T
AT&T Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for T (AT&T Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -43.5% (compared to the benchmark's drawdown of -63.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.4%, compared to a Buy-and-Hold benchmark return of 10.4%. The strategy executed 46 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.
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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 | -15.65% | -9.51% | 6.72% | 8.93% | 3.42% | 4.10% | 8.44% | 10.44% |
| Sharpe Ratio | -1.07 | -0.41 | 0.37 | 0.35 | 0.21 | 0.17 | 0.46 | 0.40 |
| Max Drawdown | -21.19% | -28.89% | -21.19% | -32.01% | -26.40% | -39.43% | -43.51% | -63.88% |
| % Time Invested | 52.8% | 100.0% | 56.6% | 100.0% | 56.2% | 100.0% | 66.8% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.0 | 0.0 | 1.1 | 0.0 | 1.1 | 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 | ||||||||
| 2026-02-06 | 2026-05-18 | Completed | 100% | $26.62 | $23.77 | -10.75% | Stop | |
| 2025-10-23 | 2026-02-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.06% | Interest Income | |
| 2023-12-18 | 2025-10-23 | Completed | 100% | $14.44 | $24.79 | 71.55% | Stop | |
| 2023-06-06 | 2023-12-18 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.92% | Interest Income | |
| 2023-05-25 | 2023-06-06 | Completed | 100% | $13.14 | $12.97 | -1.39% | Signal | |
| 2023-05-03 | 2023-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2022-12-23 | 2023-05-03 | Completed | 100% | $14.81 | $14.38 | -2.94% | Stop | |
| 2022-08-25 | 2022-12-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.27% | Interest Income | |
| 2022-05-18 | 2022-08-25 | Completed | 100% | $16.21 | $14.46 | -10.87% | Stop | |
| 2021-08-17 | 2022-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2021-01-14 | 2021-08-17 | Completed | 100% | $15.27 | $15.68 | 2.63% | Signal | |
| 2020-12-21 | 2021-01-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-12-10 | 2020-12-21 | Completed | 100% | $16.18 | $15.10 | -6.77% | Stop | |
| 2020-04-02 | 2020-12-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2020-03-24 | 2020-04-02 | Completed | 100% | $13.60 | $13.60 | -0.05% | Signal | |
| 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 | |
| 2018-04-27 | 2019-01-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.47% | Interest Income | |
| 2018-01-25 | 2018-04-27 | Completed | 100% | $15.39 | $14.01 | -9.00% | Stop | |
| 2017-06-12 | 2018-01-25 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 2016-11-25 | 2017-06-12 | Completed | 100% | $14.81 | $15.29 | 3.16% | Signal | |
| 2016-10-27 | 2016-11-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-11-23 | 2016-10-27 | Completed | 100% | $12.04 | $13.98 | 16.06% | Stop | |
| 2015-10-13 | 2015-11-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-05-19 | 2015-10-13 | Completed | 100% | $12.00 | $11.87 | -1.11% | Signal | |
| 2015-03-27 | 2015-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-03-05 | 2015-03-27 | Completed | 100% | $11.56 | $11.15 | -3.59% | Signal | |
| 2015-01-05 | 2015-03-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-04-22 | 2015-01-05 | Completed | 100% | $11.59 | $11.25 | -2.94% | Signal | |
| 2014-01-23 | 2014-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-12-06 | 2014-01-23 | Completed | 100% | $10.70 | $10.48 | -2.14% | Signal | |
| 2013-09-18 | 2013-12-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-03-04 | 2013-09-18 | Completed | 100% | $10.61 | $10.58 | -0.38% | Signal | |
| 2013-01-04 | 2013-03-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-07 | 2013-01-04 | Completed | 100% | $7.88 | $10.17 | 29.08% | Signal | |
| 2011-09-27 | 2011-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-08-11 | 2011-09-27 | Completed | 100% | $6.55 | $7.62 | 16.28% | Signal | |
| 2010-06-25 | 2010-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-08-24 | 2010-06-25 | Completed | 100% | $5.91 | $6.03 | 2.01% | Signal | |
| 2008-06-25 | 2009-08-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2008-05-27 | 2008-06-25 | Completed | 100% | $7.89 | $7.13 | -9.70% | Stop | |
| 2008-01-15 | 2008-05-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.62% | Interest Income | |
| 2005-08-08 | 2008-01-15 | Completed | 100% | $4.30 | $7.64 | 77.63% | Signal | |
| 2005-03-08 | 2005-08-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.25% | Interest Income | |
| 2004-03-23 | 2005-03-08 | Completed | 100% | $3.83 | $4.12 | 7.66% | Signal | |
| 2004-03-01 | 2004-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-11-05 | 2004-03-01 | Completed | 100% | $3.68 | $3.81 | 3.64% | Stop | |
| 2003-09-18 | 2003-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2003-06-18 | 2003-09-18 | Completed | 100% | $3.82 | $3.61 | -5.53% | Signal | |
| 2001-10-24 | 2003-06-18 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.51% | Interest Income | |
| 2001-10-10 | 2001-10-24 | Completed | 100% | $6.40 | $5.37 | -16.08% | Stop | |
| 2001-03-05 | 2001-10-10 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.11% | Interest Income | |
| 2001-01-16 | 2001-03-05 | Completed | 100% | $6.79 | $6.20 | -8.76% | Stop | |
| 2000-12-20 | 2001-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2000-10-02 | 2000-12-20 | Completed | 100% | $6.63 | $6.15 | -7.20% | Stop | |
| 2000-08-22 | 2000-10-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 2000-07-21 | 2000-08-22 | Completed | 100% | $5.74 | $5.35 | -6.84% | Signal | |
| 1999-10-01 | 2000-07-21 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.51% | Interest Income | |
| 1999-09-23 | 1999-10-01 | Completed | 100% | $6.43 | $6.64 | 3.23% | Signal | |
| 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 | |
| 1996-11-29 | 1998-05-12 | Completed | 100% | $3.10 | $4.92 | 58.51% | Stop | |
| 1996-04-24 | 1996-11-29 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.12% | Interest Income | |
| 1996-04-04 | 1996-04-24 | Completed | 100% | $2.87 | $2.93 | 1.86% | Signal | |
| 1996-03-13 | 1996-04-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1994-06-03 | 1996-03-13 | Completed | 100% | $2.17 | $2.92 | 34.46% | Stop | |
| 1994-04-29 | 1994-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 1994-04-22 | 1994-04-29 | Completed | 100% | $2.32 | $2.19 | -5.43% | Stop | |
| 1994-02-23 | 1994-04-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 1994-01-31 | 1994-02-23 | Completed | 100% | $2.11 | $2.00 | -5.26% | Signal | |
| 1994-01-07 | 1994-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1991-08-08 | 1994-01-07 | Completed | 100% | $1.22 | $1.98 | 62.17% | Stop | |
| 1991-06-13 | 1991-08-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 1990-11-26 | 1991-06-13 | Completed | 100% | $1.12 | $1.11 | -0.58% | Signal | |
| 1990-08-02 | 1990-11-26 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.32% | Interest Income | |
| 1990-02-08 | 1990-08-02 | Completed | 100% | $1.11 | $1.13 | 1.87% | Signal | |
| 1990-01-17 | 1990-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1988-06-15 | 1990-01-17 | Completed | 100% | $0.70 | $1.15 | 64.18% | Stop | |
| 1988-04-25 | 1988-06-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.08% | Interest Income | |
| 1988-03-24 | 1988-04-25 | Completed | 100% | $0.65 | $0.64 | -2.21% | Signal | |
| 1987-12-15 | 1988-03-24 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.09% | Interest Income | |
| 1987-11-11 | 1987-12-15 | Completed | 100% | $0.64 | $0.59 | -6.78% | 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 | |