UNP
Union Pacific Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for UNP (Union Pacific Corp) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -51.9% (compared to the benchmark's drawdown of -59.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.9%, compared to a Buy-and-Hold benchmark return of 13.7%. The strategy executed 63 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
UNP Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.06% | 42.56% | -0.62% | 9.35% | 6.54% | 15.31% | 6.91% | 13.65% |
| Sharpe Ratio | 0.31 | 1.61 | -0.04 | 0.39 | 0.31 | 0.56 | 0.32 | 0.47 |
| Max Drawdown | -16.33% | -12.28% | -36.45% | -31.83% | -36.45% | -38.72% | -51.89% | -59.44% |
| % Time Invested | 32.9% | 100.0% | 59.7% | 100.0% | 74.2% | 100.0% | 71.7% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.2 | 0.0 | 1.2 | 0.0 | 1.4 | 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 | ||||||||
| 2026-02-09 | 2026-03-19 | Completed | 100% | $249.11 | $235.00 | -5.71% | Stop | |
| 2025-10-24 | 2026-02-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.06% | Interest Income | |
| 2025-09-26 | 2025-10-24 | Completed | 100% | $228.29 | $216.96 | -5.01% | Stop | |
| 2025-08-04 | 2025-09-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.62% | Interest Income | |
| 2025-04-30 | 2025-08-04 | Completed | 100% | $207.47 | $214.99 | 3.57% | Signal | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-03-25 | 2025-04-07 | Completed | 100% | $232.38 | $205.18 | -11.75% | Stop | |
| 2023-01-30 | 2024-03-25 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.16% | Interest Income | |
| 2022-10-18 | 2023-01-30 | Completed | 100% | $185.39 | $185.26 | -0.12% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-05-17 | 2022-09-26 | Completed | 100% | $209.77 | $186.05 | -11.36% | Stop | |
| 2022-04-25 | 2022-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2020-11-19 | 2022-04-25 | Completed | 100% | $178.45 | $211.91 | 18.69% | Stop | |
| 2020-10-28 | 2020-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-23 | 2020-10-28 | Completed | 100% | $96.20 | $154.82 | 60.86% | Stop | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-10-25 | 2020-02-28 | Completed | 100% | $146.81 | $135.08 | -8.04% | Stop | |
| 2019-10-03 | 2019-10-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2019-01-16 | 2019-10-03 | Completed | 100% | $129.59 | $131.36 | 1.31% | Stop | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-19 | 2018-12-21 | Completed | 100% | $126.76 | $113.71 | -10.34% | Stop | |
| 2018-10-26 | 2018-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-01-27 | 2018-10-26 | Completed | 100% | $89.53 | $120.61 | 34.65% | Stop | |
| 2016-10-27 | 2017-01-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2016-07-15 | 2016-10-27 | Completed | 100% | $76.15 | $71.95 | -5.57% | Stop | |
| 2016-01-13 | 2016-07-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2015-12-28 | 2016-01-13 | Completed | 100% | $62.09 | $60.28 | -2.97% | Signal | |
| 2015-12-03 | 2015-12-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-09-15 | 2015-12-03 | Completed | 100% | $67.73 | $64.98 | -4.11% | Stop | |
| 2015-08-21 | 2015-09-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-05-07 | 2015-08-21 | Completed | 100% | $82.59 | $68.99 | -16.50% | Stop | |
| 2015-04-15 | 2015-05-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-27 | 2015-04-15 | Completed | 100% | $36.23 | $85.58 | 136.09% | Stop | |
| 2011-10-05 | 2011-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-30 | 2011-10-05 | Completed | 100% | $32.81 | $30.30 | -7.67% | Stop | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-16 | 2011-08-08 | Completed | 100% | $26.40 | $32.17 | 21.77% | Stop | |
| 2010-05-24 | 2010-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-20 | 2010-05-24 | Completed | 100% | $19.90 | $24.45 | 22.82% | Stop | |
| 2009-05-05 | 2009-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2009-03-10 | 2009-05-05 | Completed | 100% | $11.83 | $18.41 | 55.53% | Signal | |
| 2009-02-13 | 2009-03-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-02-05 | 2009-02-13 | Completed | 100% | $15.72 | $14.97 | -4.85% | Stop | |
| 2009-01-13 | 2009-02-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-12-08 | 2009-01-13 | Completed | 100% | $16.70 | $15.44 | -7.61% | Stop | |
| 2008-11-13 | 2008-12-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2008-10-29 | 2008-11-13 | Completed | 100% | $20.23 | $20.64 | 1.99% | Stop | |
| 2008-10-07 | 2008-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-10-02 | 2008-10-07 | Completed | 100% | $23.53 | $21.28 | -9.62% | Stop | |
| 2008-09-10 | 2008-10-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2008-07-29 | 2008-09-10 | Completed | 100% | $26.16 | $24.72 | -5.55% | Stop | |
| 2008-07-07 | 2008-07-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-02-01 | 2008-07-07 | Completed | 100% | $21.19 | $24.27 | 14.46% | Stop | |
| 2008-01-09 | 2008-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2007-09-10 | 2008-01-09 | Completed | 100% | $18.37 | $19.49 | 6.07% | Stop | |
| 2007-08-16 | 2007-09-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2006-08-15 | 2007-08-16 | Completed | 100% | $13.34 | $17.89 | 34.03% | Stop | |
| 2006-07-24 | 2006-08-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2005-05-20 | 2006-07-24 | Completed | 100% | $10.83 | $13.85 | 27.80% | Stop | |
| 2005-02-03 | 2005-05-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 2004-04-29 | 2005-02-03 | Completed | 100% | $9.54 | $9.55 | 0.05% | Signal | |
| 2004-04-06 | 2004-04-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-12-02 | 2004-04-06 | Completed | 100% | $10.20 | $9.33 | -8.57% | Stop | |
| 2003-10-29 | 2003-12-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2003-03-20 | 2003-10-29 | Completed | 100% | $8.64 | $9.64 | 11.60% | Signal | |
| 2003-02-26 | 2003-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2002-08-15 | 2003-02-26 | Completed | 100% | $9.53 | $8.57 | -10.12% | Stop | |
| 2002-07-24 | 2002-08-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2002-05-17 | 2002-07-24 | Completed | 100% | $9.32 | $8.46 | -9.28% | Stop | |
| 2002-04-25 | 2002-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-10-10 | 2002-04-25 | Completed | 100% | $6.94 | $8.48 | 22.10% | Stop | |
| 2001-09-18 | 2001-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2001-07-11 | 2001-09-18 | Completed | 100% | $8.39 | $7.51 | -10.54% | Stop | |
| 2001-06-18 | 2001-07-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2001-05-22 | 2001-06-18 | Completed | 100% | $9.20 | $7.83 | -14.95% | Stop | |
| 2000-05-16 | 2001-05-22 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.62% | Interest Income | |
| 2000-02-25 | 2000-05-16 | Completed | 100% | $5.54 | $6.54 | 18.06% | Signal | |
| 2000-02-02 | 2000-02-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1999-12-22 | 2000-02-02 | Completed | 100% | $6.02 | $5.97 | -0.98% | Stop | |
| 1999-11-30 | 1999-12-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1999-10-26 | 1999-11-30 | Completed | 100% | $7.68 | $7.02 | -8.60% | Stop | |
| 1999-10-04 | 1999-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1999-03-11 | 1999-10-04 | Completed | 100% | $7.40 | $6.93 | -6.42% | Stop | |
| 1998-07-17 | 1999-03-11 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.95% | Interest Income | |
| 1998-06-22 | 1998-07-17 | Completed | 100% | $6.31 | $6.26 | -0.77% | Signal | |
| 1998-05-29 | 1998-06-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1998-03-23 | 1998-05-29 | Completed | 100% | $7.88 | $7.00 | -11.16% | Stop | |
| 1998-02-27 | 1998-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-10-22 | 1998-02-27 | Completed | 100% | $9.19 | $7.35 | -20.00% | Stop | |
| 1997-09-30 | 1997-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1995-02-21 | 1997-09-30 | Completed | 100% | $4.72 | $8.85 | 87.37% | Stop | |
| 1994-08-31 | 1995-02-21 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.54% | Interest Income | |
| 1994-04-25 | 1994-08-31 | Completed | 100% | $5.03 | $5.02 | -0.23% | Signal | |
| 1994-03-31 | 1994-04-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1992-01-07 | 1994-03-31 | Completed | 100% | $4.02 | $4.89 | 21.63% | Stop | |
| 1991-12-12 | 1992-01-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1991-08-15 | 1991-12-12 | Completed | 100% | $3.50 | $3.66 | 4.40% | Stop | |
| 1991-06-21 | 1991-08-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.84% | Interest Income | |
| 1991-06-05 | 1991-06-21 | Completed | 100% | $3.65 | $3.46 | -5.19% | Stop | |
| 1990-10-01 | 1991-06-05 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.34% | Interest Income | |
| 1990-05-16 | 1990-10-01 | Completed | 100% | $2.75 | $2.68 | -2.58% | Stop | |
| 1990-04-24 | 1990-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1989-07-17 | 1990-04-24 | Completed | 100% | $2.76 | $2.62 | -5.01% | Stop | |
| 1988-05-20 | 1989-07-17 | Interest (CASH) | 100% | $1.00 | $1.09 | 9.10% | Interest Income | |
| 1987-11-06 | 1988-05-20 | Completed | 100% | $1.99 | $2.21 | 11.17% | Stop | |
| 1987-10-15 | 1987-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-05-20 | 1987-10-15 | Completed | 100% | $2.66 | $2.52 | -5.55% | Stop | |
| 1987-04-28 | 1987-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-02-25 | 1987-04-28 | Completed | 100% | $1.70 | $2.46 | 44.78% | Stop | |
| 1986-01-31 | 1986-02-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-10-08 | 1986-01-31 | Completed | 100% | $1.58 | $1.68 | 6.79% | Stop | |
| 1984-07-30 | 1985-10-08 | Interest (CASH) | 100% | $1.00 | $1.09 | 9.42% | Interest Income | |
| 1984-06-29 | 1984-07-30 | Completed | 100% | $1.22 | $1.14 | -6.28% | Signal | |
| 1984-06-07 | 1984-06-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-03-06 | 1984-06-07 | Completed | 100% | $1.48 | $1.34 | -9.91% | Stop | |
| 1984-02-10 | 1984-03-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-12-15 | 1984-02-10 | Completed | 100% | $1.53 | $1.43 | -6.47% | Stop | |
| 1983-11-22 | 1983-12-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-08-31 | 1983-11-22 | Completed | 100% | $1.72 | $1.61 | -6.59% | Stop | |
| 1983-08-09 | 1983-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-06-20 | 1983-08-09 | Completed | 100% | $1.83 | $1.58 | -13.36% | Stop | |
| 1982-10-29 | 1983-06-20 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.93% | Interest Income | |
| 1982-10-14 | 1982-10-29 | Completed | 100% | $1.47 | $1.36 | -7.21% | Stop | |
| 1982-09-17 | 1982-10-14 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 1982-09-10 | 1982-09-17 | Completed | 100% | $1.31 | $1.23 | -5.79% | Stop | |
| 1982-03-12 | 1982-09-10 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.81% | Interest Income | |