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DASHBOARDS: Portfolio Hub Market Pulse Performance Compare Studio

MSFT

Microsoft Corporation
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-11
Executive Summary
The quantitative backtest for MSFT (Microsoft Corporation) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -32.8% (compared to the benchmark's drawdown of -69.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 18.3%, compared to a Buy-and-Hold benchmark return of 22.2%. The strategy executed 178 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

🛡️ MSFT Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-32.8% (vs -69.4% B&H)
+36.6% shallower drawdown
Downside Efficiency
0.99 Sortino
+0.10 vs 0.89 B&H
Capital Sheltered from Risk
29.4% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.

📊 MSFT Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-20.42%-34.50%-28.69%-37.15%-28.69%-37.15%-32.75%-69.39%
Sharpe Ratio-0.29-0.010.360.401.030.830.760.63
Sortino Ratio-0.39-0.010.490.581.401.120.990.89
CAGR-4.12%-0.26%6.35%11.72%23.05%25.63%18.29%22.16%
% Time Invested54.6%100.0%66.0%100.0%80.8%100.0%70.6%100.0%
Trades / Year4.00.04.40.03.00.04.60.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of MSFT under the Excess Return MMA strategy (Investing) versus Buy & Hold. The strategy produced a 18.3% CAGR with a -32.8% Max Drawdown across 178 trade signals (compared to Buy & Hold's 22.2% CAGR and -69.4% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for MSFT under Excess Return MMA strategy in Investing context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for MSFT under Excess Return MMA (Investing). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.

Diversifier Asset Category 1Y Correlation (r) Action
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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 DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2026-06-10 2026-07-06 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
2026-04-22 2026-06-10 Completed 33.33% $424.47 $397.80 -6.33% Stop
2026-03-30 2026-04-22 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2026-02-13 2026-04-08 Completed 33.33% $401.90 $383.43 -4.64% Signal
2026-02-24 2026-03-30 Completed 33.33% $382.59 $360.44 -5.84% Stop
2026-01-30 2026-02-24 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2026-01-22 2026-02-13 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2025-12-17 2026-01-30 Completed 33.33% $473.90 $436.40 -7.96% Stop
2025-06-09 2026-01-22 Completed 33.33% $465.10 $444.80 -4.41% Stop
2025-06-09 2025-12-22 Completed 33.33% $465.10 $483.06 3.81% Signal
2025-11-24 2025-12-17 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2025-03-21 2025-11-24 Completed 33.33% $378.77 $472.01 24.55% Stop
2025-03-12 2025-06-09 Interest (CASH) 33.33% $1.00 $1.01 1.04% Interest Income
2025-01-15 2025-06-09 Interest (CASH) 33.33% $1.00 $1.02 1.68% Interest Income
2025-02-27 2025-03-21 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-01-28 2025-03-12 Completed 33.33% $428.70 $378.51 -11.75% Signal
2024-08-27 2025-02-27 Completed 33.33% $406.44 $396.61 -2.47% Stop
2025-01-02 2025-01-28 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2023-01-18 2025-01-15 Completed 33.33% $234.44 $413.44 76.26% Signal
2024-12-10 2025-01-02 Completed 33.33% $438.35 $419.75 -4.29% Stop
2024-10-09 2024-12-10 Interest (CASH) 33.33% $1.00 $1.01 0.78% Interest Income
2023-11-30 2024-10-09 Completed 33.33% $370.58 $409.39 10.42% Signal
2024-08-05 2024-08-27 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2023-11-07 2024-08-05 Completed 33.33% $351.17 $382.43 8.85% Stop
2023-11-07 2023-11-30 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-02-02 2023-11-07 Interest (CASH) 33.33% $1.00 $1.04 4.02% Interest Income
2023-01-18 2023-11-07 Completed 33.33% $234.44 $351.17 49.72% Signal
2023-01-31 2023-02-02 Completed 33.33% $236.27 $251.18 6.26% Signal
2023-01-06 2023-01-31 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2022-06-17 2023-01-18 Interest (CASH) 33.33% $1.00 $1.02 1.97% Interest Income
2022-03-23 2023-01-18 Interest (CASH) 33.33% $1.00 $1.02 2.20% Interest Income
2022-11-29 2023-01-06 Completed 33.33% $234.28 $216.42 -7.67% Stop
2022-11-04 2022-11-29 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2022-09-28 2022-11-04 Completed 33.33% $229.18 $210.54 -8.18% Stop
2022-09-06 2022-09-28 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
2022-05-17 2022-09-06 Completed 33.33% $256.39 $247.94 -3.34% Stop
2022-06-07 2022-06-17 Completed 33.33% $257.50 $236.31 -8.27% Signal
2022-05-13 2022-06-07 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2022-04-25 2022-05-17 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2022-02-16 2022-05-13 Completed 33.33% $287.47 $247.95 -13.79% Stop
2022-02-15 2022-04-25 Completed 33.33% $288.45 $263.31 -8.76% Stop
2022-02-16 2022-03-23 Completed 33.33% $287.47 $289.53 0.67% Signal
2022-01-25 2022-02-16 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2022-01-25 2022-02-16 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2022-01-24 2022-02-15 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-03-24 2022-01-25 Completed 33.33% $136.00 $280.29 106.00% Stop
2020-03-24 2022-01-25 Completed 33.33% $136.00 $280.29 106.00% Stop
2020-10-06 2022-01-24 Completed 33.33% $198.59 $280.95 41.40% Stop
2020-09-14 2020-10-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-18 2020-09-14 Completed 33.33% $130.56 $194.23 48.70% Stop
2020-03-02 2020-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-03-02 2020-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-02-25 2020-03-18 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2019-03-19 2020-03-02 Completed 33.33% $110.26 $156.40 41.77% Stop
2019-01-18 2020-03-02 Completed 33.33% $99.91 $156.40 56.46% Stop
2019-01-17 2020-02-25 Completed 33.33% $97.62 $164.81 68.73% Stop
2018-12-26 2019-03-19 Interest (CASH) 33.33% $1.00 $1.01 0.54% Interest Income
2018-12-26 2019-01-18 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-12-24 2019-01-17 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2016-08-09 2018-12-26 Completed 33.33% $51.33 $88.46 72.23% Stop
2015-09-15 2018-12-26 Completed 33.33% $37.33 $88.46 136.85% Stop
2018-11-23 2018-12-24 Completed 33.33% $94.99 $90.82 -4.44% Stop
2018-10-31 2018-11-23 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2016-07-21 2018-10-31 Completed 33.33% $49.40 $97.61 97.49% Stop
2016-06-23 2016-08-09 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2016-06-28 2016-07-21 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-02-12 2016-06-28 Completed 33.33% $43.72 $43.17 -1.31% Stop
2016-06-13 2016-06-23 Completed 33.33% $43.75 $45.25 3.38% Signal
2016-05-05 2016-06-13 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2015-06-10 2016-05-05 Completed 33.33% $39.32 $43.70 11.10% Signal
2016-01-21 2016-02-12 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-09-17 2016-01-21 Completed 33.33% $38.28 $44.37 15.87% Stop
2015-08-25 2015-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-06-30 2015-09-15 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-02-20 2015-08-25 Completed 33.33% $37.12 $36.79 -0.92% Stop
2015-02-25 2015-06-30 Completed 33.33% $37.49 $38.39 2.34% Signal
2015-03-05 2015-06-10 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-02-25 2015-03-05 Completed 33.33% $37.49 $36.74 -2.05% Signal
2015-02-02 2015-02-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-02-02 2015-02-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-01-28 2015-02-20 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-11-14 2015-02-02 Completed 33.33% $30.99 $34.38 10.90% Stop
2013-05-21 2015-02-02 Completed 33.33% $28.52 $34.38 20.49% Stop
