SCCO
Southern Copper Corporation
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for SCCO (Southern Copper Corporation) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -68.0% (compared to the benchmark's drawdown of -78.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.8%, compared to a Buy-and-Hold benchmark return of 21.7%. The strategy executed 76 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
SCCO Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 92.26% | 91.58% | 16.19% | 29.27% | 12.28% | 26.49% | 14.79% | 21.72% |
| Sharpe Ratio | 1.50 | 1.28 | 0.45 | 0.64 | 0.40 | 0.62 | 0.47 | 0.47 |
| Max Drawdown | -18.24% | -30.22% | -50.08% | -43.07% | -50.08% | -54.83% | -67.97% | -78.60% |
| % Time Invested | 74.6% | 100.0% | 70.9% | 100.0% | 65.5% | 100.0% | 59.8% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 2.8 | 0.0 | 2.6 | 0.0 | 2.7 | 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 | ||||||||
| 2026-04-30 | 2026-05-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-31 | 2026-04-30 | Completed | 100% | $160.54 | $170.15 | 5.93% | Stop | |
| 2026-03-09 | 2026-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-08-22 | 2026-03-09 | Completed | 100% | $90.09 | $176.30 | 95.59% | Stop | |
| 2025-07-31 | 2025-08-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-30 | 2025-07-31 | Completed | 100% | $82.04 | $84.58 | 3.05% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-27 | 2025-04-07 | Completed | 100% | $86.14 | $69.75 | -19.07% | Stop | |
| 2025-02-04 | 2025-02-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-12-09 | 2025-02-04 | Completed | 100% | $96.21 | $84.01 | -12.72% | Stop | |
| 2024-11-14 | 2024-12-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2024-08-27 | 2024-11-14 | Completed | 100% | $95.42 | $92.99 | -2.59% | Stop | |
| 2024-08-05 | 2024-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-06-28 | 2024-08-05 | Completed | 100% | $98.69 | $82.44 | -16.50% | Stop | |
| 2024-06-05 | 2024-06-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-10-18 | 2024-06-05 | Completed | 100% | $63.72 | $99.86 | 56.63% | Stop | |
| 2023-09-26 | 2023-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-06-28 | 2023-09-26 | Completed | 100% | $61.71 | $64.51 | 4.48% | Stop | |
| 2023-03-16 | 2023-06-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.43% | Interest Income | |
| 2023-01-12 | 2023-03-16 | Completed | 100% | $63.24 | $57.40 | -9.28% | Stop | |
| 2022-09-09 | 2023-01-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.36% | Interest Income | |
| 2022-07-14 | 2022-09-09 | Completed | 100% | $37.94 | $40.15 | 5.79% | Signal | |
| 2022-06-21 | 2022-07-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-05-17 | 2022-06-21 | Completed | 100% | $45.06 | $45.92 | 1.85% | Stop | |
| 2022-04-25 | 2022-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2021-10-13 | 2022-04-25 | Completed | 100% | $46.15 | $51.73 | 12.03% | Stop | |
| 2021-09-21 | 2021-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-06-16 | 2021-09-21 | Completed | 100% | $48.05 | $44.68 | -7.05% | Stop | |
| 2021-05-24 | 2021-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-16 | 2021-05-24 | Completed | 100% | $57.26 | $53.17 | -7.18% | Stop | |
| 2021-03-24 | 2021-04-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-07-13 | 2021-03-24 | Completed | 100% | $31.45 | $52.65 | 67.34% | Stop | |
| 2020-01-28 | 2020-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2019-12-13 | 2020-01-28 | Completed | 100% | $30.27 | $27.96 | -7.71% | Stop | |
| 2019-09-25 | 2019-12-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2019-09-13 | 2019-09-25 | Completed | 100% | $26.05 | $24.17 | -7.28% | Stop | |
| 2019-04-18 | 2019-09-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.88% | Interest Income | |
| 2018-12-19 | 2019-04-18 | Completed | 100% | $21.66 | $29.40 | 35.66% | Signal | |
| 2018-11-26 | 2018-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-15 | 2018-11-26 | Completed | 100% | $25.38 | $21.77 | -14.28% | Stop | |
| 2018-10-24 | 2018-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-10-01 | 2018-10-24 | Completed | 100% | $29.37 | $25.29 | -13.94% | Stop | |
| 2018-09-07 | 2018-10-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2018-06-21 | 2018-09-07 | Completed | 100% | $31.69 | $27.97 | -11.79% | Stop | |
| 2018-05-30 | 2018-06-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2017-05-30 | 2018-05-30 | Completed | 100% | $23.01 | $32.92 | 43.01% | Stop | |
| 2017-05-05 | 2017-05-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2017-01-20 | 2017-05-05 | Completed | 100% | $23.51 | $21.70 | -7.75% | Stop | |
| 2016-12-19 | 2017-01-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2016-12-09 | 2016-12-19 | Completed | 100% | $22.86 | $21.12 | -7.68% | Stop | |
| 2015-11-04 | 2016-12-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2015-09-17 | 2015-11-04 | Completed | 100% | $18.29 | $18.42 | 0.66% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-07-30 | 2015-08-25 | Completed | 100% | $18.10 | $16.81 | -7.18% | Stop | |
| 2015-07-08 | 2015-07-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-02-09 | 2015-07-08 | Completed | 100% | $18.81 | $18.66 | -0.84% | Stop | |
| 2015-01-15 | 2015-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-12-31 | 2015-01-15 | Completed | 100% | $18.32 | $16.72 | -8.77% | Stop | |
| 2014-09-23 | 2014-12-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-07-08 | 2014-09-23 | Completed | 100% | $20.92 | $19.18 | -8.38% | Stop | |
| 2014-05-12 | 2014-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-04-07 | 2014-05-12 | Completed | 100% | $19.13 | $18.64 | -2.61% | Stop | |
| 2014-01-27 | 2014-04-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-12-18 | 2014-01-27 | Completed | 100% | $16.91 | $17.82 | 5.31% | Signal | |
| 2013-11-25 | 2013-12-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-07-05 | 2013-11-25 | Completed | 100% | $17.23 | $16.30 | -5.43% | Stop | |
| 2013-06-12 | 2013-07-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-04-12 | 2013-06-12 | Completed | 100% | $22.25 | $18.84 | -15.35% | Stop | |
| 2013-03-20 | 2013-04-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-06-21 | 2013-03-20 | Completed | 100% | $17.89 | $22.38 | 25.05% | Stop | |
| 2012-05-09 | 2012-06-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-05-03 | 2012-05-09 | Completed | 100% | $18.76 | $17.46 | -6.95% | Stop | |
| 2012-03-01 | 2012-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-10-14 | 2012-03-01 | Completed | 100% | $15.40 | $18.17 | 17.90% | Signal | |
| 2011-09-22 | 2011-10-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-29 | 2011-09-22 | Completed | 100% | $17.82 | $14.65 | -17.83% | Stop | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-06-29 | 2011-08-05 | Completed | 100% | $17.33 | $16.90 | -2.50% | Stop | |
| 2011-06-07 | 2011-06-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-05-10 | 2011-06-07 | Completed | 100% | $19.55 | $16.72 | -14.53% | Stop | |
| 2011-04-15 | 2011-05-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-03-17 | 2011-04-15 | Completed | 100% | $21.61 | $18.97 | -12.29% | Stop | |
| 2011-02-23 | 2011-03-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-07-26 | 2011-02-23 | Completed | 100% | $16.59 | $21.61 | 30.15% | Stop | |
| 2010-07-01 | 2010-07-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-26 | 2010-07-01 | Completed | 100% | $14.48 | $13.58 | -6.30% | Stop | |
| 2010-05-04 | 2010-05-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-02-16 | 2010-05-04 | Completed | 100% | $15.29 | $14.95 | -2.28% | Stop | |
| 2010-01-22 | 2010-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-22 | 2010-01-22 | Completed | 100% | $11.58 | $14.81 | 27.82% | Stop | |
| 2009-01-09 | 2009-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-12-24 | 2009-01-09 | Completed | 100% | $6.96 | $8.58 | 23.23% | Signal | |
| 2008-12-02 | 2008-12-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2008-11-20 | 2008-12-02 | Completed | 100% | $4.87 | $5.86 | 20.34% | Stop | |
| 2008-10-29 | 2008-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2008-10-27 | 2008-10-29 | Completed | 100% | $4.80 | $6.01 | 24.99% | Stop | |
| 2008-10-03 | 2008-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-09-30 | 2008-10-03 | Completed | 100% | $9.36 | $7.66 | -18.14% | Stop | |
| 2008-09-08 | 2008-09-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2008-08-27 | 2008-09-08 | Completed | 100% | $12.19 | $10.94 | -10.27% | Stop | |
| 2008-08-05 | 2008-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2008-07-31 | 2008-08-05 | Completed | 100% | $13.22 | $11.12 | -15.91% | Stop | |
| 2008-07-09 | 2008-07-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-06-20 | 2008-07-09 | Completed | 100% | $16.48 | $15.52 | -5.89% | Stop | |
| 2008-05-29 | 2008-06-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2008-04-10 | 2008-05-29 | Completed | 100% | $17.83 | $16.50 | -7.51% | Stop | |
| 2008-03-18 | 2008-04-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2008-02-12 | 2008-03-18 | Completed | 100% | $15.47 | $16.15 | 4.36% | Stop | |
| 2008-01-18 | 2008-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2008-01-11 | 2008-01-18 | Completed | 100% | $14.72 | $12.60 | -14.41% | Stop | |
| 2007-12-18 | 2008-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2007-12-04 | 2007-12-18 | Completed | 100% | $16.29 | $15.45 | -5.20% | Stop | |
| 2007-11-09 | 2007-12-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2007-08-29 | 2007-11-09 | Completed | 100% | $14.84 | $17.62 | 18.69% | Stop | |
| 2007-08-07 | 2007-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2007-03-28 | 2007-08-07 | Completed | 100% | $10.27 | $14.49 | 41.01% | Stop | |
| 2007-03-06 | 2007-03-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2006-06-13 | 2007-03-06 | Completed | 100% | $4.72 | $9.53 | 101.74% | Stop | |
| 2006-05-19 | 2006-06-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2005-11-07 | 2006-05-19 | Completed | 100% | $3.47 | $5.72 | 64.63% | Stop | |
| 2005-10-14 | 2005-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2005-07-19 | 2005-10-14 | Completed | 100% | $2.79 | $3.16 | 13.21% | Stop | |
| 2005-06-24 | 2005-07-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2005-06-06 | 2005-06-24 | Completed | 100% | $2.96 | $2.49 | -16.08% | Stop | |
| 2005-05-12 | 2005-06-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2005-04-20 | 2005-05-12 | Completed | 100% | $3.46 | $2.91 | -15.88% | Stop | |
| 2005-03-29 | 2005-04-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2004-11-05 | 2005-03-29 | Completed | 100% | $2.57 | $3.06 | 19.09% | Stop | |
| 2004-10-14 | 2004-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2004-05-13 | 2004-10-14 | Completed | 100% | $1.46 | $2.51 | 72.15% | Stop | |
| 2004-04-21 | 2004-05-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2004-04-01 | 2004-04-21 | Completed | 100% | $2.14 | $1.88 | -12.31% | Stop | |
| 2004-03-10 | 2004-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2004-02-11 | 2004-03-10 | Completed | 100% | $2.10 | $1.95 | -7.40% | Stop | |
| 2004-01-20 | 2004-02-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2002-10-10 | 2004-01-20 | Completed | 100% | $0.69 | $2.38 | 243.13% | Stop | |
| 2000-12-29 | 2002-10-10 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.81% | Interest Income | |
| 2000-12-08 | 2000-12-29 | Completed | 100% | $0.59 | $0.61 | 2.51% | Signal | |
| 2000-11-15 | 2000-12-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-10-12 | 2000-11-15 | Completed | 100% | $0.68 | $0.59 | -13.14% | Stop | |
| 2000-09-20 | 2000-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-07-05 | 2000-09-20 | Completed | 100% | $0.59 | $0.71 | 20.74% | Stop | |
| 2000-06-12 | 2000-07-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-03-30 | 2000-06-12 | Completed | 100% | $0.60 | $0.53 | -11.45% | Stop | |
| 2000-03-08 | 2000-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1999-11-16 | 2000-03-08 | Completed | 100% | $0.75 | $0.66 | -11.83% | Stop | |
| 1998-06-26 | 1999-11-16 | Interest (CASH) | 100% | $1.00 | $1.07 | 6.59% | Interest Income | |
| 1998-06-03 | 1998-06-26 | Completed | 100% | $0.60 | $0.60 | -0.05% | Signal | |
| 1998-05-11 | 1998-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1998-03-19 | 1998-05-11 | Completed | 100% | $0.68 | $0.64 | -4.67% | Stop | |
| 1998-03-17 | 1998-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |