson & Johnson) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -45.6% (compared to the benchmark's drawdown of -50.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.2%, compared to a Buy-and-Hold benchmark return of 11.6%. 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
JNJ Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 59.28% | 59.28% | 11.52% | 12.04% | 8.85% | 10.74% | 8.23% | 11.59% |
| Sharpe Ratio | 2.59 | 2.59 | 0.68 | 0.66 | 0.51 | 0.55 | 0.43 | 0.49 |
| Max Drawdown | -10.96% | -10.96% | -19.10% | -18.41% | -20.09% | -27.37% | -45.61% | -50.68% |
| % Time Invested | 100.0% | 100.0% | 84.9% | 100.0% | 88.6% | 100.0% | 72.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.7 | 0.0 | 1.1 | 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 | ||||||||
| 2024-04-11 | 2024-05-16 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2024-01-03 | 2024-04-11 | Completed | 100% | $149.43 | $141.34 | -5.46% | Stop | |
| 2023-09-07 | 2024-01-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.75% | Interest Income | |
| 2023-07-31 | 2023-09-07 | Completed | 100% | $155.46 | $146.86 | -5.58% | Stop | |
| 2023-04-21 | 2023-07-31 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.42% | Interest Income | |
| 2023-03-23 | 2023-04-21 | Completed | 100% | $137.47 | $149.52 | 8.72% | Signal | |
| 2023-03-01 | 2023-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2020-04-06 | 2023-03-01 | Completed | 100% | $115.18 | $139.13 | 20.73% | Stop | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-04-23 | 2020-03-13 | Completed | 100% | $112.39 | $108.72 | -3.31% | Stop | |
| 2019-02-11 | 2019-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2019-01-18 | 2019-02-11 | Completed | 100% | $105.54 | $107.50 | 1.80% | Signal | |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-03-01 | 2018-12-26 | Completed | 100% | $102.78 | $100.27 | -2.49% | Stop | |
| 2018-02-06 | 2018-03-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-04-01 | 2018-02-06 | Completed | 100% | $81.56 | $102.84 | 26.02% | Stop | |
| 2016-02-26 | 2016-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-09-17 | 2016-02-26 | Completed | 100% | $70.36 | $80.67 | 14.60% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-03-26 | 2015-08-25 | Completed | 100% | $40.28 | $71.22 | 76.72% | Stop | |
| 2009-03-30 | 2010-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2009-03-23 | 2009-03-30 | Completed | 100% | $31.58 | $31.68 | 0.26% | Signal | |
| 2009-02-27 | 2009-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-10-31 | 2009-02-27 | Completed | 100% | $36.08 | $31.10 | -13.83% | Stop | |
| 2008-10-09 | 2008-10-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-05-16 | 2008-10-09 | Completed | 100% | $39.15 | $37.15 | -5.16% | Stop | |
| 2008-04-17 | 2008-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2008-04-08 | 2008-04-17 | Completed | 100% | $38.60 | $38.41 | -0.57% | Signal | |
| 2008-02-07 | 2008-04-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2006-07-28 | 2008-02-07 | Completed | 100% | $35.05 | $36.51 | 4.11% | Signal | |
| 2006-05-22 | 2006-07-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.91% | Interest Income | |
| 2006-02-17 | 2006-05-22 | Completed | 100% | $32.77 | $33.23 | 1.37% | Signal | |
| 2006-01-26 | 2006-02-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2004-10-08 | 2006-01-26 | Completed | 100% | $29.95 | $32.53 | 8.56% | Stop | |
| 2003-04-22 | 2004-10-08 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.60% | Interest Income | |
| 2003-02-20 | 2003-04-22 | Completed | 100% | $27.89 | $28.76 | 3.06% | Signal | |
| 2003-01-28 | 2003-02-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2002-08-13 | 2003-01-28 | Completed | 100% | $28.10 | $27.62 | -1.76% | Stop | |
| 2002-07-22 | 2002-08-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-07-16 | 2002-07-22 | Completed | 100% | $25.66 | $21.61 | -15.83% | Stop | |
| 2002-06-21 | 2002-07-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-05-03 | 2002-06-21 | Completed | 100% | $24.97 | $28.18 | 12.81% | Stop | |
| 2001-01-04 | 2001-05-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.49% | Interest Income | |
| 2000-12-29 | 2001-01-04 | Completed | 100% | $26.69 | $24.97 | -6.49% | Stop | |
| 2000-08-23 | 2000-12-29 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.15% | Interest Income | |
| 2000-04-19 | 2000-08-23 | Completed | 100% | $20.54 | $24.79 | 20.63% | Signal | |
| 2000-03-28 | 2000-04-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-03-06 | 2000-03-28 | Completed | 100% | $18.38 | $17.50 | -4.85% | Stop | |
| 2000-02-10 | 2000-03-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-01-14 | 2000-02-10 | Completed | 100% | $23.59 | $20.04 | -15.08% | Stop | |
| 1999-12-22 | 2000-01-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1997-09-10 | 1999-12-22 | Completed | 100% | $14.08 | $22.82 | 61.95% | Stop | |
| 1997-08-18 | 1997-09-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-04-23 | 1997-08-18 | Completed | 100% | $14.30 | $13.92 | -2.73% | Stop | |
| 1997-04-01 | 1997-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1994-10-06 | 1997-04-01 | Completed | 100% | $5.88 | $12.81 | 117.77% | Stop | |
| 1993-09-21 | 1994-10-06 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.97% | Interest Income | |
| 1993-08-23 | 1993-09-21 | Completed | 100% | $4.57 | $4.26 | -6.86% | Stop | |
| 1993-06-22 | 1993-08-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 1993-06-17 | 1993-06-22 | Completed | 100% | $5.08 | $4.77 | -6.14% | Stop | |
| 1993-02-23 | 1993-06-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.95% | Interest Income | |
| 1993-02-01 | 1993-02-23 | Completed | 100% | $4.94 | $4.36 | -11.70% | Stop | |
| 1993-01-08 | 1993-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-10-28 | 1993-01-08 | Completed | 100% | $5.40 | $5.06 | -6.28% | Stop | |
| 1992-10-06 | 1992-10-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-07-13 | 1992-10-06 | Completed | 100% | $5.14 | $5.05 | -1.73% | Stop | |
| 1992-06-18 | 1992-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 1992-03-12 | 1992-06-18 | Completed | 100% | $5.30 | $4.75 | -10.35% | Stop | |
| 1992-02-19 | 1992-03-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1991-07-08 | 1992-02-19 | Completed | 100% | $4.55 | $5.32 | 16.83% | Stop | |
| 1991-06-13 | 1991-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1990-09-18 | 1991-06-13 | Completed | 100% | $3.40 | $4.63 | 35.97% | Stop | |
| 1990-08-24 | 1990-09-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1990-02-21 | 1990-08-24 | Completed | 100% | $2.83 | $3.33 | 17.54% | Stop | |
| 1990-01-29 | 1990-02-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1989-06-07 | 1990-01-29 | Completed | 100% | $2.73 | $2.81 | 3.21% | Stop | |
| 1988-08-02 | 1989-06-07 | Interest (CASH) | 100% | $1.00 | $1.07 | 6.61% | Interest Income | |
| 1988-06-01 | 1988-08-02 | Completed | 100% | $1.99 | $2.06 | 3.62% | Signal | |
| 1988-05-09 | 1988-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-11-06 | 1988-05-09 | Completed | 100% | $1.98 | $1.84 | -7.25% | Stop | |
| 1987-10-15 | 1987-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-07 | 1987-10-15 | Completed | 100% | $1.55 | $2.11 | 35.76% | Stop | |
| 1986-09-15 | 1986-10-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-03-12 | 1986-09-15 | Completed | 100% | $1.26 | $1.54 | 22.59% | Stop | |
| 1986-02-18 | 1986-03-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-08-09 | 1986-02-18 | Completed | 100% | $0.73 | $1.14 | 56.38% | Stop | |
| 1984-02-17 | 1984-08-09 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.66% | Interest Income | |
| 1983-12-28 | 1984-02-17 | Completed | 100% | $0.92 | $0.82 | -11.10% | Stop | |
| 1983-12-05 | 1983-12-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-08-23 | 1983-12-05 | Completed | 100% | $0.95 | $0.94 | -1.50% | Stop | |
| 1983-08-01 | 1983-08-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-10-28 | 1983-08-01 | Completed | 100% | $0.94 | $0.98 | 4.27% | Stop | |
| 1982-10-06 | 1982-10-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-03-31 | 1982-10-06 | Completed | 100% | $0.80 | $0.89 | 11.55% | Stop | |
| 1982-03-09 | 1982-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-10-01 | 1982-03-09 | Completed | 100% | $0.71 | $0.74 | 3.84% | Stop | |
| 1981-09-09 | 1981-10-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-07-29 | 1981-09-09 | Completed | 100% | $0.70 | $0.62 | -10.88% | Stop | |
| 1981-07-07 | 1981-07-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-10-15 | 1981-07-07 | Completed | 100% | $0.56 | $0.71 | 25.72% | Stop | |
| 1980-02-22 | 1980-10-15 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.03% | Interest Income | |
| 1979-12-04 | 1980-02-22 | Completed | 100% | $0.52 | $0.48 | -6.81% | Stop | |
| 1979-06-27 | 1979-12-04 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.38% | Interest Income | |
| 1978-11-22 | 1979-06-27 | Completed | 100% | $0.52 | $0.49 | -6.54% | Signal | |
| 1978-10-31 | 1978-11-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-09-28 | 1978-10-31 | Completed | 100% | $0.54 | $0.49 | -9.62% | Stop | |
| 1978-04-13 | 1978-09-28 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.56% | Interest Income | |
| 1978-03-13 | 1978-04-13 | Completed | 100% | $0.46 | $0.43 | -5.60% | Stop | |
| 1977-01-13 | 1978-03-13 | Interest (CASH) | 100% | $1.00 | $1.09 | 9.13% | Interest Income | |
| 1976-12-31 | 1977-01-13 | Completed | 100% | $0.50 | $0.48 | -5.43% | Stop | |
| 1975-08-21 | 1976-12-31 | Interest (CASH) | 100% | $1.00 | $1.11 | 10.84% | Interest Income | |
| 1975-02-11 | 1975-08-21 | Completed | 100% | $0.55 | $0.51 | -6.35% | Stop | |
| 1974-04-23 | 1975-02-11 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.29% | Interest Income | |
| 1974-03-14 | 1974-04-23 | Completed | 100% | $0.70 | $0.66 | -5.14% | Stop | |
| 1973-11-09 | 1974-03-14 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.58% | Interest Income | |
| 1973-06-14 | 1973-11-09 | Completed | 100% | $0.74 | $0.75 | 1.52% | Signal | |
| 1973-05-22 | 1973-06-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1972-03-13 | 1973-05-22 | Completed | 100% | $0.67 | $0.70 | 3.87% | Stop | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |