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NEE

NextEra Energy Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for NEE (NextEra Energy Inc) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -32.0% (compared to the benchmark's drawdown of -47.8%). 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 12.5%. The strategy executed 151 total trades.

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

🛡️ NEE Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-32.0% (vs -47.8% B&H)
+15.8% shallower drawdown
Downside Efficiency
0.76 Sortino
+0.04 vs 0.72 B&H
Capital Sheltered from Risk
28.3% 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.

📊 NEE Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-14.53%-15.14%-22.15%-44.97%-22.15%-44.97%-31.99%-47.81%
Sharpe Ratio0.640.840.170.080.650.490.630.56
Sortino Ratio0.891.220.180.100.760.610.760.72
CAGR13.64%19.40%3.04%2.11%12.36%13.21%9.77%12.52%
% Time Invested90.2%100.0%57.0%100.0%74.6%100.0%71.7%100.0%
Trades / Year0.00.03.40.02.80.02.90.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of NEE under the Excess Return MMA strategy (Investing) versus Buy & Hold. The strategy produced a 9.8% CAGR with a -32.0% Max Drawdown across 151 trade signals (compared to Buy & Hold's 12.5% CAGR and -47.8% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for NEE 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 NEE 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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2026-06-02 2026-06-25 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
2025-06-17 2026-06-02 Completed 33.33% $70.73 $83.05 17.36% Stop
2025-04-09 2025-10-20 Interest (CASH) 33.33% $1.00 $1.02 2.24% Interest Income
2024-12-23 2025-07-21 Interest (CASH) 33.33% $1.00 $1.02 2.42% Interest Income
2025-05-23 2025-06-17 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-05-01 2025-05-23 Completed 33.33% $64.58 $64.12 -0.76% Stop
2025-04-08 2025-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-01-17 2025-04-09 Completed 33.33% $67.47 $60.66 -10.14% Signal
2025-02-28 2025-04-08 Completed 33.33% $66.59 $63.56 -4.59% Stop
2025-02-05 2025-02-28 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2024-04-26 2025-02-05 Completed 33.33% $62.56 $67.14 7.28% Stop
2024-12-23 2025-01-17 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2024-04-26 2024-12-23 Completed 33.33% $62.56 $67.70 8.17% Stop
2024-03-14 2024-12-23 Completed 33.33% $55.09 $67.70 22.83% Stop
2023-03-01 2024-04-26 Interest (CASH) 33.33% $1.00 $1.06 6.26% Interest Income
2023-01-27 2024-04-26 Interest (CASH) 33.33% $1.00 $1.07 6.70% Interest Income
2022-12-16 2024-03-14 Interest (CASH) 33.33% $1.00 $1.07 6.53% Interest Income
2022-11-18 2023-03-01 Completed 33.33% $74.30 $63.96 -13.95% Stop
2022-10-25 2023-01-27 Completed 33.33% $65.81 $68.22 3.62% Stop
2022-11-04 2022-12-16 Completed 33.33% $70.14 $75.87 8.13% Signal
2022-06-17 2022-11-18 Interest (CASH) 33.33% $1.00 $1.01 1.29% Interest Income
2022-10-13 2022-11-04 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2022-10-03 2022-10-25 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2022-08-12 2022-10-13 Completed 33.33% $80.08 $63.88 -20.27% Stop
2022-05-17 2022-10-03 Completed 33.33% $62.60 $71.23 13.73% Stop
2022-03-18 2022-08-12 Interest (CASH) 33.33% $1.00 $1.01 0.56% Interest Income
2022-05-24 2022-06-17 Completed 33.33% $64.11 $62.73 -2.21% Signal
2022-05-02 2022-05-24 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2022-04-25 2022-05-17 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2022-02-17 2022-05-02 Completed 33.33% $65.61 $62.78 -4.37% Stop
2022-02-10 2022-04-25 Completed 33.33% $65.78 $65.34 -0.72% Stop
2022-02-17 2022-03-18 Completed 33.33% $65.61 $73.22 11.53% Signal
2022-01-26 2022-02-17 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2022-01-26 2022-02-17 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2022-01-19 2022-02-10 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-08-20 2022-01-26 Completed 33.33% $73.57 $67.18 -8.74% Stop
2021-03-29 2022-01-26 Completed 33.33% $64.16 $67.18 4.65% Stop
2021-03-17 2022-01-19 Completed 33.33% $64.93 $71.16 9.55% Stop
2021-05-18 2021-08-20 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-03-29 2021-05-18 Completed 33.33% $64.16 $62.11 -3.23% Signal
2021-03-05 2021-03-29 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-03-05 2021-03-29 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-02-23 2021-03-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-07-15 2021-03-05 Completed 33.33% $56.41 $61.99 9.84% Stop
2020-04-06 2021-03-05 Completed 33.33% $48.94 $61.99 26.61% Stop
2020-04-27 2021-02-23 Completed 33.33% $51.34 $64.59 25.75% Stop
2020-05-28 2020-07-15 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-04-06 2020-05-28 Completed 33.33% $48.94 $51.82 5.84% Signal
2020-04-02 2020-04-27 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-13 2020-04-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-13 2020-04-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-24 2020-04-02 Completed 33.33% $39.83 $45.59 14.40% Stop
2020-03-02 2020-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2017-03-06 2020-03-13 Completed 33.33% $25.65 $46.66 81.80% Stop
2016-01-14 2020-03-13 Completed 33.33% $19.85 $46.66 134.92% Stop
2016-12-06 2020-03-02 Completed 33.33% $22.40 $53.79 140.00% Stop
2016-11-18 2017-03-06 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2016-11-11 2016-12-06 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2015-12-29 2016-11-18 Completed 33.33% $19.82 $22.39 12.90% Signal
2015-09-25 2016-11-11 Completed 33.33% $18.37 $22.18 20.68% Stop
2015-10-09 2016-01-14 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2015-11-20 2015-12-29 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-08-04 2015-11-20 Completed 33.33% $20.09 $18.98 -5.60% Signal
2010-07-12 2015-10-09 Completed 33.33% $8.02 $18.95 136.08% Signal
2015-09-02 2015-09-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-31 2015-09-02 Completed 33.33% $9.31 $18.04 93.73% Stop
2015-05-14 2015-08-04 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2014-11-13 2015-05-14 Completed 33.33% $18.81 $18.62 -1.08% Signal
2014-10-10 2014-11-13 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-12-06 2014-10-10 Completed 33.33% $9.41 $17.15 82.07% Signal
2011-10-04 2011-12-06 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-03-14 2011-10-04 Completed 33.33% $8.90 $8.61 -3.36% Signal
2011-08-09 2011-08-31 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2010-05-14 2011-08-09 Completed 33.33% $8.18 $8.26 0.96% Stop
2011-01-25 2011-03-14 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2010-06-10 2011-01-25 Completed 33.33% $7.70 $8.61 11.76% Signal
2010-02-11 2010-07-12 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2009-10-28 2010-06-10 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2010-02-11 2010-05-14 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2009-11-19 2010-02-11 Completed 33.33% $7.83 $7.06 -9.92% Stop
2009-03-19 2010-02-11 Completed 33.33% $7.46 $7.06 -5.48% Stop
2009-10-28 2009-11-19 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-03-19 2009-10-28 Completed 33.33% $7.46 $7.69 2.97% Stop
2009-02-17 2009-10-28 Completed 33.33% $7.37 $7.69 4.20% Stop
2009-01-30 2009-03-19 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-08-21 2009-03-19 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2008-09-05 2009-02-17 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2008-11-04 2009-01-30 Completed 33.33% $6.93 $7.60 9.64% Signal
2008-10-13 2008-11-04 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-10-09 2008-10-13 Completed 33.33% $6.21 $5.92 -4.73% Stop
2008-09-17 2008-10-09 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-08-28 2008-09-17 Completed 33.33% $8.95 $7.65 -14.49% Stop
2008-06-20 2008-09-05 Completed 33.33% $9.78 $8.25 -15.61% Signal
2008-08-06 2008-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2008-02-14 2008-08-21 Completed 33.33% $9.28 $8.83 -4.92% Signal
2008-02-13 2008-08-06 Completed 33.33% $9.26 $8.62 -7.02% Stop
2008-04-01 2008-06-20 Interest (CASH) 33.33% $1.00 $1.00 0.37% Interest Income
2008-02-14 2008-04-01 Completed 33.33% $9.28 $9.11 -1.95% Signal
2008-01-23 2008-02-14 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
2008-01-22 2008-02-13 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2007-10-29 2008-01-23 Completed 33.33% $9.52 $8.51 -10.69% Stop
2006-06-09 2008-01-23 Completed 33.33% $5.68 $8.51 49.67% Stop
2007-07-03 2008-01-22 Completed 33.33% $8.16 $8.83 8.16% Stop
2007-08-15 2007-10-29 Interest (CASH) 33.33% $1.00 $1.01 0.81% Interest Income
2006-06-09 2007-08-15 Completed 33.33% $5.68 $8.39 47.63% Signal
2007-06-11 2007-07-03 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2005-12-01 2007-06-11 Completed 33.33% $5.76 $8.18 41.93% Stop
2006-04-05 2006-06-09 Interest (CASH) 33.33% $1.00 $1.01 0.84% Interest Income
2006-01-06 2006-06-09 Interest (CASH) 33.33% $1.00 $1.02 1.93% Interest Income
2003-03-20 2006-04-05 Completed 33.33% $3.57 $5.59 56.24% Signal
2004-08-24 2006-01-06 Completed 33.33% $4.38 $5.70 30.14% Signal
2005-11-08 2005-12-01 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2003-01-23 2005-11-08 Completed 33.33% $3.50 $5.55 58.55% Stop
2004-06-17 2004-08-24 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2003-12-12 2004-06-17 Completed 33.33% $4.04 $4.10 1.44% Signal
2003-11-19 2003-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2003-11-17 2003-11-19 Completed 33.33% $4.06 $3.91 -3.77% Signal
2003-10-22 2003-11-17 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2002-12-10 2003-10-22 Completed 33.33% $3.57 $3.95 10.53% Signal
2003-02-14 2003-03-20 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2003-01-30 2003-02-14 Completed 33.33% $3.53 $3.40 -3.56% Signal
2002-11-25 2003-01-30 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2002-07-10 2003-01-23 Interest (CASH) 33.33% $1.00 $1.01 0.79% Interest Income
2002-08-30 2002-12-10 Interest (CASH) 33.33% $1.00 $1.00 0.41% Interest Income
2002-08-07 2002-11-25 Completed 33.33% $3.33 $3.59 7.86% Signal
2002-08-07 2002-08-30 Completed 33.33% $3.33 $3.42 2.81% Signal
2002-07-16 2002-08-07 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-07-16 2002-08-07 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-04-24 2002-07-16 Completed 33.33% $3.65 $3.27 -10.45% Stop
2002-01-17 2002-07-16 Completed 33.33% $3.30 $3.27 -0.93% Stop
2001-08-16 2002-07-10 Completed 33.33% $3.04 $3.31 8.81% Stop
2001-07-17 2002-04-24 Interest (CASH) 33.33% $1.00 $1.02 1.65% Interest Income
2001-07-18 2002-01-17 Interest (CASH) 33.33% $1.00 $1.01 1.17% Interest Income
2001-07-25 2001-08-16 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2001-04-17 2001-07-25 Completed 33.33% $3.45 $3.03 -12.08% Stop
2001-06-13 2001-07-18 Completed 33.33% $3.46 $3.27 -5.45% Stop
2001-02-06 2001-07-17 Completed 33.33% $3.27 $3.33 1.62% Signal
2001-03-23 2001-06-13 Interest (CASH) 33.33% $1.00 $1.01 0.84% Interest Income
2001-03-23 2001-04-17 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2001-02-12 2001-03-23 Completed 33.33% $3.49 $3.22 -7.73% Stop
2001-02-06 2001-03-23 Completed 33.33% $3.27 $3.22 -1.52% Signal
2001-01-12 2001-02-12 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2001-01-12 2001-02-06 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2001-01-12 2001-02-06 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2000-09-13 2001-01-12 Completed 33.33% $3.39 $3.24 -4.69% Stop
2000-08-09 2001-01-12 Completed 33.33% $2.98 $3.24 8.70% Stop
2000-05-15 2001-01-12 Completed 33.33% $2.58 $3.24 25.24% Stop
1999-10-21 2000-09-13 Interest (CASH) 33.33% $1.00 $1.05 5.16% Interest Income
1999-03-04 2000-08-09 Interest (CASH) 33.33% $1.00 $1.08 7.67% Interest Income
1999-09-08 2000-05-15 Interest (CASH) 33.33% $1.00 $1.04 3.72% Interest Income
1999-10-18 1999-10-21 Completed 33.33% $2.60 $2.58 -0.56% Signal
1999-09-24 1999-10-18 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1999-02-11 1999-09-24 Completed 33.33% $2.75 $2.72 -1.41% Stop
1999-06-21 1999-09-08 Completed 33.33% $3.04 $2.85 -6.39% Signal
1999-01-13 1999-06-21 Interest (CASH) 33.33% $1.00 $1.02 1.94% Interest Income
1999-02-09 1999-03-04 Completed 33.33% $2.83 $2.74 -3.19% Signal
1999-01-20 1999-02-11 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
1999-01-15 1999-02-09 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
1998-11-17 1999-01-20 Completed 33.33% $3.27 $2.93 -10.38% Stop
1997-07-18 1999-01-15 Completed 33.33% $2.26 $3.00 32.39% Stop
1997-05-07 1999-01-13 Completed 33.33% $2.28 $3.05 33.58% Signal
1998-10-26 1998-11-17 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
1994-12-01 1998-10-26 Completed 33.33% $1.55 $3.10 99.87% Stop
1997-05-27 1997-07-18 Interest (CASH) 33.33% $1.00 $1.01 0.73% Interest Income
1996-11-18 1997-05-27 Completed 33.33% $2.23 $2.24 0.12% Signal
1997-03-14 1997-05-07 Interest (CASH) 33.33% $1.00 $1.01 0.76% Interest Income
1996-08-15 1997-03-14 Completed 33.33% $2.16 $2.16 -0.31% Signal
1996-09-30 1996-11-18 Interest (CASH) 33.33% $1.00 $1.01 0.70% Interest Income
1994-12-01 1996-09-30 Completed 33.33% $1.55 $2.06 32.72% Signal
1996-05-17 1996-08-15 Interest (CASH) 33.33% $1.00 $1.01 1.26% Interest Income
1994-10-14 1996-05-17 Completed 33.33% $1.44 $2.03 40.95% Signal
1994-08-11 1994-12-01 Interest (CASH) 33.33% $1.00 $1.02 1.53% Interest Income
1994-03-21 1994-12-01 Interest (CASH) 33.33% $1.00 $1.03 3.17% Interest Income
1994-01-03 1994-10-14 Interest (CASH) 33.33% $1.00 $1.03 3.18% Interest Income
1994-06-02 1994-08-11 Completed 33.33% $1.36 $1.36 -0.05% Signal
1994-05-10 1994-06-02 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
1994-03-08 1994-05-10 Completed 33.33% $1.48 $1.20 -18.90% Stop
1991-04-30 1994-03-21 Completed 33.33% $1.03 $1.46 42.31% Signal
1994-02-11 1994-03-08 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
1991-11-19 1994-02-11 Completed 33.33% $1.25 $1.43 14.51% Stop
1993-02-03 1994-01-03 Completed 33.33% $1.47 $1.62 10.53% Signal
1992-12-11 1993-02-03 Interest (CASH) 33.33% $1.00 $1.00 0.44% Interest Income
1992-06-19 1992-12-11 Completed 33.33% $1.28 $1.39 8.24% Signal
1992-04-10 1992-06-19 Interest (CASH) 33.33% $1.00 $1.01 0.70% Interest Income
1991-01-25 1992-04-10 Completed 33.33% $0.98 $1.23 26.07% Signal
1990-11-30 1991-11-19 Interest (CASH) 33.33% $1.00 $1.06 5.64% Interest Income
1990-06-28 1991-04-30 Interest (CASH) 33.33% $1.00 $1.06 5.78% Interest Income
1990-04-10 1991-01-25 Interest (CASH) 33.33% $1.00 $1.06 5.96% Interest Income
1990-09-18 1990-11-30 Completed 33.33% $0.88 $0.91 3.70% Signal
1990-08-24 1990-09-18 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
1990-05-14 1990-08-24 Completed 33.33% $1.02 $0.90 -12.05% Stop
1990-05-23 1990-06-28 Completed 33.33% $1.02 $0.99 -2.54% Signal
1990-05-01 1990-05-23 Interest (CASH) 33.33% $1.00 $1.00 0.49% Interest Income
1990-04-20 1990-05-14 Interest (CASH) 33.33% $1.00 $1.00 0.49% Interest Income
1989-09-12 1990-05-01 Completed 33.33% $0.96 $0.95 -1.53% Stop
1989-06-01 1990-04-20 Completed 33.33% $0.94 $1.00 6.54% Stop
1989-07-10 1990-04-10 Completed 33.33% $0.95 $1.02 7.36% Signal
1989-06-30 1989-09-12 Interest (CASH) 33.33% $1.00 $1.02 1.51% Interest Income
1989-03-20 1989-07-10 Interest (CASH) 33.33% $1.00 $1.02 2.33% Interest Income
1988-10-07 1989-06-30 Completed 33.33% $0.89 $0.93 4.21% Signal
1988-01-20 1989-06-01 Interest (CASH) 33.33% $1.00 $1.11 10.87% Interest Income
1988-08-03 1989-03-20 Completed 33.33% $0.85 $0.87 2.02% Signal
1987-04-15 1988-10-07 Interest (CASH) 33.33% $1.00 $1.12 11.87% Interest Income
1988-05-17 1988-08-03 Interest (CASH) 33.33% $1.00 $1.02 1.63% Interest Income
1988-03-30 1988-05-17 Completed 33.33% $0.80 $0.82 2.53% Signal
1987-12-01 1988-03-30 Interest (CASH) 33.33% $1.00 $1.03 2.51% Interest Income
1987-11-11 1988-01-20 Completed 33.33% $0.81 $0.81 -0.36% Signal
1987-11-11 1987-12-01 Completed 33.33% $0.81 $0.79 -2.03% Signal
1987-10-20 1987-11-11 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-10-20 1987-11-11 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-08-31 1987-10-20 Completed 33.33% $0.85 $0.76 -10.98% Stop
1987-05-05 1987-10-20 Completed 33.33% $0.77 $0.76 -1.35% Stop
1987-04-15 1987-08-31 Interest (CASH) 33.33% $1.00 $1.03 2.88% Interest Income
1987-04-10 1987-05-05 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-03-16 1987-04-15 Completed 33.33% $0.82 $0.74 -9.81% Signal
1986-10-06 1987-04-15 Completed 33.33% $0.77 $0.74 -3.96% Stop
1986-10-03 1987-04-10 Completed 33.33% $0.77 $0.77 -0.21% Stop
1986-12-05 1987-03-16 Interest (CASH) 33.33% $1.00 $1.02 2.06% Interest Income
1986-10-06 1986-12-05 Completed 33.33% $0.77 $0.83 7.26% Signal
1986-09-12 1986-10-06 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1986-09-12 1986-10-06 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1986-09-11 1986-10-03 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1985-12-23 1986-09-12 Completed 33.33% $0.68 $0.78 13.80% Stop
1984-07-18 1986-09-12 Completed 33.33% $0.40 $0.78 96.45% Stop
1985-08-20 1986-09-11 Completed 33.33% $0.58 $0.81 41.15% Stop
1985-10-22 1985-12-23 Interest (CASH) 33.33% $1.00 $1.01 1.29% Interest Income
1984-07-18 1985-10-22 Completed 33.33% $0.40 $0.57 44.29% Signal
1985-07-29 1985-08-20 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1982-12-17 1985-07-29 Completed 33.33% $0.33 $0.55 68.91% Stop
1984-06-20 1984-07-18 Interest (CASH) 33.33% $1.00 $1.01 0.57% Interest Income
1984-03-15 1984-07-18 Interest (CASH) 33.33% $1.00 $1.03 2.61% Interest Income
1983-11-08 1984-06-20 Completed 33.33% $0.40 $0.37 -6.99% Signal
1983-10-06 1984-03-15 Completed 33.33% $0.40 $0.37 -7.18% Signal
1983-08-19 1983-11-08 Interest (CASH) 33.33% $1.00 $1.02 1.69% Interest Income
1983-06-20 1983-10-06 Interest (CASH) 33.33% $1.00 $1.02 2.30% Interest Income
1982-04-14 1983-08-19 Completed 33.33% $0.30 $0.36 17.59% Signal
1983-03-22 1983-06-20 Completed 33.33% $0.36 $0.35 -3.37% Signal
1983-02-28 1983-03-22 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1982-01-19 1983-02-28 Completed 33.33% $0.27 $0.36 30.24% Signal
1982-11-24 1982-12-17 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1981-11-06 1982-11-24 Completed 33.33% $0.28 $0.32 10.82% Stop
1982-02-22 1982-04-14 Interest (CASH) 33.33% $1.00 $1.01 1.08% Interest Income
1981-10-01 1982-02-22 Completed 33.33% $0.25 $0.28 9.29% Signal
1981-10-22 1982-01-19 Interest (CASH) 33.33% $1.00 $1.02 1.81% Interest Income
1981-07-02 1981-11-06 Interest (CASH) 33.33% $1.00 $1.03 2.70% Interest Income
1981-10-01 1981-10-22 Completed 33.33% $0.25 $0.27 4.62% Signal
1981-09-09 1981-10-01 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1981-09-09 1981-10-01 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1981-07-27 1981-09-09 Completed 33.33% $0.28 $0.25 -10.68% Stop
1981-05-12 1981-09-09 Completed 33.33% $0.26 $0.25 -2.83% Stop
1981-07-02 1981-07-27 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1981-06-17 1981-07-02 Completed 33.33% $0.29 $0.28 -4.97% Stop
1981-06-17 1981-07-02 Completed 33.33% $0.29 $0.28 -4.97% Stop
1981-02-25 1981-06-17 Interest (CASH) 33.33% $1.00 $1.02 2.36% Interest Income
1980-12-01 1981-06-17 Interest (CASH) 33.33% $1.00 $1.04 4.18% Interest Income
1980-10-21 1981-05-12 Interest (CASH) 33.33% $1.00 $1.04 4.25% Interest Income
1980-04-24 1981-02-25 Completed 33.33% $0.26 $0.23 -9.30% Signal
1980-04-24 1980-12-01 Completed 33.33% $0.26 $0.24 -6.07% Stop
1980-04-24 1980-10-21 Completed 33.33% $0.26 $0.26 -0.51% Signal
1979-05-29 1980-04-24 Interest (CASH) 33.33% $1.00 $1.07 7.12% Interest Income
1979-02-28 1980-04-24 Interest (CASH) 33.33% $1.00 $1.09 9.13% Interest Income
1977-03-24 1980-04-24 Interest (CASH) 33.33% $1.00 $1.26 26.24% Interest Income
1979-04-16 1979-05-29 Completed 33.33% $0.26 $0.25 -0.98% Signal
1978-11-27 1979-04-16 Interest (CASH) 33.33% $1.00 $1.03 2.91% Interest Income
1978-09-01 1979-02-28 Completed 33.33% $0.27 $0.26 -1.39% Signal
1978-06-23 1978-11-27 Completed 33.33% $0.26 $0.26 0.41% Signal
1977-06-22 1978-09-01 Interest (CASH) 33.33% $1.00 $1.09 9.45% Interest Income
1977-10-17 1978-06-23 Interest (CASH) 33.33% $1.00 $1.05 5.31% Interest Income
1977-07-12 1977-10-17 Completed 33.33% $0.26 $0.24 -7.70% Signal
1977-03-24 1977-07-12 Interest (CASH) 33.33% $1.00 $1.02 2.27% Interest Income
1976-12-30 1977-06-22 Completed 33.33% $0.26 $0.26 1.78% Signal
1977-03-21 1977-03-24 Completed 33.33% $0.24 $0.23 -3.03% Signal
1976-06-14 1977-03-24 Completed 33.33% $0.23 $0.23 0.99% Signal
1977-02-25 1977-03-21 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1976-12-06 1977-02-25 Completed 33.33% $0.26 $0.23 -11.16% Stop
1976-10-22 1976-12-30 Interest (CASH) 33.33% $1.00 $1.01 1.39% Interest Income
1976-11-11 1976-12-06 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1976-06-11 1976-11-11 Completed 33.33% $0.23 $0.23 -0.05% Stop
1976-09-13 1976-10-22 Completed 33.33% $0.25 $0.24 -6.18% Stop
1976-07-12 1976-09-13 Interest (CASH) 33.33% $1.00 $1.01 1.32% Interest Income
1976-06-17 1976-07-12 Completed 33.33% $0.22 $0.24 5.24% Signal
1976-05-25 1976-06-17 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1976-04-14 1976-06-14 Interest (CASH) 33.33% $1.00 $1.01 1.23% Interest Income
1976-05-19 1976-06-11 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1976-03-31 1976-05-25 Completed 33.33% $0.23 $0.20 -14.26% Stop
1976-02-24 1976-05-19 Completed 33.33% $0.25 $0.21 -13.57% Stop
1976-03-31 1976-04-14 Completed 33.33% $0.23 $0.23 -0.56% Signal
1976-03-09 1976-03-31 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1976-03-09 1976-03-31 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1975-11-25 1976-03-09 Completed 33.33% $0.25 $0.22 -9.18% Stop
1975-09-04 1976-03-09 Completed 33.33% $0.20 $0.22 11.78% Stop
1976-01-30 1976-02-24 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1975-12-31 1976-01-30 Completed 33.33% $0.25 $0.24 -3.80% Stop
1975-05-01 1975-12-31 Interest (CASH) 33.33% $1.00 $1.05 5.15% Interest Income
1975-10-16 1975-11-25 Interest (CASH) 33.33% $1.00 $1.01 0.84% Interest Income
1975-09-04 1975-10-16 Completed 33.33% $0.20 $0.24 17.10% Signal
1975-08-12 1975-09-04 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1975-08-12 1975-09-04 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1975-05-05 1975-08-12 Completed 33.33% $0.19 $0.21 7.35% Stop
1975-05-05 1975-08-12 Completed 33.33% $0.19 $0.21 7.35% Stop
1975-05-01 1975-05-05 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
1975-05-01 1975-05-05 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 NEE ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

📊 View Full 40-Asset Backtest Matrix → 🛠️ Build Custom Portfolio with NEE → ⚖️ Compare NEE vs Non-Correlated Assets →