NEE
NextEra Energy Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for NEE (NextEra Energy Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -45.4% (compared to the benchmark's drawdown of -47.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.0%, compared to a Buy-and-Hold benchmark return of 12.7%. The strategy executed 42 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
NEE Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 28.38% | 28.38% | 11.85% | 5.90% | 16.55% | 13.61% | 9.99% | 12.73% |
| Sharpe Ratio | 1.15 | 1.15 | 0.52 | 0.21 | 0.74 | 0.50 | 0.56 | 0.57 |
| Max Drawdown | -14.53% | -14.53% | -20.39% | -44.97% | -24.28% | -44.97% | -45.41% | -47.81% |
| % Time Invested | 100.0% | 100.0% | 69.3% | 100.0% | 83.4% | 100.0% | 75.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 0.8 | 0.0 | 0.8 | 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 | ||||||||
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-01-14 | 2025-04-08 | Completed | 100% | $64.04 | $64.04 | -0.05% | Stop | |
| 2024-12-18 | 2025-01-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-04-26 | 2024-12-18 | Completed | 100% | $63.03 | $68.81 | 9.11% | Stop | |
| 2023-03-03 | 2024-04-26 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.22% | Interest Income | |
| 2023-02-24 | 2023-03-03 | Completed | 100% | $65.17 | $66.29 | 1.67% | Signal | |
| 2023-02-01 | 2023-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-11-01 | 2023-02-01 | Completed | 100% | $70.30 | $67.43 | -4.13% | Stop | |
| 2022-10-10 | 2022-11-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2022-05-17 | 2022-10-10 | Completed | 100% | $63.08 | $69.25 | 9.74% | Stop | |
| 2022-04-25 | 2022-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-04-25 | Completed | 100% | $66.47 | $65.83 | -1.01% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-03-18 | 2022-01-25 | Completed | 100% | $63.67 | $69.19 | 8.61% | Stop | |
| 2021-02-24 | 2021-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-04-03 | 2021-02-24 | Completed | 100% | $47.85 | $64.93 | 35.63% | Stop | |
| 2020-03-12 | 2020-04-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-09-01 | 2020-03-12 | Completed | 100% | $9.42 | $46.17 | 390.04% | Stop | |
| 2011-08-10 | 2011-09-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-03-08 | 2011-08-10 | Completed | 100% | $7.46 | $8.41 | 12.70% | Stop | |
| 2010-02-11 | 2010-03-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-03-19 | 2010-02-11 | Completed | 100% | $7.52 | $7.11 | -5.48% | Stop | |
| 2008-12-15 | 2009-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2008-11-04 | 2008-12-15 | Completed | 100% | $6.98 | $6.91 | -1.02% | Signal | |
| 2008-10-13 | 2008-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-10-09 | 2008-10-13 | Completed | 100% | $6.26 | $5.97 | -4.73% | Stop | |
| 2008-09-17 | 2008-10-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-08-29 | 2008-09-17 | Completed | 100% | $9.02 | $7.71 | -14.51% | Stop | |
| 2008-08-07 | 2008-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2008-02-14 | 2008-08-07 | Completed | 100% | $9.35 | $8.43 | -9.92% | Stop | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2007-07-30 | 2008-01-23 | Completed | 100% | $8.14 | $8.57 | 5.21% | Stop | |
| 2007-07-06 | 2007-07-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2006-03-01 | 2007-07-06 | Completed | 100% | $5.71 | $8.11 | 41.85% | Stop | |
| 2006-02-06 | 2006-03-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2003-03-11 | 2006-02-06 | Completed | 100% | $3.52 | $5.56 | 57.60% | Stop | |
| 2003-02-14 | 2003-03-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2002-12-10 | 2003-02-14 | Completed | 100% | $3.60 | $3.43 | -4.66% | Stop | |
| 2002-04-16 | 2002-12-10 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.06% | Interest Income | |
| 2001-08-16 | 2002-04-16 | Completed | 100% | $3.07 | $3.52 | 14.80% | Signal | |
| 2001-07-25 | 2001-08-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2001-04-18 | 2001-07-25 | Completed | 100% | $3.59 | $3.06 | -14.86% | Stop | |
| 2001-03-26 | 2001-04-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2001-02-06 | 2001-03-26 | Completed | 100% | $3.30 | $3.30 | -0.05% | Stop | |
| 2001-01-12 | 2001-02-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2000-09-13 | 2001-01-12 | Completed | 100% | $3.42 | $3.26 | -4.69% | Stop | |
| 1999-09-07 | 2000-09-13 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.80% | Interest Income | |
| 1999-02-24 | 1999-09-07 | Completed | 100% | $2.78 | $2.94 | 5.87% | Signal | |
| 1999-02-01 | 1999-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-11-17 | 1999-02-01 | Completed | 100% | $3.29 | $2.85 | -13.53% | Stop | |
| 1998-10-26 | 1998-11-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1994-12-01 | 1998-10-26 | Completed | 100% | $1.56 | $3.12 | 99.87% | Stop | |
| 1994-07-21 | 1994-12-01 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.79% | Interest Income | |
| 1994-06-02 | 1994-07-21 | Completed | 100% | $1.37 | $1.32 | -4.36% | Signal | |
| 1994-05-10 | 1994-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 1994-03-16 | 1994-05-10 | Completed | 100% | $1.48 | $1.21 | -18.32% | Stop | |
| 1994-02-22 | 1994-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 1991-10-29 | 1994-02-22 | Completed | 100% | $1.24 | $1.42 | 15.29% | Stop | |
| 1990-11-08 | 1991-10-29 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.79% | Interest Income | |
| 1990-09-19 | 1990-11-08 | Completed | 100% | $0.92 | $0.93 | 1.30% | Signal | |
| 1990-08-27 | 1990-09-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1990-05-15 | 1990-08-27 | Completed | 100% | $1.03 | $0.92 | -10.48% | Stop | |
| 1990-04-23 | 1990-05-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1989-04-19 | 1990-04-23 | Completed | 100% | $0.90 | $0.98 | 8.54% | Stop | |
| 1987-11-24 | 1989-04-19 | Interest (CASH) | 100% | $1.00 | $1.11 | 11.14% | Interest Income | |
| 1987-11-11 | 1987-11-24 | Completed | 100% | $0.82 | $0.81 | -0.78% | Signal | |
| 1987-10-20 | 1987-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-05-06 | 1987-10-20 | Completed | 100% | $0.78 | $0.76 | -1.76% | Stop | |
| 1987-04-13 | 1987-05-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-06 | 1987-04-13 | Completed | 100% | $0.78 | $0.77 | -0.63% | Stop | |
| 1986-09-12 | 1986-10-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-08-21 | 1986-09-12 | Completed | 100% | $0.58 | $0.78 | 34.69% | Stop | |
| 1985-07-30 | 1985-08-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-11-06 | 1985-07-30 | Completed | 100% | $0.29 | $0.54 | 89.64% | Stop | |
| 1981-07-02 | 1981-11-06 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.70% | Interest Income | |
| 1981-06-17 | 1981-07-02 | Completed | 100% | $0.29 | $0.28 | -4.97% | Stop | |
| 1980-12-01 | 1981-06-17 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.18% | Interest Income | |
| 1980-04-24 | 1980-12-01 | Completed | 100% | $0.26 | $0.24 | -6.07% | Stop | |
| 1977-01-26 | 1980-04-24 | Interest (CASH) | 100% | $1.00 | $1.28 | 27.76% | Interest Income | |
| 1976-06-15 | 1977-01-26 | Completed | 100% | $0.23 | $0.27 | 16.78% | Signal | |
| 1976-05-21 | 1976-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-03-29 | 1976-05-21 | Completed | 100% | $0.23 | $0.21 | -11.27% | Stop | |
| 1976-03-05 | 1976-03-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-11-07 | 1976-03-05 | Completed | 100% | $0.25 | $0.23 | -6.78% | Stop | |
| 1975-05-01 | 1975-11-07 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.03% | Interest Income | |