VZ
Verizon Communications Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VZ (Verizon Communications Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -41.4% (compared to the benchmark's drawdown of -56.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.2%, compared to a Buy-and-Hold benchmark return of 8.3%. The strategy executed 42 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
VZ Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 13.41% | 15.03% | 5.07% | 2.67% | 4.13% | 3.58% | 6.23% | 8.30% |
| Sharpe Ratio | 0.54 | 0.58 | 0.29 | 0.12 | 0.25 | 0.17 | 0.34 | 0.33 |
| Max Drawdown | -13.32% | -17.05% | -16.07% | -38.38% | -27.06% | -41.21% | -41.38% | -56.82% |
| % Time Invested | 93.7% | 100.0% | 65.0% | 100.0% | 74.0% | 100.0% | 70.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 0.9 | 0.0 | 1.0 | 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 | ||||||||
| 2023-07-13 | 2023-11-21 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.99% | Interest Income | |
| 2023-07-06 | 2023-07-13 | Completed | 100% | $30.04 | $28.47 | -5.28% | Stop | |
| 2023-04-21 | 2023-07-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.06% | Interest Income | |
| 2023-04-10 | 2023-04-21 | Completed | 100% | $31.50 | $30.07 | -4.59% | Stop | |
| 2022-04-26 | 2023-04-10 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.21% | Interest Income | |
| 2022-04-12 | 2022-04-26 | Completed | 100% | $40.71 | $37.98 | -6.75% | Stop | |
| 2022-03-08 | 2022-04-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2021-12-23 | 2022-03-08 | Completed | 100% | $38.98 | $41.03 | 5.19% | Signal | |
| 2021-12-01 | 2021-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-03-24 | 2021-12-01 | Completed | 100% | $35.50 | $37.25 | 4.89% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2018-06-12 | 2020-03-02 | Completed | 100% | $31.44 | $37.68 | 19.78% | Stop | |
| 2017-10-11 | 2018-06-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.03% | Interest Income | |
| 2017-06-08 | 2017-10-11 | Completed | 100% | $28.08 | $30.43 | 8.29% | Signal | |
| 2017-05-16 | 2017-06-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2016-11-28 | 2017-05-16 | Completed | 100% | $29.80 | $27.38 | -8.17% | Stop | |
| 2016-11-03 | 2016-11-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-09-17 | 2016-11-03 | Completed | 100% | $25.32 | $27.74 | 9.50% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-09-26 | 2015-08-25 | Completed | 100% | $23.99 | $25.53 | 6.33% | Stop | |
| 2013-09-04 | 2013-09-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-05-20 | 2013-09-04 | Completed | 100% | $11.46 | $23.31 | 103.28% | Stop | |
| 2010-04-28 | 2010-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-03-24 | 2010-04-28 | Completed | 100% | $12.33 | $11.69 | -5.24% | Stop | |
| 2008-09-16 | 2010-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2008-02-13 | 2008-09-16 | Completed | 100% | $13.38 | $12.02 | -10.19% | Stop | |
| 2008-01-22 | 2008-02-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2006-01-12 | 2008-01-22 | Completed | 100% | $10.04 | $13.18 | 31.19% | Stop | |
| 2005-10-12 | 2006-01-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.98% | Interest Income | |
| 2005-02-23 | 2005-10-12 | Completed | 100% | $10.57 | $9.28 | -12.22% | Stop | |
| 2005-01-31 | 2005-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2004-01-08 | 2005-01-31 | Completed | 100% | $10.55 | $10.69 | 1.21% | Stop | |
| 2002-04-30 | 2004-01-08 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.12% | Interest Income | |
| 2002-03-28 | 2002-04-30 | Completed | 100% | $12.07 | $10.44 | -13.62% | Stop | |
| 2000-09-01 | 2002-03-28 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.91% | Interest Income | |
| 2000-08-08 | 2000-09-01 | Completed | 100% | $11.34 | $10.99 | -3.11% | Signal | |
