PGR
Progressive Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for PGR (Progressive Corp) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -61.8% (compared to the benchmark's drawdown of -71.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.1%, compared to a Buy-and-Hold benchmark return of 19.4%. The strategy executed 52 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
PGR Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -17.10% | -7.95% | 15.58% | 20.38% | 19.68% | 23.97% | 13.11% | 19.39% |
| Sharpe Ratio | -1.08 | -0.32 | 0.62 | 0.73 | 0.79 | 0.87 | 0.58 | 0.63 |
| Max Drawdown | -23.19% | -19.79% | -31.18% | -30.35% | -31.18% | -30.35% | -61.75% | -71.05% |
| % Time Invested | 60.7% | 100.0% | 88.8% | 100.0% | 91.9% | 100.0% | 75.6% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 0.8 | 0.0 | 0.8 | 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 | ||||||||
| 2025-11-20 | 2026-04-07 | Completed | 100% | $209.71 | $196.54 | -6.32% | Signal | |
| 2025-10-29 | 2025-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-08-04 | 2025-10-29 | Completed | 100% | $226.13 | $197.54 | -12.69% | Stop | |
| 2025-07-11 | 2025-08-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-08-08 | 2025-07-11 | Completed | 100% | $116.31 | $232.95 | 100.18% | Stop | |
| 2023-07-17 | 2023-08-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-05-25 | 2023-07-17 | Completed | 100% | $119.70 | $107.85 | -9.94% | Stop | |
| 2023-05-03 | 2023-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2021-07-13 | 2023-05-03 | Completed | 100% | $89.06 | $115.92 | 30.09% | Stop | |
| 2021-06-18 | 2021-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-04-06 | 2021-06-18 | Completed | 100% | $66.03 | $81.13 | 22.81% | Stop | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-10-08 | 2020-03-13 | Completed | 100% | $61.88 | $62.28 | 0.59% | Stop | |
| 2019-09-16 | 2019-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2018-12-21 | 2019-09-16 | Completed | 100% | $46.99 | $59.65 | 26.88% | Stop | |
| 2018-11-28 | 2018-12-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2012-08-06 | 2018-11-28 | Completed | 100% | $12.40 | $48.97 | 294.68% | Stop | |
| 2012-07-13 | 2012-08-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-29 | 2012-07-13 | Completed | 100% | $11.50 | $12.39 | 7.64% | Stop | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-02-25 | 2011-08-05 | Completed | 100% | $9.93 | $11.71 | 17.89% | Stop | |
| 2006-12-26 | 2010-02-25 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.15% | Interest Income | |
| 2006-08-28 | 2006-12-26 | Completed | 100% | $12.31 | $12.67 | 2.90% | Signal | |
| 2006-08-04 | 2006-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2006-02-22 | 2006-08-04 | Completed | 100% | $13.89 | $12.43 | -10.55% | Stop | |
| 2006-01-30 | 2006-02-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2005-02-15 | 2006-01-30 | Completed | 100% | $11.33 | $13.61 | 20.10% | Stop | |
| 2005-01-24 | 2005-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2004-08-11 | 2005-01-24 | Completed | 100% | $9.70 | $10.80 | 11.31% | Stop | |
| 2004-07-20 | 2004-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2003-08-27 | 2004-07-20 | Completed | 100% | $9.03 | $9.99 | 10.50% | Stop | |
| 2003-08-05 | 2003-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-01-23 | 2003-08-05 | Completed | 100% | $6.05 | $8.41 | 38.90% | Stop | |
| 2002-12-30 | 2003-01-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2002-08-07 | 2002-12-30 | Completed | 100% | $6.38 | $6.42 | 0.55% | Stop | |
| 2002-07-16 | 2002-08-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-10-16 | 2002-07-16 | Completed | 100% | $6.22 | $6.55 | 5.35% | Stop | |
| 2001-09-24 | 2001-10-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2001-04-30 | 2001-09-24 | Completed | 100% | $5.01 | $5.03 | 0.31% | Stop | |
| 1999-11-17 | 2001-04-30 | Interest (CASH) | 100% | $1.00 | $1.08 | 8.27% | Interest Income | |
| 1999-09-23 | 1999-11-17 | Completed | 100% | $3.92 | $3.82 | -2.56% | Signal | |
| 1999-08-31 | 1999-09-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-08-23 | 1999-08-31 | Completed | 100% | $5.14 | $4.35 | -15.42% | Stop | |
| 1999-07-30 | 1999-08-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-02-19 | 1999-07-30 | Completed | 100% | $5.42 | $5.39 | -0.64% | Stop | |
| 1999-01-27 | 1999-02-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-10-30 | 1999-01-27 | Completed | 100% | $6.18 | $5.43 | -12.26% | Stop | |
| 1998-10-08 | 1998-10-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1998-09-24 | 1998-10-08 | Completed | 100% | $4.98 | $4.11 | -17.50% | Stop | |
| 1998-09-01 | 1998-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1998-08-19 | 1998-09-01 | Completed | 100% | $4.87 | $4.12 | -15.49% | Stop | |
| 1998-07-28 | 1998-08-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1996-04-29 | 1998-07-28 | Completed | 100% | $1.95 | $5.47 | 181.23% | Stop | |
| 1996-04-04 | 1996-04-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1995-08-15 | 1996-04-04 | Completed | 100% | $1.68 | $1.80 | 6.88% | Stop | |
| 1994-11-22 | 1995-08-15 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.17% | Interest Income | |
| 1994-04-22 | 1994-11-22 | Completed | 100% | $1.37 | $1.48 | 7.46% | Signal | |
| 1994-03-30 | 1994-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1994-02-22 | 1994-03-30 | Completed | 100% | $1.45 | $1.23 | -14.97% | Stop | |
| 1994-01-28 | 1994-02-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1993-12-16 | 1994-01-28 | Completed | 100% | $1.64 | $1.33 | -18.45% | Stop | |
| 1993-11-23 | 1993-12-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1993-06-10 | 1993-11-23 | Completed | 100% | $1.21 | $1.63 | 35.31% | Stop | |
| 1993-05-18 | 1993-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1993-03-11 | 1993-05-18 | Completed | 100% | $1.40 | $1.23 | -11.90% | Stop | |
| 1993-02-17 | 1993-03-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-10-06 | 1993-02-17 | Completed | 100% | $0.89 | $1.24 | 38.91% | Stop | |
| 1992-05-05 | 1992-10-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.41% | Interest Income | |
| 1992-02-28 | 1992-05-05 | Completed | 100% | $0.65 | $0.71 | 10.28% | Signal | |
| 1992-02-05 | 1992-02-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1991-11-04 | 1992-02-05 | Completed | 100% | $0.73 | $0.64 | -11.49% | Stop | |
| 1991-10-11 | 1991-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1991-07-23 | 1991-10-11 | Completed | 100% | $0.72 | $0.63 | -13.43% | Stop | |
| 1991-06-28 | 1991-07-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1990-10-22 | 1991-06-28 | Completed | 100% | $0.60 | $0.72 | 19.19% | Stop | |
| 1990-09-28 | 1990-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 1990-02-16 | 1990-09-28 | Completed | 100% | $0.46 | $0.57 | 23.08% | Stop | |
| 1990-01-25 | 1990-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1989-06-29 | 1990-01-25 | Completed | 100% | $0.41 | $0.48 | 17.74% | Stop | |
| 1988-03-31 | 1989-06-29 | Interest (CASH) | 100% | $1.00 | $1.10 | 9.88% | Interest Income | |
| 1988-02-02 | 1988-03-31 | Completed | 100% | $0.37 | $0.35 | -4.56% | Stop | |
| 1987-11-23 | 1988-02-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.45% | Interest Income | |
| 1987-11-11 | 1987-11-23 | Completed | 100% | $0.38 | $0.39 | 5.12% | Signal | |
| 1987-10-20 | 1987-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-03-05 | 1987-10-20 | Completed | 100% | $0.39 | $0.34 | -14.49% | Stop | |
| 1987-02-10 | 1987-03-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-12-01 | 1987-02-10 | Completed | 100% | $0.39 | $0.39 | -0.05% | Stop | |
| 1986-11-06 | 1986-12-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-09 | 1986-11-06 | Completed | 100% | $0.45 | $0.38 | -15.65% | Stop | |
| 1986-09-17 | 1986-10-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-10-22 | 1986-09-17 | Completed | 100% | $0.21 | $0.41 | 98.34% | Stop | |
| 1985-09-30 | 1985-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-05-31 | 1985-09-30 | Completed | 100% | $0.21 | $0.20 | -2.49% | Stop | |
| 1984-11-30 | 1985-05-31 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.81% | Interest Income | |
| 1984-11-21 | 1984-11-30 | Completed | 100% | $0.12 | $0.12 | -0.83% | Signal | |
| 1984-10-30 | 1984-11-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-02-23 | 1984-10-30 | Completed | 100% | $0.13 | $0.12 | -1.58% | Stop | |
| 1984-01-31 | 1984-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-05-09 | 1984-01-31 | Completed | 100% | $0.11 | $0.13 | 11.61% | Stop | |
| 1983-04-15 | 1983-05-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-11-19 | 1983-04-15 | Completed | 100% | $0.08 | $0.10 | 18.26% | Stop | |
| 1982-10-28 | 1982-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-05-28 | 1982-10-28 | Completed | 100% | $0.09 | $0.09 | -0.05% | Stop | |
| 1982-05-26 | 1982-05-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |