LLY
Eli Lilly & Company
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for LLY (Eli Lilly & Company) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -80.1% (compared to the benchmark's drawdown of -68.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.1%, compared to a Buy-and-Hold benchmark return of 14.9%. The strategy executed 72 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
LLY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 8.26% | 49.59% | 28.99% | 38.88% | 24.48% | 32.88% | 9.06% | 14.94% |
| Sharpe Ratio | 0.22 | 1.05 | 0.88 | 1.02 | 0.83 | 0.95 | 0.41 | 0.50 |
| Max Drawdown | -26.07% | -23.18% | -36.85% | -34.48% | -36.85% | -34.48% | -80.13% | -68.26% |
| % Time Invested | 73.4% | 100.0% | 85.7% | 100.0% | 85.5% | 100.0% | 64.1% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 2.0 | 0.0 | 1.8 | 0.0 | 1.4 | 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 | ||||||||
| 2026-03-18 | 2026-04-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-01-06 | 2026-03-18 | Completed | 100% | $1,040.58 | $923.41 | -11.30% | Stop | |
| 2025-12-08 | 2026-01-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-12-01 | 2025-12-08 | Completed | 100% | $1,070.75 | $1,007.32 | -5.97% | Signal | |
| 2025-11-06 | 2025-12-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-09-02 | 2025-11-06 | Completed | 100% | $724.46 | $923.51 | 27.41% | Signal | |
| 2025-08-08 | 2025-09-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-06-03 | 2025-08-08 | Completed | 100% | $741.01 | $650.40 | -12.27% | Stop | |
| 2025-05-09 | 2025-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-24 | 2025-05-09 | Completed | 100% | $828.43 | $745.20 | -10.09% | Stop | |
| 2025-04-01 | 2025-04-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-11-22 | 2025-04-01 | Completed | 100% | $748.90 | $811.19 | 8.26% | Stop | |
| 2024-10-31 | 2024-11-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-08-19 | 2024-10-31 | Completed | 100% | $910.69 | $826.14 | -9.33% | Stop | |
| 2024-07-26 | 2024-08-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-02-28 | 2024-07-26 | Completed | 100% | $308.04 | $800.69 | 159.80% | Stop | |
| 2023-02-03 | 2023-02-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-02-16 | 2023-02-03 | Completed | 100% | $233.87 | $324.04 | 38.48% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-10-11 | 2022-01-25 | Completed | 100% | $226.52 | $227.36 | 0.32% | Stop | |
| 2021-09-17 | 2021-10-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-19 | 2021-09-17 | Completed | 100% | $179.72 | $219.83 | 22.25% | Stop | |
| 2021-03-25 | 2021-04-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-11-11 | 2021-03-25 | Completed | 100% | $139.03 | $171.90 | 23.58% | Stop | |
| 2020-10-20 | 2020-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-10-20 | Completed | 100% | $114.86 | $134.89 | 17.38% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-07-09 | 2020-03-02 | Completed | 100% | $102.54 | $119.05 | 16.05% | Stop | |
| 2019-06-14 | 2019-07-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2018-03-06 | 2019-06-14 | Completed | 100% | $69.38 | $102.79 | 48.09% | Stop | |
| 2018-02-09 | 2018-03-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-05-16 | 2018-02-09 | Completed | 100% | $70.07 | $66.39 | -5.30% | Stop | |
| 2017-04-24 | 2017-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2017-04-13 | 2017-04-24 | Completed | 100% | $74.65 | $71.87 | -3.78% | Signal | |
| 2016-12-27 | 2017-04-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2016-12-19 | 2016-12-27 | Completed | 100% | $63.34 | $63.84 | 0.74% | Signal | |
| 2016-11-25 | 2016-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-03-01 | 2016-11-25 | Completed | 100% | $61.39 | $59.07 | -3.83% | Stop | |
| 2016-02-05 | 2016-03-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-11-13 | 2016-02-05 | Completed | 100% | $66.87 | $62.25 | -6.95% | Stop | |
| 2015-10-22 | 2015-11-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-07-18 | 2015-10-22 | Completed | 100% | $39.32 | $64.41 | 63.75% | Stop | |
| 2013-06-25 | 2013-07-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-12-11 | 2013-06-25 | Completed | 100% | $38.30 | $38.47 | 0.40% | Stop | |
| 2012-11-16 | 2012-12-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-16 | 2012-11-16 | Completed | 100% | $23.03 | $35.09 | 52.27% | Stop | |
| 2010-05-19 | 2010-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-03-18 | 2010-05-19 | Completed | 100% | $23.91 | $22.49 | -5.97% | Stop | |
| 2009-01-12 | 2010-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2009-01-05 | 2009-01-12 | Completed | 100% | $25.06 | $23.77 | -5.20% | Stop | |
| 2008-04-28 | 2009-01-05 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2008-04-09 | 2008-04-28 | Completed | 100% | $31.22 | $29.63 | -5.16% | Signal | |
| 2008-03-17 | 2008-04-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2008-01-10 | 2008-03-17 | Completed | 100% | $33.50 | $27.94 | -16.64% | Stop | |
| 2007-10-31 | 2008-01-10 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2007-04-10 | 2007-10-31 | Completed | 100% | $32.09 | $31.63 | -1.48% | Signal | |
| 2006-04-10 | 2007-04-10 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.97% | Interest Income | |
| 2005-12-20 | 2006-04-10 | Completed | 100% | $32.15 | $30.11 | -6.41% | Stop | |
| 2005-02-23 | 2005-12-20 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.75% | Interest Income | |
| 2004-11-04 | 2005-02-23 | Completed | 100% | $30.66 | $29.88 | -2.60% | Signal | |
| 2004-10-13 | 2004-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2004-08-12 | 2004-10-13 | Completed | 100% | $33.64 | $30.81 | -8.47% | Stop | |
| 2004-07-21 | 2004-08-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2003-12-17 | 2004-07-21 | Completed | 100% | $38.75 | $34.78 | -10.30% | Stop | |
| 2002-01-30 | 2003-12-17 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.51% | Interest Income | |
| 2001-07-23 | 2002-01-30 | Completed | 100% | $39.57 | $37.26 | -5.90% | Signal | |
| 2001-06-28 | 2001-07-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2001-02-23 | 2001-06-28 | Completed | 100% | $37.56 | $37.45 | -0.37% | Stop | |
| 2001-01-31 | 2001-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2000-12-13 | 2001-01-31 | Completed | 100% | $46.43 | $40.12 | -13.62% | Stop | |
| 2000-08-10 | 2000-12-13 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.12% | Interest Income | |
| 2000-06-15 | 2000-08-10 | Completed | 100% | $41.36 | $38.71 | -6.46% | Stop | |
| 2000-02-03 | 2000-06-15 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.10% | Interest Income | |
| 2000-01-04 | 2000-02-03 | Completed | 100% | $31.85 | $32.38 | 1.60% | Signal | |
| 1999-12-10 | 2000-01-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1999-10-14 | 1999-12-10 | Completed | 100% | $34.50 | $32.84 | -4.85% | Stop | |
| 1999-09-22 | 1999-10-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-08-25 | 1999-09-22 | Completed | 100% | $36.07 | $32.92 | -8.78% | Stop | |
| 1999-08-03 | 1999-08-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-06-18 | 1999-08-03 | Completed | 100% | $34.84 | $32.37 | -7.11% | Stop | |
| 1999-05-26 | 1999-06-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1999-04-16 | 1999-05-26 | Completed | 100% | $39.91 | $33.85 | -15.23% | Stop | |
| 1999-03-24 | 1999-04-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1999-02-04 | 1999-03-24 | Completed | 100% | $44.80 | $41.30 | -7.86% | Stop | |
| 1999-01-12 | 1999-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-11-02 | 1999-01-12 | Completed | 100% | $39.53 | $37.64 | -4.85% | Stop | |
| 1998-10-09 | 1998-11-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1998-09-24 | 1998-10-09 | Completed | 100% | $38.74 | $34.80 | -10.21% | Stop | |
| 1998-09-01 | 1998-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1998-06-24 | 1998-09-01 | Completed | 100% | $32.23 | $32.73 | 1.48% | Stop | |
| 1998-06-02 | 1998-06-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1998-03-12 | 1998-06-02 | Completed | 100% | $32.41 | $30.07 | -7.26% | Stop | |
| 1998-02-18 | 1998-03-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-05-02 | 1998-02-18 | Completed | 100% | $20.84 | $29.43 | 41.19% | Stop | |
| 1997-04-10 | 1997-05-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-08-08 | 1997-04-10 | Completed | 100% | $13.72 | $19.22 | 40.01% | Stop | |
| 1996-07-17 | 1996-08-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-05-10 | 1996-07-17 | Completed | 100% | $13.14 | $13.57 | 3.25% | Stop | |
| 1996-04-18 | 1996-05-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1994-08-11 | 1996-04-18 | Completed | 100% | $5.65 | $13.49 | 138.49% | Stop | |
| 1994-03-07 | 1994-08-11 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.76% | Interest Income | |
| 1993-11-11 | 1994-03-07 | Completed | 100% | $6.21 | $5.90 | -5.11% | Stop | |
| 1992-04-10 | 1993-11-11 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.12% | Interest Income | |
| 1992-03-17 | 1992-04-10 | Completed | 100% | $7.14 | $7.27 | 1.88% | Signal | |
| 1992-02-24 | 1992-03-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 1991-08-05 | 1992-02-24 | Completed | 100% | $7.76 | $7.31 | -5.80% | Stop | |
| 1991-07-12 | 1991-08-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1990-11-26 | 1991-07-12 | Completed | 100% | $6.78 | $6.98 | 2.90% | Stop | |
| 1990-11-01 | 1990-11-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 1990-08-30 | 1990-11-01 | Completed | 100% | $7.31 | $6.44 | -11.93% | Stop | |
| 1990-08-08 | 1990-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1989-04-12 | 1990-08-08 | Completed | 100% | $4.93 | $7.39 | 49.73% | Stop | |
| 1988-05-19 | 1989-04-12 | Interest (CASH) | 100% | $1.00 | $1.07 | 6.99% | Interest Income | |
| 1987-12-23 | 1988-05-19 | Completed | 100% | $3.55 | $3.31 | -6.85% | Stop | |
| 1987-12-01 | 1987-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-11-06 | 1987-12-01 | Completed | 100% | $3.45 | $3.07 | -11.12% | Stop | |
| 1987-10-15 | 1987-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-06-11 | 1987-10-15 | Completed | 100% | $4.18 | $3.90 | -6.75% | Stop | |
| 1987-05-19 | 1987-06-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-06 | 1987-05-19 | Completed | 100% | $3.02 | $3.81 | 26.17% | Stop | |
| 1986-09-12 | 1986-10-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-04-30 | 1986-09-12 | Completed | 100% | $1.61 | $2.92 | 80.57% | Stop | |
| 1984-07-19 | 1985-04-30 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.07% | Interest Income | |
| 1984-01-20 | 1984-07-19 | Completed | 100% | $1.18 | $1.10 | -6.78% | Stop | |
| 1983-12-28 | 1984-01-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-03-08 | 1983-12-28 | Completed | 100% | $1.25 | $1.13 | -9.50% | Stop | |
| 1983-02-09 | 1983-03-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 1983-01-19 | 1983-02-09 | Completed | 100% | $1.20 | $1.13 | -5.65% | Stop | |
| 1982-03-22 | 1983-01-19 | Interest (CASH) | 100% | $1.00 | $1.07 | 6.52% | Interest Income | |
| 1981-10-20 | 1982-03-22 | Completed | 100% | $0.85 | $1.00 | 17.90% | Signal | |
| 1981-09-28 | 1981-10-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-08-07 | 1981-09-28 | Completed | 100% | $0.95 | $0.83 | -12.95% | Stop | |
| 1981-07-16 | 1981-08-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-12-23 | 1981-07-16 | Completed | 100% | $1.04 | $1.03 | -1.30% | Stop | |
| 1980-10-16 | 1980-12-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.39% | Interest Income | |
| 1980-10-08 | 1980-10-16 | Completed | 100% | $0.92 | $0.88 | -3.75% | Signal | |
| 1980-09-16 | 1980-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-03-05 | 1980-09-16 | Completed | 100% | $0.84 | $0.84 | -0.71% | Stop | |
| 1980-02-11 | 1980-03-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-11-20 | 1980-02-11 | Completed | 100% | $0.71 | $0.90 | 25.65% | Stop | |
| 1978-10-27 | 1978-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-09-25 | 1978-10-27 | Completed | 100% | $0.75 | $0.67 | -11.07% | Stop | |
| 1975-08-21 | 1978-09-25 | Interest (CASH) | 100% | $1.00 | $1.26 | 26.32% | Interest Income | |
| 1975-02-11 | 1975-08-21 | Completed | 100% | $0.98 | $0.92 | -5.49% | Stop | |
| 1974-08-14 | 1975-02-11 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.78% | Interest Income | |