UNH
UnitedHealth Group Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for UNH (UnitedHealth Group Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -44.8% (compared to the benchmark's drawdown of -74.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.3%, compared to a Buy-and-Hold benchmark return of 21.2%. The strategy executed 64 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
UNH Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.84% | 55.12% | -3.03% | 2.12% | 5.33% | 13.36% | 14.30% | 21.17% |
| Sharpe Ratio | 298.73 | 1.10 | -0.14 | 0.06 | 0.23 | 0.41 | 0.53 | 0.49 |
| Max Drawdown | 0.00% | -28.96% | -44.77% | -61.39% | -44.77% | -61.39% | -44.77% | -74.40% |
| % Time Invested | 0.0% | 100.0% | 52.0% | 100.0% | 71.6% | 100.0% | 68.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.4 | 0.0 | 1.4 | 0.0 | 1.6 | 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 | ||||||||
| 2025-05-13 | 2025-05-16 | Completed | 100% | $324.68 | $270.09 | -16.86% | Stop | |
| 2025-04-21 | 2025-05-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-18 | 2025-04-21 | Completed | 100% | $485.69 | $434.94 | -10.49% | Stop | |
| 2025-02-24 | 2025-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-01-08 | 2025-02-24 | Completed | 100% | $495.43 | $449.38 | -9.34% | Stop | |
| 2024-12-13 | 2025-01-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-07-17 | 2024-12-13 | Completed | 100% | $529.55 | $496.53 | -6.28% | Stop | |
| 2023-09-15 | 2024-07-17 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.53% | Interest Income | |
| 2023-07-11 | 2023-09-15 | Completed | 100% | $435.18 | $458.96 | 5.41% | Signal | |
| 2023-06-15 | 2023-07-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-02-28 | 2023-06-15 | Completed | 100% | $450.83 | $434.83 | -3.60% | Stop | |
| 2023-02-03 | 2023-02-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-06-14 | 2023-02-03 | Completed | 100% | $432.41 | $443.88 | 2.60% | Stop | |
| 2022-05-20 | 2022-06-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2020-04-16 | 2022-05-20 | Completed | 100% | $254.69 | $445.25 | 74.73% | Stop | |
| 2020-03-24 | 2020-04-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-20 | 2020-03-24 | Completed | 100% | $200.55 | $181.64 | -9.47% | Stop | |
| 2020-02-27 | 2020-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-01-06 | 2020-02-27 | Completed | 100% | $257.68 | $231.21 | -10.32% | Stop | |
| 2019-12-11 | 2020-01-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-09-20 | 2019-12-11 | Completed | 100% | $209.25 | $249.00 | 18.94% | Signal | |
| 2019-08-28 | 2019-09-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-05-08 | 2019-08-28 | Completed | 100% | $210.20 | $197.31 | -6.18% | Stop | |
| 2019-04-15 | 2019-05-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2019-01-16 | 2019-04-15 | Completed | 100% | $227.64 | $199.40 | -12.45% | Stop | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-03-01 | 2018-12-21 | Completed | 100% | $195.94 | $211.80 | 8.04% | Stop | |
| 2018-02-06 | 2018-03-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2015-09-17 | 2018-02-06 | Completed | 100% | $101.69 | $184.22 | 81.06% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-08-17 | 2015-08-25 | Completed | 100% | $42.62 | $94.17 | 120.85% | Stop | |
| 2012-07-26 | 2012-08-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-10-26 | 2012-07-26 | Completed | 100% | $38.88 | $42.20 | 8.49% | Stop | |
| 2011-10-04 | 2011-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-29 | 2011-10-04 | Completed | 100% | $36.25 | $33.12 | -8.66% | Stop | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-05-19 | 2011-08-05 | Completed | 100% | $23.20 | $35.73 | 53.95% | Stop | |
| 2010-04-27 | 2010-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-12-15 | 2010-04-27 | Completed | 100% | $23.78 | $22.99 | -3.39% | Stop | |
| 2008-03-12 | 2009-12-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.09% | Interest Income | |
| 2008-02-19 | 2008-03-12 | Completed | 100% | $37.01 | $27.45 | -25.85% | Stop | |
| 2008-01-25 | 2008-02-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2007-10-15 | 2008-01-25 | Completed | 100% | $38.20 | $38.30 | 0.21% | Stop | |
| 2006-12-07 | 2007-10-15 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.02% | Interest Income | |
| 2006-05-22 | 2006-12-07 | Completed | 100% | $34.10 | $37.67 | 10.41% | Signal | |
| 2006-04-28 | 2006-05-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2006-04-05 | 2006-04-28 | Completed | 100% | $42.34 | $36.84 | -13.04% | Stop | |
| 2006-03-14 | 2006-04-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2002-12-17 | 2006-03-14 | Completed | 100% | $15.75 | $42.54 | 170.00% | Stop | |
| 2002-11-22 | 2002-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2002-08-14 | 2002-11-22 | Completed | 100% | $16.63 | $16.39 | -1.47% | Stop | |
| 2002-07-23 | 2002-08-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-10-16 | 2002-07-23 | Completed | 100% | $13.21 | $15.85 | 19.92% | Stop | |
| 2001-09-24 | 2001-10-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2001-06-13 | 2001-09-24 | Completed | 100% | $10.97 | $11.87 | 8.13% | Stop | |
| 2001-05-21 | 2001-06-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2001-03-20 | 2001-05-21 | Completed | 100% | $10.85 | $10.72 | -1.30% | Stop | |
| 2001-02-26 | 2001-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2001-01-30 | 2001-02-26 | Completed | 100% | $11.07 | $10.58 | -4.46% | Stop | |
| 2001-01-05 | 2001-01-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2000-03-30 | 2001-01-05 | Completed | 100% | $5.32 | $10.37 | 94.73% | Stop | |
| 2000-03-08 | 2000-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-02-23 | 2000-03-08 | Completed | 100% | $5.57 | $4.67 | -16.14% | Stop | |
| 2000-01-31 | 2000-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2000-01-05 | 2000-01-31 | Completed | 100% | $5.08 | $5.03 | -0.99% | Stop | |
| 1999-12-13 | 2000-01-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1999-10-28 | 1999-12-13 | Completed | 100% | $4.71 | $4.87 | 3.25% | Stop | |
| 1998-12-11 | 1999-10-28 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.08% | Interest Income | |
| 1998-10-23 | 1998-12-11 | Completed | 100% | $3.54 | $4.18 | 18.18% | Stop | |
| 1998-10-01 | 1998-10-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1998-08-24 | 1998-10-01 | Completed | 100% | $3.25 | $3.30 | 1.42% | Stop | |
| 1998-07-31 | 1998-08-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1998-06-22 | 1998-07-31 | Completed | 100% | $6.04 | $5.31 | -12.12% | Stop | |
| 1998-05-29 | 1998-06-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-12-01 | 1998-05-29 | Completed | 100% | $5.02 | $6.05 | 20.47% | Stop | |
| 1997-01-30 | 1997-12-01 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.33% | Interest Income | |
| 1996-11-15 | 1997-01-30 | Completed | 100% | $4.19 | $4.44 | 5.93% | Signal | |
| 1996-10-24 | 1996-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1996-08-01 | 1996-10-24 | Completed | 100% | $3.22 | $3.49 | 8.09% | Stop | |
| 1996-07-10 | 1996-08-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-05-28 | 1996-07-10 | Completed | 100% | $5.09 | $4.38 | -13.89% | Stop | |
| 1996-05-03 | 1996-05-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1996-03-01 | 1996-05-03 | Completed | 100% | $6.27 | $5.43 | -13.37% | Stop | |
| 1995-09-27 | 1996-03-01 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.23% | Interest Income | |
| 1995-05-12 | 1995-09-27 | Completed | 100% | $3.71 | $4.54 | 22.13% | Signal | |
| 1995-04-20 | 1995-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1995-03-16 | 1995-04-20 | Completed | 100% | $4.25 | $3.65 | -14.03% | Stop | |
| 1995-02-22 | 1995-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 1994-12-30 | 1995-02-22 | Completed | 100% | $4.40 | $4.04 | -8.18% | Stop | |
| 1994-12-07 | 1994-12-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1994-08-04 | 1994-12-07 | Completed | 100% | $4.34 | $4.41 | 1.60% | Stop | |
| 1994-07-13 | 1994-08-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1994-05-13 | 1994-07-13 | Completed | 100% | $4.50 | $4.19 | -6.94% | Stop | |
| 1994-04-20 | 1994-05-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 1993-09-03 | 1994-04-20 | Completed | 100% | $2.96 | $3.89 | 31.21% | Stop | |
| 1993-08-12 | 1993-09-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1993-03-10 | 1993-08-12 | Completed | 100% | $2.22 | $2.66 | 19.85% | Stop | |
| 1993-02-16 | 1993-03-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1992-07-20 | 1993-02-16 | Completed | 100% | $2.10 | $2.53 | 20.39% | Stop | |
| 1992-06-25 | 1992-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 1992-05-19 | 1992-06-25 | Completed | 100% | $1.87 | $1.82 | -2.91% | Stop | |
| 1992-04-27 | 1992-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1992-03-13 | 1992-04-27 | Completed | 100% | $1.91 | $1.65 | -13.45% | Stop | |
| 1992-02-20 | 1992-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1991-09-30 | 1992-02-20 | Completed | 100% | $1.23 | $1.89 | 53.81% | Stop | |
| 1991-09-06 | 1991-09-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1991-05-20 | 1991-09-06 | Completed | 100% | $1.05 | $1.08 | 2.22% | Stop | |
| 1991-04-26 | 1991-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1990-10-22 | 1991-04-26 | Completed | 100% | $0.38 | $0.91 | 139.72% | Stop | |
| 1990-09-28 | 1990-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 1990-09-18 | 1990-09-28 | Completed | 100% | $0.43 | $0.37 | -13.24% | Stop | |
| 1990-08-24 | 1990-09-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1990-08-15 | 1990-08-24 | Completed | 100% | $0.43 | $0.36 | -15.43% | Stop | |
| 1990-07-24 | 1990-08-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1990-02-15 | 1990-07-24 | Completed | 100% | $0.24 | $0.40 | 68.67% | 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% | $0.25 | $0.23 | -10.63% | Stop | |
| 1989-12-19 | 1990-01-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-11-08 | 1989-12-19 | Completed | 100% | $0.26 | $0.25 | -4.59% | Stop | |
| 1989-10-17 | 1989-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-10-10 | 1989-10-17 | Completed | 100% | $0.30 | $0.26 | -11.04% | Stop | |
| 1989-09-18 | 1989-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-05-17 | 1989-09-18 | Completed | 100% | $0.21 | $0.26 | 20.77% | Stop | |
| 1987-03-04 | 1989-05-17 | Interest (CASH) | 100% | $1.00 | $1.18 | 18.17% | Interest Income | |
| 1987-02-13 | 1987-03-04 | Completed | 100% | $0.18 | $0.18 | -3.27% | Stop | |
| 1987-01-22 | 1987-02-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-12-31 | 1987-01-22 | Completed | 100% | $0.21 | $0.17 | -19.76% | Stop | |
| 1986-12-29 | 1986-12-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |