T
AT&T Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for T (AT&T Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -38.9% (compared to the benchmark's drawdown of -63.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.1%, compared to a Buy-and-Hold benchmark return of 10.4%. The strategy executed 38 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.
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T Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -19.38% | -9.51% | 6.80% | 8.93% | 3.93% | 4.10% | 9.09% | 10.44% |
| Sharpe Ratio | -1.02 | -0.41 | 0.38 | 0.35 | 0.23 | 0.17 | 0.47 | 0.40 |
| Max Drawdown | -25.12% | -28.89% | -25.12% | -32.01% | -30.21% | -39.43% | -38.88% | -63.88% |
| % Time Invested | 81.3% | 100.0% | 51.7% | 100.0% | 59.4% | 100.0% | 71.1% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.2 | 0.0 | 1.2 | 0.0 | 0.9 | 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 | ||||||||
| 2025-11-14 | 2026-05-18 | Completed | 100% | $24.97 | $23.77 | -4.85% | Stop | |
| 2025-10-23 | 2025-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2024-01-03 | 2025-10-23 | Completed | 100% | $15.07 | $24.79 | 64.42% | Stop | |
| 2023-04-21 | 2024-01-03 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.79% | Interest Income | |
| 2023-04-10 | 2023-04-21 | Completed | 100% | $16.33 | $14.99 | -8.26% | Stop | |
| 2022-04-01 | 2023-04-10 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.26% | Interest Income | |
| 2022-03-21 | 2022-04-01 | Completed | 100% | $13.67 | $13.96 | 2.10% | Signal | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-03 | 2022-02-25 | Completed | 100% | $14.20 | $13.80 | -2.85% | Stop | |
| 2021-05-19 | 2022-01-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2021-05-07 | 2021-05-19 | Completed | 100% | $17.56 | $15.84 | -9.83% | Stop | |
| 2020-12-31 | 2021-05-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-11-11 | 2020-12-31 | Completed | 100% | $15.09 | $14.82 | -1.84% | Signal | |
| 2020-10-20 | 2020-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-10-20 | Completed | 100% | $13.60 | $14.06 | 3.35% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-07 | 2020-03-02 | Completed | 100% | $13.52 | $17.17 | 26.97% | Stop | |
| 2018-02-22 | 2019-01-07 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.79% | Interest Income | |
| 2017-11-17 | 2018-02-22 | Completed | 100% | $14.04 | $15.13 | 7.74% | Signal | |
| 2017-10-26 | 2017-11-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2016-11-18 | 2017-10-26 | Completed | 100% | $14.31 | $13.76 | -3.89% | Stop | |
| 2016-10-27 | 2016-11-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-03-22 | 2016-10-27 | Completed | 100% | $6.16 | $13.98 | 127.07% | Stop | |
| 2010-01-15 | 2010-03-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-12-30 | 2010-01-15 | Completed | 100% | $6.51 | $6.17 | -5.31% | Stop | |
| 2009-09-04 | 2009-12-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-08-27 | 2009-09-04 | Completed | 100% | $6.02 | $5.69 | -5.63% | Stop | |
| 2008-09-19 | 2009-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2008-07-16 | 2008-09-19 | Completed | 100% | $6.67 | $6.37 | -4.59% | Stop | |
| 2008-06-23 | 2008-07-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2008-02-13 | 2008-06-23 | Completed | 100% | $7.61 | $7.05 | -7.30% | Stop | |
| 2008-01-22 | 2008-02-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2006-02-23 | 2008-01-22 | Completed | 100% | $5.10 | $6.93 | 35.86% | Stop | |
| 2005-11-10 | 2006-02-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.15% | Interest Income | |
| 2004-04-07 | 2005-11-10 | Completed | 100% | $4.02 | $4.20 | 4.42% | Signal | |
| 2004-01-29 | 2004-04-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2004-01-07 | 2004-01-29 | Completed | 100% | $4.28 | $4.04 | -5.69% | Stop | |
| 2001-10-24 | 2004-01-07 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.04% | Interest Income | |
| 2001-08-21 | 2001-10-24 | Completed | 100% | $6.01 | $5.37 | -10.64% | Stop | |
| 2000-06-15 | 2001-08-21 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.04% | Interest Income | |
| 2000-03-15 | 2000-06-15 | Completed | 100% | $5.58 | $6.51 | 16.62% | Signal | |
| 2000-02-22 | 2000-03-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-01-27 | 2000-02-22 | Completed | 100% | $5.24 | $4.87 | -7.07% | Stop | |
| 2000-01-04 | 2000-01-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1999-11-15 | 2000-01-04 | Completed | 100% | $6.62 | $6.11 | -7.65% | Stop | |
| 1999-10-22 | 1999-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1999-09-23 | 1999-10-22 | Completed | 100% | $6.43 | $5.97 | -7.24% | Stop | |
| 1999-08-31 | 1999-09-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-03-02 | 1999-08-31 | Completed | 100% | $6.64 | $6.47 | -2.59% | Stop | |
| 1999-02-05 | 1999-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-09-25 | 1999-02-05 | Completed | 100% | $5.25 | $6.47 | 23.19% | Stop | |
| 1998-09-02 | 1998-09-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1998-06-04 | 1998-09-02 | Completed | 100% | $4.86 | $4.88 | 0.40% | Stop | |
| 1998-05-12 | 1998-06-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-07-14 | 1998-05-12 | Completed | 100% | $3.66 | $4.92 | 34.15% | Stop | |
| 1997-02-28 | 1997-07-14 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.89% | Interest Income | |
| 1996-04-04 | 1997-02-28 | Completed | 100% | $2.87 | $3.35 | 16.58% | Signal | |
| 1996-03-13 | 1996-04-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1994-01-31 | 1996-03-13 | Completed | 100% | $2.11 | $2.92 | 37.90% | Stop | |
| 1994-01-07 | 1994-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1991-11-07 | 1994-01-07 | Completed | 100% | $1.38 | $1.98 | 44.19% | Stop | |
| 1991-03-15 | 1991-11-07 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.62% | Interest Income | |
| 1990-09-17 | 1991-03-15 | Completed | 100% | $1.01 | $1.18 | 16.56% | Signal | |
| 1990-08-23 | 1990-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1990-02-08 | 1990-08-23 | Completed | 100% | $1.11 | $1.01 | -8.60% | Stop | |
| 1990-01-17 | 1990-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1988-12-23 | 1990-01-17 | Completed | 100% | $0.77 | $1.15 | 49.36% | Stop | |
| 1988-08-04 | 1988-12-23 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.01% | Interest Income | |
| 1987-11-11 | 1988-08-04 | Completed | 100% | $0.64 | $0.71 | 11.13% | Signal | |
| 1987-10-20 | 1987-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-05-08 | 1987-10-20 | Completed | 100% | $0.62 | $0.57 | -8.65% | Stop | |
| 1987-04-15 | 1987-05-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-02-04 | 1987-04-15 | Completed | 100% | $0.44 | $0.58 | 32.15% | Stop | |
| 1986-01-31 | 1986-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |