LLY
Eli Lilly & Company
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for LLY (Eli Lilly & Company) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -71.2% (compared to the benchmark's drawdown of -68.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.2%, compared to a Buy-and-Hold benchmark return of 14.9%. The strategy executed 77 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
LLY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 25.90% | 49.59% | 27.97% | 38.88% | 19.76% | 32.88% | 9.23% | 14.94% |
| Sharpe Ratio | 0.78 | 1.05 | 0.97 | 1.02 | 0.76 | 0.95 | 0.43 | 0.50 |
| Max Drawdown | -26.17% | -23.18% | -30.55% | -34.48% | -30.55% | -34.48% | -71.23% | -68.26% |
| % Time Invested | 64.3% | 100.0% | 73.9% | 100.0% | 73.2% | 100.0% | 63.0% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.6 | 0.0 | 1.4 | 0.0 | 1.5 | 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 | |
| 2025-11-06 | 2026-03-18 | Completed | 100% | $923.51 | $923.41 | -0.06% | Stop | |
| 2025-03-10 | 2025-11-06 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.82% | Interest Income | |
| 2025-02-27 | 2025-03-10 | Completed | 100% | $907.43 | $846.18 | -6.80% | Stop | |
| 2024-12-16 | 2025-02-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 2024-11-22 | 2024-12-16 | Completed | 100% | $748.90 | $783.48 | 4.56% | Signal | |
| 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 | |
| 2023-04-24 | 2024-07-26 | Completed | 100% | $376.14 | $800.69 | 112.76% | Stop | |
| 2023-03-30 | 2023-04-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2023-02-28 | 2023-03-30 | Completed | 100% | $308.04 | $328.13 | 6.47% | Signal | |
| 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 | |
| 2021-01-08 | 2021-03-25 | Completed | 100% | $157.21 | $171.90 | 9.29% | Stop | |
| 2020-10-20 | 2021-01-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | 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 | |
| 2019-12-20 | 2020-03-02 | Completed | 100% | $122.84 | $119.05 | -3.13% | Stop | |
| 2019-06-14 | 2019-12-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.97% | Interest Income | |
| 2018-05-15 | 2019-06-14 | Completed | 100% | $73.71 | $102.79 | 39.39% | Stop | |
| 2018-02-09 | 2018-05-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2017-02-28 | 2018-02-09 | Completed | 100% | $71.87 | $66.39 | -7.67% | Stop | |
| 2016-11-25 | 2017-02-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2016-07-01 | 2016-11-25 | Completed | 100% | $67.13 | $59.07 | -12.05% | Stop | |
| 2016-02-05 | 2016-07-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | 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 | |
| 2014-01-31 | 2015-10-22 | Completed | 100% | $42.04 | $64.41 | 53.14% | Stop | |
| 2013-10-04 | 2014-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2013-09-24 | 2013-10-04 | Completed | 100% | $41.53 | $38.29 | -7.84% | Signal | |
| 2013-07-30 | 2013-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-07-18 | 2013-07-30 | Completed | 100% | $39.32 | $41.78 | 6.21% | Signal | |
| 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 | |
| 2010-08-10 | 2012-11-16 | Completed | 100% | $24.74 | $35.09 | 41.76% | Stop | |
| 2010-06-25 | 2010-08-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-10-26 | 2010-06-25 | Completed | 100% | $21.94 | $23.07 | 5.06% | Signal | |
| 2009-09-10 | 2009-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-09 | 2009-09-10 | Completed | 100% | $21.27 | $21.38 | 0.43% | Signal | |
| 2009-01-12 | 2009-07-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2009-01-05 | 2009-01-12 | Completed | 100% | $25.06 | $23.77 | -5.20% | Stop | |
| 2007-11-20 | 2009-01-05 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.73% | Interest Income | |
