MCD
McDonald's Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for MCD (McDonald's Corp) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -42.1% (compared to the benchmark's drawdown of -73.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.3%, compared to a Buy-and-Hold benchmark return of 12.4%. The strategy executed 59 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.
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MCD Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -5.79% | -7.92% | -4.38% | 4.02% | 6.83% | 10.22% | 10.26% | 12.37% |
| Sharpe Ratio | -0.34 | -0.46 | -0.29 | 0.22 | 0.40 | 0.48 | 0.50 | 0.45 |
| Max Drawdown | -20.19% | -21.99% | -31.45% | -21.99% | -31.45% | -36.90% | -42.07% | -73.63% |
| % Time Invested | 93.7% | 100.0% | 81.5% | 100.0% | 89.5% | 100.0% | 78.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 0.7 | 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 | ||||||||
| 2025-05-06 | 2026-05-04 | Completed | 100% | $305.91 | $284.39 | -7.08% | Stop | |
| 2024-11-22 | 2025-05-06 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.88% | Interest Income | |
| 2024-09-30 | 2024-11-22 | Completed | 100% | $291.44 | $276.78 | -5.08% | Stop | |
| 2024-07-09 | 2024-09-30 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.18% | Interest Income | |
| 2024-06-21 | 2024-07-09 | Completed | 100% | $246.38 | $235.84 | -4.33% | Signal | |
| 2024-05-29 | 2024-06-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-10-30 | 2024-05-29 | Completed | 100% | $243.66 | $240.12 | -1.50% | Stop | |
| 2023-10-06 | 2023-10-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2022-03-30 | 2023-10-06 | Completed | 100% | $224.33 | $234.20 | 4.34% | Stop | |
| 2022-03-08 | 2022-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-04-01 | 2022-03-08 | Completed | 100% | $138.61 | $203.32 | 46.62% | Stop | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2018-03-27 | 2020-03-10 | Completed | 100% | $130.59 | $165.19 | 26.43% | Stop | |
| 2018-03-05 | 2018-03-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2012-12-05 | 2018-03-05 | Completed | 100% | $61.26 | $122.17 | 99.34% | Stop | |
| 2012-11-12 | 2012-12-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-03-17 | 2012-11-12 | Completed | 100% | $32.16 | $58.99 | 83.35% | Stop | |
| 2009-02-23 | 2009-03-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2008-10-29 | 2009-02-23 | Completed | 100% | $34.59 | $33.74 | -2.49% | Stop | |
| 2008-10-07 | 2008-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-02-06 | 2008-10-07 | Completed | 100% | $32.47 | $36.00 | 10.83% | Stop | |
| 2008-01-14 | 2008-02-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2005-07-05 | 2008-01-14 | Completed | 100% | $15.54 | $32.89 | 111.58% | Stop | |
| 2005-06-10 | 2005-07-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2004-06-16 | 2005-06-10 | Completed | 100% | $14.66 | $16.25 | 10.79% | Stop | |
| 2004-05-21 | 2004-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2003-10-31 | 2004-05-21 | Completed | 100% | $13.38 | $13.89 | 3.72% | Stop | |
| 2002-12-10 | 2003-10-31 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.94% | Interest Income | |
| 2002-11-22 | 2002-12-10 | Completed | 100% | $10.00 | $9.40 | -6.09% | Stop | |
| 2000-07-25 | 2002-11-22 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.79% | Interest Income | |
| 2000-07-05 | 2000-07-25 | Completed | 100% | $17.05 | $16.26 | -4.66% | Signal | |
| 2000-06-12 | 2000-07-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-05-12 | 2000-06-12 | Completed | 100% | $20.06 | $17.44 | -13.12% | Stop | |
| 2000-04-19 | 2000-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2000-02-18 | 2000-04-19 | Completed | 100% | $17.60 | $17.28 | -1.91% | Stop | |
| 2000-01-27 | 2000-02-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2000-01-14 | 2000-01-27 | Completed | 100% | $22.46 | $18.88 | -15.95% | Stop | |
| 1999-12-22 | 2000-01-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1999-06-02 | 1999-12-22 | Completed | 100% | $20.21 | $21.77 | 7.63% | Stop | |
| 1999-05-10 | 1999-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1998-10-14 | 1999-05-10 | Completed | 100% | $16.75 | $21.00 | 25.33% | Stop | |
| 1998-09-22 | 1998-10-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 1998-08-27 | 1998-09-22 | Completed | 100% | $16.46 | $14.99 | -8.96% | Stop | |
| 1998-08-05 | 1998-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1998-03-06 | 1998-08-05 | Completed | 100% | $13.93 | $16.34 | 17.25% | Stop | |
| 1997-09-02 | 1998-03-06 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.61% | Interest Income | |
| 1996-08-08 | 1997-09-02 | Completed | 100% | $12.34 | $12.26 | -0.68% | Stop | |
| 1996-07-17 | 1996-08-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-05-06 | 1996-07-17 | Completed | 100% | $12.00 | $11.21 | -6.59% | Stop | |
| 1996-04-12 | 1996-05-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1994-08-16 | 1996-04-12 | Completed | 100% | $6.68 | $12.03 | 79.92% | Stop | |
| 1994-07-25 | 1994-08-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1993-05-18 | 1994-07-25 | Completed | 100% | $6.05 | $6.72 | 10.86% | Stop | |
| 1993-04-26 | 1993-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1991-11-14 | 1993-04-26 | Completed | 100% | $4.43 | $5.82 | 31.43% | Stop | |
| 1991-10-23 | 1991-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1991-10-21 | 1991-10-23 | Completed | 100% | $4.63 | $4.32 | -6.74% | Stop | |
| 1991-01-14 | 1991-10-21 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.42% | Interest Income | |
| 1990-10-16 | 1991-01-14 | Completed | 100% | $3.24 | $3.22 | -0.70% | Signal | |
| 1990-09-24 | 1990-10-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 1990-08-15 | 1990-09-24 | Completed | 100% | $3.68 | $3.14 | -14.72% | Stop | |
| 1990-07-24 | 1990-08-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1988-09-14 | 1990-07-24 | Completed | 100% | $2.84 | $4.03 | 41.85% | Stop | |
| 1988-06-02 | 1988-09-14 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.18% | Interest Income | |
| 1988-04-21 | 1988-06-02 | Completed | 100% | $2.49 | $2.66 | 6.86% | Signal | |
| 1988-03-29 | 1988-04-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-12-30 | 1988-03-29 | Completed | 100% | $2.55 | $2.52 | -1.21% | Stop | |
| 1987-12-07 | 1987-12-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-10-29 | 1987-12-07 | Completed | 100% | $2.49 | $2.44 | -2.13% | Stop | |
| 1987-10-07 | 1987-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-08-22 | 1987-10-07 | Completed | 100% | $2.53 | $2.99 | 18.11% | Stop | |
| 1986-07-31 | 1986-08-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-06-21 | 1986-07-31 | Completed | 100% | $1.17 | $2.52 | 115.19% | Stop | |
| 1984-05-30 | 1984-06-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-08-31 | 1984-05-30 | Completed | 100% | $1.00 | $1.03 | 3.68% | Stop | |
| 1983-08-09 | 1983-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-06-16 | 1983-08-09 | Completed | 100% | $1.05 | $0.95 | -9.36% | Stop | |
| 1983-05-24 | 1983-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-01-07 | 1983-05-24 | Completed | 100% | $0.96 | $1.08 | 11.71% | Stop | |
| 1982-12-15 | 1983-01-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-02-01 | 1982-12-15 | Completed | 100% | $0.68 | $0.90 | 32.96% | Stop | |
| 1982-01-08 | 1982-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-09-17 | 1982-01-08 | Completed | 100% | $0.65 | $0.67 | 3.66% | Stop | |
| 1981-08-25 | 1981-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-03-10 | 1981-08-25 | Completed | 100% | $0.63 | $0.63 | 0.12% | Stop | |
| 1980-07-03 | 1981-03-10 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.25% | Interest Income | |
| 1980-06-17 | 1980-07-03 | Completed | 100% | $0.53 | $0.51 | -5.23% | Stop | |
| 1979-11-06 | 1980-06-17 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.71% | Interest Income | |
| 1979-04-26 | 1979-11-06 | Completed | 100% | $0.46 | $0.43 | -5.40% | Stop | |
| 1979-03-28 | 1979-04-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 1979-03-02 | 1979-03-28 | Completed | 100% | $0.42 | $0.45 | 7.97% | Signal | |
| 1979-02-07 | 1979-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-10-26 | 1979-02-07 | Completed | 100% | $0.50 | $0.44 | -12.41% | Stop | |
| 1978-10-04 | 1978-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1977-06-10 | 1978-10-04 | Completed | 100% | $0.44 | $0.51 | 16.03% | Stop | |
| 1977-02-24 | 1977-06-10 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.24% | Interest Income | |
| 1977-02-17 | 1977-02-24 | Completed | 100% | $0.48 | $0.47 | -2.19% | Signal | |
| 1977-01-26 | 1977-02-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-11-12 | 1977-01-26 | Completed | 100% | $0.56 | $0.49 | -12.43% | Stop | |
| 1976-10-20 | 1976-11-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-06-15 | 1976-10-20 | Completed | 100% | $0.57 | $0.53 | -6.76% | Stop | |
| 1976-05-21 | 1976-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-11-13 | 1976-05-21 | Completed | 100% | $0.59 | $0.57 | -4.10% | Stop | |
| 1974-02-19 | 1975-11-13 | Interest (CASH) | 100% | $1.00 | $1.14 | 14.07% | Interest Income | |
| 1974-02-01 | 1974-02-19 | Completed | 100% | $0.55 | $0.51 | -7.92% | Signal | |
| 1974-01-10 | 1974-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-12-06 | 1974-01-10 | Completed | 100% | $0.50 | $0.50 | 0.21% | Stop | |
| 1973-11-13 | 1973-12-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-07-18 | 1973-11-13 | Completed | 100% | $0.64 | $0.64 | -0.25% | Stop | |
| 1973-06-25 | 1973-07-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-05-21 | 1973-06-25 | Completed | 100% | $0.62 | $0.56 | -9.47% | Stop | |
| 1973-04-27 | 1973-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-03-01 | 1973-04-27 | Completed | 100% | $0.66 | $0.63 | -4.53% | Stop | |
| 1973-02-06 | 1973-03-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1972-08-09 | 1973-02-06 | Completed | 100% | $0.58 | $0.67 | 15.51% | Stop | |
| 1972-07-18 | 1972-08-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1972-03-13 | 1972-07-18 | Completed | 100% | $0.47 | $0.54 | 14.74% | Stop | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |