PG
Procter & Gamble Company
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for PG (Procter & Gamble Company) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -47.8% (compared to the benchmark's drawdown of -54.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.3%, compared to a Buy-and-Hold benchmark return of 10.7%. The strategy executed 56 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
PG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -12.96% | -4.45% | -4.70% | 3.63% | 1.22% | 8.48% | 6.32% | 10.67% |
| Sharpe Ratio | -1.38 | -0.23 | -0.32 | 0.20 | 0.08 | 0.43 | 0.34 | 0.46 |
| Max Drawdown | -15.37% | -15.52% | -34.89% | -23.77% | -34.89% | -23.77% | -47.82% | -54.23% |
| % Time Invested | 36.1% | 100.0% | 73.1% | 100.0% | 75.4% | 100.0% | 75.7% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.4 | 0.0 | 1.2 | 0.0 | 1.0 | 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 | ||||||||
| 2026-02-09 | 2026-03-13 | Completed | 100% | $156.41 | $149.13 | -4.70% | Stop | |
| 2026-01-08 | 2026-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2025-12-18 | 2026-01-08 | Completed | 100% | $143.43 | $134.89 | -6.00% | Stop | |
| 2025-10-10 | 2025-12-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.73% | Interest Income | |
| 2024-02-02 | 2025-10-10 | Completed | 100% | $148.76 | $146.63 | -1.48% | Stop | |
| 2023-09-29 | 2024-02-02 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.85% | Interest Income | |
| 2023-07-27 | 2023-09-29 | Completed | 100% | $142.45 | $135.41 | -4.99% | Stop | |
| 2023-05-31 | 2023-07-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.82% | Interest Income | |
| 2023-04-06 | 2023-05-31 | Completed | 100% | $138.59 | $131.46 | -5.19% | Stop | |
| 2023-03-09 | 2023-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2022-10-25 | 2023-03-09 | Completed | 100% | $117.53 | $126.07 | 7.21% | Signal | |
| 2022-10-03 | 2022-10-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2022-07-08 | 2022-10-03 | Completed | 100% | $130.61 | $114.59 | -12.31% | Stop | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2021-03-23 | 2022-06-14 | Completed | 100% | $113.25 | $123.03 | 8.58% | Stop | |
| 2021-03-01 | 2021-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-03-24 | 2021-03-01 | Completed | 100% | $85.78 | $107.82 | 25.63% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-04-08 | 2020-03-02 | Completed | 100% | $85.83 | $95.92 | 11.70% | Stop | |
| 2018-06-15 | 2019-04-08 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.83% | Interest Income | |
| 2018-03-07 | 2018-06-15 | Completed | 100% | $63.42 | $61.30 | -3.40% | Signal | |
| 2018-02-12 | 2018-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-09-06 | 2018-02-12 | Completed | 100% | $67.21 | $64.29 | -4.40% | Stop | |
| 2015-12-28 | 2016-09-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2015-09-17 | 2015-12-28 | Completed | 100% | $51.55 | $59.25 | 14.88% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-06-23 | 2015-08-25 | Completed | 100% | $58.68 | $53.15 | -9.46% | Stop | |
| 2015-06-01 | 2015-06-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2015-06-01 | Completed | 100% | $38.00 | $57.45 | 51.11% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-04-23 | 2010-05-07 | Completed | 100% | $39.31 | $37.82 | -3.83% | Stop | |
| 2009-02-03 | 2010-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2008-12-19 | 2009-02-03 | Completed | 100% | $36.24 | $32.10 | -11.45% | Stop | |
| 2008-11-26 | 2008-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2008-11-03 | 2008-11-26 | Completed | 100% | $38.57 | $36.82 | -4.61% | Stop | |
| 2008-10-10 | 2008-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-07-25 | 2008-10-10 | Completed | 100% | $38.27 | $34.80 | -9.10% | Stop | |
| 2008-07-02 | 2008-07-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-02-14 | 2008-07-02 | Completed | 100% | $39.29 | $36.46 | -7.25% | Stop | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2002-08-07 | 2008-01-23 | Completed | 100% | $23.14 | $36.71 | 58.61% | Stop | |
| 2002-07-16 | 2002-08-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-12-19 | 2002-07-16 | Completed | 100% | $20.72 | $21.27 | 2.64% | Stop | |
| 2000-11-02 | 2001-12-19 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.34% | Interest Income | |
| 2000-10-09 | 2000-11-02 | Completed | 100% | $18.25 | $17.27 | -5.42% | Stop | |
| 2000-06-05 | 2000-10-09 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.10% | Interest Income | |
| 2000-05-19 | 2000-06-05 | Completed | 100% | $15.96 | $15.90 | -0.44% | Signal | |
| 2000-04-27 | 2000-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2000-03-30 | 2000-04-27 | Completed | 100% | $14.58 | $14.91 | 2.23% | Stop | |
| 2000-03-08 | 2000-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-02-15 | 2000-03-08 | Completed | 100% | $22.88 | $15.09 | -34.09% | Stop | |
| 2000-01-24 | 2000-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1999-07-07 | 2000-01-24 | Completed | 100% | $20.99 | $23.74 | 13.05% | Stop | |
| 1999-06-14 | 1999-07-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1998-10-05 | 1999-06-14 | Completed | 100% | $18.07 | $21.24 | 17.44% | Stop | |
| 1998-09-11 | 1998-10-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1998-08-25 | 1998-09-11 | Completed | 100% | $19.89 | $16.78 | -15.67% | Stop | |
| 1998-08-03 | 1998-08-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1997-11-20 | 1998-08-03 | Completed | 100% | $17.99 | $19.18 | 6.54% | Stop | |
| 1997-10-29 | 1997-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-10-03 | 1997-10-29 | Completed | 100% | $17.42 | $16.84 | -3.41% | Stop | |
| 1997-09-11 | 1997-10-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1994-01-19 | 1997-09-11 | Completed | 100% | $6.45 | $15.45 | 139.36% | Stop | |
| 1993-12-28 | 1994-01-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1993-04-29 | 1993-12-28 | Completed | 100% | $5.28 | $6.46 | 22.18% | Signal | |
| 1993-04-06 | 1993-04-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 1991-07-22 | 1993-04-06 | Completed | 100% | $4.25 | $5.14 | 20.96% | Stop | |
| 1991-06-27 | 1991-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1990-08-28 | 1991-06-27 | Completed | 100% | $3.88 | $4.11 | 5.71% | Stop | |
| 1990-08-06 | 1990-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1988-09-14 | 1990-08-06 | Completed | 100% | $1.94 | $3.86 | 98.70% | Stop | |
| 1988-07-11 | 1988-09-14 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.39% | Interest Income | |
| 1988-06-03 | 1988-07-11 | Completed | 100% | $1.88 | $1.82 | -2.93% | Signal | |
| 1988-05-11 | 1988-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-11-10 | 1988-05-11 | Completed | 100% | $1.97 | $1.79 | -9.58% | Stop | |
| 1987-10-19 | 1987-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-13 | 1987-10-19 | Completed | 100% | $1.61 | $1.66 | 2.76% | Stop | |
| 1986-09-19 | 1986-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-04-29 | 1986-09-19 | Completed | 100% | $1.13 | $1.57 | 38.80% | Stop | |
| 1985-04-04 | 1985-04-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-10-23 | 1985-04-04 | Completed | 100% | $1.21 | $1.14 | -5.91% | Stop | |
| 1984-05-11 | 1984-10-23 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.47% | Interest Income | |
| 1984-03-02 | 1984-05-11 | Completed | 100% | $0.93 | $0.97 | 4.21% | Signal | |
| 1984-02-08 | 1984-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-06-23 | 1984-02-08 | Completed | 100% | $1.07 | $1.02 | -5.06% | Stop | |
| 1983-06-01 | 1983-06-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-02-16 | 1983-06-01 | Completed | 100% | $1.11 | $1.06 | -4.73% | Stop | |
| 1983-01-25 | 1983-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-01-02 | 1983-01-25 | Completed | 100% | $0.60 | $1.06 | 75.40% | Stop | |
| 1980-12-02 | 1981-01-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 1980-11-19 | 1980-12-02 | Completed | 100% | $0.64 | $0.61 | -5.49% | Stop | |
| 1980-10-13 | 1980-11-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 1980-05-09 | 1980-10-13 | Completed | 100% | $0.65 | $0.61 | -5.56% | Stop | |
| 1979-06-05 | 1980-05-09 | Interest (CASH) | 100% | $1.00 | $1.07 | 7.32% | Interest Income | |
| 1979-02-02 | 1979-06-05 | Completed | 100% | $0.68 | $0.65 | -5.38% | Signal | |
| 1977-02-10 | 1979-02-02 | Interest (CASH) | 100% | $1.00 | $1.16 | 16.10% | Interest Income | |
| 1976-03-25 | 1977-02-10 | Completed | 100% | $0.66 | $0.63 | -5.45% | Stop | |
| 1976-01-29 | 1976-03-25 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.17% | Interest Income | |
| 1976-01-13 | 1976-01-29 | Completed | 100% | $0.70 | $0.66 | -5.31% | Stop | |
| 1975-04-25 | 1976-01-13 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.56% | Interest Income | |
| 1975-04-16 | 1975-04-25 | Completed | 100% | $0.72 | $0.68 | -6.08% | Stop | |
| 1974-08-13 | 1975-04-16 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.22% | Interest Income | |
| 1974-05-03 | 1974-08-13 | Completed | 100% | $0.68 | $0.64 | -5.77% | Stop | |
| 1974-01-17 | 1974-05-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.24% | Interest Income | |
| 1974-01-10 | 1974-01-17 | Completed | 100% | $0.59 | $0.63 | 6.27% | Signal | |
| 1973-12-17 | 1974-01-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-09-10 | 1973-12-17 | Completed | 100% | $0.68 | $0.63 | -7.06% | Stop | |
| 1973-08-16 | 1973-09-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-04-25 | 1973-08-16 | Completed | 100% | $0.69 | $0.69 | -0.50% | Stop | |
| 1973-04-02 | 1973-04-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1972-03-13 | 1973-04-02 | Completed | 100% | $0.59 | $0.69 | 16.68% | Stop | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |