JNJ
Johnson & Johnson
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for JNJ (Johnson & Johnson) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -59.1% (compared to the benchmark's drawdown of -50.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.9%, compared to a Buy-and-Hold benchmark return of 11.6%. The strategy executed 66 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
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% | 2.86% | 12.04% | 2.65% | 10.74% | 6.92% | 11.59% |
| Sharpe Ratio | 2.59 | 2.59 | 0.19 | 0.66 | 0.17 | 0.55 | 0.39 | 0.49 |
| Max Drawdown | -10.96% | -10.96% | -40.45% | -18.41% | -41.93% | -27.37% | -59.14% | -50.68% |
| % Time Invested | 100.0% | 100.0% | 72.8% | 100.0% | 74.4% | 100.0% | 70.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 1.3 | 0.0 | 1.2 | 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 | ||||||||
| 2025-06-03 | 2025-07-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2025-03-13 | 2025-06-03 | Completed | 100% | $158.09 | $151.03 | -4.52% | Signal | |
| 2025-01-02 | 2025-03-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.80% | Interest Income | |
| 2024-05-16 | 2025-01-02 | Completed | 100% | $143.40 | $139.37 | -2.86% | Signal | |
| 2024-04-15 | 2024-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2024-01-03 | 2024-04-15 | Completed | 100% | $149.43 | $139.06 | -6.98% | Signal | |
| 2023-10-27 | 2024-01-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.96% | Interest Income | |
| 2023-07-31 | 2023-10-27 | Completed | 100% | $155.46 | $137.03 | -11.90% | Signal | |
| 2023-02-27 | 2023-07-31 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.16% | Interest Income | |
| 2022-11-23 | 2023-02-27 | Completed | 100% | $159.29 | $142.26 | -10.74% | Signal | |
| 2022-09-12 | 2022-11-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2022-01-11 | 2022-09-12 | Completed | 100% | $152.18 | $149.00 | -2.14% | Signal | |
| 2021-11-09 | 2022-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-06 | 2021-11-09 | Completed | 100% | $115.18 | $142.12 | 23.32% | Signal | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-12-17 | 2020-03-13 | Completed | 100% | $119.46 | $108.72 | -9.04% | Stop | |
| 2019-08-22 | 2019-12-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2019-03-18 | 2019-08-22 | Completed | 100% | $112.58 | $108.36 | -3.79% | Signal | |
| 2019-02-22 | 2019-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2019-01-18 | 2019-02-22 | Completed | 100% | $105.54 | $109.92 | 4.10% | Signal | |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-09-11 | 2018-12-26 | Completed | 100% | $111.12 | $100.27 | -9.81% | Stop | |
| 2018-03-27 | 2018-09-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.89% | Interest Income | |
| 2018-03-01 | 2018-03-27 | Completed | 100% | $102.78 | $101.19 | -1.60% | Signal | |
| 2018-02-06 | 2018-03-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-02-21 | 2018-02-06 | Completed | 100% | $91.28 | $102.84 | 12.60% | Stop | |
| 2016-12-20 | 2017-02-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2015-12-01 | 2016-12-20 | Completed | 100% | $76.27 | $89.42 | 17.17% | Signal | |
| 2015-02-25 | 2015-12-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2011-05-02 | 2015-02-25 | Completed | 100% | $42.56 | $74.02 | 73.83% | Signal | |
| 2011-03-30 | 2011-05-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-08-10 | 2011-03-30 | Completed | 100% | $37.34 | $38.31 | 2.56% | Signal | |
| 2010-06-23 | 2010-08-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-07-17 | 2010-06-23 | Completed | 100% | $36.23 | $37.18 | 2.58% | Signal | |
| 2008-11-11 | 2009-07-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2008-10-31 | 2008-11-11 | Completed | 100% | $36.08 | $35.16 | -2.60% | Signal | |
| 2008-10-09 | 2008-10-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-04-21 | 2008-10-09 | Completed | 100% | $38.76 | $37.15 | -4.21% | Stop | |
| 2008-03-28 | 2008-04-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2007-09-17 | 2008-03-28 | Completed | 100% | $36.40 | $37.94 | 4.16% | Signal | |
| 2007-03-30 | 2007-09-17 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.17% | Interest Income | |
| 2006-07-07 | 2007-03-30 | Completed | 100% | $33.95 | $34.45 | 1.40% | Signal | |
| 2006-04-11 | 2006-07-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 2006-03-21 | 2006-04-11 | Completed | 100% | $33.85 | $32.14 | -5.10% | Stop | |
| 2005-08-22 | 2006-03-21 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.30% | Interest Income | |
| 2004-02-11 | 2005-08-22 | Completed | 100% | $28.91 | $35.25 | 21.89% | Signal | |
| 2003-06-17 | 2004-02-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2003-04-14 | 2003-06-17 | Completed | 100% | $30.14 | $28.78 | -4.58% | Signal | |
| 2003-01-24 | 2003-04-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2002-11-26 | 2003-01-24 | Completed | 100% | $30.21 | $28.67 | -5.15% | Signal | |
| 2002-06-21 | 2002-11-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 2001-06-07 | 2002-06-21 | Completed | 100% | $26.44 | $28.18 | 6.54% | Stop | |
| 2001-03-22 | 2001-06-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.80% | Interest Income | |
| 2000-07-06 | 2001-03-22 | Completed | 100% | $25.29 | $22.00 | -13.07% | Stop | |
| 2000-01-27 | 2000-07-06 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.54% | Interest Income | |
| 2000-01-14 | 2000-01-27 | Completed | 100% | $23.59 | $21.03 | -10.89% | Signal | |
| 1999-12-22 | 2000-01-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1997-11-25 | 1999-12-22 | Completed | 100% | $15.68 | $22.82 | 45.44% | Stop | |
| 1997-10-16 | 1997-11-25 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 1997-09-10 | 1997-10-16 | Completed | 100% | $14.08 | $14.51 | 2.98% | Signal | |
| 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 | |
| 1994-06-13 | 1997-04-01 | Completed | 100% | $4.99 | $12.81 | 156.45% | Stop | |
| 1994-03-30 | 1994-06-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.79% | Interest Income | |
| 1993-11-19 | 1994-03-30 | Completed | 100% | $5.04 | $4.36 | -13.64% | Stop | |
| 1993-09-21 | 1993-11-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.52% | 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 | |
| 1993-02-17 | 1993-06-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.99% | Interest Income | |
| 1993-02-01 | 1993-02-17 | Completed | 100% | $4.94 | $4.75 | -3.78% | Signal | |
| 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 | |
| 1992-09-21 | 1992-10-06 | Completed | 100% | $5.69 | $5.05 | -11.24% | Stop | |
| 1992-05-11 | 1992-09-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.23% | Interest Income | |
| 1992-03-12 | 1992-05-11 | Completed | 100% | $5.30 | $5.25 | -0.96% | Signal | |
| 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 | |
| 1988-07-26 | 1990-01-29 | Completed | 100% | $1.96 | $2.81 | 43.31% | Stop | |
| 1987-10-15 | 1988-07-26 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.04% | 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 | |
| 1983-08-01 | 1984-08-09 | Interest (CASH) | 100% | $1.00 | $1.08 | 8.09% | 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 | |
| 1981-11-18 | 1982-03-09 | Completed | 100% | $0.76 | $0.74 | -3.39% | Stop | |
| 1981-08-28 | 1981-11-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.72% | Interest Income | |
| 1981-07-29 | 1981-08-28 | Completed | 100% | $0.70 | $0.65 | -7.04% | Signal | |
| 1981-07-07 | 1981-07-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-05-27 | 1981-07-07 | Completed | 100% | $0.57 | $0.71 | 24.86% | Stop | |
| 1980-03-06 | 1980-05-27 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.69% | Interest Income | |
| 1979-12-24 | 1980-03-06 | Completed | 100% | $0.54 | $0.47 | -14.24% | Stop | |
| 1979-11-20 | 1979-12-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 1979-11-14 | 1979-11-20 | Completed | 100% | $0.47 | $0.48 | 1.76% | Signal | |
| 1979-10-23 | 1979-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-08-13 | 1979-10-23 | Completed | 100% | $0.52 | $0.45 | -14.04% | Stop | |
| 1978-12-13 | 1979-08-13 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.12% | Interest Income | |
| 1978-11-16 | 1978-12-13 | Completed | 100% | $0.50 | $0.49 | -2.68% | Signal | |
| 1978-10-25 | 1978-11-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-05-22 | 1978-10-25 | Completed | 100% | $0.50 | $0.50 | 0.61% | Stop | |
| 1978-03-06 | 1978-05-22 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.63% | Interest Income | |
| 1977-08-22 | 1978-03-06 | Completed | 100% | $0.48 | $0.44 | -7.65% | Signal | |
| 1977-01-13 | 1977-08-22 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.65% | Interest Income | |
| 1976-12-31 | 1977-01-13 | Completed | 100% | $0.50 | $0.48 | -5.43% | Stop | |
| 1976-11-11 | 1976-12-31 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 1976-09-20 | 1976-11-11 | Completed | 100% | $0.59 | $0.51 | -14.42% | Stop | |
| 1976-06-08 | 1976-09-20 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.18% | Interest Income | |
| 1976-05-19 | 1976-06-08 | Completed | 100% | $0.54 | $0.53 | -2.25% | Signal | |
| 1976-04-27 | 1976-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-12-23 | 1976-04-27 | Completed | 100% | $0.56 | $0.54 | -3.39% | Signal | |
| 1975-08-20 | 1975-12-23 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.64% | Interest Income | |
| 1975-02-11 | 1975-08-20 | Completed | 100% | $0.55 | $0.52 | -5.06% | Stop | |
| 1974-07-29 | 1975-02-11 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.18% | Interest Income | |
| 1974-06-14 | 1974-07-29 | Completed | 100% | $0.73 | $0.61 | -16.39% | Stop | |
| 1974-04-23 | 1974-06-14 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.11% | Interest Income | |
| 1974-03-14 | 1974-04-23 | Completed | 100% | $0.70 | $0.66 | -5.14% | Stop | |
| 1973-12-18 | 1974-03-14 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.78% | Interest Income | |
| 1973-11-13 | 1973-12-18 | Completed | 100% | $0.75 | $0.65 | -13.59% | Signal | |
| 1973-03-28 | 1973-11-13 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.90% | Interest Income | |
| 1972-03-13 | 1973-03-28 | Completed | 100% | $0.67 | $0.77 | 14.32% | Signal | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |