TJX
TJX Companies Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for TJX (TJX Companies Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -58.4% (compared to the benchmark's drawdown of -64.6%). 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 17.8%. The strategy executed 56 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
TJX Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 23.66% | 23.66% | 13.33% | 19.30% | 6.36% | 15.96% | 7.21% | 17.80% |
| Sharpe Ratio | 1.10 | 1.10 | 0.64 | 0.79 | 0.29 | 0.57 | 0.28 | 0.50 |
| Max Drawdown | -10.89% | -10.89% | -31.37% | -27.68% | -41.97% | -42.55% | -58.36% | -64.59% |
| % Time Invested | 100.0% | 100.0% | 85.4% | 100.0% | 83.5% | 100.0% | 71.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 1.0 | 0.0 | 1.5 | 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 | ||||||||
| 2022-09-20 | 2023-04-04 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.34% | Interest Income | |
| 2022-06-03 | 2022-09-20 | Completed | 100% | $60.11 | $61.67 | 2.55% | Signal | |
| 2022-05-11 | 2022-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-03-15 | 2022-05-11 | Completed | 100% | $58.06 | $53.32 | -8.21% | Stop | |
| 2022-02-18 | 2022-03-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-10-29 | 2022-02-18 | Completed | 100% | $60.66 | $61.22 | 0.88% | Stop | |
| 2021-10-07 | 2021-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-11-24 | 2021-10-07 | Completed | 100% | $57.58 | $60.47 | 4.96% | Stop | |
| 2020-11-02 | 2020-11-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-07-23 | 2020-11-02 | Completed | 100% | $49.51 | $47.62 | -3.87% | Stop | |
| 2020-06-30 | 2020-07-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-08 | 2020-06-30 | Completed | 100% | $53.42 | $46.44 | -13.10% | Stop | |
| 2020-05-14 | 2020-06-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-06 | 2020-05-14 | Completed | 100% | $39.70 | $39.99 | 0.67% | Stop | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2018-12-17 | 2020-03-13 | Completed | 100% | $40.59 | $47.88 | 17.90% | Stop | |
| 2018-11-21 | 2018-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-06-07 | 2018-11-21 | Completed | 100% | $42.50 | $42.46 | -0.14% | Stop | |
| 2017-11-20 | 2018-06-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 2017-07-17 | 2017-11-20 | Completed | 100% | $30.78 | $31.63 | 2.72% | Signal | |
| 2017-06-22 | 2017-07-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2015-12-09 | 2017-06-22 | Completed | 100% | $30.52 | $30.61 | 0.23% | Stop | |
| 2015-11-16 | 2015-12-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-06-13 | 2015-11-16 | Completed | 100% | $23.23 | $27.56 | 18.60% | Stop | |
| 2014-05-21 | 2014-06-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-08-12 | 2014-05-21 | Completed | 100% | $8.41 | $23.06 | 174.17% | Stop | |
| 2010-07-21 | 2010-08-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-11-27 | 2010-07-21 | Completed | 100% | $7.72 | $8.55 | 10.72% | Stop | |
| 2009-03-02 | 2009-11-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2008-12-30 | 2009-03-02 | Completed | 100% | $3.93 | $4.41 | 12.08% | Signal | |
| 2008-12-05 | 2008-12-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2008-11-18 | 2008-12-05 | Completed | 100% | $4.07 | $3.79 | -7.00% | Stop | |
| 2008-10-27 | 2008-11-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2008-10-13 | 2008-10-27 | Completed | 100% | $5.34 | $4.60 | -13.90% | Stop | |
| 2008-09-19 | 2008-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2008-02-04 | 2008-09-19 | Completed | 100% | $6.31 | $6.59 | 4.39% | Stop | |
| 2008-01-10 | 2008-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2007-11-30 | 2008-01-10 | Completed | 100% | $5.61 | $5.17 | -7.94% | Stop | |
| 2007-11-07 | 2007-11-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2006-10-09 | 2007-11-07 | Completed | 100% | $5.58 | $5.28 | -5.37% | Stop | |
| 2005-10-25 | 2006-10-09 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.41% | Interest Income | |
| 2005-09-12 | 2005-10-25 | Completed | 100% | $4.07 | $3.96 | -2.72% | Signal | |
| 2005-08-18 | 2005-09-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2004-08-02 | 2005-08-18 | Completed | 100% | $4.40 | $4.19 | -4.75% | Stop | |
| 2004-07-09 | 2004-08-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2004-01-20 | 2004-07-09 | Completed | 100% | $4.41 | $4.19 | -4.96% | Stop | |
| 2003-08-14 | 2004-01-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2003-08-08 | 2003-08-14 | Completed | 100% | $3.69 | $3.84 | 3.91% | Signal | |
| 2003-07-07 | 2003-08-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2003-03-05 | 2003-07-07 | Completed | 100% | $2.97 | $3.40 | 14.62% | Signal | |
| 2003-02-10 | 2003-03-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2002-10-23 | 2003-02-10 | Completed | 100% | $3.81 | $3.18 | -16.41% | Stop | |
| 2002-10-01 | 2002-10-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2002-08-06 | 2002-10-01 | Completed | 100% | $3.15 | $3.16 | 0.48% | Stop | |
| 2002-07-15 | 2002-08-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-03-20 | 2002-07-15 | Completed | 100% | $3.67 | $3.46 | -5.73% | Stop | |
| 2002-02-26 | 2002-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-10-10 | 2002-02-26 | Completed | 100% | $3.10 | $3.29 | 6.17% | Stop | |
| 2001-09-18 | 2001-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2001-04-12 | 2001-09-18 | Completed | 100% | $2.61 | $2.78 | 6.43% | Stop | |
| 2000-04-13 | 2001-04-12 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.73% | Interest Income | |
| 2000-03-20 | 2000-04-13 | Completed | 100% | $1.76 | $2.00 | 13.26% | Signal | |
| 2000-02-25 | 2000-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-02-15 | 2000-02-25 | Completed | 100% | $1.53 | $1.31 | -14.65% | Stop | |
| 2000-01-24 | 2000-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1999-12-28 | 2000-01-24 | Completed | 100% | $1.82 | $1.53 | -16.03% | Stop | |
| 1999-12-03 | 1999-12-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1999-11-10 | 1999-12-03 | Completed | 100% | $2.15 | $1.87 | -12.81% | Stop | |
| 1999-10-19 | 1999-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1999-09-01 | 1999-10-19 | Completed | 100% | $2.66 | $2.53 | -4.77% | Stop | |
| 1999-08-10 | 1999-09-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-06-01 | 1999-08-10 | Completed | 100% | $2.74 | $2.71 | -1.18% | Stop | |
| 1999-05-07 | 1999-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1998-11-20 | 1999-05-07 | Completed | 100% | $2.12 | $2.78 | 30.89% | Stop | |
| 1998-10-29 | 1998-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-09-24 | 1998-10-29 | Completed | 100% | $1.59 | $1.73 | 8.52% | Stop | |
| 1998-09-01 | 1998-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1998-08-19 | 1998-09-01 | Completed | 100% | $2.37 | $2.09 | -12.01% | Stop | |
| 1998-07-28 | 1998-08-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1998-01-15 | 1998-07-28 | Completed | 100% | $1.52 | $2.30 | 51.53% | Stop | |
| 1997-12-22 | 1998-01-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-11-19 | 1997-12-22 | Completed | 100% | $1.59 | $1.47 | -8.04% | Stop | |
| 1997-10-28 | 1997-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-02-21 | 1997-10-28 | Completed | 100% | $0.92 | $1.18 | 27.24% | Stop | |
| 1997-01-29 | 1997-02-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1996-08-05 | 1997-01-29 | Completed | 100% | $0.70 | $0.90 | 28.46% | Stop | |
| 1996-07-12 | 1996-08-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-04-16 | 1996-07-12 | Completed | 100% | $0.57 | $0.70 | 21.59% | Stop | |
| 1994-07-08 | 1996-04-16 | Interest (CASH) | 100% | $1.00 | $1.10 | 9.79% | Interest Income | |
| 1994-05-11 | 1994-07-08 | Completed | 100% | $0.47 | $0.39 | -16.24% | Stop | |
| 1994-04-18 | 1994-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1993-12-23 | 1994-04-18 | Completed | 100% | $0.60 | $0.51 | -15.95% | Stop | |
| 1993-12-01 | 1993-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1993-10-01 | 1993-12-01 | Completed | 100% | $0.63 | $0.58 | -6.70% | Stop | |
| 1993-09-09 | 1993-10-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1993-07-30 | 1993-09-09 | Completed | 100% | $0.56 | $0.52 | -6.98% | Stop | |
| 1993-07-08 | 1993-07-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1993-05-19 | 1993-07-08 | Completed | 100% | $0.67 | $0.60 | -9.31% | Stop | |
| 1993-04-27 | 1993-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-05-04 | 1993-04-27 | Completed | 100% | $0.32 | $0.57 | 77.43% | Stop | |
| 1992-04-09 | 1992-05-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1991-11-01 | 1992-04-09 | Completed | 100% | $0.29 | $0.34 | 16.10% | Stop | |
| 1991-10-10 | 1991-11-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1991-09-18 | 1991-10-10 | Completed | 100% | $0.34 | $0.29 | -13.91% | Stop | |
| 1990-07-17 | 1991-09-18 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.67% | Interest Income | |
| 1990-07-13 | 1990-07-17 | Completed | 100% | $0.31 | $0.29 | -5.39% | Stop | |
| 1990-02-14 | 1990-07-13 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.21% | Interest Income | |
| 1990-01-16 | 1990-02-14 | Completed | 100% | $0.27 | $0.27 | -1.95% | Signal | |
| 1989-12-21 | 1990-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-11-16 | 1989-12-21 | Completed | 100% | $0.30 | $0.26 | -13.89% | Stop | |
| 1989-10-25 | 1989-11-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-09-07 | 1989-10-25 | Completed | 100% | $0.37 | $0.32 | -14.51% | Stop | |
| 1989-09-05 | 1989-09-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |