SCCO
Southern Copper Corporation
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for SCCO (Southern Copper Corporation) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -62.8% (compared to the benchmark's drawdown of -78.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 16.9%, compared to a Buy-and-Hold benchmark return of 21.7%. The strategy executed 70 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
SCCO Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 104.44% | 91.58% | 17.20% | 29.27% | 17.04% | 26.49% | 16.94% | 21.72% |
| Sharpe Ratio | 1.61 | 1.28 | 0.53 | 0.64 | 0.56 | 0.62 | 0.58 | 0.47 |
| Max Drawdown | -18.24% | -30.22% | -44.55% | -43.07% | -44.55% | -54.83% | -62.78% | -78.60% |
| % Time Invested | 81.0% | 100.0% | 53.1% | 100.0% | 58.1% | 100.0% | 55.3% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.8 | 0.0 | 2.6 | 0.0 | 2.5 | 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 | |
| 2025-07-22 | 2026-03-09 | Completed | 100% | $93.08 | $176.30 | 89.31% | Stop | |
| 2025-04-01 | 2025-07-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.30% | Interest Income | |
| 2025-03-20 | 2025-04-01 | Completed | 100% | $91.17 | $86.07 | -5.64% | Stop | |
| 2024-12-19 | 2025-03-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2024-12-09 | 2024-12-19 | Completed | 100% | $96.21 | $85.73 | -10.93% | Signal | |
| 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 | |
| 2023-12-26 | 2024-06-05 | Completed | 100% | $78.19 | $99.86 | 27.64% | Stop | |
| 2023-11-16 | 2023-12-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2023-10-18 | 2023-11-16 | Completed | 100% | $63.72 | $66.53 | 4.35% | Signal | |
| 2023-09-26 | 2023-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-06-13 | 2023-09-26 | Completed | 100% | $63.40 | $64.51 | 1.71% | Stop | |
| 2023-05-19 | 2023-06-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-04-11 | 2023-05-19 | Completed | 100% | $65.78 | $60.66 | -7.83% | Stop | |
| 2023-03-17 | 2023-04-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-12-23 | 2023-03-17 | Completed | 100% | $51.63 | $59.00 | 14.23% | Stop | |
| 2022-06-21 | 2022-12-23 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.70% | 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 | |
| 2022-02-11 | 2022-04-25 | Completed | 100% | $52.53 | $51.73 | -1.57% | Stop | |
| 2021-07-30 | 2022-02-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2021-06-16 | 2021-07-30 | Completed | 100% | $48.05 | $51.56 | 7.26% | Signal | |
| 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 | |
| 2020-07-01 | 2021-03-24 | Completed | 100% | $29.58 | $52.65 | 77.92% | Stop | |
| 2020-03-13 | 2020-07-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-02-26 | 2020-03-13 | Completed | 100% | $25.75 | $21.04 | -18.32% | Stop | |
| 2020-02-03 | 2020-02-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-11-27 | 2020-02-03 | Completed | 100% | $27.79 | $27.81 | 0.03% | Stop | |
| 2019-09-06 | 2019-11-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2019-08-27 | 2019-09-06 | Completed | 100% | $21.51 | $23.81 | 10.65% | Signal | |
| 2019-08-05 | 2019-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-06-04 | 2019-08-05 | Completed | 100% | $24.95 | $23.16 | -7.19% | Stop | |
| 2019-05-10 | 2019-06-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2019-02-25 | 2019-05-10 | Completed | 100% | $25.65 | $25.24 | -1.64% | Stop | |
| 2018-07-25 | 2019-02-25 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.32% | Interest Income | |
| 2018-06-21 | 2018-07-25 | Completed | 100% | $31.69 | $31.32 | -1.22% | Signal | |
| 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 | |
| 2016-11-10 | 2017-05-05 | Completed | 100% | $19.83 | $21.70 | 9.38% | Stop | |
| 2016-08-31 | 2016-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2016-08-24 | 2016-08-31 | Completed | 100% | $17.16 | $16.89 | -1.65% | Signal | |
| 2016-07-22 | 2016-08-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-06-24 | 2016-07-22 | Completed | 100% | $16.99 | $17.16 | 0.91% | Signal | |
| 2016-06-02 | 2016-06-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-04-22 | 2016-06-02 | Completed | 100% | $19.00 | $16.84 | -11.39% | Stop | |
| 2015-11-09 | 2016-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2015-10-08 | 2015-11-09 | Completed | 100% | $18.79 | $17.48 | -7.04% | Stop | |
| 2015-08-06 | 2015-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-07-30 | 2015-08-06 | Completed | 100% | $18.10 | $17.76 | -1.95% | Signal | |
| 2015-07-08 | 2015-07-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-05-01 | 2015-07-08 | Completed | 100% | $21.25 | $18.66 | -12.25% | Stop | |
| 2014-11-07 | 2015-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-10-31 | 2014-11-07 | Completed | 100% | $18.01 | $18.83 | 4.48% | Signal | |
| 2014-10-09 | 2014-10-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-04-11 | 2014-10-09 | Completed | 100% | $19.44 | $18.64 | -4.13% | Stop | |
| 2014-03-20 | 2014-04-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-02-21 | 2014-03-20 | Completed | 100% | $20.30 | $17.05 | -16.04% | Stop | |
| 2013-05-15 | 2014-02-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2013-04-12 | 2013-05-15 | Completed | 100% | $22.25 | $20.23 | -9.10% | Signal | |
| 2013-03-20 | 2013-04-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-08-10 | 2013-03-20 | Completed | 100% | $19.18 | $22.38 | 16.68% | Stop | |
| 2012-07-12 | 2012-08-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-06-19 | 2012-07-12 | Completed | 100% | $17.78 | $17.67 | -0.66% | Signal | |
| 2012-05-24 | 2012-06-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-03-29 | 2012-05-24 | Completed | 100% | $17.55 | $16.71 | -4.84% | Stop | |
| 2012-03-07 | 2012-03-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-01-25 | 2012-03-07 | Completed | 100% | $19.80 | $17.43 | -12.01% | Stop | |
| 2011-04-15 | 2012-01-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | 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 | |
| 2010-09-14 | 2011-02-23 | Completed | 100% | $17.02 | $21.61 | 26.92% | Stop | |
| 2010-05-28 | 2010-09-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-05-26 | 2010-05-28 | Completed | 100% | $14.48 | $15.21 | 5.00% | Signal | |
| 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 | |
| 2009-07-13 | 2010-01-22 | Completed | 100% | $9.44 | $14.81 | 56.84% | Stop | |
| 2009-06-18 | 2009-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-05-05 | 2009-06-18 | Completed | 100% | $9.96 | $10.55 | 5.84% | Stop | |
| 2009-01-13 | 2009-05-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2009-01-05 | 2009-01-13 | Completed | 100% | $8.64 | $7.47 | -13.62% | Stop | |
| 2008-07-09 | 2009-01-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.43% | 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 | |
| 2008-04-11 | 2008-05-29 | Completed | 100% | $17.53 | $16.50 | -5.92% | Stop | |
| 2008-01-18 | 2008-04-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.40% | 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 | |
| 2005-08-19 | 2005-10-14 | Completed | 100% | $3.03 | $3.16 | 4.01% | Stop | |
| 2005-06-24 | 2005-08-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.51% | 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 | |
| 2004-08-12 | 2004-10-14 | Completed | 100% | $2.01 | $2.51 | 24.69% | Stop | |
| 2004-06-02 | 2004-08-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2004-05-13 | 2004-06-02 | Completed | 100% | $1.46 | $1.70 | 16.57% | Signal | |
| 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 | |
| 2002-08-16 | 2004-01-20 | Completed | 100% | $0.66 | $2.38 | 259.48% | Stop | |
| 2002-07-25 | 2002-08-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2002-02-25 | 2002-07-25 | Completed | 100% | $0.54 | $0.70 | 29.39% | Stop | |
| 2001-07-31 | 2002-02-25 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.22% | Interest Income | |
| 2001-07-25 | 2001-07-31 | Completed | 100% | $0.59 | $0.59 | 0.79% | Signal | |
| 2001-07-02 | 2001-07-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2000-12-07 | 2001-07-02 | Completed | 100% | $0.60 | $0.61 | 2.29% | Stop | |
| 2000-11-14 | 2000-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-10-02 | 2000-11-14 | Completed | 100% | $0.74 | $0.61 | -17.45% | Stop | |
| 2000-03-08 | 2000-10-02 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.40% | Interest Income | |
| 1999-12-15 | 2000-03-08 | Completed | 100% | $0.67 | $0.66 | -1.81% | Stop | |
| 1999-11-22 | 1999-12-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1999-05-28 | 1999-11-22 | Completed | 100% | $0.58 | $0.69 | 19.47% | Stop | |
| 1999-05-06 | 1999-05-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1999-04-30 | 1999-05-06 | Completed | 100% | $0.69 | $0.64 | -7.67% | Stop | |
| 1998-03-17 | 1999-04-30 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.31% | Interest Income | |