PFE
Pfizer Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for PFE (Pfizer Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -62.7% (compared to the benchmark's drawdown of -69.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.8%, compared to a Buy-and-Hold benchmark return of 11.3%. The strategy executed 72 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
PFE Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -0.21% | 5.39% | 1.46% | -5.06% | -1.40% | 1.11% | 7.78% | 11.28% |
| Sharpe Ratio | -0.01 | 0.22 | 0.08 | -0.20 | -0.08 | 0.05 | 0.39 | 0.39 |
| Max Drawdown | -15.72% | -15.72% | -32.63% | -58.96% | -45.91% | -58.96% | -62.66% | -69.25% |
| % Time Invested | 85.3% | 100.0% | 43.2% | 100.0% | 55.7% | 100.0% | 59.9% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.4 | 0.0 | 1.4 | 0.0 | 1.4 | 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 | ||||||||
| 2024-12-09 | 2025-08-18 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.94% | Interest Income | |
| 2024-12-05 | 2024-12-09 | Completed | 100% | $22.37 | $22.84 | 2.05% | Signal | |
| 2024-11-12 | 2024-12-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-07-11 | 2024-11-12 | Completed | 100% | $24.78 | $23.26 | -6.19% | Stop | |
| 2023-02-01 | 2024-07-11 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.79% | Interest Income | |
| 2022-12-29 | 2023-02-01 | Completed | 100% | $40.79 | $35.42 | -13.19% | Stop | |
| 2022-08-11 | 2022-12-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.43% | Interest Income | |
| 2022-07-14 | 2022-08-11 | Completed | 100% | $39.92 | $38.22 | -4.30% | Signal | |
| 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 | |
| 2021-05-03 | 2021-09-29 | Completed | 100% | $29.41 | $33.17 | 12.75% | Stop | |
| 2021-04-09 | 2021-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-02-16 | 2021-04-09 | Completed | 100% | $26.25 | $27.04 | 2.96% | Signal | |
| 2021-01-22 | 2021-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-08-25 | 2021-01-22 | Completed | 100% | $26.95 | $27.06 | 0.38% | Stop | |
| 2020-07-08 | 2020-08-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-06-08 | 2020-07-08 | Completed | 100% | $24.81 | $23.57 | -5.05% | Signal | |
| 2020-02-26 | 2020-06-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2020-01-24 | 2020-02-26 | Completed | 100% | $27.81 | $23.49 | -15.55% | Stop | |
| 2019-08-06 | 2020-01-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.80% | Interest Income | |
| 2019-06-25 | 2019-08-06 | Completed | 100% | $29.22 | $25.02 | -14.44% | Stop | |
| 2019-04-22 | 2019-06-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2017-03-30 | 2019-04-22 | Completed | 100% | $21.01 | $25.78 | 22.65% | Stop | |
| 2016-11-02 | 2017-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2016-05-20 | 2016-11-02 | Completed | 100% | $20.00 | $18.67 | -6.71% | Stop | |
| 2015-10-09 | 2016-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2015-09-17 | 2015-10-09 | Completed | 100% | $19.29 | $19.22 | -0.38% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-11-06 | 2015-08-25 | Completed | 100% | $17.06 | $19.31 | 13.09% | Stop | |
| 2014-06-12 | 2014-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-14 | 2014-06-12 | Completed | 100% | $10.54 | $16.38 | 55.34% | Signal | |
| 2011-09-09 | 2011-12-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-25 | 2011-09-09 | Completed | 100% | $9.20 | $9.39 | 2.04% | Signal | |
| 2011-08-03 | 2011-08-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-10-07 | 2011-08-03 | Completed | 100% | $8.42 | $9.10 | 8.02% | Stop | |
| 2010-05-04 | 2010-10-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2010-04-14 | 2010-05-04 | Completed | 100% | $8.15 | $8.14 | -0.22% | Signal | |
| 2010-03-22 | 2010-04-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-31 | 2010-03-22 | Completed | 100% | $7.42 | $8.06 | 8.57% | Stop | |
| 2007-08-01 | 2009-07-31 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.09% | Interest Income | |
| 2007-05-23 | 2007-08-01 | Completed | 100% | $11.18 | $9.60 | -14.15% | Stop | |
| 2007-04-04 | 2007-05-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2006-12-28 | 2007-04-04 | Completed | 100% | $10.40 | $10.33 | -0.78% | Signal | |
| 2006-12-05 | 2006-12-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2006-08-09 | 2006-12-05 | Completed | 100% | $10.36 | $9.99 | -3.56% | Stop | |
| 2006-07-17 | 2006-08-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2006-03-02 | 2006-07-17 | Completed | 100% | $10.11 | $8.80 | -13.07% | Stop | |
| 2005-09-07 | 2006-03-02 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.91% | Interest Income | |
| 2005-06-08 | 2005-09-07 | Completed | 100% | $10.66 | $9.89 | -7.22% | Signal | |
| 2004-07-16 | 2005-06-08 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.01% | Interest Income | |
| 2003-12-01 | 2004-07-16 | Completed | 100% | $12.48 | $12.05 | -3.50% | Stop | |
| 2003-10-08 | 2003-12-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2003-09-16 | 2003-10-08 | Completed | 100% | $11.61 | $11.19 | -3.69% | Signal | |
| 2003-08-22 | 2003-09-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-05-06 | 2003-08-22 | Completed | 100% | $11.61 | $11.04 | -5.00% | Stop | |
| 2002-10-25 | 2003-05-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.62% | 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 | |
| 2002-02-07 | 2002-08-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.84% | Interest Income | |
| 2001-10-03 | 2002-02-07 | Completed | 100% | $14.66 | $14.61 | -0.39% | Signal | |
| 2001-07-12 | 2001-10-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2001-06-22 | 2001-07-12 | Completed | 100% | $15.35 | $13.75 | -10.47% | Signal | |
| 2001-03-06 | 2001-06-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.17% | Interest Income | |
| 2001-02-15 | 2001-03-06 | Completed | 100% | $15.66 | $15.63 | -0.23% | Signal | |
| 2001-01-24 | 2001-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2000-09-28 | 2001-01-24 | Completed | 100% | $15.09 | $15.03 | -0.42% | Signal | |
| 2000-09-06 | 2000-09-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-04-25 | 2000-09-06 | Completed | 100% | $15.03 | $14.19 | -5.60% | Stop | |
| 1999-06-11 | 2000-04-25 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.56% | 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 | |
| 1998-11-30 | 1999-04-19 | Completed | 100% | $13.02 | $14.78 | 13.44% | Stop | |
| 1998-10-07 | 1998-11-30 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.62% | 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 | |
| 1994-06-24 | 1997-04-01 | Completed | 100% | $1.68 | $4.75 | 182.97% | Stop | |
| 1994-02-09 | 1994-06-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.41% | Interest Income | |
| 1993-12-14 | 1994-02-09 | Completed | 100% | $1.73 | $1.57 | -9.05% | Stop | |
| 1993-08-02 | 1993-12-14 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 1993-06-23 | 1993-08-02 | Completed | 100% | $1.81 | $1.56 | -13.62% | Stop | |
| 1993-01-07 | 1993-06-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.38% | 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 | |
| 1992-07-20 | 1992-10-06 | Completed | 100% | $1.90 | $1.89 | -0.58% | Stop | |
| 1992-06-25 | 1992-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 1992-02-13 | 1992-06-25 | Completed | 100% | $1.89 | $1.80 | -4.89% | Signal | |
| 1992-01-22 | 1992-02-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 1990-07-23 | 1992-01-22 | Completed | 100% | $0.87 | $1.87 | 115.40% | Stop | |
| 1990-03-21 | 1990-07-23 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.63% | Interest Income | |
| 1990-03-19 | 1990-03-21 | Completed | 100% | $0.70 | $0.72 | 2.94% | Signal | |
| 1990-02-23 | 1990-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.50% | Interest Income | |
| 1988-09-21 | 1990-02-23 | Completed | 100% | $0.61 | $0.69 | 13.76% | Stop | |
| 1988-08-26 | 1988-09-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 1988-08-01 | 1988-08-26 | Completed | 100% | $0.59 | $0.57 | -2.23% | Signal | |
| 1987-10-15 | 1988-08-01 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.17% | 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 | |
| 1987-01-28 | 1987-04-28 | Completed | 100% | $0.73 | $0.73 | -0.23% | Stop | |
| 1986-11-06 | 1987-01-28 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.69% | Interest Income | |
| 1986-10-06 | 1986-11-06 | Completed | 100% | $0.61 | $0.64 | 4.93% | Signal | |
| 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 | |
| 1984-09-20 | 1985-09-19 | Completed | 100% | $0.36 | $0.46 | 28.14% | Stop | |
| 1983-12-01 | 1984-09-20 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.26% | 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 | |
| 1981-12-18 | 1982-12-21 | Completed | 100% | $0.24 | $0.32 | 34.18% | Stop | |
| 1981-08-05 | 1981-12-18 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.88% | Interest Income | |
| 1981-07-28 | 1981-08-05 | Completed | 100% | $0.21 | $0.21 | -1.10% | Signal | |
| 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 | |
| 1979-08-16 | 1980-02-27 | Completed | 100% | $0.14 | $0.15 | 4.69% | Stop | |
| 1979-02-07 | 1979-08-16 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.03% | Interest Income | |
| 1978-11-14 | 1979-02-07 | Completed | 100% | $0.13 | $0.12 | -2.36% | Signal | |
| 1978-10-23 | 1978-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-01-04 | 1978-10-23 | Completed | 100% | $0.11 | $0.13 | 20.63% | Stop | |
| 1977-05-09 | 1978-01-04 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.06% | Interest Income | |
| 1977-04-15 | 1977-05-09 | Completed | 100% | $0.11 | $0.10 | -8.86% | Signal | |
| 1976-12-14 | 1977-04-15 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.58% | Interest Income | |
| 1976-12-07 | 1976-12-14 | Completed | 100% | $0.10 | $0.11 | 1.78% | Signal | |
| 1976-11-12 | 1976-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-07-01 | 1976-11-12 | Completed | 100% | $0.11 | $0.10 | -9.16% | Stop | |
| 1976-06-09 | 1976-07-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-03-05 | 1976-06-09 | Completed | 100% | $0.10 | $0.10 | -2.63% | Stop | |
| 1975-07-17 | 1976-03-05 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.93% | Interest Income | |
| 1975-04-24 | 1975-07-17 | Completed | 100% | $0.12 | $0.11 | -6.92% | Stop | |
| 1975-04-02 | 1975-04-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-02-28 | 1975-04-02 | Completed | 100% | $0.12 | $0.11 | -7.97% | Stop | |
| 1974-08-14 | 1975-02-28 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.15% | Interest Income | |