KO
Coca-Cola Company
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for KO (Coca-Cola Company) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -63.8% (compared to the benchmark's drawdown of -68.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.7%, compared to a Buy-and-Hold benchmark return of 11.0%. The strategy executed 50 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
KO Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 22.42% | 22.42% | 8.40% | 10.83% | 8.02% | 9.45% | 9.68% | 10.98% |
| Sharpe Ratio | 1.13 | 1.13 | 0.52 | 0.63 | 0.46 | 0.49 | 0.52 | 0.45 |
| Max Drawdown | -7.87% | -7.87% | -18.04% | -17.27% | -21.57% | -36.99% | -63.76% | -68.23% |
| % Time Invested | 100.0% | 100.0% | 90.7% | 100.0% | 92.8% | 100.0% | 75.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.4 | 0.0 | 0.9 | 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 | ||||||||
| 2024-11-18 | 2024-12-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2024-01-03 | 2024-11-18 | Completed | 100% | $55.74 | $58.84 | 5.50% | Stop | |
| 2023-08-31 | 2024-01-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.83% | Interest Income | |
| 2022-10-31 | 2023-08-31 | Completed | 100% | $54.18 | $55.20 | 1.85% | Signal | |
| 2022-10-07 | 2022-10-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2021-03-30 | 2022-10-07 | Completed | 100% | $46.01 | $49.23 | 6.95% | Stop | |
| 2021-01-21 | 2021-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-06 | 2021-01-21 | Completed | 100% | $37.59 | $41.41 | 10.12% | Signal | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-09-17 | 2020-03-13 | Completed | 100% | $28.00 | $41.00 | 46.36% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-03-19 | 2015-08-25 | Completed | 100% | $12.33 | $27.74 | 124.95% | Stop | |
| 2009-01-20 | 2009-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-10-31 | 2009-01-20 | Completed | 100% | $13.05 | $12.76 | -2.24% | Signal | |
| 2008-10-09 | 2008-10-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-07-09 | 2008-10-09 | Completed | 100% | $14.82 | $13.75 | -7.25% | Stop | |
| 2008-06-16 | 2008-07-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2006-07-26 | 2008-06-16 | Completed | 100% | $12.02 | $15.90 | 32.30% | Stop | |
| 2005-12-14 | 2006-07-26 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.80% | Interest Income | |
| 2005-05-10 | 2005-12-14 | Completed | 100% | $11.62 | $11.04 | -5.03% | Stop | |
| 2005-03-04 | 2005-05-10 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2004-11-17 | 2005-03-04 | Completed | 100% | $10.48 | $11.37 | 8.42% | Signal | |
| 2004-10-26 | 2004-11-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2004-08-17 | 2004-10-26 | Completed | 100% | $11.51 | $10.08 | -12.49% | Stop | |
| 2004-07-26 | 2004-08-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2003-11-06 | 2004-07-26 | Completed | 100% | $11.95 | $11.73 | -1.93% | Stop | |
| 2003-07-17 | 2003-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2003-06-09 | 2003-07-17 | Completed | 100% | $11.71 | $11.23 | -4.16% | Stop | |
| 2003-05-05 | 2003-06-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2003-02-25 | 2003-05-05 | Completed | 100% | $9.96 | $10.35 | 3.83% | Signal | |
| 2003-01-31 | 2003-02-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2002-11-11 | 2003-01-31 | Completed | 100% | $11.12 | $9.86 | -11.36% | Stop | |
| 2002-10-18 | 2002-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2002-10-09 | 2002-10-18 | Completed | 100% | $12.86 | $11.36 | -11.69% | Stop | |
| 2002-07-19 | 2002-10-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2002-03-26 | 2002-07-19 | Completed | 100% | $12.83 | $11.68 | -9.02% | Stop | |
| 2001-10-16 | 2002-03-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.79% | Interest Income | |
| 2001-08-16 | 2001-10-16 | Completed | 100% | $11.57 | $10.94 | -5.50% | Stop | |
| 2000-11-21 | 2001-08-16 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.22% | Interest Income | |
| 2000-11-01 | 2000-11-21 | Completed | 100% | $14.54 | $13.62 | -6.36% | Stop | |
| 1999-12-08 | 2000-11-01 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.35% | Interest Income | |
| 1999-11-23 | 1999-12-08 | Completed | 100% | $15.65 | $14.15 | -9.61% | Stop | |
| 1999-06-14 | 1999-11-23 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.18% | Interest Income | |
| 1999-04-30 | 1999-06-14 | Completed | 100% | $16.04 | $15.28 | -4.79% | Signal | |
| 1999-04-08 | 1999-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 1999-01-07 | 1999-04-08 | Completed | 100% | $16.51 | $13.94 | -15.63% | Stop | |
| 1998-12-14 | 1999-01-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-09-22 | 1998-12-14 | Completed | 100% | $13.93 | $14.83 | 6.39% | Stop | |
| 1998-08-28 | 1998-09-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1997-11-19 | 1998-08-28 | Completed | 100% | $13.95 | $17.55 | 25.81% | Stop | |
| 1997-10-28 | 1997-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-09-04 | 1997-10-28 | Completed | 100% | $13.74 | $12.50 | -9.04% | Stop | |
| 1997-08-12 | 1997-09-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-05-06 | 1997-08-12 | Completed | 100% | $15.33 | $14.38 | -6.29% | Stop | |
| 1997-04-14 | 1997-05-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1994-09-27 | 1997-04-14 | Completed | 100% | $5.61 | $12.60 | 124.75% | Stop | |
| 1994-06-29 | 1994-09-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.11% | Interest Income | |
| 1994-05-05 | 1994-06-29 | Completed | 100% | $4.63 | $4.54 | -2.00% | Signal | |
| 1994-02-25 | 1994-05-05 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 1992-10-28 | 1994-02-25 | Completed | 100% | $4.51 | $4.67 | 3.46% | Signal | |
| 1992-10-06 | 1992-10-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1990-09-14 | 1992-10-06 | Completed | 100% | $2.16 | $4.29 | 98.54% | Stop | |
| 1990-08-22 | 1990-09-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1990-02-20 | 1990-08-22 | Completed | 100% | $1.78 | $2.18 | 21.96% | Stop | |
| 1990-01-26 | 1990-02-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1988-09-14 | 1990-01-26 | Completed | 100% | $1.07 | $1.79 | 68.00% | Stop | |
| 1988-05-31 | 1988-09-14 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.24% | Interest Income | |
| 1987-11-04 | 1988-05-31 | Completed | 100% | $1.00 | $0.90 | -9.78% | Signal | |
| 1987-10-13 | 1987-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-05-19 | 1987-10-13 | Completed | 100% | $0.96 | $1.10 | 14.22% | Stop | |
| 1987-04-27 | 1987-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-09 | 1987-04-27 | Completed | 100% | $0.85 | $1.02 | 19.85% | Stop | |
| 1986-09-17 | 1986-10-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-08-27 | 1986-09-17 | Completed | 100% | $0.93 | $0.81 | -12.57% | Stop | |
| 1986-08-05 | 1986-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-07-29 | 1986-08-05 | Completed | 100% | $0.33 | $0.92 | 178.80% | Stop | |
| 1983-07-07 | 1983-07-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-08-30 | 1983-07-07 | Completed | 100% | $0.25 | $0.34 | 32.71% | Stop | |
| 1982-04-12 | 1982-08-30 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.98% | Interest Income | |
| 1982-02-12 | 1982-04-12 | Completed | 100% | $0.20 | $0.22 | 7.48% | Signal | |
| 1982-01-21 | 1982-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-09-30 | 1982-01-21 | Completed | 100% | $0.21 | $0.19 | -5.70% | Stop | |
| 1979-09-27 | 1981-09-30 | Interest (CASH) | 100% | $1.00 | $1.16 | 16.38% | Interest Income | |
| 1979-05-08 | 1979-09-27 | Completed | 100% | $0.20 | $0.20 | -1.53% | Signal | |
| 1979-04-16 | 1979-05-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-09-27 | 1979-04-16 | Completed | 100% | $0.23 | $0.21 | -9.42% | Stop | |
| 1977-12-06 | 1978-09-27 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.29% | Interest Income | |
| 1977-11-14 | 1977-12-06 | Completed | 100% | $0.20 | $0.19 | -5.46% | Stop | |
| 1977-01-14 | 1977-11-14 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.48% | Interest Income | |
| 1977-01-06 | 1977-01-14 | Completed | 100% | $0.19 | $0.19 | 0.11% | Signal | |
| 1976-12-14 | 1977-01-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-06-28 | 1976-12-14 | Completed | 100% | $0.19 | $0.18 | -5.45% | Stop | |
| 1976-06-04 | 1976-06-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-01-19 | 1976-06-04 | Completed | 100% | $0.21 | $0.19 | -12.10% | Stop | |
| 1975-12-04 | 1976-01-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 1975-11-13 | 1975-12-04 | Completed | 100% | $0.21 | $0.20 | -5.49% | Stop | |
| 1974-10-18 | 1975-11-13 | Interest (CASH) | 100% | $1.00 | $1.08 | 8.44% | Interest Income | |
| 1974-10-16 | 1974-10-18 | Completed | 100% | $0.14 | $0.13 | -5.91% | Stop | |
| 1973-12-04 | 1974-10-16 | Interest (CASH) | 100% | $1.00 | $1.07 | 6.77% | Interest Income | |
| 1972-03-13 | 1973-12-04 | Completed | 100% | $0.28 | $0.28 | -0.13% | Stop | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |