KO
Coca-Cola Company
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for KO (Coca-Cola Company) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -55.8% (compared to the benchmark's drawdown of -68.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.4%, compared to a Buy-and-Hold benchmark return of 11.0%. The strategy executed 62 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
KO Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 16.37% | 22.42% | 3.04% | 10.83% | 3.85% | 9.45% | 9.37% | 10.98% |
| Sharpe Ratio | 0.93 | 1.13 | 0.20 | 0.63 | 0.26 | 0.49 | 0.53 | 0.45 |
| Max Drawdown | -7.91% | -7.87% | -23.75% | -17.27% | -23.75% | -36.99% | -55.76% | -68.23% |
| % Time Invested | 84.1% | 100.0% | 81.3% | 100.0% | 74.9% | 100.0% | 68.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 0.9 | 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 | ||||||||
| 2025-10-10 | 2025-12-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2025-02-14 | 2025-10-10 | Completed | 100% | $66.48 | $65.18 | -2.00% | Signal | |
| 2024-12-27 | 2025-02-14 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2024-12-11 | 2024-12-27 | Completed | 100% | $60.39 | $59.86 | -0.92% | Signal | |
| 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 | |
| 2023-04-18 | 2023-08-31 | Completed | 100% | $57.70 | $55.20 | -4.38% | Signal | |
| 2023-03-13 | 2023-04-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2022-11-29 | 2023-03-13 | Completed | 100% | $55.98 | $53.46 | -4.54% | Signal | |
| 2022-10-07 | 2022-11-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2020-10-12 | 2022-10-07 | Completed | 100% | $42.83 | $49.23 | 14.90% | Stop | |
| 2020-03-13 | 2020-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2019-05-14 | 2020-03-13 | Completed | 100% | $38.95 | $41.00 | 5.20% | Stop | |
| 2019-04-22 | 2019-05-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-08-03 | 2019-04-22 | Completed | 100% | $36.19 | $38.04 | 5.08% | Signal | |
| 2018-03-21 | 2018-08-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2017-04-18 | 2018-03-21 | Completed | 100% | $32.36 | $33.46 | 3.36% | Signal | |
| 2016-09-23 | 2017-04-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2015-11-05 | 2016-09-23 | Completed | 100% | $30.04 | $31.59 | 5.10% | Signal | |
| 2015-04-02 | 2015-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2014-05-01 | 2015-04-02 | Completed | 100% | $27.84 | $28.64 | 2.83% | Signal | |
| 2014-02-19 | 2014-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-12-27 | 2014-02-19 | Completed | 100% | $27.55 | $25.39 | -7.89% | Signal | |
| 2013-09-30 | 2013-12-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-03-11 | 2013-09-30 | Completed | 100% | $25.80 | $25.68 | -0.52% | Signal | |
| 2012-12-20 | 2013-03-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-09-01 | 2012-12-20 | Completed | 100% | $17.29 | $24.15 | 39.61% | Signal | |
| 2010-06-01 | 2010-09-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2009-03-19 | 2010-06-01 | Completed | 100% | $12.33 | $15.55 | 26.04% | Signal | |
| 2008-06-05 | 2009-03-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.64% | Interest Income | |
| 2006-05-01 | 2008-06-05 | Completed | 100% | $11.39 | $16.18 | 42.03% | Signal | |
| 2005-11-15 | 2006-05-01 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.95% | Interest Income | |
| 2005-04-12 | 2005-11-15 | Completed | 100% | $11.00 | $11.33 | 2.93% | Signal | |
| 2004-07-26 | 2005-04-12 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.52% | Interest Income | |
| 2003-06-09 | 2004-07-26 | Completed | 100% | $11.71 | $11.73 | 0.09% | Stop | |
| 2002-09-18 | 2003-06-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 2002-08-12 | 2002-09-18 | Completed | 100% | $12.49 | $12.16 | -2.65% | Signal | |
| 2002-07-19 | 2002-08-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-03-25 | 2002-07-19 | Completed | 100% | $12.75 | $11.68 | -8.49% | Stop | |
| 2002-02-04 | 2002-03-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2001-11-09 | 2002-02-04 | Completed | 100% | $11.99 | $11.03 | -8.07% | Signal | |
| 2001-10-16 | 2001-11-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2001-08-16 | 2001-10-16 | Completed | 100% | $11.57 | $10.94 | -5.50% | Stop | |
| 2001-02-23 | 2001-08-16 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.84% | Interest Income | |
| 2000-09-26 | 2001-02-23 | Completed | 100% | $12.90 | $12.75 | -1.19% | Stop | |
| 2000-09-01 | 2000-09-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-07-20 | 2000-09-01 | Completed | 100% | $14.52 | $12.81 | -11.82% | Stop | |
| 2000-02-01 | 2000-07-20 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.71% | Interest Income | |
| 2000-01-13 | 2000-02-01 | Completed | 100% | $14.64 | $13.69 | -6.56% | Stop | |
| 1999-12-08 | 2000-01-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 1999-11-23 | 1999-12-08 | Completed | 100% | $15.65 | $14.15 | -9.61% | Stop | |
| 1999-07-15 | 1999-11-23 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.77% | Interest Income | |
| 1999-06-08 | 1999-07-15 | Completed | 100% | $16.02 | $14.85 | -7.39% | Signal | |
| 1998-09-28 | 1999-06-08 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.06% | Interest Income | |
| 1998-09-22 | 1998-09-28 | Completed | 100% | $13.93 | $13.23 | -5.12% | Signal | |
| 1998-08-28 | 1998-09-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1997-11-24 | 1998-08-28 | Completed | 100% | $14.83 | $17.55 | 18.26% | Stop | |
| 1997-10-06 | 1997-11-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 1997-09-04 | 1997-10-06 | Completed | 100% | $13.74 | $14.65 | 6.56% | Signal | |
| 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 | |
| 1994-08-03 | 1997-04-14 | Completed | 100% | $4.95 | $12.60 | 154.47% | Stop | |
| 1994-02-24 | 1994-08-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.75% | Interest Income | |
| 1993-07-06 | 1994-02-24 | Completed | 100% | $4.71 | $4.74 | 0.46% | Signal | |
| 1993-05-03 | 1993-07-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 1993-02-17 | 1993-05-03 | Completed | 100% | $4.44 | $4.32 | -2.75% | Signal | |
| 1992-11-13 | 1993-02-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.79% | Interest Income | |
| 1992-10-28 | 1992-11-13 | Completed | 100% | $4.51 | $4.47 | -0.96% | 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 | |
| 1988-08-03 | 1990-01-26 | Completed | 100% | $0.95 | $1.79 | 87.58% | Stop | |
| 1987-11-13 | 1988-08-03 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.56% | Interest Income | |
| 1987-11-04 | 1987-11-13 | Completed | 100% | $1.00 | $0.97 | -3.13% | 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 | |
| 1986-12-11 | 1987-04-27 | Completed | 100% | $0.94 | $1.02 | 8.66% | Stop | |
| 1986-11-11 | 1986-12-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 1986-10-09 | 1986-11-11 | Completed | 100% | $0.85 | $0.88 | 3.12% | Signal | |
| 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 | |
| 1983-10-07 | 1986-08-05 | Completed | 100% | $0.39 | $0.92 | 135.43% | Stop | |
| 1983-08-15 | 1983-10-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 1983-07-29 | 1983-08-15 | Completed | 100% | $0.33 | $0.34 | 3.88% | Signal | |
| 1983-07-07 | 1983-07-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-05-05 | 1983-07-07 | Completed | 100% | $0.22 | $0.34 | 51.96% | Stop | |
| 1982-02-19 | 1982-05-05 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.57% | Interest Income | |
| 1982-02-12 | 1982-02-19 | Completed | 100% | $0.20 | $0.20 | -3.15% | Signal | |
| 1982-01-21 | 1982-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-11-17 | 1982-01-21 | Completed | 100% | $0.21 | $0.19 | -8.48% | Stop | |
| 1981-08-31 | 1981-11-17 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.66% | Interest Income | |
| 1981-07-29 | 1981-08-31 | Completed | 100% | $0.21 | $0.20 | -2.64% | Signal | |
| 1981-07-07 | 1981-07-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-02-06 | 1981-07-07 | Completed | 100% | $0.20 | $0.21 | 4.70% | Stop | |
| 1980-11-13 | 1981-02-06 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.75% | Interest Income | |
| 1980-11-11 | 1980-11-13 | Completed | 100% | $0.18 | $0.18 | 4.05% | Signal | |
| 1980-10-17 | 1980-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-06-20 | 1980-10-17 | Completed | 100% | $0.19 | $0.18 | -3.49% | Stop | |
| 1979-03-29 | 1980-06-20 | Interest (CASH) | 100% | $1.00 | $1.10 | 9.75% | Interest Income | |
| 1978-11-22 | 1979-03-29 | Completed | 100% | $0.21 | $0.22 | 3.44% | Signal | |
| 1978-10-31 | 1978-11-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-04-19 | 1978-10-31 | Completed | 100% | $0.21 | $0.22 | 4.43% | Stop | |
| 1977-12-21 | 1978-04-19 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.45% | Interest Income | |
| 1977-08-05 | 1977-12-21 | Completed | 100% | $0.19 | $0.19 | -3.94% | Signal | |
| 1976-11-12 | 1977-08-05 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.63% | Interest Income | |
| 1976-08-19 | 1976-11-12 | Completed | 100% | $0.21 | $0.19 | -11.01% | Signal | |
| 1976-06-04 | 1976-08-19 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.60% | Interest Income | |
| 1975-11-13 | 1976-06-04 | Completed | 100% | $0.21 | $0.19 | -9.64% | Stop | |
| 1975-10-01 | 1975-11-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.93% | Interest Income | |
| 1975-08-26 | 1975-10-01 | Completed | 100% | $0.17 | $0.16 | -5.58% | Signal | |
| 1975-08-04 | 1975-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-03-25 | 1975-08-04 | Completed | 100% | $0.18 | $0.18 | 1.55% | Stop | |
| 1974-10-18 | 1975-03-25 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.28% | Interest Income | |
| 1974-10-16 | 1974-10-18 | Completed | 100% | $0.14 | $0.13 | -5.91% | Stop | |
| 1973-12-05 | 1974-10-16 | Interest (CASH) | 100% | $1.00 | $1.07 | 6.74% | Interest Income | |
| 1973-08-06 | 1973-12-05 | Completed | 100% | $0.32 | $0.28 | -12.01% | Signal | |
| 1973-05-08 | 1973-08-06 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.87% | Interest Income | |
| 1972-03-13 | 1973-05-08 | Completed | 100% | $0.28 | $0.30 | 5.74% | Signal | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |