MRK
Merck & Co Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for MRK (Merck & Co Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -54.3% (compared to the benchmark's drawdown of -68.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.8%, compared to a Buy-and-Hold benchmark return of 11.5%. The strategy executed 64 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
MRK Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 54.48% | 61.09% | 19.21% | 14.70% | 10.83% | 12.30% | 9.77% | 11.47% |
| Sharpe Ratio | 1.83 | 1.73 | 0.90 | 0.57 | 0.58 | 0.50 | 0.52 | 0.42 |
| Max Drawdown | -11.37% | -11.37% | -19.63% | -43.44% | -29.14% | -43.44% | -54.31% | -68.62% |
| % Time Invested | 75.0% | 100.0% | 68.1% | 100.0% | 69.3% | 100.0% | 64.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 | 1.2 | 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 | ||||||||
| 2024-09-06 | 2025-10-22 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.93% | Interest Income | |
| 2024-08-23 | 2024-09-06 | Completed | 100% | $109.33 | $111.48 | 1.92% | Signal | |
| 2024-08-01 | 2024-08-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-01-08 | 2024-08-01 | Completed | 100% | $108.73 | $105.89 | -2.65% | Stop | |
| 2023-09-05 | 2024-01-08 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.85% | Interest Income | |
| 2021-12-22 | 2023-09-05 | Completed | 100% | $65.74 | $99.80 | 51.73% | Signal | |
| 2021-11-30 | 2021-12-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-06-29 | 2021-11-30 | Completed | 100% | $65.88 | $64.53 | -2.10% | Stop | |
| 2021-02-24 | 2021-06-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-09-09 | 2021-02-24 | Completed | 100% | $66.21 | $60.02 | -9.39% | Signal | |
| 2020-02-28 | 2020-09-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2018-06-07 | 2020-02-28 | Completed | 100% | $45.94 | $59.63 | 29.74% | Stop | |
| 2017-10-31 | 2018-06-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.94% | Interest Income | |
| 2016-04-22 | 2017-10-31 | Completed | 100% | $39.48 | $40.18 | 1.73% | Stop | |
| 2015-08-13 | 2016-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2015-05-21 | 2015-08-13 | Completed | 100% | $40.78 | $39.73 | -2.62% | Signal | |
| 2015-04-10 | 2015-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-04-22 | 2015-04-10 | Completed | 100% | $29.94 | $38.42 | 28.28% | Signal | |
| 2013-03-28 | 2013-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-03-26 | 2013-03-28 | Completed | 100% | $27.73 | $27.79 | 0.18% | Signal | |
| 2013-03-04 | 2013-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-01-25 | 2013-03-04 | Completed | 100% | $26.95 | $26.82 | -0.51% | Signal | |
| 2013-01-02 | 2013-01-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-12-02 | 2013-01-02 | Completed | 100% | $21.28 | $26.16 | 22.84% | Stop | |
| 2011-08-05 | 2011-12-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-05-04 | 2011-08-05 | Completed | 100% | $21.07 | $18.61 | -11.72% | Stop | |
| 2011-02-24 | 2011-05-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-10-06 | 2011-02-24 | Completed | 100% | $20.99 | $18.37 | -12.51% | Signal | |
| 2010-06-09 | 2010-10-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2010-05-17 | 2010-06-09 | Completed | 100% | $18.26 | $18.78 | 2.80% | Signal | |
| 2010-04-23 | 2010-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-22 | 2010-04-23 | Completed | 100% | $15.87 | $18.77 | 18.18% | Stop | |
| 2009-06-17 | 2009-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-05-28 | 2009-06-17 | Completed | 100% | $13.98 | $13.13 | -6.18% | Stop | |
| 2008-02-29 | 2009-05-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.07% | Interest Income | |
| 2008-02-14 | 2008-02-29 | Completed | 100% | $23.82 | $22.35 | -6.22% | Signal | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2006-01-09 | 2008-01-23 | Completed | 100% | $15.43 | $25.50 | 65.19% | Stop | |
| 2005-08-23 | 2006-01-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.42% | Interest Income | |
| 2005-05-20 | 2005-08-23 | Completed | 100% | $14.71 | $12.57 | -14.58% | Stop | |
| 2005-01-31 | 2005-05-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.84% | Interest Income | |
| 2004-12-17 | 2005-01-31 | Completed | 100% | $13.63 | $12.38 | -9.19% | Stop | |
| 2004-08-31 | 2004-12-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2004-06-09 | 2004-08-31 | Completed | 100% | $20.79 | $19.41 | -6.70% | Signal | |
| 2003-09-17 | 2004-06-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2003-08-26 | 2003-09-17 | Completed | 100% | $21.07 | $22.68 | 7.60% | Signal | |
| 2003-08-04 | 2003-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-04-03 | 2003-08-04 | Completed | 100% | $22.36 | $21.44 | -4.14% | Stop | |
| 2003-03-12 | 2003-04-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2002-12-05 | 2003-03-12 | Completed | 100% | $23.37 | $20.00 | -14.48% | Stop | |
| 2001-03-21 | 2002-12-05 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.91% | Interest Income | |
| 2001-02-08 | 2001-03-21 | Completed | 100% | $30.22 | $26.11 | -13.64% | Stop | |
| 2001-01-17 | 2001-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2000-08-11 | 2001-01-17 | Completed | 100% | $26.43 | $31.03 | 17.33% | Stop | |
| 2000-07-20 | 2000-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-06-15 | 2000-07-20 | Completed | 100% | $27.05 | $24.11 | -10.92% | Stop | |
| 2000-02-14 | 2000-06-15 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.95% | Interest Income | |
| 2000-01-07 | 2000-02-14 | Completed | 100% | $25.65 | $24.07 | -6.22% | Stop | |
| 1999-12-15 | 2000-01-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1999-11-15 | 1999-12-15 | Completed | 100% | $27.55 | $25.24 | -8.43% | Stop | |
| 1999-06-16 | 1999-11-15 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.02% | Interest Income | |
| 1999-05-12 | 1999-06-16 | Completed | 100% | $25.96 | $25.15 | -3.16% | Signal | |
| 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 | |
| 1994-09-19 | 1996-04-11 | Completed | 100% | $5.67 | $10.19 | 79.73% | Stop | |
| 1994-04-08 | 1994-09-19 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.91% | Interest Income | |
| 1994-03-21 | 1994-04-08 | Completed | 100% | $5.16 | $4.81 | -6.74% | Signal | |
| 1994-02-25 | 1994-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 1993-12-27 | 1994-02-25 | Completed | 100% | $5.58 | $5.18 | -7.27% | Stop | |
| 1992-09-24 | 1993-12-27 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.89% | Interest Income | |
| 1992-03-13 | 1992-09-24 | Completed | 100% | $7.64 | $7.23 | -5.36% | Signal | |
| 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 | |
| 1990-05-15 | 1990-08-24 | Completed | 100% | $3.83 | $3.85 | 0.33% | Stop | |
| 1990-02-26 | 1990-05-15 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.71% | Interest Income | |
| 1988-07-25 | 1990-02-26 | Completed | 100% | $2.54 | $3.31 | 30.32% | Stop | |
| 1988-05-09 | 1988-07-25 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.60% | Interest Income | |
| 1988-04-14 | 1988-05-09 | Completed | 100% | $2.55 | $2.35 | -7.71% | Stop | |
| 1987-12-16 | 1988-04-14 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.48% | Interest Income | |
| 1987-11-10 | 1987-12-16 | Completed | 100% | $2.63 | $2.45 | -6.80% | Signal | |
| 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 | |
| 1984-08-02 | 1986-09-15 | Completed | 100% | $0.61 | $1.50 | 147.38% | Stop | |
| 1984-05-16 | 1984-08-02 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.63% | Interest Income | |
| 1984-04-26 | 1984-05-16 | Completed | 100% | $0.67 | $0.65 | -3.49% | Signal | |
| 1984-01-31 | 1984-04-26 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.81% | Interest Income | |
| 1984-01-19 | 1984-01-31 | Completed | 100% | $0.63 | $0.63 | -1.57% | Signal | |
| 1983-12-27 | 1984-01-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-10-08 | 1983-12-27 | Completed | 100% | $0.54 | $0.63 | 15.35% | Stop | |
| 1981-09-22 | 1982-10-08 | Interest (CASH) | 100% | $1.00 | $1.08 | 8.25% | Interest Income | |
| 1981-09-08 | 1981-09-22 | Completed | 100% | $0.53 | $0.54 | 2.10% | Signal | |
| 1981-08-14 | 1981-09-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-06-03 | 1981-08-14 | Completed | 100% | $0.44 | $0.56 | 25.44% | Stop | |
| 1980-02-27 | 1980-06-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.02% | Interest Income | |
| 1978-11-17 | 1980-02-27 | Completed | 100% | $0.35 | $0.39 | 13.00% | Stop | |
| 1978-10-26 | 1978-11-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-06-07 | 1978-10-26 | Completed | 100% | $0.36 | $0.33 | -8.31% | Stop | |
| 1978-03-01 | 1978-06-07 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.06% | Interest Income | |
| 1977-08-23 | 1978-03-01 | Completed | 100% | $0.34 | $0.31 | -9.61% | Signal | |
| 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 | |
| 1976-12-10 | 1977-06-22 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.09% | Interest Income | |
| 1976-12-08 | 1976-12-10 | Completed | 100% | $0.37 | $0.37 | 0.52% | Signal | |
| 1976-11-15 | 1976-12-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-08-27 | 1976-11-15 | Completed | 100% | $0.40 | $0.39 | -3.23% | Stop | |
| 1976-06-18 | 1976-08-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.48% | Interest Income | |
| 1976-05-07 | 1976-06-18 | Completed | 100% | $0.41 | $0.39 | -5.97% | Signal | |
| 1976-01-06 | 1976-05-07 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.61% | Interest Income | |
| 1975-11-13 | 1976-01-06 | Completed | 100% | $0.43 | $0.39 | -10.60% | Signal | |
| 1975-09-17 | 1975-11-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.23% | Interest Income | |
| 1975-08-28 | 1975-09-17 | Completed | 100% | $0.38 | $0.36 | -5.29% | Signal | |
| 1975-08-06 | 1975-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-03-05 | 1975-08-06 | Completed | 100% | $0.42 | $0.39 | -7.18% | Stop | |
| 1974-07-10 | 1975-03-05 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.06% | Interest Income | |
| 1974-06-21 | 1974-07-10 | Completed | 100% | $0.44 | $0.41 | -7.19% | Signal | |
| 1973-07-06 | 1974-06-21 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.54% | 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 | |