MCD
McDonald's Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for MCD (McDonald's Corp) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -46.9% (compared to the benchmark's drawdown of -73.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.9%, compared to a Buy-and-Hold benchmark return of 12.4%. The strategy executed 75 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.
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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 | -3.33% | -7.92% | -3.52% | 4.02% | 2.18% | 10.22% | 8.95% | 12.37% |
| Sharpe Ratio | -0.25 | -0.46 | -0.25 | 0.22 | 0.14 | 0.48 | 0.46 | 0.45 |
| Max Drawdown | -15.61% | -21.99% | -27.33% | -21.99% | -29.59% | -36.90% | -46.87% | -73.63% |
| % Time Invested | 64.7% | 100.0% | 74.2% | 100.0% | 71.9% | 100.0% | 68.4% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.4 | 0.0 | 1.2 | 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 | ||||||||
| 2025-12-11 | 2026-05-04 | Completed | 100% | $307.68 | $284.39 | -7.62% | Stop | |
| 2025-11-18 | 2025-12-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-09-09 | 2025-11-18 | Completed | 100% | $305.56 | $300.13 | -1.83% | Signal | |
| 2025-08-15 | 2025-09-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2024-09-20 | 2025-08-15 | Completed | 100% | $281.06 | $302.81 | 7.68% | Signal | |
| 2024-05-10 | 2024-09-20 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.90% | Interest Income | |
| 2024-01-03 | 2024-05-10 | Completed | 100% | $279.89 | $254.16 | -9.24% | Signal | |
| 2023-10-06 | 2024-01-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.29% | Interest Income | |
| 2022-08-03 | 2023-10-06 | Completed | 100% | $237.92 | $234.20 | -1.61% | Stop | |
| 2022-06-14 | 2022-08-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2022-06-03 | 2022-06-14 | Completed | 100% | $226.41 | $218.70 | -3.46% | Signal | |
| 2022-04-14 | 2022-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2022-03-30 | 2022-04-14 | Completed | 100% | $224.33 | $227.80 | 1.49% | Signal | |
| 2022-03-08 | 2022-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-08-05 | 2022-03-08 | Completed | 100% | $174.17 | $203.32 | 16.68% | Stop | |
| 2020-03-13 | 2020-08-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2020-02-13 | 2020-03-13 | Completed | 100% | $186.31 | $154.21 | -17.27% | Stop | |
| 2019-12-05 | 2020-02-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2018-10-09 | 2019-12-05 | Completed | 100% | $140.30 | $167.22 | 19.13% | Signal | |
| 2018-04-06 | 2018-10-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2018-03-27 | 2018-04-06 | Completed | 100% | $130.59 | $133.82 | 2.42% | Signal | |
| 2018-03-05 | 2018-03-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2017-01-12 | 2018-03-05 | Completed | 100% | $96.02 | $122.17 | 27.17% | Stop | |
| 2016-09-01 | 2017-01-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2014-11-03 | 2016-09-01 | Completed | 100% | $69.58 | $91.48 | 31.42% | Signal | |
| 2014-09-04 | 2014-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-04-02 | 2014-09-04 | Completed | 100% | $71.62 | $69.01 | -3.69% | Signal | |
| 2013-10-11 | 2014-04-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2013-01-30 | 2013-10-11 | Completed | 100% | $66.48 | $67.95 | 2.16% | Signal | |
| 2012-06-11 | 2013-01-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2009-10-07 | 2012-06-11 | Completed | 100% | $36.21 | $61.31 | 69.23% | Signal | |
| 2009-09-15 | 2009-10-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-06 | 2009-09-15 | Completed | 100% | $35.80 | $34.54 | -3.57% | Signal | |
| 2009-03-04 | 2009-07-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2009-01-08 | 2009-03-04 | Completed | 100% | $37.49 | $33.03 | -11.94% | Signal | |
| 2008-11-21 | 2009-01-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-10-29 | 2008-11-21 | Completed | 100% | $34.59 | $32.79 | -5.24% | Signal | |
| 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 | |
| 2006-08-31 | 2008-01-14 | Completed | 100% | $20.61 | $32.89 | 59.51% | Stop | |
| 2006-06-26 | 2006-08-31 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.93% | Interest Income | |
| 2005-07-18 | 2006-06-26 | Completed | 100% | $17.21 | $18.58 | 7.89% | Signal | |
| 2005-06-10 | 2005-07-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | 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 | |
| 2003-06-09 | 2004-05-21 | Completed | 100% | $11.11 | $13.89 | 24.93% | Stop | |
| 2002-12-10 | 2003-06-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2002-11-22 | 2002-12-10 | Completed | 100% | $10.00 | $9.40 | -6.09% | Stop | |
| 2002-07-16 | 2002-11-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2002-04-24 | 2002-07-16 | Completed | 100% | $15.31 | $13.94 | -8.98% | Stop | |
| 2001-10-31 | 2002-04-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2001-10-15 | 2001-10-31 | Completed | 100% | $15.70 | $13.70 | -12.79% | Stop | |
| 2001-01-31 | 2001-10-15 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.57% | Interest Income | |
| 2001-01-22 | 2001-01-31 | Completed | 100% | $17.22 | $15.44 | -10.39% | Signal | |
| 2000-01-27 | 2001-01-22 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.91% | 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 | |
| 1998-03-03 | 1998-08-05 | Completed | 100% | $13.78 | $16.34 | 18.50% | Stop | |
| 1997-10-15 | 1998-03-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.92% | Interest Income | |
| 1997-09-24 | 1997-10-15 | Completed | 100% | $12.55 | $11.87 | -5.47% | Signal | |
| 1997-09-02 | 1997-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-04-11 | 1997-09-02 | Completed | 100% | $12.53 | $12.26 | -2.17% | Stop | |
| 1996-07-17 | 1997-04-11 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.80% | 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 | |
| 1994-12-21 | 1996-04-12 | Completed | 100% | $7.32 | $12.03 | 64.34% | Stop | |
| 1994-09-21 | 1994-12-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.33% | Interest Income | |
| 1994-09-01 | 1994-09-21 | Completed | 100% | $7.18 | $6.73 | -6.24% | Stop | |
| 1994-07-25 | 1994-09-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.50% | 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 | |
| 1992-11-11 | 1993-04-26 | Completed | 100% | $5.75 | $5.82 | 1.18% | Stop | |
| 1992-10-20 | 1992-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1991-09-12 | 1992-10-20 | Completed | 100% | $4.04 | $5.34 | 32.22% | Signal | |
| 1991-08-20 | 1991-09-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1991-03-14 | 1991-08-20 | Completed | 100% | $4.31 | $3.86 | -10.52% | Stop | |
| 1990-08-30 | 1991-03-14 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.65% | Interest Income | |
| 1990-08-15 | 1990-08-30 | Completed | 100% | $3.68 | $3.38 | -8.06% | Signal | |
| 1990-07-24 | 1990-08-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1988-07-18 | 1990-07-24 | Completed | 100% | $2.68 | $4.03 | 50.21% | Stop | |
| 1987-11-02 | 1988-07-18 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.47% | Interest Income | |
| 1987-10-29 | 1987-11-02 | Completed | 100% | $2.49 | $2.61 | 4.71% | Signal | |
| 1987-10-07 | 1987-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-02-04 | 1987-10-07 | Completed | 100% | $2.80 | $2.99 | 6.59% | Stop | |
| 1986-11-19 | 1987-02-04 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.57% | Interest Income | |
| 1986-11-06 | 1986-11-19 | Completed | 100% | $2.51 | $2.35 | -6.48% | Stop | |
| 1986-10-02 | 1986-11-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 1986-08-22 | 1986-10-02 | Completed | 100% | $2.53 | $2.19 | -13.56% | Signal | |
| 1986-07-31 | 1986-08-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-08-02 | 1986-07-31 | Completed | 100% | $1.23 | $2.52 | 104.35% | Stop | |
| 1984-05-23 | 1984-08-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.48% | Interest Income | |
| 1984-05-04 | 1984-05-23 | Completed | 100% | $1.15 | $1.07 | -6.95% | Signal | |
| 1984-04-11 | 1984-05-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-09-07 | 1984-04-11 | Completed | 100% | $1.04 | $1.10 | 5.31% | Signal | |
| 1983-08-09 | 1983-09-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.60% | 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 | |
| 1982-04-13 | 1982-12-15 | Completed | 100% | $0.75 | $0.90 | 20.43% | Stop | |
| 1982-02-04 | 1982-04-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.39% | Interest Income | |
| 1982-02-01 | 1982-02-04 | Completed | 100% | $0.68 | $0.68 | -0.05% | Signal | |
| 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 | |
| 1981-01-14 | 1981-08-25 | Completed | 100% | $0.58 | $0.63 | 8.32% | Stop | |
| 1980-12-19 | 1981-01-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-11-19 | 1980-12-19 | Completed | 100% | $0.47 | $0.47 | 0.23% | Signal | |
| 1980-10-27 | 1980-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-06-10 | 1980-10-27 | Completed | 100% | $0.50 | $0.47 | -6.81% | Stop | |
| 1979-11-29 | 1980-06-10 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.06% | Interest Income | |
| 1979-11-14 | 1979-11-29 | Completed | 100% | $0.43 | $0.44 | 3.29% | Signal | |
| 1979-10-23 | 1979-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-04-26 | 1979-10-23 | Completed | 100% | $0.46 | $0.46 | 1.72% | Stop | |
| 1978-11-13 | 1979-04-26 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.44% | Interest Income | |
| 1978-10-13 | 1978-11-13 | Completed | 100% | $0.53 | $0.50 | -4.54% | Signal | |
| 1978-09-21 | 1978-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-05-22 | 1978-09-21 | Completed | 100% | $0.54 | $0.53 | -2.98% | Stop | |
| 1978-03-06 | 1978-05-22 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.63% | Interest Income | |
| 1978-02-21 | 1978-03-06 | Completed | 100% | $0.46 | $0.46 | -0.61% | Signal | |
| 1978-01-27 | 1978-02-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1977-06-10 | 1978-01-27 | Completed | 100% | $0.44 | $0.46 | 3.05% | Stop | |
| 1976-07-06 | 1977-06-10 | Interest (CASH) | 100% | $1.00 | $1.07 | 7.32% | Interest Income | |
| 1976-06-15 | 1976-07-06 | Completed | 100% | $0.57 | $0.59 | 3.55% | Signal | |
| 1976-05-21 | 1976-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-08-26 | 1976-05-21 | Completed | 100% | $0.46 | $0.57 | 22.92% | Stop | |
| 1975-08-04 | 1975-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-07-03 | 1975-08-04 | Completed | 100% | $0.57 | $0.48 | -14.91% | Stop | |
| 1975-06-11 | 1975-07-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-03-20 | 1975-06-11 | Completed | 100% | $0.44 | $0.52 | 19.24% | Stop | |
| 1973-12-10 | 1975-03-20 | Interest (CASH) | 100% | $1.00 | $1.10 | 10.11% | Interest Income | |
| 1973-12-06 | 1973-12-10 | Completed | 100% | $0.50 | $0.54 | 9.74% | Signal | |
| 1973-11-13 | 1973-12-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-10-11 | 1973-11-13 | Completed | 100% | $0.72 | $0.64 | -10.92% | Stop | |
| 1973-05-29 | 1973-10-11 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.88% | Interest Income | |
| 1973-05-21 | 1973-05-29 | Completed | 100% | $0.62 | $0.70 | 11.83% | Signal | |
| 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 | |