| 2007-04-10 | 2007-11-20 | Completed | 100% | $32.09 | $30.18 | -5.99% | Signal | |
| 2007-01-10 | 2007-04-10 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.21% | Interest Income | |
| 2006-07-31 | 2007-01-10 | Completed | 100% | $32.01 | $29.64 | -7.47% | Signal | |
| 2006-05-26 | 2006-07-31 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.85% | Interest Income | |
| 2005-12-20 | 2006-05-26 | Completed | 100% | $32.15 | $29.43 | -8.53% | Signal | |
| 2005-08-24 | 2005-12-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.21% | Interest Income | |
| 2005-06-03 | 2005-08-24 | Completed | 100% | $31.96 | $29.80 | -6.80% | Signal | |
| 2004-07-21 | 2005-06-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.96% | Interest Income | |
| 2003-10-15 | 2004-07-21 | Completed | 100% | $32.94 | $34.78 | 5.53% | Stop | |
| 2003-09-23 | 2003-10-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-05-19 | 2003-09-23 | Completed | 100% | $32.05 | $31.68 | -1.19% | Stop | |
| 2003-03-31 | 2003-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2003-03-11 | 2003-03-31 | Completed | 100% | $29.26 | $30.20 | 3.16% | Signal | |
| 2003-02-14 | 2003-03-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2002-12-18 | 2003-02-14 | Completed | 100% | $33.01 | $29.95 | -9.32% | Stop | |
| 2002-01-28 | 2002-12-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.48% | Interest Income | |
| 2001-12-03 | 2002-01-28 | Completed | 100% | $42.07 | $38.25 | -9.13% | Signal | |
| 2001-10-18 | 2001-12-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2001-10-02 | 2001-10-18 | Completed | 100% | $41.47 | $37.71 | -9.11% | Stop | |
| 2001-06-28 | 2001-10-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.80% | Interest Income | |
| 2001-06-06 | 2001-06-28 | Completed | 100% | $44.58 | $37.45 | -16.05% | Stop | |
| 2001-02-16 | 2001-06-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.22% | Interest Income | |
| 2001-01-30 | 2001-02-16 | Completed | 100% | $40.37 | $37.60 | -6.91% | Signal | |
| 2001-01-05 | 2001-01-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2000-09-01 | 2001-01-05 | Completed | 100% | $37.21 | $40.71 | 9.35% | Stop | |
| 2000-08-10 | 2000-09-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-05-12 | 2000-08-10 | Completed | 100% | $37.09 | $38.71 | 4.32% | Stop | |
| 1999-05-24 | 2000-05-12 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.12% | Interest Income | |
| 1999-04-16 | 1999-05-24 | Completed | 100% | $39.91 | $35.14 | -12.00% | Signal | |
| 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 | |
| 1998-08-20 | 1998-09-01 | Completed | 100% | $36.39 | $32.73 | -10.11% | Stop | |
| 1998-07-29 | 1998-08-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1998-06-24 | 1998-07-29 | Completed | 100% | $32.23 | $32.38 | 0.42% | Signal | |
| 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 | |
| 1996-10-08 | 1997-04-10 | Completed | 100% | $15.61 | $19.22 | 23.04% | Stop | |
| 1996-09-16 | 1996-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1996-08-08 | 1996-09-16 | Completed | 100% | $13.72 | $14.90 | 8.55% | Signal | |
| 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 | |
| 1994-09-30 | 1996-04-18 | Completed | 100% | $6.45 | $13.49 | 109.07% | Stop | |
| 1994-07-13 | 1994-09-30 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 1994-06-27 | 1994-07-13 | Completed | 100% | $6.30 | $5.34 | -15.36% | Stop | |
| 1994-04-26 | 1994-06-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 1994-04-06 | 1994-04-26 | Completed | 100% | $5.44 | $5.45 | 0.20% | Signal | |
| 1994-03-14 | 1994-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1993-10-22 | 1994-03-14 | Completed | 100% | $5.97 | $5.65 | -5.39% | Stop | |
| 1992-03-24 | 1993-10-22 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.15% | Interest Income | |
| 1992-03-17 | 1992-03-24 | Completed | 100% | $7.14 | $7.21 | 1.00% | Signal | |
| 1992-02-24 | 1992-03-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 1991-12-31 | 1992-02-24 | Completed | 100% | $8.46 | $7.31 | -13.57% | Stop | |
| 1991-11-25 | 1991-12-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 1991-08-30 | 1991-11-25 | Completed | 100% | $8.33 | $7.40 | -11.21% | Signal | |
| 1991-07-12 | 1991-08-30 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.76% | Interest Income | |
| 1991-02-14 | 1991-07-12 | Completed | 100% | $7.87 | $6.98 | -11.26% | Stop | |
| 1990-11-28 | 1991-02-14 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.38% | Interest Income | |
| 1990-11-26 | 1990-11-28 | Completed | 100% | $6.78 | $7.11 | 4.78% | Signal | |
| 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 | |
| 1988-05-31 | 1990-08-08 | Completed | 100% | $3.59 | $7.39 | 105.78% | Stop | |
| 1987-10-15 | 1988-05-31 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.81% | 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 | |
| 1986-12-08 | 1987-05-19 | Completed | 100% | $3.32 | $3.81 | 14.62% | Stop | |
| 1986-11-13 | 1986-12-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-06 | 1986-11-13 | Completed | 100% | $3.02 | $3.32 | 9.84% | Signal | |
| 1986-09-12 | 1986-10-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-11-28 | 1986-09-12 | Completed | 100% | $1.30 | $2.92 | 124.94% | Stop | |
| 1984-07-05 | 1984-11-28 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.10% | Interest Income | |
| 1984-03-08 | 1984-07-05 | Completed | 100% | $1.25 | $1.21 | -3.69% | Signal | |
| 1983-12-28 | 1984-03-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.48% | Interest Income | |
| 1982-11-10 | 1983-12-28 | Completed | 100% | $1.16 | $1.13 | -3.17% | Stop | |
| 1982-08-19 | 1982-11-10 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.75% | Interest Income | |
| 1982-08-05 | 1982-08-19 | Completed | 100% | $0.90 | $0.89 | -0.70% | Signal | |
| 1982-07-14 | 1982-08-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-02-11 | 1982-07-14 | Completed | 100% | $1.05 | $1.02 | -3.35% | Stop | |
| 1981-07-16 | 1982-02-11 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.46% | Interest Income | |
| 1980-09-03 | 1981-07-16 | Completed | 100% | $0.90 | $1.03 | 14.61% | Stop | |
| 1980-02-11 | 1980-09-03 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.34% | Interest Income | |
| 1979-01-26 | 1980-02-11 | Completed | 100% | $0.80 | $0.90 | 11.35% | Stop | |
| 1978-12-08 | 1979-01-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.99% | Interest Income | |
| 1978-11-13 | 1978-12-08 | Completed | 100% | $0.70 | $0.72 | 1.93% | Signal | |
| 1978-10-20 | 1978-11-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-01-03 | 1978-10-20 | Completed | 100% | $0.58 | $0.71 | 22.64% | Stop | |
| 1976-11-22 | 1978-01-03 | Interest (CASH) | 100% | $1.00 | $1.09 | 8.74% | Interest Income | |
| 1976-08-19 | 1976-11-22 | Completed | 100% | $0.82 | $0.70 | -14.08% | Stop | |
| 1975-09-08 | 1976-08-19 | Interest (CASH) | 100% | $1.00 | $1.07 | 7.48% | Interest Income | |
| 1975-08-26 | 1975-09-08 | Completed | 100% | $0.91 | $0.86 | -4.60% | Signal | |
| 1975-08-04 | 1975-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-04-28 | 1975-08-04 | Completed | 100% | $0.97 | $0.94 | -2.62% | Stop | |
| 1975-04-04 | 1975-04-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-02-11 | 1975-04-04 | Completed | 100% | $0.98 | $0.97 | -0.60% | Stop | |
| 1974-08-21 | 1975-02-11 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.66% | Interest Income | |
| 1974-08-16 | 1974-08-21 | Completed | 100% | $0.87 | $0.85 | -2.09% | Signal | |
| 1974-08-14 | 1974-08-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |