LIN
Linde Plc.
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for LIN (Linde Plc.) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -40.1% (compared to the benchmark's drawdown of -51.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.1%, compared to a Buy-and-Hold benchmark return of 14.6%. The strategy executed 36 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
LIN Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -4.95% | 10.12% | 8.78% | 12.95% | 14.52% | 17.81% | 10.13% | 14.63% |
| Sharpe Ratio | -0.34 | 0.54 | 0.45 | 0.59 | 0.68 | 0.72 | 0.46 | 0.50 |
| Max Drawdown | -14.77% | -19.18% | -20.59% | -22.82% | -20.59% | -32.59% | -40.14% | -51.76% |
| % Time Invested | 71.4% | 100.0% | 85.8% | 100.0% | 86.9% | 100.0% | 79.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 1.0 | 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 | ||||||||
| 2025-11-04 | 2026-02-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.05% | Interest Income | |
| 2025-01-31 | 2025-11-04 | Completed | 100% | $435.67 | $411.95 | -5.49% | Stop | |
| 2025-01-07 | 2025-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-05-05 | 2025-01-07 | Completed | 100% | $349.24 | $403.92 | 15.60% | Stop | |
| 2023-03-29 | 2023-05-05 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2023-03-16 | 2023-03-29 | Completed | 100% | $315.05 | $337.15 | 6.96% | Signal | |
| 2023-02-22 | 2023-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2022-10-19 | 2023-02-22 | Completed | 100% | $270.36 | $313.20 | 15.79% | Signal | |
| 2022-09-27 | 2022-10-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-07-14 | 2022-09-27 | Completed | 100% | $253.90 | $255.15 | 0.44% | Stop | |
| 2022-06-21 | 2022-07-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-03-09 | 2022-06-21 | Completed | 100% | $267.48 | $278.14 | 3.93% | Stop | |
| 2022-02-14 | 2022-03-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-11-20 | 2022-02-14 | Completed | 100% | $234.08 | $276.80 | 18.19% | Stop | |
| 2020-10-29 | 2020-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-10-29 | Completed | 100% | $145.91 | $199.25 | 36.49% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2018-04-27 | 2020-03-02 | Completed | 100% | $137.42 | $174.41 | 26.86% | Stop | |
| 2018-04-05 | 2018-04-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2016-12-20 | 2018-04-05 | Completed | 100% | $104.24 | $128.61 | 23.32% | Stop | |
| 2015-07-28 | 2016-12-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2011-08-30 | 2015-07-28 | Completed | 100% | $73.32 | $92.37 | 25.92% | Stop | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-15 | 2011-08-08 | Completed | 100% | $57.89 | $71.39 | 23.25% | Stop | |
| 2010-05-21 | 2010-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-09-23 | 2010-05-21 | Completed | 100% | $59.69 | $54.37 | -8.96% | Stop | |
| 2009-04-06 | 2009-09-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2009-03-18 | 2009-04-06 | Completed | 100% | $45.90 | $50.25 | 9.42% | Signal | |
| 2009-02-24 | 2009-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2008-12-08 | 2009-02-24 | Completed | 100% | $41.27 | $43.09 | 4.34% | Stop | |
| 2008-11-13 | 2008-12-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2008-11-03 | 2008-11-13 | Completed | 100% | $46.25 | $41.49 | -10.33% | Stop | |
| 2008-10-10 | 2008-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-09-29 | 2008-10-10 | Completed | 100% | $51.68 | $41.92 | -18.92% | Stop | |
| 2008-09-05 | 2008-09-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2008-02-12 | 2008-09-05 | Completed | 100% | $57.07 | $60.38 | 5.75% | Stop | |
| 2008-01-18 | 2008-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2007-09-11 | 2008-01-18 | Completed | 100% | $51.59 | $54.51 | 5.60% | Stop | |
| 2007-08-17 | 2007-09-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2003-03-20 | 2007-08-17 | Completed | 100% | $18.62 | $50.52 | 171.15% | Stop | |
| 2003-02-26 | 2003-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2002-11-04 | 2003-02-26 | Completed | 100% | $18.21 | $16.60 | -8.92% | Stop | |
| 2002-10-11 | 2002-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2002-08-02 | 2002-10-11 | Completed | 100% | $17.02 | $17.16 | 0.78% | Stop | |
| 2002-07-11 | 2002-08-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-10-12 | 2002-07-11 | Completed | 100% | $14.70 | $16.33 | 11.04% | Stop | |
| 2001-09-20 | 2001-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2001-08-31 | 2001-09-20 | Completed | 100% | $14.80 | $12.94 | -12.64% | Stop | |
| 2000-09-18 | 2001-08-31 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.53% | Interest Income | |
| 2000-06-22 | 2000-09-18 | Completed | 100% | $11.62 | $11.96 | 2.84% | Stop | |
| 2000-05-31 | 2000-06-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-05-12 | 2000-05-31 | Completed | 100% | $14.12 | $13.01 | -7.93% | Stop | |
| 2000-04-19 | 2000-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2000-03-22 | 2000-04-19 | Completed | 100% | $12.01 | $12.07 | 0.44% | Stop | |
| 2000-02-29 | 2000-03-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-02-14 | 2000-02-29 | Completed | 100% | $11.62 | $10.92 | -6.07% | Stop | |
| 2000-01-21 | 2000-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1999-12-21 | 2000-01-21 | Completed | 100% | $14.46 | $14.81 | 2.37% | Stop | |
| 1998-06-22 | 1999-12-21 | Interest (CASH) | 100% | $1.00 | $1.07 | 7.20% | Interest Income | |
| 1997-11-20 | 1998-06-22 | Completed | 100% | $12.71 | $13.87 | 9.10% | Stop | |
| 1997-10-29 | 1997-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-10-24 | 1997-10-29 | Completed | 100% | $14.60 | $13.16 | -9.89% | Stop | |
| 1997-10-02 | 1997-10-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-04-23 | 1997-10-02 | Completed | 100% | $14.69 | $14.37 | -2.20% | Stop | |
| 1997-04-01 | 1997-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1995-10-27 | 1997-04-01 | Completed | 100% | $7.76 | $13.37 | 72.21% | Stop | |
| 1995-10-05 | 1995-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1995-04-04 | 1995-10-05 | Completed | 100% | $6.68 | $7.31 | 9.47% | Stop | |
| 1995-03-13 | 1995-04-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1994-12-07 | 1995-03-13 | Completed | 100% | $5.88 | $5.90 | 0.30% | Stop | |
| 1994-11-14 | 1994-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1994-08-29 | 1994-11-14 | Completed | 100% | $6.58 | $6.05 | -8.10% | Stop | |
| 1994-08-25 | 1994-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |