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DASHBOARDS: Portfolio Hub Market Pulse Performance

SPGI

S&P Global Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for SPGI (S&P Global Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -53.4% (compared to the benchmark's drawdown of -74.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.2%, compared to a Buy-and-Hold benchmark return of 15.2%. The strategy executed 93 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.

SPGI Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR-21.41%-14.39%-2.66%2.60%9.03%15.49%7.23%15.21%
Sharpe Ratio-1.38-0.51-0.150.100.460.550.340.50
Max Drawdown-27.71%-30.48%-36.08%-39.76%-36.08%-39.76%-53.39%-74.67%
% Time Invested27.8%100.0%61.6%100.0%71.1%100.0%70.0%100.0%
Trades / Year3.00.02.00.01.80.01.80.0

Cumulative Growth Performance

Return Distribution Analysis

Return Distribution

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 DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2026-03-05 2026-03-13 Completed 100% $418.35 $400.10 -4.41% Stop
2026-02-05 2026-03-05 Interest (CASH) 100% $1.00 $1.00 0.27% Interest Income
2026-01-21 2026-02-05 Completed 100% $490.29 $442.59 -9.77% Stop
2025-10-30 2026-01-21 Interest (CASH) 100% $1.00 $1.01 0.81% Interest Income
2025-10-27 2025-10-30 Completed 100% $462.44 $458.43 -0.92% Signal
2025-10-03 2025-10-27 Interest (CASH) 100% $1.00 $1.00 0.25% Interest Income
2025-07-01 2025-10-03 Completed 100% $492.72 $446.92 -9.34% Stop
2025-04-07 2025-07-01 Interest (CASH) 100% $1.00 $1.01 0.99% Interest Income
2023-10-19 2025-04-07 Completed 100% $333.92 $414.70 24.13% Stop
2023-09-27 2023-10-19 Interest (CASH) 100% $1.00 $1.00 0.35% Interest Income
2023-05-18 2023-09-27 Completed 100% $332.77 $337.94 1.50% Stop
2023-04-20 2023-05-18 Interest (CASH) 100% $1.00 $1.00 0.40% Interest Income
2023-04-05 2023-04-20 Completed 100% $318.46 $322.63 1.26% Signal
2023-03-14 2023-04-05 Interest (CASH) 100% $1.00 $1.00 0.30% Interest Income
2023-01-23 2023-03-14 Completed 100% $338.15 $304.31 -10.05% Stop
2022-09-22 2023-01-23 Interest (CASH) 100% $1.00 $1.01 1.36% Interest Income
2022-07-11 2022-09-22 Completed 100% $323.77 $305.73 -5.62% Stop
2022-02-28 2022-07-11 Interest (CASH) 100% $1.00 $1.00 0.35% Interest Income
2022-02-16 2022-02-28 Completed 100% $350.65 $345.71 -1.46% Signal
2022-01-25 2022-02-16 Interest (CASH) 100% $1.00 $1.00 0.02% Interest Income
2021-04-09 2022-01-25 Completed 100% $331.76 $373.78 12.61% Stop
2021-01-20 2021-04-09 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2020-11-23 2021-01-20 Completed 100% $305.86 $286.98 -6.22% Signal
2020-10-30 2020-11-23 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2020-05-26 2020-10-30 Completed 100% $286.40 $291.62 1.77% Stop
2020-04-24 2020-05-26 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2020-03-24 2020-04-24 Completed 100% $182.09 $253.77 39.30% Signal
2020-03-02 2020-03-24 Interest (CASH) 100% $1.00 $1.00 0.02% Interest Income
2019-03-20 2020-03-02 Completed 100% $184.02 $243.39 32.19% Stop
2018-11-08 2019-03-20 Interest (CASH) 100% $1.00 $1.01 0.84% Interest Income
2018-11-05 2018-11-08 Completed 100% $162.27 $165.05 1.66% Signal
2018-10-12 2018-11-05 Interest (CASH) 100% $1.00 $1.00 0.15% Interest Income
2017-02-22 2018-10-12 Completed 100% $113.18 $162.15 43.20% Stop
2017-01-30 2017-02-22 Interest (CASH) 100% $1.00 $1.00 0.03% Interest Income
2017-01-26 2017-01-30 Completed 100% $104.71 $105.00 0.22% Signal
2017-01-03 2017-01-26 Interest (CASH) 100% $1.00 $1.00 0.03% Interest Income
2016-04-21 2017-01-03 Completed 100% $89.20 $94.10 5.44% Stop
2015-09-22 2016-04-21 Interest (CASH) 100% $1.00 $1.00 0.11% Interest Income
2015-09-17 2015-09-22 Completed 100% $80.94 $78.53 -3.02% Signal
2015-08-25 2015-09-17 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2013-05-03 2015-08-25 Completed 100% $44.48 $83.22 87.00% Stop
2013-04-08 2013-05-03 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2013-02-28 2013-04-08 Completed 100% $38.22 $42.31 10.65% Signal
2013-02-05 2013-02-28 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2012-08-14 2013-02-05 Completed 100% $38.44 $41.08 6.80% Stop
2012-07-13 2012-08-14 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2011-08-31 2012-07-13 Completed 100% $32.17 $34.49 7.16% Signal
2011-08-09 2011-08-31 Interest (CASH) 100% $1.00 $1.00 0.00% Interest Income
2010-09-27 2011-08-09 Completed 100% $24.60 $28.16 14.41% Stop
2010-06-14 2010-09-27 Interest (CASH) 100% $1.00 $1.00 0.04% Interest Income
2010-06-01 2010-06-14 Completed 100% $20.17 $21.36 5.87% Signal
2010-05-07 2010-06-01 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2009-10-20 2010-05-07 Completed 100% $21.49 $22.10 2.78% Stop
2009-09-28 2009-10-20 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2009-09-10 2009-09-28 Completed 100% $19.45 $17.10 -12.14% Stop
2009-08-18 2009-09-10 Interest (CASH) 100% $1.00 $1.00 0.01% Interest Income
2009-05-27 2009-08-18 Completed 100% $22.76 $19.91 -12.58% Stop
2008-09-24 2009-05-27 Interest (CASH) 100% $1.00 $1.00 0.17% Interest Income
2008-09-15 2008-09-24 Completed 100% $29.07 $24.77 -14.82% Stop
2007-07-25 2008-09-15 Interest (CASH) 100% $1.00 $1.03 2.96% Interest Income
2006-08-30 2007-07-25 Completed 100% $37.39 $40.29 7.72% Stop
2006-06-26 2006-08-30 Interest (CASH) 100% $1.00 $1.01 0.91% Interest Income
2005-08-10 2006-06-26 Completed 100% $30.88 $33.37 7.99% Stop
2005-07-19 2005-08-10 Interest (CASH) 100% $1.00 $1.00 0.21% Interest Income
2005-07-11 2005-07-19 Completed 100% $28.95 $28.72 -0.84% Signal
2005-06-16 2005-07-11 Interest (CASH) 100% $1.00 $1.00 0.19% Interest Income
2005-05-10 2005-06-16 Completed 100% $29.07 $27.93 -3.98% Signal
2005-04-18 2005-05-10 Interest (CASH) 100% $1.00 $1.00 0.18% Interest Income
2003-06-11 2005-04-18 Completed 100% $20.54 $26.74 30.08% Stop
2002-11-19 2003-06-11 Interest (CASH) 100% $1.00 $1.01 0.64% Interest Income
2002-11-15 2002-11-19 Completed 100% $19.80 $19.00 -4.09% Signal
2002-10-09 2002-11-15 Interest (CASH) 100% $1.00 $1.00 0.16% Interest Income
2002-10-07 2002-10-09 Completed 100% $18.64 $17.63 -5.45% Signal
2002-07-22 2002-10-07 Interest (CASH) 100% $1.00 $1.00 0.35% Interest Income
2002-07-09 2002-07-22 Completed 100% $18.55 $16.16 -12.92% Signal
2002-06-14 2002-07-09 Interest (CASH) 100% $1.00 $1.00 0.11% Interest Income
2001-11-12 2002-06-14 Completed 100% $17.63 $17.78 0.79% Stop
2001-09-18 2001-11-12 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
2001-08-28 2001-09-18 Completed 100% $19.11 $16.66 -12.90% Stop
2001-08-06 2001-08-28 Interest (CASH) 100% $1.00 $1.00 0.21% Interest Income
2001-04-17 2001-08-06 Completed 100% $19.16 $18.29 -4.54% Stop
2001-03-23 2001-04-17 Interest (CASH) 100% $1.00 $1.00 0.26% Interest Income
2000-12-12 2001-03-23 Completed 100% $16.95 $17.11 0.85% Stop
2000-11-17 2000-12-12 Interest (CASH) 100% $1.00 $1.00 0.38% Interest Income
2000-07-19 2000-11-17 Completed 100% $18.10 $17.60 -2.81% Stop
2000-03-16 2000-07-19 Interest (CASH) 100% $1.00 $1.02 1.98% Interest Income
2000-03-10 2000-03-16 Completed 100% $14.98 $14.34 -4.34% Signal
2000-02-16 2000-03-10 Interest (CASH) 100% $1.00 $1.00 0.36% Interest Income
1999-11-11 2000-02-16 Completed 100% $17.44 $15.87 -9.07% Stop
1999-08-16 1999-11-11 Interest (CASH) 100% $1.00 $1.01 1.19% Interest Income
1999-06-15 1999-08-16 Completed 100% $15.50 $14.94 -3.66% Signal
1999-05-21 1999-06-15 Interest (CASH) 100% $1.00 $1.00 0.29% Interest Income
1998-11-09 1999-05-21 Completed 100% $13.13 $15.87 20.85% Stop
1998-10-16 1998-11-09 Interest (CASH) 100% $1.00 $1.00 0.26% Interest Income
1996-10-30 1998-10-16 Completed 100% $6.60 $11.21 69.73% Stop
1996-08-12 1996-10-30 Interest (CASH) 100% $1.00 $1.01 1.13% Interest Income
1996-08-07 1996-08-12 Completed 100% $5.63 $5.61 -0.36% Signal
1996-07-16 1996-08-07 Interest (CASH) 100% $1.00 $1.00 0.33% Interest Income
1995-04-04 1996-07-16 Completed 100% $4.81 $5.58 15.78% Stop
1995-01-18 1995-04-04 Interest (CASH) 100% $1.00 $1.01 1.22% Interest Income
1995-01-03 1995-01-18 Completed 100% $4.44 $4.39 -1.17% Signal
1994-12-08 1995-01-03 Interest (CASH) 100% $1.00 $1.00 0.35% Interest Income
1994-07-25 1994-12-08 Completed 100% $4.51 $4.35 -3.71% Stop
1994-05-13 1994-07-25 Interest (CASH) 100% $1.00 $1.01 0.83% Interest Income
1994-04-28 1994-05-13 Completed 100% $4.24 $4.19 -1.19% Signal
1994-04-05 1994-04-28 Interest (CASH) 100% $1.00 $1.00 0.23% Interest Income
1993-08-10 1994-04-05 Completed 100% $4.19 $4.16 -0.82% Stop
1993-06-21 1993-08-10 Interest (CASH) 100% $1.00 $1.00 0.43% Interest Income
1992-11-06 1993-06-21 Completed 100% $3.77 $3.66 -2.99% Signal
1992-07-22 1992-11-06 Interest (CASH) 100% $1.00 $1.01 0.91% Interest Income
1991-10-16 1992-07-22 Completed 100% $3.17 $3.35 5.49% Stop
1991-08-20 1991-10-16 Interest (CASH) 100% $1.00 $1.01 0.83% Interest Income
1991-01-21 1991-08-20 Completed 100% $2.97 $3.24 9.21% Stop
1990-08-20 1991-01-21 Interest (CASH) 100% $1.00 $1.03 2.99% Interest Income
1990-08-01 1990-08-20 Completed 100% $3.11 $2.69 -13.36% Signal
1989-11-13 1990-08-01 Interest (CASH) 100% $1.00 $1.06 5.63% Interest Income
1989-11-09 1989-11-13 Completed 100% $3.38 $3.38 -0.05% Signal
1989-10-18 1989-11-09 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1989-10-10 1989-10-18 Completed 100% $4.07 $3.50 -14.09% Stop
1989-09-18 1989-10-10 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1989-06-12 1989-09-18 Completed 100% $3.90 $3.94 0.75% Stop
1989-05-18 1989-06-12 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1988-12-07 1989-05-18 Completed 100% $3.40 $3.71 8.99% Stop
1988-11-14 1988-12-07 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1988-07-15 1988-11-14 Completed 100% $3.18 $3.32 4.38% Stop
1988-02-17 1988-07-15 Interest (CASH) 100% $1.00 $1.03 3.16% Interest Income
1988-02-16 1988-02-17 Completed 100% $3.09 $2.92 -5.49% Stop
1987-11-17 1988-02-16 Interest (CASH) 100% $1.00 $1.02 1.84% Interest Income
1987-11-09 1987-11-17 Completed 100% $2.84 $2.88 1.08% Signal
1987-10-16 1987-11-09 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1987-05-08 1987-10-16 Completed 100% $3.20 $3.61 12.62% Stop
1987-04-15 1987-05-08 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1986-12-05 1987-04-15 Completed 100% $3.09 $3.18 2.79% Stop
1986-11-06 1986-12-05 Interest (CASH) 100% $1.00 $1.01 0.60% Interest Income
1986-01-02 1986-11-06 Completed 100% $2.35 $2.83 20.03% Signal
1985-09-23 1986-01-02 Interest (CASH) 100% $1.00 $1.02 2.09% Interest Income
1985-09-18 1985-09-23 Completed 100% $2.06 $2.12 2.60% Signal
1985-08-26 1985-09-18 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1985-02-15 1985-08-26 Completed 100% $2.21 $2.12 -4.22% Stop
1984-12-06 1985-02-15 Interest (CASH) 100% $1.00 $1.01 1.48% Interest Income
1984-11-01 1984-12-06 Completed 100% $1.97 $1.92 -2.80% Signal
1984-10-10 1984-11-01 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1984-07-17 1984-10-10 Completed 100% $2.08 $1.95 -5.86% Stop
1983-12-09 1984-07-17 Interest (CASH) 100% $1.00 $1.05 4.62% Interest Income
1983-11-17 1983-12-09 Completed 100% $2.25 $2.12 -5.68% Signal
1983-10-26 1983-11-17 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1983-08-09 1983-10-26 Completed 100% $1.93 $2.08 7.45% Stop
1983-07-18 1983-08-09 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1982-09-14 1983-07-18 Completed 100% $1.38 $2.12 53.63% Stop
1982-08-06 1982-09-14 Interest (CASH) 100% $1.00 $1.01 0.78% Interest Income
1982-04-14 1982-08-06 Completed 100% $1.22 $1.15 -6.20% Signal
1982-02-26 1982-04-14 Interest (CASH) 100% $1.00 $1.01 0.96% Interest Income
1982-02-05 1982-02-26 Completed 100% $1.19 $1.19 0.46% Signal
1982-01-14 1982-02-05 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1981-11-16 1982-01-14 Completed 100% $1.22 $1.09 -10.19% Stop
1981-10-23 1981-11-16 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1981-09-17 1981-10-23 Completed 100% $1.12 $1.13 0.49% Signal
1981-08-25 1981-09-17 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1980-03-21 1981-08-25 Completed 100% $0.60 $1.13 89.80% Stop
1980-02-28 1980-03-21 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1979-12-19 1980-02-28 Completed 100% $0.69 $0.62 -9.69% Stop
1979-10-11 1979-12-19 Interest (CASH) 100% $1.00 $1.01 1.45% Interest Income
1979-10-08 1979-10-11 Completed 100% $0.65 $0.60 -6.59% Signal
1979-06-19 1979-10-08 Interest (CASH) 100% $1.00 $1.02 2.33% Interest Income
1979-02-26 1979-06-19 Completed 100% $0.63 $0.61 -4.33% Signal
1979-02-01 1979-02-26 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1979-01-16 1979-02-01 Completed 100% $0.81 $0.68 -16.46% Stop
1978-12-21 1979-01-16 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1978-11-09 1978-12-21 Completed 100% $0.49 $0.55 12.14% Signal
1978-10-18 1978-11-09 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1978-04-24 1978-10-18 Completed 100% $0.50 $0.53 6.61% Stop
1978-01-20 1978-04-24 Interest (CASH) 100% $1.00 $1.02 1.93% Interest Income
1976-11-15 1978-01-20 Completed 100% $0.35 $0.40 15.59% Stop
1976-10-21 1976-11-15 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1976-04-12 1976-10-21 Completed 100% $0.33 $0.33 -1.85% Stop
1976-03-19 1976-04-12 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1975-12-31 1976-03-19 Completed 100% $0.31 $0.34 9.75% Stop
1975-12-08 1975-12-31 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1975-10-21 1975-12-08 Completed 100% $0.31 $0.28 -9.85% Stop
1975-09-15 1975-10-21 Interest (CASH) 100% $1.00 $1.01 0.78% Interest Income
1975-08-21 1975-09-15 Completed 100% $0.22 $0.23 5.43% Stop
1975-07-30 1975-08-21 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1975-07-03 1975-07-30 Completed 100% $0.27 $0.25 -7.91% Stop
1975-06-11 1975-07-03 Interest (CASH) 100% $1.00 $1.00 0.48% Interest Income
1975-05-05 1975-06-11 Completed 100% $0.30 $0.29 -5.05% Stop
1975-05-01 1975-05-05 Interest (CASH) 100% $1.00 $1.00 0.03% Interest Income