SYK
Stryker Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for SYK (Stryker Corp) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -57.2% (compared to the benchmark's drawdown of -58.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.8%, compared to a Buy-and-Hold benchmark return of 19.0%. The strategy executed 80 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
SYK Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -16.76% | -15.90% | -3.13% | 5.72% | 9.28% | 12.28% | 8.77% | 19.04% |
| Sharpe Ratio | -1.04 | -0.66 | -0.17 | 0.22 | 0.40 | 0.44 | 0.33 | 0.54 |
| Max Drawdown | -18.85% | -29.45% | -35.21% | -31.68% | -35.21% | -43.80% | -57.18% | -58.63% |
| % Time Invested | 70.6% | 100.0% | 70.8% | 100.0% | 83.5% | 100.0% | 74.6% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.4 | 0.0 | 1.0 | 0.0 | 1.8 | 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 | ||||||||
| 2026-04-06 | 2026-05-01 | Completed | 100% | $330.03 | $312.51 | -5.36% | Signal | |
| 2026-03-12 | 2026-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-05-01 | 2026-03-12 | Completed | 100% | $367.88 | $342.01 | -7.08% | Stop | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-11-06 | 2025-04-08 | Completed | 100% | $269.38 | $351.14 | 30.28% | Stop | |
| 2023-10-13 | 2023-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-07-28 | 2023-10-13 | Completed | 100% | $275.55 | $243.48 | -11.68% | Stop | |
| 2022-09-21 | 2023-07-28 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.00% | Interest Income | |
| 2022-07-11 | 2022-09-21 | Completed | 100% | $188.96 | $210.83 | 11.52% | Signal | |
| 2022-06-15 | 2022-07-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-05-25 | 2022-06-15 | Completed | 100% | $222.25 | $194.73 | -12.43% | Stop | |
| 2022-05-03 | 2022-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2021-12-23 | 2022-05-03 | Completed | 100% | $253.13 | $226.67 | -10.50% | Stop | |
| 2021-12-01 | 2021-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-07-20 | 2021-12-01 | Completed | 100% | $180.83 | $228.69 | 26.41% | Stop | |
| 2020-06-25 | 2020-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-06-25 | Completed | 100% | $126.90 | $164.33 | 29.43% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-17 | 2020-03-02 | Completed | 100% | $150.29 | $179.56 | 19.42% | Stop | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-02-02 | 2018-12-24 | Completed | 100% | $87.33 | $138.09 | 58.05% | Stop | |
| 2016-01-08 | 2016-02-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-12-20 | 2016-01-08 | Completed | 100% | $47.36 | $79.14 | 67.02% | Stop | |
| 2012-05-10 | 2012-12-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2011-08-19 | 2012-05-10 | Completed | 100% | $36.54 | $44.98 | 23.02% | Signal | |
| 2011-07-28 | 2011-08-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-09-17 | 2011-07-28 | Completed | 100% | $40.00 | $45.07 | 12.59% | Stop | |
| 2010-08-25 | 2010-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-07-01 | 2010-08-25 | Completed | 100% | $40.77 | $35.08 | -14.00% | Stop | |
| 2010-06-09 | 2010-07-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-04-20 | 2010-06-09 | Completed | 100% | $31.32 | $41.50 | 32.43% | Stop | |
| 2008-11-14 | 2009-04-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2008-10-29 | 2008-11-14 | Completed | 100% | $41.23 | $37.89 | -8.16% | Stop | |
| 2008-10-07 | 2008-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-04-03 | 2008-10-07 | Completed | 100% | $53.16 | $46.31 | -12.94% | Stop | |
| 2008-03-11 | 2008-04-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2008-02-14 | 2008-03-11 | Completed | 100% | $56.31 | $48.87 | -13.24% | Stop | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2007-01-12 | 2008-01-23 | Completed | 100% | $47.10 | $51.49 | 9.25% | Stop | |
| 2006-01-04 | 2007-01-12 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.96% | Interest Income | |
| 2005-10-28 | 2006-01-04 | Completed | 100% | $31.73 | $35.45 | 11.67% | Signal | |
| 2005-10-06 | 2005-10-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2005-04-25 | 2005-10-06 | Completed | 100% | $38.46 | $37.68 | -2.07% | Stop | |
| 2005-04-01 | 2005-04-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2004-11-09 | 2005-04-01 | Completed | 100% | $35.27 | $35.40 | 0.30% | Stop | |
| 2004-10-18 | 2004-11-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2004-08-10 | 2004-10-18 | Completed | 100% | $36.00 | $33.29 | -7.57% | Stop | |
| 2004-07-19 | 2004-08-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2002-08-02 | 2004-07-19 | Completed | 100% | $19.57 | $37.19 | 89.96% | Stop | |
| 2002-07-11 | 2002-08-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-05-21 | 2002-07-11 | Completed | 100% | $21.62 | $18.15 | -16.10% | Stop | |
| 2002-04-29 | 2002-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-10-08 | 2002-04-29 | Completed | 100% | $20.63 | $20.98 | 1.63% | Stop | |
| 2001-09-10 | 2001-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2001-04-17 | 2001-09-10 | Completed | 100% | $20.20 | $20.16 | -0.24% | Stop | |
| 2001-03-23 | 2001-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2001-01-30 | 2001-03-23 | Completed | 100% | $18.02 | $18.91 | 4.89% | Stop | |
| 2001-01-05 | 2001-01-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2000-11-10 | 2001-01-05 | Completed | 100% | $19.24 | $18.27 | -5.08% | Stop | |
| 2000-10-19 | 2000-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-10-17 | 2000-10-19 | Completed | 100% | $16.29 | $18.23 | 11.86% | Stop | |
| 2000-09-25 | 2000-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-08-24 | 2000-09-25 | Completed | 100% | $17.59 | $15.70 | -10.80% | Stop | |
| 2000-08-02 | 2000-08-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-03-31 | 2000-08-02 | Completed | 100% | $12.97 | $17.25 | 32.89% | Stop | |
| 2000-03-09 | 2000-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-02-23 | 2000-03-09 | Completed | 100% | $11.95 | $10.37 | -13.30% | Stop | |
| 2000-01-31 | 2000-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1999-12-23 | 2000-01-31 | Completed | 100% | $13.64 | $12.46 | -8.69% | Stop | |
| 1999-12-01 | 1999-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1999-09-17 | 1999-12-01 | Completed | 100% | $11.01 | $11.18 | 1.51% | Stop | |
| 1999-08-25 | 1999-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-02-24 | 1999-08-25 | Completed | 100% | $9.22 | $11.58 | 25.47% | Stop | |
| 1999-02-01 | 1999-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-11-03 | 1999-02-01 | Completed | 100% | $8.36 | $9.11 | 8.95% | Stop | |
| 1998-10-12 | 1998-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1998-09-09 | 1998-10-12 | Completed | 100% | $6.84 | $6.14 | -10.26% | Stop | |
| 1998-08-17 | 1998-09-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1998-06-04 | 1998-08-17 | Completed | 100% | $7.76 | $7.18 | -7.47% | Stop | |
| 1998-05-12 | 1998-06-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-11-03 | 1998-05-12 | Completed | 100% | $7.38 | $8.14 | 10.21% | Stop | |
| 1997-10-10 | 1997-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-03-18 | 1997-10-10 | Completed | 100% | $5.23 | $7.23 | 38.25% | Stop | |
| 1997-02-24 | 1997-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1996-07-29 | 1997-02-24 | Completed | 100% | $4.79 | $5.16 | 7.69% | Stop | |
| 1996-07-05 | 1996-07-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-04-19 | 1996-07-05 | Completed | 100% | $4.37 | $4.22 | -3.40% | Stop | |
| 1996-03-27 | 1996-04-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1996-02-15 | 1996-03-27 | Completed | 100% | $5.21 | $4.60 | -11.75% | Stop | |
| 1996-01-24 | 1996-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1995-06-16 | 1996-01-24 | Completed | 100% | $3.77 | $4.79 | 26.85% | Stop | |
| 1995-05-24 | 1995-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1994-09-21 | 1995-05-24 | Completed | 100% | $3.51 | $3.99 | 13.54% | Stop | |
| 1993-03-26 | 1994-09-21 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.29% | Interest Income | |
| 1993-02-22 | 1993-03-26 | Completed | 100% | $2.61 | $2.19 | -15.93% | Stop | |
| 1993-01-28 | 1993-02-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-10-20 | 1993-01-28 | Completed | 100% | $3.13 | $3.24 | 3.47% | Stop | |
| 1992-09-28 | 1992-10-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 1992-09-04 | 1992-09-28 | Completed | 100% | $3.56 | $2.97 | -16.48% | Stop | |
| 1992-08-13 | 1992-09-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1992-07-14 | 1992-08-13 | Completed | 100% | $3.51 | $3.24 | -7.69% | Stop | |
| 1992-06-19 | 1992-07-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 1992-05-18 | 1992-06-19 | Completed | 100% | $3.17 | $3.02 | -4.66% | Stop | |
| 1992-04-24 | 1992-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1992-03-19 | 1992-04-24 | Completed | 100% | $3.83 | $3.44 | -10.24% | Stop | |
| 1992-02-26 | 1992-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 1992-02-10 | 1992-02-26 | Completed | 100% | $4.41 | $3.85 | -12.75% | Stop | |
| 1992-01-17 | 1992-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 1991-11-05 | 1992-01-17 | Completed | 100% | $3.17 | $4.36 | 37.66% | Stop | |
| 1991-10-14 | 1991-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1991-01-30 | 1991-10-14 | Completed | 100% | $1.72 | $2.63 | 53.11% | Stop | |
| 1991-01-08 | 1991-01-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 1990-11-05 | 1991-01-08 | Completed | 100% | $1.17 | $1.36 | 16.61% | Stop | |
| 1990-10-12 | 1990-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 1990-08-22 | 1990-10-12 | Completed | 100% | $1.18 | $1.15 | -3.14% | Stop | |
| 1990-07-31 | 1990-08-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1990-02-15 | 1990-07-31 | Completed | 100% | $1.06 | $1.30 | 22.93% | Stop | |
| 1990-01-24 | 1990-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1990-01-12 | 1990-01-24 | Completed | 100% | $1.28 | $1.07 | -16.23% | Stop | |
| 1989-12-19 | 1990-01-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-07-19 | 1989-12-19 | Completed | 100% | $0.99 | $1.04 | 4.89% | Stop | |
| 1989-06-26 | 1989-07-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-05-23 | 1989-06-26 | Completed | 100% | $0.96 | $0.84 | -12.33% | Stop | |
| 1988-08-15 | 1989-05-23 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.01% | Interest Income | |
| 1988-05-23 | 1988-08-15 | Completed | 100% | $0.66 | $0.78 | 18.46% | Signal | |
| 1988-04-29 | 1988-05-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-12-29 | 1988-04-29 | Completed | 100% | $0.58 | $0.65 | 12.62% | Stop | |
| 1987-12-04 | 1987-12-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-11-18 | 1987-12-04 | Completed | 100% | $0.54 | $0.45 | -15.19% | Stop | |
| 1987-10-27 | 1987-11-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-10-20 | 1987-10-27 | Completed | 100% | $0.67 | $0.55 | -17.11% | Stop | |
| 1987-09-28 | 1987-10-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-12-12 | 1987-09-28 | Completed | 100% | $0.57 | $0.81 | 42.79% | Stop | |
| 1986-11-19 | 1986-12-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-09-26 | 1986-11-19 | Completed | 100% | $0.56 | $0.48 | -15.15% | Stop | |
| 1986-09-04 | 1986-09-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-08-07 | 1986-09-04 | Completed | 100% | $0.61 | $0.56 | -6.76% | Stop | |
| 1986-07-16 | 1986-08-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-10-15 | 1986-07-16 | Completed | 100% | $0.32 | $0.60 | 89.65% | Stop | |
| 1985-09-20 | 1985-10-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-08-09 | 1985-09-20 | Completed | 100% | $0.37 | $0.30 | -18.93% | Stop | |
| 1984-08-06 | 1985-08-09 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.96% | Interest Income | |
| 1984-07-03 | 1984-08-06 | Completed | 100% | $0.23 | $0.24 | 4.71% | Signal | |
| 1984-06-11 | 1984-07-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-05-17 | 1984-06-11 | Completed | 100% | $0.25 | $0.21 | -17.06% | Stop | |
| 1984-04-25 | 1984-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-02-21 | 1984-04-25 | Completed | 100% | $0.27 | $0.25 | -4.13% | Stop | |
| 1984-01-27 | 1984-02-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-11-22 | 1984-01-27 | Completed | 100% | $0.31 | $0.27 | -12.97% | Stop | |
| 1983-10-31 | 1983-11-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-08-23 | 1983-10-31 | Completed | 100% | $0.35 | $0.31 | -13.78% | Stop | |
| 1983-08-01 | 1983-08-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-02-16 | 1983-08-01 | Completed | 100% | $0.30 | $0.35 | 17.06% | Stop | |
| 1983-01-25 | 1983-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-01-06 | 1983-01-25 | Completed | 100% | $0.27 | $0.25 | -10.39% | Stop | |
| 1982-12-14 | 1983-01-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-10-14 | 1982-12-14 | Completed | 100% | $0.24 | $0.23 | -3.66% | Stop | |
| 1982-07-02 | 1982-10-14 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.18% | Interest Income | |
| 1982-05-28 | 1982-07-02 | Completed | 100% | $0.15 | $0.16 | 1.72% | Signal | |
| 1982-05-26 | 1982-05-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |