UNH
UnitedHealth Group Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for UNH (UnitedHealth Group Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -47.2% (compared to the benchmark's drawdown of -74.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.6%, compared to a Buy-and-Hold benchmark return of 21.2%. The strategy executed 73 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
UNH Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 7.94% | 55.12% | 3.78% | 2.12% | 9.91% | 13.36% | 13.64% | 21.17% |
| Sharpe Ratio | 0.49 | 1.10 | 0.20 | 0.06 | 0.50 | 0.41 | 0.51 | 0.49 |
| Max Drawdown | -8.69% | -28.96% | -26.80% | -61.39% | -29.67% | -61.39% | -47.22% | -74.40% |
| % Time Invested | 28.2% | 100.0% | 55.9% | 100.0% | 67.9% | 100.0% | 65.9% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.2 | 0.0 | 1.1 | 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 | ||||||||
| 2026-03-02 | 2026-05-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.77% | Interest Income | |
| 2026-01-27 | 2026-03-02 | Completed | 100% | $290.05 | $284.31 | -2.03% | Signal | |
| 2025-02-03 | 2026-01-27 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.06% | Interest Income | |
| 2025-01-08 | 2025-02-03 | Completed | 100% | $495.43 | $521.91 | 5.29% | Signal | |
| 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 | |
| 2024-03-07 | 2024-07-17 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.92% | Interest Income | |
| 2023-09-26 | 2024-03-07 | Completed | 100% | $480.88 | $449.40 | -6.59% | Stop | |
| 2023-09-01 | 2023-09-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-07-25 | 2023-09-01 | Completed | 100% | $480.01 | $450.84 | -6.13% | Stop | |
| 2023-02-03 | 2023-07-25 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.36% | 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 | |
| 2019-11-25 | 2020-02-27 | Completed | 100% | $247.58 | $231.21 | -6.66% | Stop | |
| 2019-02-27 | 2019-11-25 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.58% | Interest Income | |
| 2019-01-16 | 2019-02-27 | Completed | 100% | $227.64 | $230.17 | 1.06% | Signal | |
| 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 | |
| 2016-03-24 | 2018-02-06 | Completed | 100% | $108.86 | $184.22 | 69.14% | Stop | |
| 2015-11-30 | 2016-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2015-09-17 | 2015-11-30 | Completed | 100% | $101.69 | $95.88 | -5.76% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-02-15 | 2015-08-25 | Completed | 100% | $45.70 | $94.17 | 105.95% | Stop | |
| 2012-11-29 | 2013-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-10-23 | 2012-11-29 | Completed | 100% | $44.74 | $42.49 | -5.08% | Signal | |
| 2012-09-11 | 2012-10-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-08-17 | 2012-09-11 | Completed | 100% | $42.62 | $42.67 | 0.08% | Signal | |
| 2012-07-26 | 2012-08-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-30 | 2012-07-26 | Completed | 100% | $40.30 | $42.20 | 4.67% | Stop | |
| 2011-11-23 | 2011-12-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-26 | 2011-11-23 | Completed | 100% | $38.88 | $34.58 | -11.11% | Signal | |
| 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 | |
| 2010-09-14 | 2011-08-05 | Completed | 100% | $26.41 | $35.73 | 35.23% | Stop | |
| 2010-08-20 | 2010-09-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-08-09 | 2010-08-20 | Completed | 100% | $25.92 | $24.56 | -5.27% | Stop | |
| 2010-06-25 | 2010-08-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-05-19 | 2010-06-25 | Completed | 100% | $23.20 | $23.02 | -0.83% | Signal | |
| 2010-04-27 | 2010-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-10-20 | 2010-04-27 | Completed | 100% | $19.77 | $22.99 | 16.25% | Stop | |
| 2009-09-28 | 2009-10-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-03 | 2009-09-28 | Completed | 100% | $21.01 | $19.58 | -6.83% | Stop | |
| 2009-02-26 | 2009-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2009-02-23 | 2009-02-26 | Completed | 100% | $20.44 | $17.94 | -12.30% | Stop | |
| 2008-03-10 | 2009-02-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.98% | Interest Income | |
| 2008-02-15 | 2008-03-10 | Completed | 100% | $35.59 | $34.68 | -2.60% | Signal | |
| 2008-01-24 | 2008-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2007-10-15 | 2008-01-24 | Completed | 100% | $38.20 | $38.68 | 1.20% | Stop | |
| 2007-08-01 | 2007-10-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.84% | Interest Income | |
| 2006-12-28 | 2007-08-01 | Completed | 100% | $40.58 | $37.04 | -8.75% | Stop | |
| 2006-10-18 | 2006-12-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.96% | Interest Income | |
| 2006-08-22 | 2006-10-18 | Completed | 100% | $37.99 | $36.08 | -5.08% | Stop | |
| 2006-04-19 | 2006-08-22 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.68% | Interest Income | |
| 2006-04-05 | 2006-04-19 | Completed | 100% | $42.34 | $38.12 | -10.01% | Signal | |
| 2006-03-14 | 2006-04-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2003-04-29 | 2006-03-14 | Completed | 100% | $17.40 | $42.54 | 144.26% | Stop | |
| 2002-12-31 | 2003-04-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2002-12-17 | 2002-12-31 | Completed | 100% | $15.75 | $16.02 | 1.66% | Signal | |
| 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 | |
| 2000-04-13 | 2001-01-05 | Completed | 100% | $6.52 | $10.37 | 58.86% | Stop | |
| 1999-10-27 | 2000-04-13 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.54% | Interest Income | |
| 1999-10-25 | 1999-10-27 | Completed | 100% | $4.62 | $4.76 | 2.92% | Signal | |
| 1999-10-01 | 1999-10-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1999-08-27 | 1999-10-01 | Completed | 100% | $5.91 | $4.66 | -21.19% | Stop | |
| 1999-08-05 | 1999-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-06-24 | 1999-08-05 | Completed | 100% | $6.11 | $5.64 | -7.77% | Stop | |
| 1999-06-02 | 1999-06-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1999-05-03 | 1999-06-02 | Completed | 100% | $5.36 | $5.58 | 4.19% | Stop | |
| 1999-04-09 | 1999-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 1998-08-26 | 1999-04-09 | Completed | 100% | $3.30 | $4.35 | 31.60% | Stop | |
| 1998-07-31 | 1998-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | 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 | |
| 1998-03-05 | 1998-05-29 | Completed | 100% | $6.02 | $6.05 | 0.39% | Stop | |
| 1997-10-28 | 1998-03-05 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.78% | Interest Income | |
| 1997-09-02 | 1997-10-28 | Completed | 100% | $4.68 | $4.06 | -13.31% | Stop | |
| 1997-08-08 | 1997-09-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-05-13 | 1997-08-08 | Completed | 100% | $5.01 | $4.84 | -3.27% | Stop | |
| 1997-04-21 | 1997-05-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-01-23 | 1997-04-21 | Completed | 100% | $4.24 | $4.44 | 4.80% | Stop | |
| 1996-08-14 | 1997-01-23 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.26% | Interest Income | |
| 1996-08-12 | 1996-08-14 | Completed | 100% | $3.80 | $3.63 | -4.45% | Stop | |
| 1996-06-10 | 1996-08-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 1996-05-24 | 1996-06-10 | Completed | 100% | $5.06 | $5.01 | -0.99% | Signal | |
| 1996-05-02 | 1996-05-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1995-09-13 | 1996-05-02 | Completed | 100% | $4.36 | $5.47 | 25.43% | Stop | |
| 1995-01-04 | 1995-09-13 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.97% | Interest Income | |
| 1994-12-30 | 1995-01-04 | Completed | 100% | $4.40 | $4.12 | -6.55% | Signal | |
| 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 | |
| 1993-06-02 | 1993-08-12 | Completed | 100% | $2.83 | $2.66 | -6.15% | Stop | |
| 1993-04-14 | 1993-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 1993-03-10 | 1993-04-14 | Completed | 100% | $2.22 | $2.32 | 4.53% | Signal | |
| 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 | |
| 1990-05-25 | 1990-07-24 | Completed | 100% | $0.35 | $0.40 | 14.35% | Stop | |
| 1990-02-20 | 1990-05-25 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.08% | Interest Income | |
| 1990-02-15 | 1990-02-20 | Completed | 100% | $0.24 | $0.24 | 1.20% | Signal | |
| 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 | |
| 1989-04-12 | 1989-09-18 | Completed | 100% | $0.17 | $0.26 | 53.91% | Stop | |
| 1989-03-20 | 1989-04-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-01-25 | 1989-03-20 | Completed | 100% | $0.11 | $0.16 | 47.15% | Stop | |
| 1988-06-10 | 1989-01-25 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.84% | Interest Income | |
| 1988-04-18 | 1988-06-10 | Completed | 100% | $0.11 | $0.10 | -10.86% | Stop | |
| 1986-12-29 | 1988-04-18 | Interest (CASH) | 100% | $1.00 | $1.10 | 10.31% | Interest Income | |