SCCO
Southern Copper Corporation
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-09
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 15.4%, compared to a Buy-and-Hold benchmark return of 22.4%. 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for SCCO:
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 Model
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.
🎯 Trading Horizon
Select risk profile & execution style for SCCO:
🛡️ Long-Term Investing Active Horizon
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 Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-68.0% (vs -78.6% B&H)
+10.6% shallower drawdown
Drawdown Shield
10.6% Cut
Protected capital vs -78.6% B&H
Capital Sheltered from Risk
40.0% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 SCCO Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -18.24% | -30.22% | -50.08% | -43.07% | -50.08% | -54.83% | -67.97% | -78.60% |
| Sharpe Ratio | 1.90 | 1.54 | 0.58 | 0.75 | 0.45 | 0.67 | 0.49 | 0.48 |
| Sortino Ratio | 2.58 | 2.42 | 0.74 | 1.15 | 0.54 | 0.97 | 0.57 | 0.69 |
| CAGR | 137.44% | 122.50% | 21.65% | 35.34% | 14.22% | 29.12% | 15.41% | 22.35% |
| % Time Invested | 81.0% | 100.0% | 70.9% | 100.0% | 66.8% | 100.0% | 60.0% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.8 | 0.0 | 2.6 | 0.0 | 2.7 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for SCCO... Top Diversifiers for SCCO
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
| Loading top diversifier assets... | |||
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. Subscribe to Unlock | ||||||||
| 2026-06-09 | 2026-07-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2026-05-22 | 2026-06-09 | Completed | 100% | $175.66 | $170.86 | -2.78% | Stop | |
| 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% | $157.77 | $167.21 | 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% | $88.54 | $173.26 | 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% | $80.62 | $83.12 | 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% | $84.65 | $68.54 | -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% | $94.55 | $82.56 | -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% | $93.77 | $91.38 | -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% | $96.98 | $81.02 | -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% | $62.62 | $98.13 | 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% | $60.65 | $63.39 | 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% | $62.14 | $56.41 | -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% | $37.28 | $39.46 | 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% | $44.28 | $45.12 | 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% | $45.35 | $50.83 | 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% | $47.22 | $43.91 | -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% | $56.27 | $52.25 | -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% | $30.91 | $51.74 | 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% | $29.75 | $27.47 | -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% | $25.60 | $23.75 | -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% | $21.28 | $28.89 | 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% | $24.94 | $21.39 | -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% | $28.86 | $24.85 | -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% | $31.14 | $27.48 | -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% | $22.61 | $32.35 | 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% | $23.10 | $21.32 | -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% | $22.47 | $20.75 | -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% | $17.98 | $18.10 | 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% | $17.79 | $16.52 | -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% | $18.48 | $18.33 | -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% | $18.00 | $16.43 | -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% | $20.56 | $18.85 | -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% | $18.80 | $18.32 | -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% | $16.62 | $17.51 | 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% | $16.93 | $16.02 | -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% | $21.86 | $18.52 | -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% | $17.58 | $22.00 | 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% | $18.43 | $17.16 | -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% | $15.14 | $17.86 | 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% | $17.51 | $14.40 | -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% | $17.03 | $16.61 | -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% | $19.21 | $16.43 | -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% | $21.24 | $18.64 | -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% | $16.31 | $21.23 | 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% | $14.23 | $13.34 | -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% | $15.02 | $14.69 | -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% | $11.38 | $14.56 | 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% | $6.84 | $8.43 | 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% | $4.78 | $5.76 | 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% | $4.72 | $5.90 | 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% | $9.20 | $7.53 | -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% | $11.98 | $10.75 | -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% | $12.99 | $10.93 | -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% | $16.19 | $15.25 | -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% | $17.52 | $16.22 | -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% | $15.20 | $15.87 | 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% | $14.46 | $12.38 | -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% | $16.00 | $15.18 | -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% | $14.58 | $17.31 | 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% | $10.09 | $14.24 | 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% | $4.64 | $9.36 | 101.75% | 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% | $3.41 | $5.62 | 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% | $2.74 | $3.10 | 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% | $2.91 | $2.44 | -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% | $3.40 | $2.86 | -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% | $2.53 | $3.01 | 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% | $1.43 | $2.47 | 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% | $2.11 | $1.85 | -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% | $2.07 | $1.91 | -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% | $0.68 | $2.34 | 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% | $0.58 | $0.59 | 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% | $0.67 | $0.58 | -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% | $0.58 | $0.70 | 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% | $0.59 | $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% | $0.73 | $0.65 | -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% | $0.59 | $0.59 | -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% | $0.66 | $0.63 | -4.67% | Stop | |
| 1998-03-17 | 1998-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |