MRK
Merck & Co Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for MRK (Merck & Co Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -63.5% (compared to the benchmark's drawdown of -68.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.6%, compared to a Buy-and-Hold benchmark return of 11.5%. The strategy executed 68 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
MRK Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 48.70% | 61.09% | 11.69% | 14.70% | 8.13% | 12.30% | 6.64% | 11.47% |
| Sharpe Ratio | 1.75 | 1.73 | 0.56 | 0.57 | 0.41 | 0.50 | 0.35 | 0.42 |
| Max Drawdown | -11.37% | -11.37% | -31.79% | -43.44% | -31.79% | -43.44% | -63.54% | -68.62% |
| % Time Invested | 68.7% | 100.0% | 74.7% | 100.0% | 73.2% | 100.0% | 64.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 1.0 | 0.0 | 1.3 | 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 | ||||||||
| 2025-03-14 | 2025-11-13 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.83% | Interest Income | |
| 2025-02-28 | 2025-03-14 | Completed | 100% | $86.16 | $89.55 | 3.88% | Signal | |
| 2025-02-05 | 2025-02-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-11-25 | 2025-02-05 | Completed | 100% | $94.32 | $85.86 | -9.01% | Stop | |
| 2024-11-01 | 2024-11-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-08-23 | 2024-11-01 | Completed | 100% | $109.33 | $95.91 | -12.32% | Stop | |
| 2024-08-01 | 2024-08-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-11-13 | 2024-08-01 | Completed | 100% | $92.80 | $105.89 | 14.06% | Stop | |
| 2023-10-20 | 2023-11-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2021-12-22 | 2023-10-20 | Completed | 100% | $65.74 | $91.79 | 39.55% | Stop | |
| 2021-11-30 | 2021-12-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-10-29 | 2021-11-30 | Completed | 100% | $74.66 | $64.53 | -13.62% | Stop | |
| 2021-01-13 | 2021-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-23 | 2021-01-13 | Completed | 100% | $55.10 | $66.89 | 21.35% | Signal | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2018-11-19 | 2020-02-28 | Completed | 100% | $57.30 | $59.63 | 4.02% | Stop | |
| 2018-05-07 | 2018-11-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.13% | Interest Income | |
| 2017-11-22 | 2018-05-07 | Completed | 100% | $39.50 | $42.81 | 8.32% | Signal | |
| 2017-10-31 | 2017-11-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2016-10-12 | 2017-10-31 | Completed | 100% | $44.13 | $40.18 | -9.00% | Stop | |
| 2016-01-25 | 2016-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2015-09-17 | 2016-01-25 | Completed | 100% | $36.86 | $35.45 | -3.87% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-01-25 | 2015-08-25 | Completed | 100% | $26.95 | $37.59 | 39.43% | Stop | |
| 2013-01-02 | 2013-01-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-01-20 | 2013-01-02 | Completed | 100% | $23.59 | $26.16 | 10.86% | Stop | |
| 2011-10-17 | 2012-01-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-29 | 2011-10-17 | Completed | 100% | $18.79 | $19.47 | 3.55% | Signal | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-04-08 | 2011-08-05 | Completed | 100% | $19.41 | $18.61 | -4.18% | Stop | |
| 2011-03-17 | 2011-04-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2011-03-17 | Completed | 100% | $18.54 | $18.11 | -2.36% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-02-19 | 2010-05-07 | Completed | 100% | $20.44 | $18.81 | -8.01% | Stop | |
| 2009-06-17 | 2010-02-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2009-05-28 | 2009-06-17 | Completed | 100% | $13.98 | $13.13 | -6.18% | Stop | |
| 2008-09-05 | 2009-05-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2008-08-14 | 2008-09-05 | Completed | 100% | $18.08 | $17.38 | -3.94% | Signal | |
| 2008-07-23 | 2008-08-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2008-07-08 | 2008-07-23 | Completed | 100% | $18.66 | $16.09 | -13.81% | Stop | |
| 2008-06-13 | 2008-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2008-04-10 | 2008-06-13 | Completed | 100% | $20.93 | $18.10 | -13.57% | Stop | |
| 2008-03-18 | 2008-04-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2008-02-14 | 2008-03-18 | Completed | 100% | $23.82 | $21.28 | -10.69% | Stop | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2006-07-27 | 2008-01-23 | Completed | 100% | $19.13 | $25.50 | 33.24% | Stop | |
| 2005-09-22 | 2006-07-27 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.72% | Interest Income | |
| 2005-09-08 | 2005-09-22 | Completed | 100% | $13.50 | $12.69 | -5.99% | Stop | |
| 2005-01-31 | 2005-09-08 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.82% | Interest Income | |
| 2004-12-17 | 2005-01-31 | Completed | 100% | $13.63 | $12.38 | -9.19% | Stop | |
| 2004-06-08 | 2004-12-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 2003-11-14 | 2004-06-08 | Completed | 100% | $19.52 | $20.66 | 5.76% | Signal | |
| 2003-10-23 | 2003-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-09-15 | 2003-10-23 | Completed | 100% | $22.57 | $19.20 | -14.94% | Stop | |
| 2001-12-12 | 2003-09-15 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.48% | Interest Income | |
| 2001-07-18 | 2001-12-12 | Completed | 100% | $24.51 | $23.15 | -5.59% | Stop | |
| 2001-06-25 | 2001-07-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2001-04-16 | 2001-06-25 | Completed | 100% | $29.85 | $25.74 | -13.79% | Stop | |
| 2001-03-22 | 2001-04-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2001-02-20 | 2001-03-22 | Completed | 100% | $28.90 | $25.34 | -12.35% | Stop | |
| 2000-04-03 | 2001-02-20 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.24% | Interest Income | |
| 2000-03-08 | 2000-04-03 | Completed | 100% | $19.91 | $23.03 | 15.59% | Signal | |
| 2000-02-14 | 2000-03-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-01-06 | 2000-02-14 | Completed | 100% | $24.92 | $24.07 | -3.46% | Stop | |
| 1999-12-14 | 2000-01-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1999-08-27 | 1999-12-14 | Completed | 100% | $25.36 | $24.99 | -1.51% | Stop | |
| 1999-08-05 | 1999-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-05-12 | 1999-08-05 | Completed | 100% | $25.96 | $23.37 | -10.00% | Stop | |
| 1999-04-20 | 1999-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-08-28 | 1999-04-20 | Completed | 100% | $23.24 | $26.87 | 15.52% | 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% | $21.50 | $21.74 | 1.07% | 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% | $16.07 | $20.47 | 27.33% | Stop | |
| 1997-10-28 | 1997-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-04-23 | 1997-10-28 | Completed | 100% | $15.68 | $14.54 | -7.30% | Stop | |
| 1997-04-01 | 1997-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-05-03 | 1997-04-01 | Completed | 100% | $10.15 | $14.75 | 45.31% | Stop | |
| 1996-04-11 | 1996-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1995-03-13 | 1996-04-11 | Completed | 100% | $7.04 | $10.19 | 44.78% | Stop | |
| 1994-02-22 | 1995-03-13 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.07% | Interest Income | |
| 1993-12-27 | 1994-02-22 | Completed | 100% | $5.58 | $5.32 | -4.74% | Stop | |
| 1993-03-25 | 1993-12-27 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.32% | Interest Income | |
| 1993-02-19 | 1993-03-25 | Completed | 100% | $5.96 | $5.45 | -8.65% | Stop | |
| 1993-01-27 | 1993-02-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-10-20 | 1993-01-27 | Completed | 100% | $6.94 | $6.20 | -10.76% | Stop | |
| 1992-09-28 | 1992-10-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 1992-03-13 | 1992-09-28 | Completed | 100% | $7.64 | $6.72 | -11.98% | Stop | |
| 1992-02-20 | 1992-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1990-09-18 | 1992-02-20 | Completed | 100% | $3.98 | $7.44 | 87.02% | Stop | |
| 1990-08-24 | 1990-09-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1990-03-20 | 1990-08-24 | Completed | 100% | $3.47 | $3.85 | 10.63% | Stop | |
| 1990-02-26 | 1990-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.50% | Interest Income | |
| 1988-12-07 | 1990-02-26 | Completed | 100% | $2.77 | $3.31 | 19.60% | Stop | |
| 1988-10-31 | 1988-12-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 1988-02-05 | 1988-10-31 | Completed | 100% | $2.35 | $2.71 | 15.11% | Signal | |
| 1988-01-14 | 1988-02-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-11-10 | 1988-01-14 | Completed | 100% | $2.63 | $2.38 | -9.75% | Stop | |
| 1987-10-19 | 1987-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-07 | 1987-10-19 | Completed | 100% | $1.55 | $2.77 | 78.23% | Stop | |
| 1986-09-15 | 1986-10-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-07-25 | 1986-09-15 | Completed | 100% | $0.85 | $1.50 | 75.80% | Stop | |
| 1984-09-27 | 1985-07-25 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.42% | Interest Income | |
| 1984-08-13 | 1984-09-27 | Completed | 100% | $0.62 | $0.60 | -3.50% | Signal | |
| 1984-07-20 | 1984-08-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-01-19 | 1984-07-20 | Completed | 100% | $0.63 | $0.57 | -9.90% | Stop | |
| 1983-12-27 | 1984-01-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-07-05 | 1983-12-27 | Completed | 100% | $0.65 | $0.63 | -3.28% | Stop | |
| 1983-02-11 | 1983-07-05 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.98% | Interest Income | |
| 1982-12-28 | 1983-02-11 | Completed | 100% | $0.59 | $0.56 | -5.23% | Stop | |
| 1982-05-25 | 1982-12-28 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.59% | Interest Income | |
| 1982-03-26 | 1982-05-25 | Completed | 100% | $0.48 | $0.49 | 2.53% | Signal | |
| 1982-03-04 | 1982-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-09-08 | 1982-03-04 | Completed | 100% | $0.53 | $0.48 | -10.05% | Stop | |
| 1981-08-14 | 1981-09-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-03-20 | 1981-08-14 | Completed | 100% | $0.39 | $0.56 | 43.76% | Stop | |
| 1980-02-27 | 1980-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-01-12 | 1980-02-27 | Completed | 100% | $0.42 | $0.39 | -6.85% | Stop | |
| 1978-09-22 | 1979-01-12 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.33% | Interest Income | |
| 1978-09-08 | 1978-09-22 | Completed | 100% | $0.38 | $0.36 | -5.86% | Stop | |
| 1977-10-18 | 1978-09-08 | Interest (CASH) | 100% | $1.00 | $1.07 | 6.96% | Interest Income | |
| 1977-08-23 | 1977-10-18 | Completed | 100% | $0.34 | $0.32 | -5.58% | Stop | |
| 1977-07-28 | 1977-08-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 1977-06-22 | 1977-07-28 | Completed | 100% | $0.33 | $0.31 | -6.19% | Stop | |
| 1976-07-06 | 1977-06-22 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.57% | Interest Income | |
| 1976-01-13 | 1976-07-06 | Completed | 100% | $0.40 | $0.41 | 2.54% | Signal | |
| 1975-12-18 | 1976-01-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-11-13 | 1975-12-18 | Completed | 100% | $0.43 | $0.39 | -8.85% | Stop | |
| 1974-03-11 | 1975-11-13 | Interest (CASH) | 100% | $1.00 | $1.14 | 13.59% | Interest Income | |
| 1974-01-30 | 1974-03-11 | Completed | 100% | $0.42 | $0.43 | 4.26% | Signal | |
| 1974-01-08 | 1974-01-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-10-02 | 1974-01-08 | Completed | 100% | $0.43 | $0.40 | -6.33% | Stop | |
| 1973-09-10 | 1973-10-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-07-30 | 1973-09-10 | Completed | 100% | $0.49 | $0.41 | -16.14% | Stop | |
| 1973-07-06 | 1973-07-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1972-03-13 | 1973-07-06 | Completed | 100% | $0.36 | $0.45 | 25.39% | Stop | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |