PFE
Pfizer Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for PFE (Pfizer Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -80.8% (compared to the benchmark's drawdown of -69.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.2%, compared to a Buy-and-Hold benchmark return of 11.3%. The strategy executed 60 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
PFE Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 0.24% | 5.39% | 1.77% | -5.06% | 3.29% | 1.11% | 8.23% | 11.28% |
| Sharpe Ratio | 0.03 | 0.22 | 0.11 | -0.20 | 0.21 | 0.05 | 0.41 | 0.39 |
| Max Drawdown | -9.69% | -15.72% | -34.92% | -58.96% | -34.92% | -58.96% | -80.77% | -69.25% |
| % Time Invested | 12.7% | 100.0% | 31.9% | 100.0% | 53.4% | 100.0% | 60.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 0.9 | 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 | ||||||||
| 2023-02-09 | 2023-05-05 | Completed | 100% | $35.59 | $30.96 | -13.05% | Signal | |
| 2023-01-18 | 2023-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2022-10-14 | 2023-01-18 | Completed | 100% | $34.00 | $36.41 | 7.06% | Stop | |
| 2022-09-22 | 2022-10-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-07-14 | 2022-09-22 | Completed | 100% | $39.92 | $34.61 | -13.33% | Stop | |
| 2022-06-21 | 2022-07-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-02-16 | 2022-06-21 | Completed | 100% | $38.69 | $37.22 | -3.85% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-10-21 | 2022-01-25 | Completed | 100% | $33.05 | $39.77 | 20.26% | Stop | |
| 2021-09-29 | 2021-10-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-19 | 2021-09-29 | Completed | 100% | $26.93 | $33.17 | 23.13% | Stop | |
| 2020-02-26 | 2021-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2019-08-28 | 2020-02-26 | Completed | 100% | $23.11 | $23.49 | 1.59% | Stop | |
| 2019-08-06 | 2019-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-05-14 | 2019-08-06 | Completed | 100% | $27.05 | $25.02 | -7.57% | Stop | |
| 2019-04-22 | 2019-05-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-11-25 | 2019-04-22 | Completed | 100% | $19.22 | $25.78 | 34.05% | Stop | |
| 2016-11-02 | 2016-11-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-02-23 | 2016-11-02 | Completed | 100% | $17.80 | $18.67 | 4.83% | Stop | |
| 2016-01-29 | 2016-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-29 | Completed | 100% | $19.29 | $17.81 | -7.72% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-25 | 2015-08-25 | Completed | 100% | $9.20 | $19.31 | 109.85% | Stop | |
| 2011-08-03 | 2011-08-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-18 | 2011-08-03 | Completed | 100% | $7.43 | $9.10 | 22.55% | Stop | |
| 2010-05-26 | 2010-06-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-03-16 | 2010-05-26 | Completed | 100% | $8.22 | $7.24 | -11.88% | Stop | |
| 2007-12-03 | 2010-03-16 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.81% | Interest Income | |
| 2007-08-23 | 2007-12-03 | Completed | 100% | $10.23 | $9.89 | -3.40% | Signal | |
| 2007-08-01 | 2007-08-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2006-07-27 | 2007-08-01 | Completed | 100% | $9.90 | $9.60 | -2.99% | Stop | |
| 2005-02-03 | 2006-07-27 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.72% | Interest Income | |
| 2005-01-12 | 2005-02-03 | Completed | 100% | $9.79 | $9.03 | -7.84% | Signal | |
| 2004-12-20 | 2005-01-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2004-11-09 | 2004-12-20 | Completed | 100% | $10.49 | $9.52 | -9.38% | Stop | |
| 2004-10-18 | 2004-11-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2004-08-09 | 2004-10-18 | Completed | 100% | $11.54 | $10.49 | -9.19% | Stop | |
| 2004-07-16 | 2004-08-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2004-01-02 | 2004-07-16 | Completed | 100% | $12.98 | $12.05 | -7.18% | Stop | |
| 2003-05-21 | 2004-01-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2003-05-19 | 2003-05-21 | Completed | 100% | $12.06 | $11.25 | -6.81% | Stop | |
| 2002-10-25 | 2003-05-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2002-10-21 | 2002-10-25 | Completed | 100% | $11.60 | $10.95 | -5.66% | Stop | |
| 2002-08-06 | 2002-10-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2002-08-01 | 2002-08-06 | Completed | 100% | $11.52 | $10.88 | -5.59% | Stop | |
| 2001-12-28 | 2002-08-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2001-10-16 | 2001-12-28 | Completed | 100% | $14.73 | $14.35 | -2.67% | Signal | |
| 2001-09-24 | 2001-10-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2001-08-06 | 2001-09-24 | Completed | 100% | $14.44 | $12.99 | -10.10% | Stop | |
| 2001-07-13 | 2001-08-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2001-04-04 | 2001-07-13 | Completed | 100% | $13.63 | $13.27 | -2.69% | Stop | |
| 2001-03-13 | 2001-04-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2000-11-13 | 2001-03-13 | Completed | 100% | $15.13 | $14.09 | -6.91% | Stop | |
| 2000-02-28 | 2000-11-13 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.32% | Interest Income | |
| 2000-01-28 | 2000-02-28 | Completed | 100% | $11.99 | $11.19 | -6.69% | Stop | |
| 2000-01-05 | 2000-01-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1999-12-01 | 2000-01-05 | Completed | 100% | $12.56 | $10.73 | -14.58% | Stop | |
| 1999-11-08 | 1999-12-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1999-08-30 | 1999-11-08 | Completed | 100% | $13.26 | $12.05 | -9.20% | Stop | |
| 1999-08-06 | 1999-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-07-06 | 1999-08-06 | Completed | 100% | $13.43 | $11.66 | -13.21% | Stop | |
| 1999-06-11 | 1999-07-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1999-05-11 | 1999-06-11 | Completed | 100% | $13.21 | $11.56 | -12.54% | Stop | |
| 1999-04-19 | 1999-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-10-29 | 1999-04-19 | Completed | 100% | $12.06 | $14.78 | 22.41% | Stop | |
| 1998-10-07 | 1998-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1998-09-03 | 1998-10-07 | Completed | 100% | $11.30 | $10.44 | -7.66% | Stop | |
| 1998-08-12 | 1998-09-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1997-09-04 | 1998-08-12 | Completed | 100% | $6.54 | $12.02 | 83.69% | Stop | |
| 1997-08-12 | 1997-09-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-04-23 | 1997-08-12 | Completed | 100% | $5.21 | $6.29 | 20.65% | Stop | |
| 1997-04-01 | 1997-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1994-12-20 | 1997-04-01 | Completed | 100% | $2.13 | $4.75 | 123.50% | Stop | |
| 1993-07-06 | 1994-12-20 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.79% | Interest Income | |
| 1993-03-16 | 1993-07-06 | Completed | 100% | $1.58 | $1.65 | 4.25% | Stop | |
| 1993-02-22 | 1993-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1993-01-29 | 1993-02-22 | Completed | 100% | $1.65 | $1.41 | -14.79% | Stop | |
| 1993-01-07 | 1993-01-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-10-28 | 1993-01-07 | Completed | 100% | $1.88 | $1.76 | -6.38% | Stop | |
| 1992-10-06 | 1992-10-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-02-13 | 1992-10-06 | Completed | 100% | $1.89 | $1.89 | -0.07% | Stop | |
| 1992-01-22 | 1992-02-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 1990-03-19 | 1992-01-22 | Completed | 100% | $0.70 | $1.87 | 166.83% | Stop | |
| 1990-02-23 | 1990-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.50% | Interest Income | |
| 1988-10-24 | 1990-02-23 | Completed | 100% | $0.65 | $0.69 | 5.88% | Stop | |
| 1988-02-01 | 1988-10-24 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.69% | Interest Income | |
| 1987-12-29 | 1988-02-01 | Completed | 100% | $0.53 | $0.60 | 14.56% | Signal | |
| 1987-12-04 | 1987-12-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-11-06 | 1987-12-04 | Completed | 100% | $0.59 | $0.49 | -16.29% | Stop | |
| 1987-10-15 | 1987-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-05-20 | 1987-10-15 | Completed | 100% | $0.67 | $0.68 | 1.18% | Stop | |
| 1987-04-28 | 1987-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-06 | 1987-04-28 | Completed | 100% | $0.61 | $0.73 | 19.08% | Stop | |
| 1986-09-12 | 1986-10-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-02-14 | 1986-09-12 | Completed | 100% | $0.53 | $0.64 | 21.06% | Stop | |
| 1986-01-23 | 1986-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-10-14 | 1986-01-23 | Completed | 100% | $0.47 | $0.49 | 2.61% | Stop | |
| 1985-09-19 | 1985-10-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-05-16 | 1985-09-19 | Completed | 100% | $0.49 | $0.46 | -5.68% | Stop | |
| 1984-06-29 | 1985-05-16 | Interest (CASH) | 100% | $1.00 | $1.07 | 6.87% | Interest Income | |
| 1984-05-01 | 1984-06-29 | Completed | 100% | $0.33 | $0.33 | -0.92% | Signal | |
| 1984-04-06 | 1984-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-12-23 | 1984-04-06 | Completed | 100% | $0.34 | $0.33 | -5.20% | Stop | |
| 1983-12-01 | 1983-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-08-23 | 1983-12-01 | Completed | 100% | $0.35 | $0.36 | 0.33% | Stop | |
| 1983-08-01 | 1983-08-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-01-13 | 1983-08-01 | Completed | 100% | $0.34 | $0.36 | 5.72% | Stop | |
| 1982-12-21 | 1983-01-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-10-12 | 1982-12-21 | Completed | 100% | $0.21 | $0.32 | 53.82% | Stop | |
| 1981-09-18 | 1981-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-07-28 | 1981-09-18 | Completed | 100% | $0.21 | $0.19 | -12.49% | Stop | |
| 1981-07-06 | 1981-07-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-03-20 | 1981-07-06 | Completed | 100% | $0.15 | $0.21 | 41.82% | Stop | |
| 1980-02-27 | 1980-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-05-31 | 1980-02-27 | Completed | 100% | $0.12 | $0.15 | 21.40% | Stop | |
| 1979-05-08 | 1979-05-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-11-14 | 1979-05-08 | Completed | 100% | $0.13 | $0.12 | -2.98% | Stop | |
| 1978-10-23 | 1978-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-08-04 | 1978-10-23 | Completed | 100% | $0.15 | $0.13 | -12.49% | Stop | |
| 1974-08-14 | 1978-08-04 | Interest (CASH) | 100% | $1.00 | $1.35 | 34.99% | Interest Income | |