SYK
Stryker Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for SYK (Stryker Corp) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -49.8% (compared to the benchmark's drawdown of -58.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.8%, compared to a Buy-and-Hold benchmark return of 19.0%. The strategy executed 79 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
SYK Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -10.94% | -15.90% | 2.90% | 5.72% | 7.05% | 12.28% | 10.83% | 19.04% |
| Sharpe Ratio | -1.10 | -0.66 | 0.18 | 0.22 | 0.38 | 0.44 | 0.43 | 0.54 |
| Max Drawdown | -12.92% | -29.45% | -17.22% | -31.68% | -21.11% | -43.80% | -49.83% | -58.63% |
| % Time Invested | 30.2% | 100.0% | 59.3% | 100.0% | 72.6% | 100.0% | 67.8% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.2 | 0.0 | 0.9 | 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 | ||||||||
| 2025-10-30 | 2026-05-21 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.04% | Interest Income | |
| 2025-06-27 | 2025-10-30 | Completed | 100% | $385.64 | $366.04 | -5.13% | Signal | |
| 2025-06-04 | 2025-06-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2025-05-01 | 2025-06-04 | Completed | 100% | $367.88 | $377.62 | 2.60% | Signal | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-12-29 | 2025-04-08 | Completed | 100% | $292.58 | $351.14 | 19.96% | Stop | |
| 2023-10-12 | 2023-12-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.16% | Interest Income | |
| 2022-12-20 | 2023-10-12 | Completed | 100% | $230.09 | $253.73 | 10.22% | Stop | |
| 2022-01-18 | 2022-12-20 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.94% | Interest Income | |
| 2021-12-23 | 2022-01-18 | Completed | 100% | $253.13 | $251.26 | -0.79% | Signal | |
| 2021-12-01 | 2021-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-09-14 | 2021-12-01 | Completed | 100% | $191.43 | $228.69 | 19.40% | Stop | |
| 2020-06-12 | 2020-09-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-06-04 | 2020-06-12 | Completed | 100% | $186.16 | $176.94 | -5.00% | Stop | |
| 2020-03-02 | 2020-06-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2019-03-04 | 2020-03-02 | Completed | 100% | $177.88 | $179.56 | 0.89% | Stop | |
| 2018-12-21 | 2019-03-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2016-03-14 | 2018-12-21 | Completed | 100% | $93.24 | $141.54 | 51.72% | Signal | |
| 2015-12-22 | 2016-03-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2012-02-27 | 2015-12-22 | Completed | 100% | $45.32 | $81.42 | 79.55% | Signal | |
| 2011-11-02 | 2012-02-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-10-13 | 2011-11-02 | Completed | 100% | $41.41 | $39.77 | -4.01% | Stop | |
| 2011-07-28 | 2011-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-12-23 | 2011-07-28 | Completed | 100% | $44.54 | $45.07 | 1.12% | Stop | |
| 2010-07-22 | 2010-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2010-07-01 | 2010-07-22 | Completed | 100% | $40.77 | $38.60 | -5.37% | Signal | |
| 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 | |
| 2008-03-11 | 2009-04-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.01% | 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 | |
| 2006-09-08 | 2008-01-23 | Completed | 100% | $38.19 | $51.49 | 34.77% | Stop | |
| 2005-11-01 | 2006-09-08 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.91% | Interest Income | |
| 2005-10-28 | 2005-11-01 | Completed | 100% | $31.73 | $32.88 | 3.57% | 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 | |
| 2005-02-11 | 2005-04-01 | Completed | 100% | $39.96 | $35.40 | -11.46% | Stop | |
| 2004-09-23 | 2005-02-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.82% | Interest Income | |
| 2004-08-10 | 2004-09-23 | Completed | 100% | $36.00 | $37.77 | 4.85% | Signal | |
| 2004-07-19 | 2004-08-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2002-10-09 | 2004-07-19 | Completed | 100% | $23.75 | $37.19 | 56.52% | Stop | |
| 2002-06-06 | 2002-10-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2002-05-21 | 2002-06-06 | Completed | 100% | $21.62 | $21.06 | -2.64% | Signal | |
| 2002-04-29 | 2002-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-02-06 | 2002-04-29 | Completed | 100% | $24.03 | $20.98 | -12.72% | Stop | |
| 2002-01-11 | 2002-02-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-12-07 | 2002-01-11 | Completed | 100% | $21.68 | $21.26 | -1.97% | Signal | |
| 2001-10-31 | 2001-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2001-10-08 | 2001-10-31 | Completed | 100% | $20.63 | $22.51 | 9.03% | Signal | |
| 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 | |
| 1998-10-21 | 1999-02-01 | Completed | 100% | $7.53 | $9.11 | 21.02% | Stop | |
| 1998-08-17 | 1998-10-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.82% | Interest Income | |
| 1998-07-30 | 1998-08-17 | Completed | 100% | $8.47 | $7.18 | -15.24% | Stop | |
| 1998-07-07 | 1998-07-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1998-06-04 | 1998-07-07 | Completed | 100% | $7.76 | $8.26 | 6.42% | Signal | |
| 1998-05-12 | 1998-06-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1998-03-10 | 1998-05-12 | Completed | 100% | $9.00 | $8.14 | -9.58% | Stop | |
| 1998-02-05 | 1998-03-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 1997-11-03 | 1998-02-05 | Completed | 100% | $7.38 | $7.60 | 2.90% | Signal | |
| 1997-10-10 | 1997-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-05-22 | 1997-10-10 | Completed | 100% | $6.33 | $7.23 | 14.23% | Stop | |
| 1997-04-30 | 1997-05-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-03-18 | 1997-04-30 | Completed | 100% | $5.23 | $6.01 | 14.90% | Signal | |
| 1997-02-24 | 1997-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1996-10-04 | 1997-02-24 | Completed | 100% | $5.67 | $5.16 | -9.02% | Stop | |
| 1996-05-10 | 1996-10-04 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.08% | Interest Income | |
| 1996-04-19 | 1996-05-10 | Completed | 100% | $4.37 | $4.71 | 7.77% | Signal | |
| 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 | |
| 1994-08-05 | 1995-05-24 | Completed | 100% | $3.03 | $3.99 | 31.85% | Stop | |
| 1994-05-13 | 1994-08-05 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.98% | Interest Income | |
| 1994-04-21 | 1994-05-13 | Completed | 100% | $2.39 | $2.44 | 1.99% | Signal | |
| 1994-03-29 | 1994-04-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1993-12-29 | 1994-03-29 | Completed | 100% | $2.81 | $2.77 | -1.35% | Stop | |
| 1993-12-06 | 1993-12-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1993-10-19 | 1993-12-06 | Completed | 100% | $2.77 | $2.32 | -16.34% | Stop | |
| 1993-03-02 | 1993-10-19 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.94% | Interest Income | |
| 1993-02-23 | 1993-03-02 | Completed | 100% | $2.46 | $2.56 | 3.91% | Signal | |
| 1993-01-29 | 1993-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1993-01-05 | 1993-01-29 | Completed | 100% | $3.76 | $3.27 | -13.03% | Stop | |
| 1992-07-23 | 1993-01-05 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.40% | Interest Income | |
| 1992-07-17 | 1992-07-23 | Completed | 100% | $3.85 | $3.68 | -4.48% | Stop | |
| 1992-05-20 | 1992-07-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 1992-05-18 | 1992-05-20 | Completed | 100% | $3.17 | $3.22 | 1.49% | Signal | |
| 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 | |
| 1990-12-17 | 1991-01-08 | Completed | 100% | $1.50 | $1.36 | -8.99% | Stop | |
| 1990-10-12 | 1990-12-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.27% | 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 | |
| 1989-02-17 | 1989-06-26 | Completed | 100% | $0.76 | $0.84 | 11.23% | Stop | |
| 1988-11-01 | 1989-02-17 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.27% | Interest Income | |
| 1988-10-06 | 1988-11-01 | Completed | 100% | $0.68 | $0.71 | 3.52% | Signal | |
| 1988-09-14 | 1988-10-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-04-22 | 1988-09-14 | Completed | 100% | $0.70 | $0.70 | -0.05% | Stop | |
| 1987-10-27 | 1988-04-22 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.75% | 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 | |
| 1987-02-09 | 1987-09-28 | Completed | 100% | $0.64 | $0.81 | 27.32% | Stop | |
| 1986-12-19 | 1987-02-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 1986-12-11 | 1986-12-19 | Completed | 100% | $0.58 | $0.54 | -5.68% | Stop | |
| 1986-11-05 | 1986-12-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 1986-09-26 | 1986-11-05 | Completed | 100% | $0.56 | $0.52 | -7.96% | Signal | |
| 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 | |
| 1985-04-19 | 1985-09-20 | Completed | 100% | $0.31 | $0.30 | -4.00% | Stop | |
| 1985-03-27 | 1985-04-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-12-28 | 1985-03-27 | Completed | 100% | $0.27 | $0.30 | 11.17% | Stop | |
| 1983-10-31 | 1984-12-28 | Interest (CASH) | 100% | $1.00 | $1.09 | 9.19% | 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 | |
| 1982-05-28 | 1982-12-14 | Completed | 100% | $0.15 | $0.23 | 49.92% | Stop | |
| 1982-05-26 | 1982-05-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |