UNP
Union Pacific Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for UNP (Union Pacific Corp) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -43.0% (compared to the benchmark's drawdown of -59.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.1%, compared to a Buy-and-Hold benchmark return of 13.7%. The strategy executed 55 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
UNP Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 29.78% | 42.56% | 2.32% | 9.35% | 4.39% | 15.31% | 9.08% | 13.65% |
| Sharpe Ratio | 1.29 | 1.61 | 0.14 | 0.39 | 0.23 | 0.56 | 0.45 | 0.47 |
| Max Drawdown | -12.28% | -12.28% | -29.48% | -31.83% | -35.76% | -38.72% | -42.99% | -59.44% |
| % Time Invested | 72.6% | 100.0% | 57.2% | 100.0% | 70.9% | 100.0% | 68.3% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.4 | 0.0 | 1.3 | 0.0 | 1.2 | 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 | ||||||||
| 2025-10-24 | 2025-11-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2025-09-26 | 2025-10-24 | Completed | 100% | $228.29 | $216.96 | -5.01% | Stop | |
| 2025-04-08 | 2025-09-26 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.00% | Interest Income | |
| 2025-02-18 | 2025-04-08 | Completed | 100% | $241.65 | $211.42 | -12.55% | Stop | |
| 2024-12-20 | 2025-02-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 2024-08-30 | 2024-12-20 | Completed | 100% | $242.11 | $215.67 | -10.97% | Signal | |
| 2024-07-22 | 2024-08-30 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 2023-10-25 | 2024-07-22 | Completed | 100% | $191.70 | $232.09 | 21.01% | Signal | |
| 2023-10-03 | 2023-10-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-07-18 | 2023-10-03 | Completed | 100% | $195.83 | $189.90 | -3.07% | Stop | |
| 2022-06-09 | 2023-07-18 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.54% | Interest Income | |
| 2022-05-17 | 2022-06-09 | Completed | 100% | $209.77 | $201.08 | -4.19% | Signal | |
| 2022-04-25 | 2022-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2021-11-03 | 2022-04-25 | Completed | 100% | $215.25 | $211.91 | -1.60% | Stop | |
| 2021-10-05 | 2021-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-11-19 | 2021-10-05 | Completed | 100% | $178.45 | $184.12 | 3.12% | Signal | |
| 2020-10-28 | 2020-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-07-02 | 2020-10-28 | Completed | 100% | $148.26 | $154.82 | 4.38% | Stop | |
| 2020-02-28 | 2020-07-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2019-11-29 | 2020-02-28 | Completed | 100% | $152.95 | $135.08 | -11.73% | Stop | |
| 2019-10-03 | 2019-11-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | 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 | |
| 2017-09-29 | 2018-10-26 | Completed | 100% | $95.67 | $120.61 | 26.01% | Stop | |
| 2017-08-31 | 2017-09-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2016-05-19 | 2017-08-31 | Completed | 100% | $64.96 | $86.91 | 33.72% | Signal | |
| 2015-05-11 | 2016-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-05-07 | 2015-05-11 | Completed | 100% | $82.59 | $83.27 | 0.78% | Signal | |
| 2015-04-15 | 2015-05-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-12-08 | 2015-04-15 | Completed | 100% | $37.24 | $85.58 | 129.66% | Stop | |
| 2011-09-12 | 2011-12-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-30 | 2011-09-12 | Completed | 100% | $32.81 | $30.39 | -7.41% | Signal | |
| 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 | |
| 2009-11-25 | 2010-05-24 | Completed | 100% | $22.65 | $24.45 | 7.86% | Stop | |
| 2009-11-03 | 2009-11-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-06-30 | 2009-11-03 | Completed | 100% | $18.23 | $20.19 | 10.70% | Stop | |
| 2008-10-31 | 2009-06-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2008-10-29 | 2008-10-31 | Completed | 100% | $20.23 | $21.74 | 7.39% | Signal | |
| 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 | |
| 2006-11-15 | 2007-08-16 | Completed | 100% | $15.26 | $17.89 | 17.20% | Stop | |
| 2006-08-28 | 2006-11-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.09% | Interest Income | |
| 2006-08-15 | 2006-08-28 | Completed | 100% | $13.34 | $13.44 | 0.69% | Signal | |
| 2006-07-24 | 2006-08-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2004-11-01 | 2006-07-24 | Completed | 100% | $10.15 | $13.85 | 36.30% | Stop | |
| 2004-04-06 | 2004-11-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.79% | Interest Income | |
| 2003-05-28 | 2004-04-06 | Completed | 100% | $9.20 | $9.33 | 1.39% | Stop | |
| 2003-01-24 | 2003-05-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2003-01-06 | 2003-01-24 | Completed | 100% | $9.46 | $8.97 | -5.24% | Signal | |
| 2002-10-29 | 2003-01-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2002-10-16 | 2002-10-29 | Completed | 100% | $9.31 | $9.37 | 0.62% | Signal | |
| 2002-09-24 | 2002-10-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2002-08-15 | 2002-09-24 | Completed | 100% | $9.53 | $9.12 | -4.37% | Signal | |
| 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 | |
| 2001-11-08 | 2002-04-25 | Completed | 100% | $8.27 | $8.48 | 2.50% | Stop | |
| 2001-09-18 | 2001-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | 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 | |
| 2000-11-07 | 2001-06-18 | Completed | 100% | $7.33 | $7.83 | 6.82% | Stop | |
| 2000-10-16 | 2000-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-08-30 | 2000-10-16 | Completed | 100% | $6.08 | $6.05 | -0.46% | Signal | |
| 1999-09-29 | 2000-08-30 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.26% | Interest Income | |
| 1999-09-21 | 1999-09-29 | Completed | 100% | $7.48 | $7.12 | -4.87% | Signal | |
| 1999-08-27 | 1999-09-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-06-16 | 1999-08-27 | Completed | 100% | $8.85 | $7.59 | -14.21% | Stop | |
| 1999-05-24 | 1999-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1998-12-17 | 1999-05-24 | Completed | 100% | $6.55 | $8.34 | 27.28% | Stop | |
| 1997-10-30 | 1998-12-17 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.64% | Interest Income | |
| 1997-10-22 | 1997-10-30 | Completed | 100% | $9.19 | $8.90 | -3.16% | Signal | |
| 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 | |
| 1994-03-25 | 1995-02-21 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.40% | Interest Income | |
| 1992-01-07 | 1994-03-25 | Completed | 100% | $4.02 | $5.09 | 26.50% | Signal | |
| 1991-12-12 | 1992-01-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1991-01-31 | 1991-12-12 | Completed | 100% | $2.94 | $3.66 | 24.58% | Stop | |
| 1990-10-08 | 1991-01-31 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.17% | Interest Income | |
| 1990-08-07 | 1990-10-08 | Completed | 100% | $2.94 | $2.66 | -9.68% | Signal | |
| 1990-03-26 | 1990-08-07 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.87% | Interest Income | |
| 1988-12-14 | 1990-03-26 | Completed | 100% | $2.36 | $2.70 | 14.38% | Signal | |
| 1988-08-23 | 1988-12-14 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.39% | Interest Income | |
| 1988-05-04 | 1988-08-23 | Completed | 100% | $2.40 | $2.09 | -13.25% | Stop | |
| 1987-10-15 | 1988-05-04 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.25% | 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 | |
| 1985-01-23 | 1986-01-31 | Completed | 100% | $1.48 | $1.68 | 13.40% | Stop | |
| 1983-11-22 | 1985-01-23 | Interest (CASH) | 100% | $1.00 | $1.09 | 9.23% | 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 | |
| 1983-02-16 | 1983-08-09 | Completed | 100% | $1.53 | $1.58 | 3.74% | Stop | |
| 1983-01-25 | 1983-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-12-17 | 1983-01-25 | Completed | 100% | $1.33 | $1.44 | 8.21% | Stop | |
| 1982-11-24 | 1982-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-10-11 | 1982-11-24 | Completed | 100% | $1.38 | $1.27 | -8.02% | Stop | |
| 1982-09-17 | 1982-10-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | 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 | |