2013-08-13 2015-01-28 Completed 33.33% $26.60 $36.20 36.02% Stop
2013-10-23 2013-11-14 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-04-11 2013-10-23 Completed 33.33% $23.48 $28.11 19.65% Signal
2013-07-22 2013-08-13 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2012-12-07 2013-07-22 Completed 33.33% $21.46 $25.76 19.95% Stop
2012-12-19 2013-05-21 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2012-11-30 2013-04-11 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2012-12-12 2012-12-19 Completed 33.33% $22.03 $22.16 0.53% Signal
2012-11-19 2012-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-11-14 2012-12-07 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-10-08 2012-11-30 Completed 33.33% $23.53 $21.65 -8.03% Signal
2011-12-13 2012-11-19 Completed 33.33% $20.04 $21.45 6.97% Stop
2012-06-27 2012-11-14 Completed 33.33% $23.80 $21.80 -8.47% Stop
2012-07-25 2012-10-08 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2011-08-31 2012-07-25 Completed 33.33% $20.31 $23.06 13.48% Signal
2012-06-05 2012-06-27 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-02-28 2012-06-05 Completed 33.33% $24.61 $22.48 -8.68% Stop
2011-07-14 2012-02-28 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2011-08-15 2011-12-13 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-04-29 2011-08-31 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-10-14 2011-08-15 Completed 33.33% $19.06 $19.37 1.62% Signal
2011-04-08 2011-07-14 Completed 33.33% $19.96 $20.43 2.34% Signal
2010-10-14 2011-04-29 Completed 33.33% $19.06 $20.25 6.20% Signal
2011-03-17 2011-04-08 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-07-26 2011-03-17 Completed 33.33% $19.38 $19.11 -1.45% Stop
2010-09-01 2010-10-14 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2010-05-10 2010-10-14 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2010-06-18 2010-09-01 Completed 33.33% $19.76 $17.83 -9.81% Signal
2010-07-01 2010-07-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-06-15 2010-07-01 Completed 33.33% $19.30 $17.31 -10.37% Stop
2010-05-26 2010-06-18 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-05-21 2010-06-15 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-08-14 2010-05-26 Completed 33.33% $17.37 $19.66 13.14% Stop
2010-03-12 2010-05-21 Completed 33.33% $21.88 $19.96 -8.81% Stop
2009-06-03 2010-05-10 Completed 33.33% $15.67 $21.64 38.08% Signal
2010-02-05 2010-03-12 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-11-13 2010-02-05 Completed 33.33% $21.79 $20.79 -4.62% Stop
2009-07-13 2009-11-13 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2009-07-13 2009-08-14 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2009-06-18 2009-07-13 Completed 33.33% $17.37 $16.48 -5.13% Stop
2009-06-18 2009-07-13 Completed 33.33% $17.37 $16.48 -5.13% Stop
2008-10-23 2009-06-18 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2008-06-12 2009-06-18 Interest (CASH) 33.33% $1.00 $1.01 0.65% Interest Income
2008-04-02 2009-06-03 Interest (CASH) 33.33% $1.00 $1.01 0.96% Interest Income
2008-10-13 2008-10-23 Completed 33.33% $16.48 $15.53 -5.78% Stop
2008-09-19 2008-10-13 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2008-06-25 2008-09-19 Completed 33.33% $19.96 $19.01 -4.85% Stop
2008-06-03 2008-06-25 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2008-02-27 2008-06-12 Completed 33.33% $20.16 $19.67 -2.49% Signal
2008-02-14 2008-06-03 Completed 33.33% $20.58 $20.04 -2.67% Stop
2008-02-29 2008-04-02 Completed 33.33% $19.80 $21.15 6.74% Signal
2008-02-06 2008-02-29 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2008-02-04 2008-02-27 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2008-01-23 2008-02-14 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2007-11-08 2008-02-06 Completed 33.33% $25.28 $20.86 -17.52% Stop
2006-12-11 2008-02-04 Completed 33.33% $20.52 $21.72 5.82% Stop
2007-06-11 2008-01-23 Completed 33.33% $21.19 $22.43 5.81% Stop
2007-09-25 2007-11-08 Interest (CASH) 33.33% $1.00 $1.00 0.49% Interest Income
2007-06-25 2007-09-25 Completed 33.33% $20.85 $20.69 -0.82% Signal
2007-04-17 2007-06-25 Interest (CASH) 33.33% $1.00 $1.01 0.90% Interest Income
2006-06-16 2007-06-11 Interest (CASH) 33.33% $1.00 $1.05 4.90% Interest Income
2006-09-25 2007-04-17 Completed 33.33% $18.78 $20.19 7.47% Signal
2006-05-17 2006-12-11 Interest (CASH) 33.33% $1.00 $1.03 2.83% Interest Income
2006-05-08 2006-09-25 Interest (CASH) 33.33% $1.00 $1.02 1.89% Interest Income
2006-05-23 2006-06-16 Completed 33.33% $16.13 $15.33 -4.98% Signal
2006-05-01 2006-05-23 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2005-11-21 2006-05-17 Completed 33.33% $19.45 $15.98 -17.90% Stop
2005-07-29 2006-05-08 Completed 33.33% $17.76 $16.58 -6.67% Signal
2004-04-15 2006-05-01 Completed 33.33% $15.63 $16.91 8.10% Stop
2005-06-17 2005-11-21 Interest (CASH) 33.33% $1.00 $1.02 1.52% Interest Income
2005-04-01 2005-07-29 Interest (CASH) 33.33% $1.00 $1.01 0.98% Interest Income
2004-09-30 2005-06-17 Completed 33.33% $16.95 $17.41 2.67% Signal
2004-07-12 2005-04-01 Completed 33.33% $16.94 $16.64 -1.82% Signal
2004-04-28 2004-09-30 Interest (CASH) 33.33% $1.00 $1.01 0.58% Interest Income
2004-01-15 2004-07-12 Interest (CASH) 33.33% $1.00 $1.00 0.50% Interest Income
2004-04-15 2004-04-28 Completed 33.33% $15.63 $16.54 5.74% Signal
2004-03-23 2004-04-15 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2004-03-11 2004-04-15 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2003-08-29 2004-03-23 Completed 33.33% $16.11 $15.09 -6.36% Stop
2003-12-17 2004-03-11 Completed 33.33% $16.56 $15.42 -6.93% Stop
2003-06-23 2004-01-15 Completed 33.33% $15.92 $16.87 5.93% Signal
2001-10-10 2003-12-17 Interest (CASH) 33.33% $1.00 $1.03 3.08% Interest Income
2003-06-10 2003-08-29 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2003-04-04 2003-06-23 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2003-04-02 2003-06-10 Completed 33.33% $15.28 $14.58 -4.67% Signal
2003-02-26 2003-04-04 Completed 33.33% $14.66 $15.69 6.97% Signal
2002-01-22 2003-04-02 Interest (CASH) 33.33% $1.00 $1.02 1.84% Interest Income
2003-02-03 2003-02-26 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2002-11-20 2003-02-03 Completed 33.33% $16.70 $14.55 -12.91% Stop
2002-04-19 2002-11-20 Interest (CASH) 33.33% $1.00 $1.01 0.98% Interest Income
2002-03-19 2002-04-19 Completed 33.33% $18.87 $17.43 -7.67% Signal
2002-02-25 2002-03-19 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-01-02 2002-02-25 Completed 33.33% $20.23 $17.58 -13.11% Stop
2001-09-21 2002-01-22 Completed 33.33% $14.54 $20.22 38.93% Signal
2001-10-11 2002-01-02 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2001-09-21 2001-10-11 Completed 33.33% $14.54 $16.92 16.30% Signal
2001-10-09 2001-10-10 Completed 33.33% $17.45 $16.27 -6.83% Stop
2000-12-01 2001-10-09 Interest (CASH) 33.33% $1.00 $1.03 3.43% Interest Income
2001-08-23 2001-09-21 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
2001-08-23 2001-09-21 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
2001-07-09 2001-08-23 Completed 33.33% $20.09 $18.41 -8.40% Stop
2001-04-12 2001-08-23 Completed 33.33% $18.08 $18.41 1.81% Stop
2000-06-19 2001-07-09 Interest (CASH) 33.33% $1.00 $1.06 5.54% Interest Income
2000-06-30 2001-04-12 Interest (CASH) 33.33% $1.00 $1.04 4.44% Interest Income
2000-10-11 2000-12-01 Completed 33.33% $16.39 $17.62 7.47% Stop
2000-09-19 2000-10-11 Interest (CASH) 33.33% $1.00 $1.00 0.38% Interest Income
2000-08-16 2000-09-19 Completed 33.33% $21.81 $19.31 -11.52% Stop
2000-07-25 2000-08-16 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2000-06-15 2000-07-25 Completed 33.33% $21.49 $21.49 -0.05% Stop
2000-06-22 2000-06-30 Completed 33.33% $24.70 $23.39 -5.35% Stop
2000-04-04 2000-06-22 Interest (CASH) 33.33% $1.00 $1.01 1.26% Interest Income
2000-04-27 2000-06-19 Completed 33.33% $20.47 $22.02 7.55% Signal
2000-05-23 2000-06-15 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2000-04-27 2000-05-23 Completed 33.33% $20.47 $19.39 -5.33% Stop
2000-04-04 2000-04-27 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2000-04-04 2000-04-27 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2000-03-17 2000-04-04 Completed 33.33% $28.91 $27.79 -3.92% Stop
2000-02-22 2000-04-04 Completed 33.33% $28.87 $27.79 -3.79% Stop
2000-02-22 2000-04-04 Completed 33.33% $28.87 $27.79 -3.79% Stop
2000-02-24 2000-03-17 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2000-02-08 2000-02-24 Completed 33.33% $32.30 $28.61 -11.49% Stop
2000-01-28 2000-02-22 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2000-01-28 2000-02-22 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2000-01-14 2000-02-08 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
1999-05-27 2000-01-28 Completed 33.33% $23.75 $29.78 25.34% Stop
1999-05-27 2000-01-28 Completed 33.33% $23.75 $29.78 25.34% Stop
1999-12-02 2000-01-14 Completed 33.33% $28.24 $32.53 15.12% Stop
1999-11-09 1999-12-02 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1999-08-23 1999-11-09 Completed 33.33% $25.59 $27.24 6.40% Stop
1999-07-30 1999-08-23 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1999-05-12 1999-07-30 Completed 33.33% $24.51 $26.59 8.46% Stop
1999-05-05 1999-05-27 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1999-05-05 1999-05-27 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1999-04-20 1999-05-12 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
1998-11-02 1999-05-05 Completed 33.33% $16.14 $24.01 48.69% Stop
1998-11-02 1999-05-05 Completed 33.33% $16.14 $24.01 48.69% Stop
1999-03-12 1999-04-20 Completed 33.33% $24.68 $24.96 1.10% Stop
1999-02-18 1999-03-12 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1998-10-28 1999-02-18 Completed 33.33% $15.91 $22.90 43.85% Stop
1998-10-09 1998-11-02 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
1998-10-09 1998-11-02 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
1998-10-06 1998-10-28 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
1998-09-24 1998-10-09 Completed 33.33% $17.17 $14.14 -17.67% Stop
1998-09-24 1998-10-09 Completed 33.33% $17.17 $14.14 -17.67% Stop
1998-08-28 1998-10-06 Completed 33.33% $16.43 $15.55 -5.36% Stop
1998-09-01 1998-09-24 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1998-09-01 1998-09-24 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1998-02-11 1998-09-01 Completed 33.33% $12.09 $14.45 19.47% Stop
1998-01-21 1998-09-01 Completed 33.33% $10.41 $14.45 38.73% Stop
1998-08-06 1998-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1998-06-01 1998-08-06 Completed 33.33% $12.73 $15.74 23.63% Stop
1998-05-07 1998-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1998-01-15 1998-05-07 Completed 33.33% $9.89 $13.08 32.15% Stop
1997-12-19 1998-02-11 Interest (CASH) 33.33% $1.00 $1.01 0.71% Interest Income
1997-12-26 1998-01-21 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1997-12-22 1998-01-15 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1996-02-01 1997-12-26 Completed 33.33% $3.50 $9.02 157.59% Stop
1997-11-12 1997-12-22 Completed 33.33% $9.87 $9.80 -0.82% Stop
1996-03-15 1997-12-19 Completed 33.33% $3.79 $9.77 157.37% Signal
1997-10-21 1997-11-12 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1997-04-17 1997-10-21 Completed 33.33% $7.47 $10.33 38.13% Stop
1997-03-25 1997-04-17 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1996-08-08 1997-03-25 Completed 33.33% $4.71 $6.88 45.95% Stop
1996-07-17 1996-08-08 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1995-12-13 1996-07-17 Completed 33.33% $3.46 $4.47 29.15% Stop
1995-12-06 1996-03-15 Interest (CASH) 33.33% $1.00 $1.01 1.37% Interest Income
1996-01-10 1996-02-01 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1995-11-02 1996-01-10 Completed 33.33% $3.74 $3.05 -18.42% Stop
1995-11-20 1995-12-13 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
1995-11-02 1995-12-06 Completed 33.33% $3.74 $3.27 -12.72% Signal
1995-10-20 1995-11-20 Completed 33.33% $3.66 $3.35 -8.47% Stop
1995-10-11 1995-11-02 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
1995-10-11 1995-11-02 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
1995-09-28 1995-10-20 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
1995-08-11 1995-10-11 Completed 33.33% $3.59 $3.26 -9.41% Stop
1995-08-11 1995-10-11 Completed 33.33% $3.59 $3.26 -9.41% Stop
1995-08-11 1995-09-28 Completed 33.33% $3.59 $3.38 -6.12% Stop
1995-07-20 1995-08-11 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
1995-07-20 1995-08-11 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
1995-07-20 1995-08-11 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
1994-08-29 1995-07-20 Completed 33.33% $2.18 $3.61 65.93% Stop
1994-05-04 1995-07-20 Completed 33.33% $1.78 $3.61 103.10% Stop
1993-12-03 1995-07-20 Completed 33.33% $1.59 $3.61 127.35% Stop
1994-07-06 1994-08-29 Interest (CASH) 33.33% $1.00 $1.01 0.67% Interest Income
1994-06-15 1994-07-06 Completed 33.33% $2.03 $1.84 -9.49% Signal
1994-03-08 1994-06-15 Interest (CASH) 33.33% $1.00 $1.01 1.05% Interest Income
1994-02-09 1994-05-04 Interest (CASH) 33.33% $1.00 $1.01 0.81% Interest Income
1993-07-30 1994-03-08 Completed 33.33% $1.38 $1.54 11.25% Signal
1993-12-03 1994-02-09 Completed 33.33% $1.59 $1.49 -6.32% Stop
1993-08-18 1993-12-03 Interest (CASH) 33.33% $1.00 $1.01 0.91% Interest Income
1993-08-18 1993-12-03 Interest (CASH) 33.33% $1.00 $1.01 0.91% Interest Income
1993-08-13 1993-08-18 Completed 33.33% $1.40 $1.47 5.02% Signal
1993-08-11 1993-08-18 Completed 33.33% $1.35 $1.47 9.07% Signal
1993-07-22 1993-08-13 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
1993-07-20 1993-08-11 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
1993-07-08 1993-07-30 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
1993-06-04 1993-07-22 Completed 33.33% $1.78 $1.53 -14.14% Stop
1993-03-12 1993-07-20 Completed 33.33% $1.63 $1.50 -7.89% Stop
1993-05-18 1993-07-08 Completed 33.33% $1.65 $1.59 -3.22% Stop
1993-03-29 1993-06-04 Interest (CASH) 33.33% $1.00 $1.01 0.55% Interest Income
1993-04-26 1993-05-18 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
1993-03-03 1993-04-26 Completed 33.33% $1.61 $1.55 -3.88% Stop
1993-03-12 1993-03-29 Completed 33.33% $1.63 $1.65 0.82% Signal
1993-02-18 1993-03-12 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
1993-02-18 1993-03-12 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
1993-02-08 1993-03-03 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
1992-10-16 1993-02-18 Completed 33.33% $1.61 $1.54 -4.18% Stop
1992-07-21 1993-02-18 Completed 33.33% $1.33 $1.54 16.01% Stop
1992-07-07 1993-02-08 Completed 33.33% $1.32 $1.68 26.82% Stop
1992-06-26 1992-10-16 Interest (CASH) 33.33% $1.00 $1.01 0.96% Interest Income
1992-06-26 1992-07-21 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
1992-06-12 1992-07-07 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
1992-05-21 1992-06-26 Completed 33.33% $1.48 $1.32 -10.94% Stop
1992-05-21 1992-06-26 Completed 33.33% $1.48 $1.32 -10.94% Stop
1992-05-19 1992-06-12 Completed 33.33% $1.43 $1.39 -2.70% Stop
1992-04-29 1992-05-21 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
1992-04-29 1992-05-21 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
1992-04-27 1992-05-19 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
1991-07-29 1992-04-29 Completed 33.33% $0.90 $1.38 54.15% Stop
1991-07-29 1992-04-29 Completed 33.33% $0.90 $1.38 54.15% Stop
1992-03-13 1992-04-27 Completed 33.33% $1.55 $1.42 -8.21% Stop
1992-02-20 1992-03-13 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
1991-07-18 1992-02-20 Completed 33.33% $0.86 $1.47 70.50% Stop
1991-07-05 1991-07-29 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
1991-07-05 1991-07-29 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
1991-06-25 1991-07-18 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
1990-12-19 1991-07-05 Completed 33.33% $0.64 $0.81 26.80% Stop
1990-11-06 1991-07-05 Completed 33.33% $0.55 $0.81 45.36% Stop
1991-05-21 1991-06-25 Completed 33.33% $0.84 $0.84 -0.55% Stop
1991-04-29 1991-05-21 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
1991-04-05 1991-04-29 Completed 33.33% $0.96 $0.85 -11.23% Stop
1991-03-13 1991-04-05 Interest (CASH) 33.33% $1.00 $1.00 0.37% Interest Income
1990-11-05 1991-03-13 Completed 33.33% $0.55 $0.81 47.05% Stop
1990-10-15 1990-12-19 Interest (CASH) 33.33% $1.00 $1.01 1.29% Interest Income
1990-10-15 1990-11-06 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
1990-10-12 1990-11-05 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
1990-08-24 1990-10-15 Completed 33.33% $0.44 $0.49 10.47% Stop
1990-08-24 1990-10-15 Completed 33.33% $0.44 $0.49 10.47% Stop
1990-09-13 1990-10-12 Completed 33.33% $0.49 $0.49 0.81% Stop
1990-08-21 1990-09-13 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
1990-08-02 1990-08-24 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
1990-08-02 1990-08-24 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
1990-08-16 1990-08-21 Completed 33.33% $0.54 $0.46 -15.28% Stop
1990-07-25 1990-08-16 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
1989-08-22 1990-08-02 Completed 33.33% $0.24 $0.55 133.81% Stop
1989-06-19 1990-08-02 Completed 33.33% $0.24 $0.55 129.71% Stop
1989-12-11 1990-07-25 Completed 33.33% $0.36 $0.59 65.11% Stop
1989-04-18 1989-12-11 Interest (CASH) 33.33% $1.00 $1.05 5.06% Interest Income
1989-07-31 1989-08-22 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1989-07-24 1989-07-31 Completed 33.33% $0.23 $0.23 -1.42% Signal
1989-06-08 1989-07-24 Interest (CASH) 33.33% $1.00 $1.01 0.93% Interest Income
1989-03-20 1989-06-19 Interest (CASH) 33.33% $1.00 $1.02 1.90% Interest Income
1989-04-04 1989-06-08 Completed 33.33% $0.21 $0.25 18.85% Signal
1989-03-31 1989-04-18 Completed 33.33% $0.21 $0.22 4.95% Signal
1989-03-10 1989-04-04 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1989-03-08 1989-03-31 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1988-12-22 1989-03-20 Completed 33.33% $0.22 $0.20 -11.71% Stop
1988-12-22 1989-03-10 Completed 33.33% $0.22 $0.22 -1.95% Stop
1988-11-28 1989-03-08 Completed 33.33% $0.19 $0.23 16.16% Stop
1988-11-21 1988-12-22 Interest (CASH) 33.33% $1.00 $1.01 0.66% Interest Income
1988-09-27 1988-12-22 Interest (CASH) 33.33% $1.00 $1.02 1.84% Interest Income
1988-11-03 1988-11-28 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1988-08-18 1988-11-21 Completed 33.33% $0.22 $0.19 -12.84% Signal
1988-08-15 1988-11-03 Completed 33.33% $0.22 $0.20 -9.18% Stop
1988-08-18 1988-09-27 Completed 33.33% $0.22 $0.22 -1.47% Signal
1988-07-27 1988-08-18 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1988-07-27 1988-08-18 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1988-07-22 1988-08-15 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1988-05-24 1988-07-27 Completed 33.33% $0.23 $0.25 5.86% Stop
1988-05-24 1988-07-27 Completed 33.33% $0.23 $0.25 5.86% Stop
1988-05-24 1988-07-22 Completed 33.33% $0.23 $0.26 10.40% Stop
1988-05-20 1988-05-24 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
1988-05-20 1988-05-24 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
1988-05-20 1988-05-24 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where MSFT ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

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