| 2000-07-17 | 2000-08-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-05-25 | 2000-07-17 | Completed | 100% | $12.87 | $12.57 | -2.39% | Stop | |
| 2000-05-03 | 2000-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2000-03-15 | 2000-05-03 | Completed | 100% | $13.98 | $13.77 | -1.56% | Stop | |
| 2000-02-22 | 2000-03-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-01-28 | 2000-02-22 | Completed | 100% | $14.43 | $13.07 | -9.43% | Stop | |
| 2000-01-05 | 2000-01-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1999-04-16 | 2000-01-05 | Completed | 100% | $13.97 | $14.60 | 4.49% | Stop | |
| 1999-03-24 | 1999-04-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-08-13 | 1999-03-24 | Completed | 100% | $9.97 | $12.38 | 24.06% | Stop | |
| 1998-07-22 | 1998-08-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1997-06-23 | 1998-07-22 | Completed | 100% | $8.79 | $10.63 | 20.88% | Stop | |
| 1997-04-29 | 1997-06-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.76% | Interest Income | |
| 1997-04-22 | 1997-04-29 | Completed | 100% | $6.84 | $7.66 | 11.99% | Signal | |
| 1997-03-31 | 1997-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-09-24 | 1997-03-31 | Completed | 100% | $6.53 | $6.84 | 4.65% | Stop | |
| 1996-08-30 | 1996-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-04-04 | 1996-08-30 | Completed | 100% | $6.82 | $6.35 | -6.89% | Stop | |
| 1996-03-13 | 1996-04-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1995-10-26 | 1996-03-13 | Completed | 100% | $6.99 | $6.85 | -2.15% | Stop | |
| 1994-11-01 | 1995-10-26 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.63% | Interest Income | |
| 1994-04-25 | 1994-11-01 | Completed | 100% | $5.35 | $5.35 | -0.09% | Signal | |
| 1994-03-31 | 1994-04-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 1993-12-17 | 1994-03-31 | Completed | 100% | $5.87 | $5.10 | -13.19% | Stop | |
| 1993-11-24 | 1993-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1992-07-13 | 1993-11-24 | Completed | 100% | $4.34 | $5.70 | 31.17% | Stop | |
| 1991-10-29 | 1992-07-13 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.80% | Interest Income | |
| 1991-08-29 | 1991-10-29 | Completed | 100% | $4.37 | $4.04 | -7.52% | Signal | |
| 1991-05-17 | 1991-08-29 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.59% | Interest Income | |
| 1991-04-05 | 1991-05-17 | Completed | 100% | $4.40 | $4.04 | -8.15% | Signal | |
| 1991-03-13 | 1991-04-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 1990-09-14 | 1991-03-13 | Completed | 100% | $3.65 | $4.06 | 11.08% | Stop | |
| 1990-08-22 | 1990-09-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1990-02-14 | 1990-08-22 | Completed | 100% | $3.73 | $3.75 | 0.28% | Stop | |
| 1990-01-23 | 1990-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1989-03-13 | 1990-01-23 | Completed | 100% | $2.90 | $3.87 | 33.48% | Stop | |
| 1988-08-23 | 1989-03-13 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.25% | Interest Income | |
| 1988-07-20 | 1988-08-23 | Completed | 100% | $2.66 | $2.60 | -2.35% | Signal | |
| 1988-03-02 | 1988-07-20 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.94% | Interest Income | |
| 1987-11-11 | 1988-03-02 | Completed | 100% | $2.52 | $2.64 | 4.62% | Signal | |
| 1987-10-20 | 1987-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-05-08 | 1987-10-20 | Completed | 100% | $2.32 | $2.19 | -5.63% | Stop | |
| 1987-04-15 | 1987-05-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-07 | 1987-04-15 | Completed | 100% | $2.25 | $2.22 | -1.50% | Stop | |
| 1986-09-15 | 1986-10-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-02-04 | 1986-09-15 | Completed | 100% | $1.84 | $2.24 | 22.08% | Stop | |
| 1986-01-31 | 1986-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |