VZ
Verizon Communications Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VZ (Verizon Communications Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -45.1% (compared to the benchmark's drawdown of -56.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.5%, compared to a Buy-and-Hold benchmark return of 8.3%. The strategy executed 57 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
VZ Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -4.58% | 15.03% | -2.11% | 2.67% | -1.67% | 3.58% | 3.54% | 8.30% |
| Sharpe Ratio | -0.25 | 0.58 | -0.14 | 0.12 | -0.12 | 0.17 | 0.20 | 0.33 |
| Max Drawdown | -13.81% | -17.05% | -19.93% | -38.38% | -34.32% | -41.21% | -45.15% | -56.82% |
| % Time Invested | 69.8% | 100.0% | 48.8% | 100.0% | 57.6% | 100.0% | 63.6% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.4 | 0.0 | 1.3 | 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 | ||||||||
| 2025-11-10 | 2026-02-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.88% | Interest Income | |
| 2025-03-10 | 2025-11-10 | Completed | 100% | $41.76 | $37.99 | -9.07% | Signal | |
| 2025-02-12 | 2025-03-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2023-11-21 | 2025-02-12 | Completed | 100% | $30.78 | $36.71 | 19.18% | Signal | |
| 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 | |
| 2022-05-02 | 2023-04-10 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.20% | Interest Income | |
| 2022-04-25 | 2022-05-02 | Completed | 100% | $38.79 | $35.14 | -9.45% | Signal | |
| 2022-03-31 | 2022-04-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2022-03-08 | 2022-03-31 | Completed | 100% | $41.03 | $38.57 | -6.05% | Signal | |
| 2021-07-14 | 2022-03-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2021-05-07 | 2021-07-14 | Completed | 100% | $42.39 | $40.89 | -3.59% | Signal | |
| 2021-03-02 | 2021-05-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-08-27 | 2021-03-02 | Completed | 100% | $41.61 | $39.45 | -5.25% | Signal | |
| 2020-03-02 | 2020-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2018-06-12 | 2020-03-02 | Completed | 100% | $31.44 | $37.68 | 19.78% | Stop | |
| 2018-05-01 | 2018-06-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2018-04-18 | 2018-05-01 | Completed | 100% | $31.07 | $31.39 | 0.95% | Signal | |
| 2018-03-26 | 2018-04-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2017-09-27 | 2018-03-26 | Completed | 100% | $30.10 | $29.30 | -2.71% | Stop | |
| 2017-03-07 | 2017-09-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2017-01-24 | 2017-03-07 | Completed | 100% | $30.00 | $29.84 | -0.57% | Signal | |
| 2016-10-31 | 2017-01-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2016-02-02 | 2016-10-31 | Completed | 100% | $28.95 | $28.49 | -1.64% | Signal | |
| 2015-07-24 | 2016-02-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2015-03-23 | 2015-07-24 | Completed | 100% | $27.14 | $25.90 | -4.59% | Signal | |
| 2015-01-22 | 2015-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-05-22 | 2015-01-22 | Completed | 100% | $25.99 | $26.23 | 0.89% | Signal | |
| 2014-01-27 | 2014-05-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-11-18 | 2014-01-27 | Completed | 100% | $25.97 | $24.87 | -4.26% | Signal | |
| 2013-10-10 | 2013-11-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-09-26 | 2013-10-10 | Completed | 100% | $23.99 | $24.06 | 0.22% | Signal | |
| 2013-09-04 | 2013-09-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-19 | 2013-09-04 | Completed | 100% | $17.52 | $23.31 | 33.01% | Stop | |
| 2011-09-27 | 2011-10-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-17 | 2011-09-27 | Completed | 100% | $11.84 | $17.05 | 43.93% | Signal | |
| 2010-03-18 | 2010-06-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2009-08-11 | 2010-03-18 | Completed | 100% | $11.95 | $12.04 | 0.75% | Signal | |
| 2009-07-20 | 2009-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-05-21 | 2009-07-20 | Completed | 100% | $11.27 | $11.50 | 1.94% | Signal | |
| 2008-05-22 | 2009-05-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2008-05-02 | 2008-05-22 | Completed | 100% | $14.23 | $13.43 | -5.64% | Stop | |
| 2008-01-22 | 2008-05-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2006-01-12 | 2008-01-22 | Completed | 100% | $10.04 | $13.18 | 31.19% | Stop | |
| 2005-02-25 | 2006-01-12 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.97% | Interest Income | |
| 2005-02-23 | 2005-02-25 | Completed | 100% | $10.57 | $10.60 | 0.23% | Signal | |
| 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 | |
| 2003-09-02 | 2004-01-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2003-08-13 | 2003-09-02 | Completed | 100% | $10.21 | $9.84 | -3.73% | Signal | |
| 2003-07-22 | 2003-08-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-04-03 | 2003-07-22 | Completed | 100% | $9.95 | $9.89 | -0.73% | Stop | |
| 2003-03-12 | 2003-04-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2003-02-14 | 2003-03-12 | Completed | 100% | $10.00 | $8.95 | -10.54% | Stop | |
| 2003-01-23 | 2003-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2002-12-12 | 2003-01-23 | Completed | 100% | $10.49 | $10.17 | -3.09% | Stop | |
| 2001-10-30 | 2002-12-12 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.88% | Interest Income | |
| 2001-10-08 | 2001-10-30 | Completed | 100% | $14.28 | $12.95 | -9.34% | Signal | |
| 2001-09-10 | 2001-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2001-03-20 | 2001-09-10 | Completed | 100% | $12.31 | $12.82 | 4.10% | Stop | |
| 2001-02-26 | 2001-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2001-01-18 | 2001-02-26 | Completed | 100% | $13.83 | $12.85 | -7.16% | Stop | |
| 2000-12-22 | 2001-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2000-12-06 | 2000-12-22 | Completed | 100% | $14.71 | $12.35 | -16.06% | Stop | |
| 2000-02-03 | 2000-12-06 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.10% | Interest Income | |
| 2000-01-28 | 2000-02-03 | Completed | 100% | $14.43 | $14.88 | 3.08% | Signal | |
| 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 | |
| 1998-10-22 | 1999-03-24 | Completed | 100% | $11.96 | $12.38 | 3.44% | Stop | |
| 1998-08-21 | 1998-10-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.76% | Interest Income | |
| 1998-08-13 | 1998-08-21 | Completed | 100% | $9.97 | $10.39 | 4.15% | Signal | |
| 1998-07-22 | 1998-08-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1997-04-22 | 1998-07-22 | Completed | 100% | $6.84 | $10.63 | 55.38% | Stop | |
| 1997-03-31 | 1997-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-12-02 | 1997-03-31 | Completed | 100% | $7.06 | $6.84 | -3.18% | Stop | |
| 1996-06-03 | 1996-12-02 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.59% | Interest Income | |
| 1996-04-04 | 1996-06-03 | Completed | 100% | $6.82 | $6.86 | 0.52% | Signal | |
| 1996-03-13 | 1996-04-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1995-03-15 | 1996-03-13 | Completed | 100% | $5.57 | $6.85 | 22.88% | Stop | |
| 1994-10-28 | 1995-03-15 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.11% | Interest Income | |
| 1994-08-04 | 1994-10-28 | Completed | 100% | $5.85 | $5.31 | -9.25% | Signal | |
| 1994-02-03 | 1994-08-04 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.95% | Interest Income | |
| 1993-12-17 | 1994-02-03 | Completed | 100% | $5.87 | $5.44 | -7.30% | Signal | |
| 1993-11-24 | 1993-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1992-07-06 | 1993-11-24 | Completed | 100% | $4.11 | $5.70 | 38.58% | Stop | |
| 1992-03-10 | 1992-07-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.22% | Interest Income | |
| 1992-01-08 | 1992-03-10 | Completed | 100% | $4.23 | $3.85 | -9.09% | Signal | |
| 1991-09-25 | 1992-01-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.31% | Interest Income | |
| 1991-08-29 | 1991-09-25 | Completed | 100% | $4.37 | $4.03 | -7.82% | Stop | |
| 1991-06-05 | 1991-08-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.32% | Interest Income | |
| 1991-04-05 | 1991-06-05 | Completed | 100% | $4.40 | $3.91 | -11.10% | Signal | |
| 1991-03-13 | 1991-04-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 1990-11-06 | 1991-03-13 | Completed | 100% | $4.51 | $4.06 | -10.03% | Stop | |
| 1990-08-15 | 1990-11-06 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.69% | Interest Income | |
| 1990-05-09 | 1990-08-15 | Completed | 100% | $4.10 | $3.91 | -4.72% | Signal | |
| 1990-03-14 | 1990-05-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.21% | Interest Income | |
| 1990-02-14 | 1990-03-14 | Completed | 100% | $3.73 | $3.73 | -0.19% | Signal | |
| 1990-01-23 | 1990-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1988-06-28 | 1990-01-23 | Completed | 100% | $2.69 | $3.87 | 43.61% | Stop | |
| 1988-04-22 | 1988-06-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.39% | Interest Income | |
| 1988-02-25 | 1988-04-22 | Completed | 100% | $2.60 | $2.41 | -7.31% | Signal | |
| 1988-01-07 | 1988-02-25 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 1987-11-11 | 1988-01-07 | Completed | 100% | $2.52 | $2.45 | -3.00% | Signal | |
| 1987-10-20 | 1987-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-08-03 | 1987-10-20 | Completed | 100% | $2.44 | $2.19 | -10.31% | Stop | |
| 1987-04-15 | 1987-08-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.27% | 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 | |