PG
Procter & Gamble Company
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for PG (Procter & Gamble Company) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -60.7% (compared to the benchmark's drawdown of -54.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.2%, compared to a Buy-and-Hold benchmark return of 10.7%. The strategy executed 63 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
PG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -11.79% | -4.45% | -1.83% | 3.63% | 3.35% | 8.48% | 5.15% | 10.67% |
| Sharpe Ratio | -1.31 | -0.23 | -0.13 | 0.20 | 0.23 | 0.43 | 0.29 | 0.46 |
| Max Drawdown | -15.51% | -15.52% | -25.12% | -23.77% | -25.12% | -23.77% | -60.66% | -54.23% |
| % Time Invested | 22.2% | 100.0% | 65.2% | 100.0% | 70.7% | 100.0% | 70.9% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 1.2 | 0.0 | 1.1 | 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 | ||||||||
| 2026-04-22 | 2026-05-05 | Completed | 100% | $140.39 | $142.32 | 1.32% | Signal | |
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-09 | 2026-03-30 | Completed | 100% | $156.41 | $140.92 | -9.95% | 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 | |
| 2025-05-06 | 2025-12-18 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.58% | Interest Income | |
| 2025-03-24 | 2025-05-06 | Completed | 100% | $159.58 | $152.48 | -4.50% | Signal | |
| 2025-02-18 | 2025-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2024-02-05 | 2025-02-18 | Completed | 100% | $148.01 | $156.63 | 5.77% | Signal | |
| 2023-12-29 | 2024-02-05 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2023-01-03 | 2023-12-29 | Completed | 100% | $136.89 | $135.76 | -0.87% | Signal | |
| 2022-06-14 | 2023-01-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.81% | Interest Income | |
| 2021-05-25 | 2022-06-14 | Completed | 100% | $120.65 | $123.03 | 1.92% | Stop | |
| 2021-03-01 | 2021-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-07-09 | 2021-03-01 | Completed | 100% | $104.77 | $107.82 | 2.86% | Stop | |
| 2020-04-02 | 2020-07-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-03-24 | 2020-04-02 | Completed | 100% | $85.78 | $91.26 | 6.33% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2018-08-31 | 2020-03-02 | Completed | 100% | $67.69 | $95.92 | 41.62% | Stop | |
| 2018-02-12 | 2018-08-31 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.04% | Interest Income | |
| 2017-02-15 | 2018-02-12 | Completed | 100% | $69.47 | $64.29 | -7.51% | Stop | |
| 2017-01-24 | 2017-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-10-12 | 2017-01-24 | Completed | 100% | $55.00 | $67.47 | 22.60% | Signal | |
| 2015-04-09 | 2015-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-04-28 | 2015-04-09 | Completed | 100% | $57.76 | $59.87 | 3.61% | Signal | |
| 2014-03-07 | 2014-04-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-08-29 | 2014-03-07 | Completed | 100% | $44.93 | $55.10 | 22.58% | Signal | |
| 2012-06-21 | 2012-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-10-24 | 2012-06-21 | Completed | 100% | $43.02 | $40.15 | -6.73% | Signal | |
| 2011-08-18 | 2011-10-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-11-02 | 2011-08-18 | Completed | 100% | $40.48 | $39.47 | -2.53% | Signal | |
| 2010-08-05 | 2010-11-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-06-01 | 2010-08-05 | Completed | 100% | $38.00 | $37.45 | -1.48% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-08-28 | 2010-05-07 | Completed | 100% | $32.41 | $37.82 | 16.65% | Stop | |
| 2008-11-14 | 2009-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2008-11-03 | 2008-11-14 | Completed | 100% | $38.57 | $38.66 | 0.18% | Signal | |
| 2008-10-10 | 2008-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-09-12 | 2008-10-10 | Completed | 100% | $42.84 | $34.80 | -18.79% | Stop | |
| 2008-03-19 | 2008-09-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.80% | Interest Income | |
| 2008-02-14 | 2008-03-19 | Completed | 100% | $39.29 | $40.23 | 2.33% | Signal | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2007-08-28 | 2008-01-23 | Completed | 100% | $37.75 | $36.71 | -2.78% | Stop | |
| 2007-06-26 | 2007-08-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.80% | Interest Income | |
| 2006-08-24 | 2007-06-26 | Completed | 100% | $34.54 | $35.26 | 2.02% | Signal | |
| 2006-05-25 | 2006-08-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.23% | Interest Income | |
| 2005-05-19 | 2006-05-25 | Completed | 100% | $30.84 | $31.11 | 0.81% | Signal | |
| 2005-03-16 | 2005-05-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.50% | Interest Income | |
| 2003-05-06 | 2005-03-16 | Completed | 100% | $23.90 | $29.09 | 21.67% | Signal | |
| 2002-12-05 | 2003-05-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 2002-08-07 | 2002-12-05 | Completed | 100% | $23.14 | $22.68 | -2.03% | Signal | |
| 2002-07-16 | 2002-08-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-08-22 | 2002-07-16 | Completed | 100% | $19.20 | $21.27 | 10.74% | Stop | |
| 2001-04-20 | 2001-08-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.22% | Interest Income | |
| 2001-04-06 | 2001-04-20 | Completed | 100% | $15.52 | $14.91 | -4.00% | Signal | |
| 2001-03-15 | 2001-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2000-10-09 | 2001-03-15 | Completed | 100% | $18.25 | $16.85 | -7.72% | Stop | |
| 2000-03-08 | 2000-10-09 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.53% | 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 | |
| 1999-09-02 | 2000-01-24 | Completed | 100% | $24.23 | $23.74 | -2.06% | Stop | |
| 1999-07-28 | 1999-09-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1999-07-07 | 1999-07-28 | Completed | 100% | $20.99 | $21.42 | 1.99% | Signal | |
| 1999-06-14 | 1999-07-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1998-12-02 | 1999-06-14 | Completed | 100% | $21.38 | $21.24 | -0.71% | Stop | |
| 1998-09-11 | 1998-12-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.98% | 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 | |
| 1994-09-12 | 1997-09-11 | Completed | 100% | $6.61 | $15.45 | 133.43% | Stop | |
| 1994-07-21 | 1994-09-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.64% | Interest Income | |
| 1993-11-02 | 1994-07-21 | Completed | 100% | $5.98 | $6.02 | 0.55% | Signal | |
| 1993-04-06 | 1993-11-02 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.76% | Interest Income | |
| 1992-11-06 | 1993-04-06 | Completed | 100% | $5.78 | $5.14 | -11.06% | Stop | |
| 1992-09-25 | 1992-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1991-09-27 | 1992-09-25 | Completed | 100% | $4.41 | $5.29 | 19.76% | Signal | |
| 1991-06-27 | 1991-09-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.38% | 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 | |
| 1987-11-17 | 1988-09-14 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.42% | Interest Income | |
| 1987-11-10 | 1987-11-17 | Completed | 100% | $1.97 | $2.01 | 1.75% | Signal | |
| 1987-10-19 | 1987-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-12-08 | 1987-10-19 | Completed | 100% | $1.78 | $1.66 | -7.19% | Stop | |
| 1986-11-05 | 1986-12-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 1986-10-13 | 1986-11-05 | Completed | 100% | $1.61 | $1.75 | 8.53% | Signal | |
| 1986-09-19 | 1986-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-07-25 | 1986-09-19 | Completed | 100% | $1.27 | $1.57 | 23.37% | Stop | |
| 1985-04-29 | 1985-07-25 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.84% | Interest Income | |
| 1984-07-26 | 1985-04-29 | Completed | 100% | $1.13 | $1.13 | -0.17% | Signal | |
| 1984-02-09 | 1984-07-26 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.53% | Interest Income | |
| 1983-10-21 | 1984-02-09 | Completed | 100% | $1.18 | $0.98 | -17.60% | Stop | |
| 1983-07-08 | 1983-10-21 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.24% | Interest Income | |
| 1983-06-23 | 1983-07-08 | Completed | 100% | $1.07 | $1.12 | 4.55% | Signal | |
| 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 | |
| 1980-11-24 | 1981-01-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 1980-11-06 | 1980-11-24 | Completed | 100% | $0.60 | $0.63 | 4.87% | Signal | |
| 1980-10-14 | 1980-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-05-09 | 1980-10-14 | Completed | 100% | $0.65 | $0.61 | -5.23% | Stop | |
| 1979-02-27 | 1980-05-09 | Interest (CASH) | 100% | $1.00 | $1.10 | 9.52% | Interest Income | |
| 1978-06-02 | 1979-02-27 | Completed | 100% | $0.68 | $0.66 | -2.57% | Signal | |
| 1978-03-02 | 1978-06-02 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.93% | Interest Income | |
| 1977-09-09 | 1978-03-02 | Completed | 100% | $0.66 | $0.60 | -9.51% | Signal | |
| 1977-01-24 | 1977-09-09 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.84% | Interest Income | |
| 1976-05-13 | 1977-01-24 | Completed | 100% | $0.66 | $0.66 | -0.43% | Signal | |
| 1976-03-17 | 1976-05-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.20% | Interest Income | |
| 1975-12-24 | 1976-03-17 | Completed | 100% | $0.66 | $0.61 | -6.66% | Signal | |
| 1975-08-21 | 1975-12-24 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.64% | Interest Income | |
| 1975-03-05 | 1975-08-21 | Completed | 100% | $0.70 | $0.61 | -12.57% | Stop | |
| 1974-09-10 | 1975-03-05 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.72% | Interest Income | |
| 1974-09-06 | 1974-09-10 | Completed | 100% | $0.58 | $0.57 | -1.88% | Signal | |
| 1974-08-14 | 1974-09-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1974-05-03 | 1974-08-14 | Completed | 100% | $0.68 | $0.62 | -7.74% | Stop | |
| 1973-12-14 | 1974-05-03 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.91% | Interest Income | |
| 1973-09-24 | 1973-12-14 | Completed | 100% | $0.69 | $0.64 | -6.86% | Stop | |
| 1973-05-10 | 1973-09-24 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.85% | Interest Income | |
| 1973-04-25 | 1973-05-10 | Completed | 100% | $0.69 | $0.71 | 2.59% | Signal | |
| 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 | |