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UNP

Union Pacific Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for UNP (Union Pacific Corp) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -32.5% (compared to the benchmark's drawdown of -59.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.2%, compared to a Buy-and-Hold benchmark return of 13.4%. The strategy executed 162 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

🛡️ UNP Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-32.5% (vs -59.4% B&H)
+27.0% shallower drawdown
Drawdown Shield
27.0% Cut
Protected capital vs -59.4% B&H
Capital Sheltered from Risk
31.3% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.

📊 UNP Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-12.04%-12.28%-23.38%-31.83%-25.73%-38.72%-32.46%-59.44%
Sharpe Ratio0.481.380.170.380.330.530.480.47
Sortino Ratio0.642.090.200.580.410.720.640.65
CAGR7.77%35.63%2.27%9.02%5.76%14.28%9.15%13.43%
% Time Invested59.7%100.0%53.2%100.0%69.5%100.0%68.7%100.0%
Trades / Year3.00.03.40.03.40.03.60.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of UNP under the Excess Return MMA strategy (Investing) versus Buy & Hold. The strategy produced a 9.2% CAGR with a -32.5% Max Drawdown across 162 trade signals (compared to Buy & Hold's 13.4% CAGR and -59.4% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for UNP under Excess Return MMA strategy in Investing context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for UNP under Excess Return MMA (Investing). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.

Diversifier Asset Category 1Y Correlation (r) Action
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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 DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2026-03-19 2026-07-06 Interest (CASH) 33.33% $1.00 $1.01 1.07% Interest Income
2026-02-09 2026-03-19 Completed 33.33% $247.96 $233.91 -5.71% Stop
2025-10-24 2026-02-09 Interest (CASH) 33.33% $1.00 $1.01 1.06% Interest Income
2025-09-15 2026-02-09 Interest (CASH) 33.33% $1.00 $1.02 1.52% Interest Income
2025-10-27 2025-12-16 Interest (CASH) 33.33% $1.00 $1.01 0.53% Interest Income
2025-09-26 2025-10-27 Completed 33.33% $227.23 $213.70 -6.00% Signal
2025-09-26 2025-10-24 Completed 33.33% $227.23 $215.96 -5.01% Stop
2025-05-01 2025-09-26 Interest (CASH) 33.33% $1.00 $1.02 1.73% Interest Income
2024-10-30 2025-09-26 Interest (CASH) 33.33% $1.00 $1.04 3.90% Interest Income
2025-04-30 2025-09-15 Completed 33.33% $206.52 $211.55 2.39% Signal
2025-04-08 2025-05-01 Completed 33.33% $210.44 $208.48 -0.98% Signal
2025-04-07 2025-04-30 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2024-12-27 2025-04-08 Interest (CASH) 33.33% $1.00 $1.01 1.15% Interest Income
2024-05-14 2025-04-07 Completed 33.33% $233.53 $204.23 -12.59% Stop
2024-09-23 2024-12-27 Completed 33.33% $234.46 $219.92 -6.25% Signal
2023-09-21 2024-10-30 Completed 33.33% $198.50 $221.46 11.51% Signal
2024-06-10 2024-09-23 Interest (CASH) 33.33% $1.00 $1.01 1.49% Interest Income
2024-01-04 2024-06-10 Completed 33.33% $227.08 $216.33 -4.78% Signal
2023-02-16 2024-05-14 Interest (CASH) 33.33% $1.00 $1.07 6.69% Interest Income
2023-12-11 2024-01-04 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-07-27 2023-12-11 Completed 33.33% $219.11 $216.42 -1.28% Signal
2022-09-15 2023-09-21 Interest (CASH) 33.33% $1.00 $1.05 4.91% Interest Income
2022-06-13 2023-07-27 Interest (CASH) 33.33% $1.00 $1.05 4.68% Interest Income
2022-10-11 2023-02-16 Completed 33.33% $176.04 $183.33 4.09% Signal
2022-09-19 2022-10-11 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2022-07-08 2022-09-19 Completed 33.33% $192.43 $192.42 -0.05% Stop
2022-06-01 2022-09-15 Completed 33.33% $200.69 $201.98 0.59% Signal
2022-06-14 2022-07-08 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2022-05-02 2022-06-14 Completed 33.33% $212.42 $190.14 -10.53% Stop
2022-06-01 2022-06-13 Completed 33.33% $200.69 $188.29 -6.23% Signal
2022-05-09 2022-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2022-05-09 2022-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2021-11-10 2022-05-09 Completed 33.33% $215.88 $204.77 -5.19% Stop
2020-11-23 2022-05-09 Completed 33.33% $179.87 $204.77 13.79% Stop
2022-04-07 2022-05-02 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2021-10-13 2022-04-07 Completed 33.33% $190.98 $219.76 15.01% Stop
2021-09-20 2021-11-10 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-09-21 2021-10-13 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-11-18 2021-09-21 Completed 33.33% $179.84 $177.90 -1.13% Stop
2020-11-23 2021-09-20 Completed 33.33% $179.87 $177.67 -1.27% Signal
2020-10-30 2020-11-23 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-10-30 2020-11-23 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-10-27 2020-11-18 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-08-13 2020-10-30 Completed 33.33% $165.74 $153.67 -7.33% Stop
2020-07-01 2020-10-30 Completed 33.33% $147.84 $153.67 3.89% Stop
2020-03-23 2020-10-27 Completed 33.33% $95.75 $161.73 68.81% Stop
2020-04-02 2020-08-13 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2020-04-13 2020-07-01 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2020-03-31 2020-04-13 Completed 33.33% $119.46 $128.24 7.29% Signal
2020-03-31 2020-04-02 Completed 33.33% $119.46 $117.34 -1.83% Signal
2020-03-09 2020-03-31 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-09 2020-03-31 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-02-28 2020-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2019-12-11 2020-03-09 Completed 33.33% $149.00 $125.95 -15.51% Stop
2019-01-16 2020-03-09 Completed 33.33% $128.99 $125.95 -2.41% Stop
2019-10-24 2020-02-28 Completed 33.33% $146.54 $134.46 -8.29% Stop
2019-08-29 2019-12-11 Interest (CASH) 33.33% $1.00 $1.00 0.49% Interest Income
2019-10-02 2019-10-24 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2019-01-15 2019-10-02 Completed 33.33% $129.73 $132.51 2.09% Stop
2019-02-19 2019-08-29 Completed 33.33% $142.83 $136.74 -4.31% Signal
2018-12-21 2019-02-19 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2018-12-21 2019-01-16 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-12-20 2019-01-15 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2017-09-18 2018-12-21 Completed 33.33% $92.99 $113.18 21.65% Stop
2016-07-15 2018-12-21 Completed 33.33% $75.80 $113.18 49.24% Stop
2018-11-15 2018-12-20 Completed 33.33% $124.12 $114.96 -7.42% Stop
2018-10-24 2018-11-15 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-03-02 2018-10-24 Completed 33.33% $105.76 $121.49 14.82% Stop
2018-02-07 2018-03-02 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2017-03-10 2018-02-07 Completed 33.33% $86.82 $107.67 23.96% Stop
2017-08-24 2017-09-18 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2016-05-03 2017-08-24 Completed 33.33% $69.11 $86.07 24.47% Signal
2016-10-27 2017-03-10 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2016-07-15 2016-10-27 Completed 33.33% $75.80 $71.62 -5.57% Stop
2016-02-24 2016-07-15 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2015-07-31 2016-07-15 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2015-05-06 2016-05-03 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2016-02-16 2016-02-24 Completed 33.33% $61.42 $61.44 -0.02% Signal
2016-01-22 2016-02-16 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-12-03 2016-01-22 Completed 33.33% $64.68 $56.18 -13.19% Stop
2015-11-10 2015-12-03 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-09-17 2015-11-10 Completed 33.33% $69.88 $67.02 -4.15% Stop
2015-08-25 2015-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-07-23 2015-08-25 Completed 33.33% $74.34 $66.22 -10.97% Stop
2015-06-09 2015-07-31 Completed 33.33% $78.05 $75.93 -2.77% Signal
2015-06-30 2015-07-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-04-21 2015-06-30 Completed 33.33% $85.50 $74.91 -12.43% Stop
2015-05-15 2015-06-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2012-02-09 2015-05-15 Completed 33.33% $41.58 $79.59 91.29% Stop
2013-12-10 2015-05-06 Completed 33.33% $61.84 $82.33 33.07% Signal
2015-03-27 2015-04-21 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-10-17 2015-03-27 Completed 33.33% $33.00 $83.29 152.26% Stop
2013-11-15 2013-12-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-12-15 2013-11-15 Completed 33.33% $36.27 $59.55 64.12% Signal
2011-12-20 2012-02-09 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-08-31 2011-12-20 Completed 33.33% $33.68 $36.39 8.00% Signal
2011-09-16 2011-12-15 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-09-23 2011-10-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-29 2011-09-23 Completed 33.33% $32.51 $29.64 -8.88% Stop
2011-08-31 2011-09-16 Completed 33.33% $33.68 $33.07 -1.86% Signal
2011-08-09 2011-08-31 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-09 2011-08-31 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-05 2011-08-29 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-07-20 2011-08-09 Completed 33.33% $19.80 $31.98 61.40% Stop
2009-06-03 2011-08-09 Completed 33.33% $18.23 $31.98 75.34% Stop
2010-08-12 2011-08-05 Completed 33.33% $25.85 $33.70 30.30% Stop
2010-07-21 2010-08-12 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-06-16 2010-07-21 Completed 33.33% $26.28 $24.90 -5.31% Stop
2010-05-24 2010-06-16 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-07-20 2010-05-24 Completed 33.33% $19.80 $24.33 22.82% Stop
2009-06-11 2009-07-20 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2009-01-14 2009-07-20 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2009-06-08 2009-06-11 Completed 33.33% $18.33 $18.53 1.06% Signal
2009-05-14 2009-06-08 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2008-10-29 2009-06-03 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2009-03-10 2009-05-14 Completed 33.33% $11.78 $15.81 34.15% Stop
2009-02-13 2009-03-10 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2009-02-06 2009-02-13 Completed 33.33% $16.20 $14.90 -8.11% Stop
2009-01-14 2009-02-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-01-08 2009-01-14 Completed 33.33% $17.10 $14.76 -13.74% Stop
2008-12-09 2009-01-14 Completed 33.33% $16.72 $14.76 -11.80% Stop
2008-12-15 2009-01-08 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2008-12-02 2008-12-15 Completed 33.33% $16.33 $14.81 -9.36% Stop
2008-11-14 2008-12-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2008-11-07 2008-12-02 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2008-10-22 2008-11-14 Completed 33.33% $19.58 $20.50 4.67% Stop
2008-10-27 2008-11-07 Completed 33.33% $19.53 $20.81 6.49% Stop
2008-10-22 2008-10-29 Completed 33.33% $19.58 $20.14 2.80% Signal
2008-10-03 2008-10-27 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-09-30 2008-10-22 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-09-30 2008-10-22 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-09-30 2008-10-03 Completed 33.33% $24.12 $21.45 -11.11% Stop
2008-09-08 2008-09-30 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2008-04-29 2008-09-30 Completed 33.33% $23.94 $24.12 0.69% Stop
2008-02-12 2008-09-30 Completed 33.33% $21.30 $24.12 13.18% Stop
2008-07-28 2008-09-08 Completed 33.33% $26.46 $26.44 -0.13% Stop
2008-07-03 2008-07-28 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2008-01-31 2008-07-03 Completed 33.33% $19.36 $23.94 23.62% Stop
2008-04-07 2008-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2008-02-12 2008-04-07 Completed 33.33% $21.30 $22.79 6.96% Signal
2008-01-18 2008-02-12 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2008-01-18 2008-02-12 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2008-01-08 2008-01-31 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2007-11-29 2008-01-18 Completed 33.33% $21.25 $18.52 -12.90% Stop
2007-09-11 2008-01-18 Completed 33.33% $17.87 $18.52 3.58% Stop
2007-09-10 2008-01-08 Completed 33.33% $18.28 $20.06 9.66% Stop
2007-10-17 2007-11-29 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2007-09-11 2007-10-17 Completed 33.33% $17.87 $19.89 11.26% Signal
2007-08-17 2007-09-11 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2007-08-17 2007-09-11 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2007-08-16 2007-09-10 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2007-02-21 2007-08-17 Completed 33.33% $16.99 $18.14 6.70% Stop
2006-11-28 2007-08-17 Completed 33.33% $15.05 $18.14 20.48% Stop
2006-08-30 2007-08-16 Completed 33.33% $13.33 $17.81 33.53% Stop
2006-11-28 2007-02-21 Interest (CASH) 33.33% $1.00 $1.01 1.10% Interest Income
2006-09-01 2006-11-28 Completed 33.33% $13.33 $15.05 12.86% Signal
2006-08-07 2006-11-28 Interest (CASH) 33.33% $1.00 $1.02 1.55% Interest Income
2006-08-10 2006-09-01 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2006-08-08 2006-08-30 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2005-01-06 2006-08-10 Completed 33.33% $10.47 $13.01 24.26% Stop
2006-07-03 2006-08-08 Completed 33.33% $15.33 $13.43 -12.44% Stop
2004-10-21 2006-08-07 Completed 33.33% $9.57 $13.74 43.58% Signal
2006-06-09 2006-07-03 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2005-06-24 2006-06-09 Completed 33.33% $10.56 $14.57 37.93% Stop
2005-03-10 2005-06-24 Interest (CASH) 33.33% $1.00 $1.01 0.84% Interest Income
2005-02-18 2005-03-10 Completed 33.33% $10.18 $10.71 5.10% Signal
2005-01-27 2005-02-18 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2004-04-19 2005-01-27 Completed 33.33% $9.13 $9.44 3.37% Stop
2004-07-09 2005-01-06 Interest (CASH) 33.33% $1.00 $1.01 0.90% Interest Income
2004-04-13 2004-10-21 Interest (CASH) 33.33% $1.00 $1.01 0.72% Interest Income
2004-05-05 2004-07-09 Completed 33.33% $9.29 $9.18 -1.17% Signal
2004-04-13 2004-05-05 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2004-03-25 2004-04-19 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2003-08-28 2004-04-13 Completed 33.33% $9.34 $9.12 -2.42% Stop
2003-06-09 2004-04-13 Completed 33.33% $9.51 $9.12 -4.12% Stop
2003-03-20 2004-03-25 Completed 33.33% $8.60 $9.57 11.31% Stop
2002-12-23 2003-08-28 Interest (CASH) 33.33% $1.00 $1.01 0.73% Interest Income
2003-02-10 2003-06-09 Interest (CASH) 33.33% $1.00 $1.00 0.37% Interest Income
2003-02-26 2003-03-20 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2002-10-29 2003-02-26 Completed 33.33% $9.33 $8.53 -8.57% Stop
2003-01-14 2003-02-10 Completed 33.33% $9.52 $8.73 -8.38% Signal
2002-10-07 2003-01-14 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2002-03-13 2002-12-23 Completed 33.33% $9.34 $9.40 0.50% Signal
2002-10-07 2002-10-29 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2002-08-16 2002-10-07 Completed 33.33% $9.30 $8.79 -5.51% Signal
2002-08-07 2002-10-07 Completed 33.33% $8.92 $8.79 -1.46% Stop
2002-07-25 2002-08-16 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2002-07-16 2002-08-07 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2001-11-08 2002-07-25 Completed 33.33% $8.23 $8.51 3.43% Stop
2002-05-13 2002-07-16 Completed 33.33% $8.94 $8.95 0.01% Stop
2002-04-19 2002-05-13 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2001-10-10 2002-04-19 Completed 33.33% $6.91 $8.76 26.77% Stop
2001-11-28 2002-03-13 Interest (CASH) 33.33% $1.00 $1.00 0.49% Interest Income
2001-10-10 2001-11-28 Completed 33.33% $6.91 $8.40 21.60% Signal
2001-08-22 2001-11-08 Interest (CASH) 33.33% $1.00 $1.01 0.50% Interest Income
2001-09-18 2001-10-10 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2001-09-18 2001-10-10 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2001-06-29 2001-09-18 Completed 33.33% $8.20 $7.48 -8.88% Stop
2000-11-29 2001-09-18 Completed 33.33% $7.09 $7.48 5.51% Stop
2000-11-27 2001-08-22 Completed 33.33% $7.18 $7.87 9.56% Signal
2000-03-15 2001-06-29 Interest (CASH) 33.33% $1.00 $1.07 7.06% Interest Income
1999-12-08 2000-11-29 Interest (CASH) 33.33% $1.00 $1.06 5.84% Interest Income
2000-09-20 2000-11-27 Interest (CASH) 33.33% $1.00 $1.01 1.15% Interest Income
2000-06-14 2000-09-20 Completed 33.33% $6.29 $5.78 -8.19% Signal
1999-09-23 2000-06-14 Interest (CASH) 33.33% $1.00 $1.04 4.00% Interest Income
2000-03-07 2000-03-15 Completed 33.33% $5.51 $5.23 -5.21% Signal
2000-02-11 2000-03-07 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2000-01-25 2000-02-11 Completed 33.33% $6.28 $5.49 -12.56% Stop
1999-10-04 2000-01-25 Interest (CASH) 33.33% $1.00 $1.02 1.60% Interest Income
1999-08-23 1999-12-08 Completed 33.33% $7.91 $6.77 -14.41% Stop
1999-03-11 1999-10-04 Completed 33.33% $7.37 $6.90 -6.42% Stop
1999-08-23 1999-09-23 Completed 33.33% $7.91 $7.42 -6.16% Signal
1999-07-30 1999-08-23 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1999-07-30 1999-08-23 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1999-03-11 1999-07-30 Completed 33.33% $7.37 $7.94 7.75% Stop
1998-11-23 1999-07-30 Completed 33.33% $7.11 $7.94 11.69% Stop
1998-08-17 1999-03-11 Interest (CASH) 33.33% $1.00 $1.03 2.52% Interest Income
1998-01-23 1999-03-11 Interest (CASH) 33.33% $1.00 $1.05 5.46% Interest Income
1997-10-29 1998-11-23 Interest (CASH) 33.33% $1.00 $1.05 5.35% Interest Income
1998-06-19 1998-08-17 Completed 33.33% $6.32 $5.55 -12.19% Stop
1998-05-28 1998-06-19 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1998-03-23 1998-05-28 Completed 33.33% $7.84 $7.26 -7.49% Stop
1998-02-27 1998-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1997-09-30 1998-02-27 Completed 33.33% $8.81 $7.32 -16.93% Stop
1997-12-08 1998-01-23 Completed 33.33% $8.97 $8.33 -7.13% Signal
1997-11-13 1997-12-08 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1995-02-21 1997-11-13 Completed 33.33% $4.70 $8.33 77.16% Stop
1995-02-21 1997-10-29 Completed 33.33% $4.70 $9.12 93.99% Signal
1997-09-08 1997-09-30 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1995-02-21 1997-09-08 Completed 33.33% $4.70 $8.98 91.15% Stop
1994-10-06 1995-02-21 Interest (CASH) 33.33% $1.00 $1.02 2.06% Interest Income
1994-04-05 1995-02-21 Interest (CASH) 33.33% $1.00 $1.04 4.31% Interest Income
1994-03-16 1995-02-21 Interest (CASH) 33.33% $1.00 $1.05 4.50% Interest Income
1994-03-24 1994-10-06 Completed 33.33% $5.13 $4.41 -14.00% Stop
1994-01-24 1994-04-05 Completed 33.33% $5.31 $4.96 -6.50% Signal
1994-03-02 1994-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
1991-04-24 1994-03-16 Completed 33.33% $3.30 $5.09 54.19% Signal
1992-02-20 1994-03-02 Completed 33.33% $4.02 $5.02 24.74% Stop
1993-12-09 1994-01-24 Interest (CASH) 33.33% $1.00 $1.00 0.37% Interest Income
1992-05-04 1993-12-09 Completed 33.33% $4.44 $5.30 19.25% Signal
1992-04-07 1992-05-04 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
1991-02-12 1992-04-07 Completed 33.33% $3.03 $3.98 31.10% Signal
1992-01-28 1992-02-20 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
1991-12-24 1992-01-28 Completed 33.33% $4.06 $3.71 -8.59% Stop
1991-12-02 1991-12-24 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
1991-08-19 1991-12-02 Completed 33.33% $3.34 $3.65 9.45% Stop
1991-06-21 1991-08-19 Interest (CASH) 33.33% $1.00 $1.01 0.88% Interest Income
1991-06-05 1991-06-21 Completed 33.33% $3.63 $3.45 -5.19% Stop
1990-11-28 1991-06-05 Interest (CASH) 33.33% $1.00 $1.03 3.14% Interest Income
1990-04-06 1991-04-24 Interest (CASH) 33.33% $1.00 $1.08 7.55% Interest Income
1990-10-19 1991-02-12 Interest (CASH) 33.33% $1.00 $1.02 2.10% Interest Income
1990-10-22 1990-11-28 Completed 33.33% $2.56 $2.60 1.49% Signal
1990-09-28 1990-10-22 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
1990-08-21 1990-10-19 Completed 33.33% $2.84 $2.56 -10.16% Signal
1990-04-16 1990-09-28 Completed 33.33% $2.68 $2.66 -0.82% Stop
1989-12-15 1990-08-21 Interest (CASH) 33.33% $1.00 $1.05 5.33% Interest Income
1990-03-22 1990-04-16 Interest (CASH) 33.33% $1.00 $1.00 0.49% Interest Income
1989-03-09 1990-04-06 Completed 33.33% $2.59 $2.72 5.06% Signal
1989-08-31 1990-03-22 Completed 33.33% $3.08 $2.69 -12.60% Stop
1988-12-21 1989-12-15 Completed 33.33% $2.39 $2.96 23.83% Signal
1988-07-20 1989-08-31 Interest (CASH) 33.33% $1.00 $1.09 8.83% Interest Income
1988-12-14 1989-03-09 Interest (CASH) 33.33% $1.00 $1.02 1.75% Interest Income
1988-08-18 1988-12-21 Interest (CASH) 33.33% $1.00 $1.03 2.64% Interest Income
1988-07-28 1988-12-14 Completed 33.33% $2.16 $2.35 8.54% Signal
1988-03-23 1988-08-18 Completed 33.33% $2.38 $2.14 -10.42% Signal
1987-12-09 1988-07-28 Interest (CASH) 33.33% $1.00 $1.05 4.90% Interest Income
1988-06-14 1988-07-20 Completed 33.33% $2.42 $2.33 -3.46% Signal
1988-05-20 1988-06-14 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1988-02-16 1988-05-20 Completed 33.33% $2.03 $2.20 8.19% Stop
1987-11-11 1988-03-23 Interest (CASH) 33.33% $1.00 $1.03 2.76% Interest Income
1988-01-22 1988-02-16 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-12-30 1988-01-22 Completed 33.33% $1.93 $1.90 -1.69% Stop
1987-12-07 1987-12-30 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-11-09 1987-12-09 Completed 33.33% $1.93 $1.87 -3.09% Signal
1987-11-09 1987-12-07 Completed 33.33% $1.93 $1.76 -8.93% Stop
1987-11-09 1987-11-11 Completed 33.33% $1.93 $1.87 -3.29% Signal
1987-10-16 1987-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-10-16 1987-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-10-16 1987-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-10-02 1987-10-16 Completed 33.33% $2.87 $2.45 -14.40% Stop
1986-03-10 1987-10-16 Completed 33.33% $1.74 $2.45 41.22% Stop
1985-12-24 1987-10-16 Completed 33.33% $1.79 $2.45 37.08% Stop
1987-09-10 1987-10-02 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-05-19 1987-09-10 Completed 33.33% $2.70 $2.66 -1.28% Stop
1987-04-27 1987-05-19 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1986-10-07 1987-04-27 Completed 33.33% $2.00 $2.44 21.87% Stop
1986-09-15 1986-10-07 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1986-02-25 1986-09-15 Completed 33.33% $1.69 $1.92 13.23% Stop
1986-02-03 1986-03-10 Interest (CASH) 33.33% $1.00 $1.01 0.72% Interest Income
1986-01-31 1986-02-25 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1985-03-12 1986-02-03 Completed 33.33% $1.53 $1.68 9.63% Signal
1985-12-02 1986-01-31 Completed 33.33% $1.72 $1.68 -2.51% Stop
1985-09-11 1985-12-24 Interest (CASH) 33.33% $1.00 $1.02 2.18% Interest Income
1984-09-21 1985-12-02 Interest (CASH) 33.33% $1.00 $1.09 9.42% Interest Income
1984-12-17 1985-09-11 Completed 33.33% $1.29 $1.61 24.84% Signal
1984-02-08 1985-03-12 Interest (CASH) 33.33% $1.00 $1.09 8.57% Interest Income
1983-10-27 1984-12-17 Interest (CASH) 33.33% $1.00 $1.09 9.00% Interest Income
1984-06-28 1984-09-21 Completed 33.33% $1.21 $1.31 8.11% Signal
1984-06-06 1984-06-28 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1984-03-05 1984-06-06 Completed 33.33% $1.48 $1.34 -9.61% Stop
1984-02-09 1984-03-05 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1983-12-13 1984-02-09 Completed 33.33% $1.58 $1.40 -10.96% Stop
1983-12-22 1984-02-08 Completed 33.33% $1.56 $1.46 -6.56% Signal
1983-11-30 1983-12-22 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1983-11-18 1983-12-13 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1983-02-28 1983-11-30 Completed 33.33% $1.48 $1.55 4.78% Stop
1983-08-01 1983-11-18 Completed 33.33% $1.68 $1.62 -3.63% Stop
1983-02-28 1983-10-27 Completed 33.33% $1.48 $1.73 16.96% Signal
1982-10-29 1983-08-01 Interest (CASH) 33.33% $1.00 $1.06 5.85% Interest Income
1983-02-03 1983-02-28 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1983-02-03 1983-02-28 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1982-12-10 1983-02-03 Completed 33.33% $1.31 $1.36 3.69% Stop
1982-10-11 1983-02-03 Completed 33.33% $1.38 $1.36 -1.16% Stop
1982-10-29 1982-12-10 Interest (CASH) 33.33% $1.00 $1.01 0.87% Interest Income
1982-10-14 1982-10-29 Completed 33.33% $1.46 $1.36 -7.21% Stop
1982-10-14 1982-10-29 Completed 33.33% $1.46 $1.36 -7.21% Stop
1982-09-17 1982-10-14 Interest (CASH) 33.33% $1.00 $1.01 0.57% Interest Income
1982-09-17 1982-10-14 Interest (CASH) 33.33% $1.00 $1.01 0.57% Interest Income
1982-09-17 1982-10-11 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1982-09-10 1982-09-17 Completed 33.33% $1.30 $1.23 -5.79% Stop
1982-09-10 1982-09-17 Completed 33.33% $1.30 $1.23 -5.79% Stop
1982-09-10 1982-09-17 Completed 33.33% $1.30 $1.23 -5.79% Stop
1982-04-08 1982-09-10 Interest (CASH) 33.33% $1.00 $1.03 3.25% Interest Income
1982-03-12 1982-09-10 Interest (CASH) 33.33% $1.00 $1.04 3.81% Interest Income
1982-03-12 1982-09-10 Interest (CASH) 33.33% $1.00 $1.04 3.81% Interest Income
1982-03-16 1982-04-08 Completed 33.33% $1.05 $1.15 8.97% Signal
1982-03-12 1982-03-16 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where UNP ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

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