NEE
NextEra Energy Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for NEE (NextEra Energy Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -42.8% (compared to the benchmark's drawdown of -47.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.8%, compared to a Buy-and-Hold benchmark return of 12.7%. The strategy executed 56 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
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% | 4.57% | 5.90% | 9.33% | 13.61% | 8.80% | 12.73% |
| Sharpe Ratio | 1.15 | 1.15 | 0.25 | 0.21 | 0.48 | 0.50 | 0.53 | 0.57 |
| Max Drawdown | -14.53% | -14.53% | -23.10% | -44.97% | -29.18% | -44.97% | -42.82% | -47.81% |
| % Time Invested | 100.0% | 100.0% | 51.1% | 100.0% | 70.6% | 100.0% | 73.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 1.0 | 0.0 | 1.1 | 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 | ||||||||
| 2024-12-18 | 2025-07-22 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.49% | Interest Income | |
| 2024-04-26 | 2024-12-18 | Completed | 100% | $63.03 | $68.81 | 9.11% | Stop | |
| 2023-02-24 | 2024-04-26 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.32% | Interest Income | |
| 2022-12-19 | 2023-02-24 | Completed | 100% | $75.89 | $65.17 | -14.17% | Stop | |
| 2022-11-25 | 2022-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-11-01 | 2022-11-25 | Completed | 100% | $70.30 | $77.05 | 9.55% | Signal | |
| 2022-10-10 | 2022-11-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2022-08-18 | 2022-10-10 | Completed | 100% | $80.70 | $69.25 | -14.23% | Stop | |
| 2022-03-08 | 2022-08-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.62% | Interest Income | |
| 2022-02-16 | 2022-03-08 | Completed | 100% | $66.47 | $75.01 | 12.78% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-08-13 | 2022-01-25 | Completed | 100% | $73.00 | $69.19 | -5.27% | Stop | |
| 2021-06-22 | 2021-08-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-03-18 | 2021-06-22 | Completed | 100% | $63.67 | $65.04 | 2.10% | Signal | |
| 2021-02-24 | 2021-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-06-03 | 2021-02-24 | Completed | 100% | $55.46 | $64.93 | 17.00% | Stop | |
| 2020-05-11 | 2020-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-03 | 2020-05-11 | Completed | 100% | $47.85 | $48.45 | 1.21% | Signal | |
| 2020-03-12 | 2020-04-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2017-02-28 | 2020-03-12 | Completed | 100% | $25.74 | $46.17 | 79.30% | Stop | |
| 2016-12-07 | 2017-02-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2015-12-09 | 2016-12-07 | Completed | 100% | $18.85 | $22.61 | 19.85% | Signal | |
| 2015-09-23 | 2015-12-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-08-04 | 2015-09-23 | Completed | 100% | $20.24 | $18.39 | -9.20% | Signal | |
| 2015-06-29 | 2015-08-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-27 | 2015-06-29 | Completed | 100% | $9.52 | $18.36 | 92.70% | Signal | |
| 2011-10-05 | 2011-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-09-01 | 2011-10-05 | Completed | 100% | $9.42 | $8.81 | -6.50% | Signal | |
| 2011-08-10 | 2011-09-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-17 | 2011-08-10 | Completed | 100% | $8.18 | $8.41 | 2.73% | Stop | |
| 2009-10-28 | 2010-06-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2009-03-19 | 2009-10-28 | Completed | 100% | $7.52 | $7.74 | 2.97% | Stop | |
| 2008-08-07 | 2009-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | 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 | |
| 2006-06-09 | 2007-07-06 | Completed | 100% | $5.72 | $8.11 | 41.54% | Stop | |
| 2006-02-06 | 2006-06-09 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.58% | Interest Income | |
| 2004-08-03 | 2006-02-06 | Completed | 100% | $4.37 | $5.56 | 27.05% | Stop | |
| 2004-06-14 | 2004-08-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2003-03-11 | 2004-06-14 | Completed | 100% | $3.52 | $4.09 | 16.09% | Signal | |
| 2003-02-14 | 2003-03-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2002-12-12 | 2003-02-14 | Completed | 100% | $3.59 | $3.43 | -4.64% | Stop | |
| 2002-08-14 | 2002-12-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.50% | Interest Income | |
| 2002-08-02 | 2002-08-14 | Completed | 100% | $3.32 | $3.31 | -0.32% | Signal | |
| 2002-07-11 | 2002-08-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-03-22 | 2002-07-11 | Completed | 100% | $3.51 | $3.20 | -8.84% | Stop | |
| 2002-02-06 | 2002-03-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2002-02-01 | 2002-02-06 | Completed | 100% | $3.12 | $3.05 | -2.54% | Signal | |
| 2001-07-18 | 2002-02-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.24% | Interest Income | |
| 2001-06-13 | 2001-07-18 | Completed | 100% | $3.48 | $3.29 | -5.45% | Stop | |
| 2001-05-11 | 2001-06-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2001-04-18 | 2001-05-11 | Completed | 100% | $3.59 | $3.26 | -9.23% | Signal | |
| 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 | |
| 2000-05-24 | 2001-01-12 | Completed | 100% | $2.64 | $3.26 | 23.19% | Stop | |
| 1998-12-31 | 2000-05-24 | Interest (CASH) | 100% | $1.00 | $1.07 | 7.14% | Interest Income | |
| 1998-11-17 | 1998-12-31 | Completed | 100% | $3.29 | $3.21 | -2.60% | Signal | |
| 1998-10-26 | 1998-11-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1996-07-11 | 1998-10-26 | Completed | 100% | $2.13 | $3.12 | 46.13% | Stop | |
| 1996-06-18 | 1996-07-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1994-11-04 | 1996-06-18 | Completed | 100% | $1.45 | $2.06 | 41.50% | Signal | |
| 1994-01-25 | 1994-11-04 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.29% | Interest Income | |
| 1991-01-31 | 1994-01-25 | Completed | 100% | $0.98 | $1.47 | 50.08% | Signal | |
| 1990-04-23 | 1991-01-31 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.81% | Interest Income | |
| 1989-05-24 | 1990-04-23 | Completed | 100% | $0.96 | $0.98 | 2.36% | Stop | |
| 1989-05-02 | 1989-05-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-06-15 | 1989-05-02 | Completed | 100% | $0.87 | $0.92 | 5.07% | Signal | |
| 1988-04-28 | 1988-06-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.99% | Interest Income | |
| 1988-02-25 | 1988-04-28 | Completed | 100% | $0.87 | $0.79 | -9.10% | Signal | |
| 1987-12-09 | 1988-02-25 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.60% | Interest Income | |
| 1987-11-11 | 1987-12-09 | Completed | 100% | $0.82 | $0.76 | -6.61% | Signal | |
| 1987-10-20 | 1987-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-08-20 | 1987-10-20 | Completed | 100% | $0.89 | $0.76 | -14.24% | Stop | |
| 1987-04-13 | 1987-08-20 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.73% | 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 | |
| 1984-07-18 | 1985-07-30 | Completed | 100% | $0.40 | $0.54 | 36.40% | Stop | |
| 1984-04-09 | 1984-07-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.09% | Interest Income | |
| 1983-08-24 | 1984-04-09 | Completed | 100% | $0.36 | $0.37 | 3.55% | Signal | |
| 1983-07-13 | 1983-08-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 1981-09-30 | 1983-07-13 | Completed | 100% | $0.25 | $0.35 | 35.78% | Signal | |
| 1981-09-08 | 1981-09-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-05-05 | 1981-09-08 | Completed | 100% | $0.26 | $0.26 | -2.79% | Stop | |
| 1980-12-10 | 1981-05-05 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.04% | Interest Income | |
| 1980-04-24 | 1980-12-10 | Completed | 100% | $0.26 | $0.23 | -11.62% | Stop | |
| 1979-09-12 | 1980-04-24 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.78% | Interest Income | |
| 1979-07-17 | 1979-09-12 | Completed | 100% | $0.26 | $0.25 | -5.05% | Signal | |
| 1979-05-08 | 1979-07-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.45% | Interest Income | |
| 1979-03-22 | 1979-05-08 | Completed | 100% | $0.27 | $0.25 | -5.85% | Signal | |
| 1978-12-19 | 1979-03-22 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.93% | Interest Income | |
| 1978-06-06 | 1978-12-19 | Completed | 100% | $0.26 | $0.25 | -4.59% | Signal | |
| 1978-01-31 | 1978-06-06 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.64% | Interest Income | |
| 1977-12-09 | 1978-01-31 | Completed | 100% | $0.26 | $0.24 | -6.12% | Signal | |
| 1977-10-03 | 1977-12-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.45% | Interest Income | |
| 1977-06-21 | 1977-10-03 | Completed | 100% | $0.26 | $0.25 | -4.61% | Signal | |
| 1977-04-01 | 1977-06-21 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.66% | Interest Income | |
| 1977-03-21 | 1977-04-01 | Completed | 100% | $0.24 | $0.24 | -2.04% | Signal | |
| 1977-02-25 | 1977-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-06-14 | 1977-02-25 | Completed | 100% | $0.23 | $0.23 | -0.57% | Stop | |
| 1976-05-07 | 1976-06-14 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 1976-03-29 | 1976-05-07 | Completed | 100% | $0.23 | $0.23 | -0.56% | Signal | |
| 1976-03-05 | 1976-03-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-11-05 | 1976-03-05 | Completed | 100% | $0.24 | $0.23 | -4.48% | Stop | |
| 1975-10-14 | 1975-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-08-27 | 1975-10-14 | Completed | 100% | $0.20 | $0.23 | 13.39% | Signal | |
| 1975-08-05 | 1975-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-05-05 | 1975-08-05 | Completed | 100% | $0.19 | $0.21 | 10.44% | Stop | |
| 1975-05-01 | 1975-05-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |