LIN
Linde Plc.
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-09
Executive Summary
The quantitative backtest for LIN (Linde Plc.) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -60.0% (compared to the benchmark's drawdown of -51.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.9%, compared to a Buy-and-Hold benchmark return of 14.2%. The strategy executed 41 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for LIN:
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 Model
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Trading Horizon
Select risk profile & execution style for LIN:
🛡️ Long-Term Investing Active Horizon
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 Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-60.0% (vs -51.8% B&H)
-8.2% shallower drawdown
Sortino Ratio
0.36
vs 0.69 B&H
Capital Sheltered from Risk
27.0% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 LIN Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -15.57% | -19.18% | -25.58% | -22.82% | -25.58% | -32.59% | -59.98% | -51.76% |
| Sharpe Ratio | -0.89 | -0.01 | 0.02 | 0.45 | 0.37 | 0.68 | 0.30 | 0.49 |
| Sortino Ratio | -1.12 | -0.01 | 0.02 | 0.63 | 0.47 | 0.93 | 0.36 | 0.69 |
| CAGR | -13.77% | -0.10% | 0.33% | 9.81% | 7.00% | 16.71% | 5.90% | 14.24% |
| % Time Invested | 71.4% | 100.0% | 74.4% | 100.0% | 82.2% | 100.0% | 73.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 1.1 | 0.0 | 1.3 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for LIN... Top Diversifiers for LIN
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
| Loading top diversifier assets... | |||
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. Subscribe to Unlock | ||||||||
| 2025-11-04 | 2026-02-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.05% | Interest Income | |
| 2025-06-10 | 2025-11-04 | Completed | 100% | $464.59 | $410.60 | -11.66% | Stop | |
| 2025-05-16 | 2025-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-21 | 2025-05-16 | Completed | 100% | $444.83 | $446.81 | 0.39% | Signal | |
| 2025-01-03 | 2025-03-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.88% | Interest Income | |
| 2022-12-02 | 2025-01-03 | Completed | 100% | $318.34 | $406.62 | 27.67% | Signal | |
| 2022-06-21 | 2022-12-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.44% | Interest Income | |
| 2022-05-25 | 2022-06-21 | Completed | 100% | $300.10 | $277.23 | -7.67% | Stop | |
| 2022-03-15 | 2022-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2022-03-09 | 2022-03-15 | Completed | 100% | $266.60 | $273.18 | 2.42% | Signal | |
| 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% | $233.31 | $275.89 | 18.19% | Stop | |
| 2020-10-29 | 2020-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-07-07 | 2020-10-29 | Completed | 100% | $204.32 | $198.59 | -2.85% | Stop | |
| 2020-06-12 | 2020-07-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-04 | 2020-06-12 | Completed | 100% | $195.67 | $187.67 | -4.14% | Stop | |
| 2020-03-27 | 2020-06-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-03-27 | Completed | 100% | $145.43 | $152.77 | 4.99% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-02-13 | 2020-03-02 | Completed | 100% | $148.99 | $173.83 | 16.61% | Stop | |
| 2019-01-22 | 2019-02-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-04-27 | 2019-01-22 | Completed | 100% | $136.96 | $144.11 | 5.16% | Signal | |
| 2018-04-05 | 2018-04-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2016-04-12 | 2018-04-05 | Completed | 100% | $94.53 | $128.18 | 35.54% | Stop | |
| 2014-10-16 | 2016-04-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2013-01-07 | 2014-10-16 | Completed | 100% | $87.70 | $96.85 | 10.38% | Signal | |
| 2012-07-31 | 2013-01-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2011-12-14 | 2012-07-31 | Completed | 100% | $77.63 | $81.22 | 4.57% | Signal | |
| 2011-09-23 | 2011-12-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-30 | 2011-09-23 | Completed | 100% | $73.08 | $70.42 | -3.69% | Signal | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-08-05 | 2011-08-08 | Completed | 100% | $65.12 | $71.15 | 9.21% | Stop | |
| 2010-06-30 | 2010-08-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-06-15 | 2010-06-30 | Completed | 100% | $57.70 | $57.25 | -0.82% | Signal | |
| 2010-05-21 | 2010-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-05-15 | 2010-05-21 | Completed | 100% | $50.91 | $54.19 | 6.38% | Stop | |
| 2009-01-13 | 2009-05-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2009-01-07 | 2009-01-13 | Completed | 100% | $46.47 | $43.20 | -7.08% | Stop | |
| 2008-10-01 | 2009-01-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2008-09-29 | 2008-10-01 | Completed | 100% | $51.51 | $50.52 | -1.96% | Signal | |
| 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% | $56.88 | $60.18 | 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% | $51.42 | $54.33 | 5.60% | Stop | |
| 2007-08-17 | 2007-09-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2003-04-16 | 2007-08-17 | Completed | 100% | $18.76 | $50.36 | 168.28% | Stop | |
| 2003-03-25 | 2003-04-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2003-03-20 | 2003-03-25 | Completed | 100% | $18.56 | $18.81 | 1.28% | Signal | |
| 2003-02-26 | 2003-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2002-12-19 | 2003-02-26 | Completed | 100% | $18.29 | $16.54 | -9.62% | Stop | |
| 2002-07-11 | 2002-12-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2001-11-30 | 2002-07-11 | Completed | 100% | $16.61 | $16.27 | -2.11% | Stop | |
| 2001-09-20 | 2001-11-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2001-07-20 | 2001-09-20 | Completed | 100% | $14.63 | $12.90 | -11.90% | Stop | |
| 2001-06-27 | 2001-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2001-01-29 | 2001-06-27 | Completed | 100% | $12.79 | $14.59 | 14.02% | Stop | |
| 2000-06-02 | 2001-01-29 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.93% | Interest Income | |
| 2000-05-01 | 2000-06-02 | Completed | 100% | $13.70 | $12.92 | -5.73% | Stop | |
| 2000-01-24 | 2000-05-01 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.53% | Interest Income | |
| 2000-01-14 | 2000-01-24 | Completed | 100% | $16.56 | $14.45 | -12.79% | Signal | |
| 1999-12-10 | 2000-01-14 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.50% | Interest Income | |
| 1999-10-18 | 1999-12-10 | Completed | 100% | $13.35 | $14.05 | 5.19% | Signal | |
| 1999-09-24 | 1999-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-06-21 | 1999-09-24 | Completed | 100% | $15.41 | $13.06 | -15.29% | Stop | |
| 1999-05-27 | 1999-06-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1999-04-30 | 1999-05-27 | Completed | 100% | $15.77 | $15.21 | -3.58% | Stop | |
| 1998-08-14 | 1999-04-30 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.17% | Interest Income | |
| 1998-07-17 | 1998-08-14 | Completed | 100% | $14.02 | $13.10 | -6.55% | Stop | |
| 1998-06-24 | 1998-07-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1998-04-21 | 1998-06-24 | Completed | 100% | $15.87 | $13.75 | -13.43% | Stop | |
| 1997-10-28 | 1998-04-21 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.43% | Interest Income | |
| 1997-10-24 | 1997-10-28 | Completed | 100% | $14.55 | $12.29 | -15.59% | Signal | |
| 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% | $14.64 | $14.32 | -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% | $7.73 | $13.33 | 72.21% | Stop | |
| 1995-10-05 | 1995-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1995-03-31 | 1995-10-05 | Completed | 100% | $6.77 | $7.29 | 7.68% | Stop | |
| 1995-01-13 | 1995-03-31 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.24% | Interest Income | |
| 1994-12-07 | 1995-01-13 | Completed | 100% | $5.86 | $6.01 | 2.45% | Signal | |
| 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% | $6.55 | $6.03 | -8.10% | Stop | |
| 1994-08-25 | 1994-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |