MDT
Medtronic Plc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for MDT (Medtronic Plc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -65.5% (compared to the benchmark's drawdown of -61.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.4%, compared to a Buy-and-Hold benchmark return of 12.9%. The strategy executed 76 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
MDT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -10.31% | -6.94% | -7.31% | -5.35% | 3.29% | 2.20% | 8.42% | 12.89% |
| Sharpe Ratio | -0.52 | -0.31 | -0.44 | -0.25 | 0.16 | 0.09 | 0.36 | 0.41 |
| Max Drawdown | -27.40% | -28.90% | -39.63% | -45.10% | -39.63% | -45.10% | -65.45% | -61.14% |
| % Time Invested | 87.3% | 100.0% | 60.5% | 100.0% | 78.4% | 100.0% | 66.8% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.8 | 0.0 | 1.2 | 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 | ||||||||
| 2026-04-06 | 2026-05-12 | Completed | 100% | $85.66 | $74.30 | -13.30% | Stop | |
| 2026-03-12 | 2026-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-05-05 | 2026-03-12 | Completed | 100% | $81.29 | $87.86 | 8.03% | Stop | |
| 2025-04-10 | 2025-05-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-26 | 2025-04-10 | Completed | 100% | $83.05 | $81.48 | -1.94% | Stop | |
| 2024-05-31 | 2024-08-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.24% | Interest Income | |
| 2024-05-20 | 2024-05-31 | Completed | 100% | $79.37 | $75.00 | -5.55% | Stop | |
| 2024-04-15 | 2024-05-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2024-01-11 | 2024-04-15 | Completed | 100% | $80.25 | $75.22 | -6.32% | Stop | |
| 2023-08-09 | 2024-01-11 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.31% | Interest Income | |
| 2023-06-20 | 2023-08-09 | Completed | 100% | $79.58 | $74.55 | -6.38% | Stop | |
| 2022-11-09 | 2023-06-20 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.87% | Interest Income | |
| 2022-11-01 | 2022-11-09 | Completed | 100% | $77.27 | $70.98 | -8.19% | Stop | |
| 2022-07-19 | 2022-11-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.92% | Interest Income | |
| 2022-06-28 | 2022-07-19 | Completed | 100% | $79.64 | $77.80 | -2.36% | Signal | |
| 2022-06-03 | 2022-06-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2021-12-17 | 2022-06-03 | Completed | 100% | $86.36 | $85.91 | -0.56% | Stop | |
| 2021-11-24 | 2021-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-03-23 | 2021-11-24 | Completed | 100% | $62.58 | $97.14 | 55.16% | Stop | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-01-31 | 2020-02-28 | Completed | 100% | $71.06 | $81.84 | 15.10% | Stop | |
| 2019-01-08 | 2019-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-12-16 | 2019-01-08 | Completed | 100% | $56.99 | $67.45 | 18.29% | Stop | |
| 2016-11-23 | 2016-12-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-09-17 | 2016-11-23 | Completed | 100% | $53.00 | $56.71 | 6.94% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-02-02 | 2015-08-25 | Completed | 100% | $27.78 | $55.00 | 97.90% | Stop | |
| 2011-04-08 | 2012-02-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-09-17 | 2011-04-08 | Completed | 100% | $22.78 | $27.43 | 20.36% | Signal | |
| 2010-08-25 | 2010-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-22 | 2010-08-25 | Completed | 100% | $25.91 | $20.96 | -19.12% | Stop | |
| 2010-05-28 | 2010-06-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-21 | 2010-05-28 | Completed | 100% | $23.09 | $26.35 | 14.06% | Stop | |
| 2009-06-08 | 2009-07-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-06-03 | 2009-06-08 | Completed | 100% | $23.47 | $22.32 | -4.94% | Stop | |
| 2008-04-30 | 2009-06-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.85% | Interest Income | |
| 2008-03-18 | 2008-04-30 | Completed | 100% | $30.93 | $31.99 | 3.37% | Signal | |
| 2007-11-08 | 2008-03-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.91% | Interest Income | |
| 2006-10-09 | 2007-11-08 | Completed | 100% | $31.22 | $29.19 | -6.54% | Stop | |
| 2006-08-07 | 2006-10-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.85% | Interest Income | |
| 2006-04-26 | 2006-08-07 | Completed | 100% | $31.14 | $27.60 | -11.40% | Stop | |
| 2006-04-03 | 2006-04-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2003-10-29 | 2006-04-03 | Completed | 100% | $29.05 | $32.31 | 11.19% | Stop | |
| 2003-10-07 | 2003-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-03-24 | 2003-10-07 | Completed | 100% | $29.06 | $27.76 | -4.52% | Stop | |
| 2001-10-26 | 2003-03-24 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.22% | Interest Income | |
| 2001-10-10 | 2001-10-26 | Completed | 100% | $27.02 | $26.10 | -3.46% | Signal | |
| 2001-09-18 | 2001-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2001-04-17 | 2001-09-18 | Completed | 100% | $26.43 | $24.84 | -6.07% | Stop | |
| 2001-03-23 | 2001-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2001-03-05 | 2001-03-23 | Completed | 100% | $30.13 | $27.22 | -9.69% | Stop | |
| 2001-02-08 | 2001-03-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2000-12-13 | 2001-02-08 | Completed | 100% | $33.31 | $31.05 | -6.85% | Stop | |
| 2000-11-20 | 2000-12-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-10-13 | 2000-11-20 | Completed | 100% | $32.32 | $29.34 | -9.27% | Stop | |
| 2000-09-21 | 2000-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-06-16 | 2000-09-21 | Completed | 100% | $30.73 | $29.16 | -5.16% | Stop | |
| 2000-05-24 | 2000-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-05-10 | 2000-05-24 | Completed | 100% | $33.21 | $29.59 | -10.95% | Stop | |
| 2000-04-17 | 2000-05-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-01-12 | 2000-04-17 | Completed | 100% | $25.38 | $29.13 | 14.74% | Stop | |
| 1999-12-20 | 2000-01-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1999-10-18 | 1999-12-20 | Completed | 100% | $20.70 | $20.67 | -0.23% | Stop | |
| 1999-09-24 | 1999-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-09-01 | 1999-09-24 | Completed | 100% | $23.80 | $20.87 | -12.34% | Stop | |
| 1999-08-10 | 1999-09-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-06-18 | 1999-08-10 | Completed | 100% | $22.42 | $20.34 | -9.35% | Stop | |
| 1999-05-26 | 1999-06-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1999-03-12 | 1999-05-26 | Completed | 100% | $20.33 | $19.21 | -5.56% | Stop | |
| 1999-02-18 | 1999-03-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1998-11-02 | 1999-02-18 | Completed | 100% | $19.25 | $22.91 | 18.94% | Stop | |
| 1998-10-09 | 1998-11-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1998-08-28 | 1998-10-09 | Completed | 100% | $17.19 | $15.46 | -10.07% | Stop | |
| 1998-08-06 | 1998-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1998-05-20 | 1998-08-06 | Completed | 100% | $15.69 | $15.98 | 1.74% | Stop | |
| 1998-04-28 | 1998-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-11-19 | 1998-04-28 | Completed | 100% | $14.11 | $15.17 | 7.39% | Stop | |
| 1997-10-28 | 1997-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-04-17 | 1997-10-28 | Completed | 100% | $9.77 | $12.27 | 25.49% | Stop | |
| 1997-03-25 | 1997-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-08-06 | 1997-03-25 | Completed | 100% | $7.65 | $9.28 | 21.37% | Stop | |
| 1996-07-15 | 1996-08-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-05-06 | 1996-07-15 | Completed | 100% | $7.48 | $7.50 | 0.12% | Stop | |
| 1996-04-12 | 1996-05-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1996-02-02 | 1996-04-12 | Completed | 100% | $8.52 | $8.08 | -5.21% | Stop | |
| 1996-01-11 | 1996-02-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1995-12-11 | 1996-01-11 | Completed | 100% | $8.12 | $7.06 | -13.04% | Stop | |
| 1995-11-16 | 1995-12-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1994-08-25 | 1995-11-16 | Completed | 100% | $3.57 | $8.06 | 125.56% | Stop | |
| 1993-09-02 | 1994-08-25 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.56% | Interest Income | |
| 1993-08-19 | 1993-09-02 | Completed | 100% | $2.38 | $2.35 | -1.21% | Signal | |
| 1993-07-28 | 1993-08-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1993-04-30 | 1993-07-28 | Completed | 100% | $2.43 | $2.22 | -8.66% | Stop | |
| 1993-04-07 | 1993-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 1993-03-16 | 1993-04-07 | Completed | 100% | $2.84 | $2.14 | -24.65% | Stop | |
| 1993-02-22 | 1993-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1993-02-01 | 1993-02-22 | Completed | 100% | $3.30 | $2.68 | -18.60% | Stop | |
| 1993-01-08 | 1993-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-05-18 | 1993-01-08 | Completed | 100% | $2.49 | $3.19 | 27.67% | Stop | |
| 1992-04-24 | 1992-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1992-04-15 | 1992-04-24 | Completed | 100% | $2.76 | $2.40 | -13.20% | Stop | |
| 1992-03-24 | 1992-04-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1992-02-10 | 1992-03-24 | Completed | 100% | $3.13 | $2.69 | -14.25% | Stop | |
| 1992-01-17 | 1992-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 1991-01-31 | 1992-01-17 | Completed | 100% | $1.68 | $3.07 | 82.89% | Stop | |
| 1991-01-09 | 1991-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 1990-03-13 | 1991-01-09 | Completed | 100% | $1.12 | $1.44 | 27.84% | Stop | |
| 1990-02-16 | 1990-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1989-11-08 | 1990-02-16 | Completed | 100% | $1.07 | $1.08 | 0.42% | Stop | |
| 1989-10-17 | 1989-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-08-25 | 1989-10-17 | Completed | 100% | $1.11 | $1.09 | -1.77% | Stop | |
| 1988-06-17 | 1989-08-25 | Interest (CASH) | 100% | $1.00 | $1.09 | 9.42% | Interest Income | |
| 1988-04-27 | 1988-06-17 | Completed | 100% | $0.68 | $0.70 | 2.83% | Signal | |
| 1988-04-05 | 1988-04-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-11-10 | 1988-04-05 | Completed | 100% | $0.65 | $0.74 | 14.59% | Stop | |
| 1987-10-19 | 1987-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-06 | 1987-10-19 | Completed | 100% | $0.69 | $0.75 | 7.92% | Stop | |
| 1986-09-12 | 1986-10-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-11-12 | 1986-09-12 | Completed | 100% | $0.35 | $0.65 | 85.62% | Stop | |
| 1984-02-14 | 1985-11-12 | Interest (CASH) | 100% | $1.00 | $1.14 | 14.10% | Interest Income | |
| 1983-12-30 | 1984-02-14 | Completed | 100% | $0.33 | $0.28 | -14.50% | Stop | |
| 1983-12-07 | 1983-12-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-08-23 | 1983-12-07 | Completed | 100% | $0.39 | $0.35 | -10.50% | Stop | |
| 1983-08-01 | 1983-08-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-05-03 | 1983-08-01 | Completed | 100% | $0.34 | $0.40 | 16.94% | Stop | |
| 1983-04-11 | 1983-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-03-07 | 1983-04-11 | Completed | 100% | $0.42 | $0.34 | -19.02% | Stop | |
| 1983-02-10 | 1983-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-10-21 | 1983-02-10 | Completed | 100% | $0.35 | $0.38 | 10.88% | Stop | |
| 1981-11-11 | 1982-10-21 | Interest (CASH) | 100% | $1.00 | $1.07 | 7.38% | Interest Income | |
| 1981-07-17 | 1981-11-11 | Completed | 100% | $0.28 | $0.29 | 4.20% | Signal | |
| 1981-06-24 | 1981-07-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-02-13 | 1981-06-24 | Completed | 100% | $0.25 | $0.28 | 10.02% | Stop | |
| 1981-01-22 | 1981-02-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-12-18 | 1981-01-22 | Completed | 100% | $0.32 | $0.29 | -9.25% | Stop | |
| 1980-11-25 | 1980-12-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-03-31 | 1980-11-25 | Completed | 100% | $0.23 | $0.35 | 54.23% | Stop | |
| 1980-03-07 | 1980-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-03-21 | 1980-03-07 | Completed | 100% | $0.14 | $0.23 | 66.82% | Stop | |
| 1979-02-27 | 1979-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-12-22 | 1979-02-27 | Completed | 100% | $0.13 | $0.12 | -5.05% | Stop | |
| 1978-11-30 | 1978-12-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-11-27 | 1978-11-30 | Completed | 100% | $0.13 | $0.12 | -8.44% | Stop | |
| 1977-03-28 | 1978-11-27 | Interest (CASH) | 100% | $1.00 | $1.13 | 13.42% | Interest Income | |
| 1977-03-07 | 1977-03-28 | Completed | 100% | $0.11 | $0.10 | -5.45% | Stop | |
| 1976-07-01 | 1977-03-07 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.25% | Interest Income | |
| 1976-06-11 | 1976-07-01 | Completed | 100% | $0.10 | $0.11 | 2.81% | Signal | |
| 1976-05-19 | 1976-06-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-01-13 | 1976-05-19 | Completed | 100% | $0.11 | $0.12 | 11.06% | Stop | |
| 1975-10-28 | 1976-01-13 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.57% | Interest Income | |
| 1975-10-14 | 1975-10-28 | Completed | 100% | $0.14 | $0.14 | -5.45% | Stop | |
| 1975-07-11 | 1975-10-14 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.96% | Interest Income | |