WFC
Wells Fargo & Company
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for WFC (Wells Fargo & Company) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -55.1% (compared to the benchmark's drawdown of -79.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.8%, compared to a Buy-and-Hold benchmark return of 13.9%. The strategy executed 70 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
WFC Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -0.65% | 5.17% | 7.16% | 16.71% | 1.61% | 9.00% | 4.81% | 13.92% |
| Sharpe Ratio | -0.03 | 0.19 | 0.28 | 0.52 | 0.08 | 0.27 | 0.23 | 0.39 |
| Max Drawdown | -21.24% | -23.02% | -34.74% | -37.10% | -47.70% | -64.46% | -55.06% | -79.01% |
| % Time Invested | 87.3% | 100.0% | 70.4% | 100.0% | 52.5% | 100.0% | 66.4% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.2 | 0.0 | 1.6 | 0.0 | 1.3 | 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 | ||||||||
| 2026-03-24 | 2026-05-12 | Completed | 100% | $77.19 | $73.90 | -4.31% | Stop | |
| 2026-03-02 | 2026-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-30 | 2026-03-02 | Completed | 100% | $67.80 | $78.70 | 16.02% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-01 | 2025-04-07 | Completed | 100% | $68.94 | $59.06 | -14.37% | Stop | |
| 2025-03-10 | 2025-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-27 | 2025-03-10 | Completed | 100% | $54.60 | $67.69 | 23.90% | Stop | |
| 2024-08-05 | 2024-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-12-04 | 2024-08-05 | Completed | 100% | $42.18 | $49.02 | 16.15% | Stop | |
| 2023-02-01 | 2023-12-04 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.44% | Interest Income | |
| 2023-01-19 | 2023-02-01 | Completed | 100% | $39.26 | $42.69 | 8.68% | Signal | |
| 2022-12-23 | 2023-01-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2022-07-08 | 2022-12-23 | Completed | 100% | $36.38 | $37.22 | 2.27% | Stop | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-05-18 | 2022-06-14 | Completed | 100% | $39.08 | $35.00 | -10.49% | Stop | |
| 2022-04-26 | 2022-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-03-24 | 2022-04-26 | Completed | 100% | $46.43 | $40.55 | -12.71% | Stop | |
| 2022-03-02 | 2022-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2021-09-27 | 2022-03-02 | Completed | 100% | $43.08 | $46.08 | 6.91% | Stop | |
| 2021-09-02 | 2021-09-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-07-26 | 2021-09-02 | Completed | 100% | $39.43 | $38.89 | -1.40% | Stop | |
| 2020-01-16 | 2021-07-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2019-10-28 | 2020-01-16 | Completed | 100% | $43.61 | $41.08 | -5.85% | Stop | |
| 2019-01-16 | 2019-10-28 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.72% | Interest Income | |
| 2019-01-11 | 2019-01-16 | Completed | 100% | $38.71 | $39.24 | 1.32% | Signal | |
| 2018-12-18 | 2019-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-16 | 2018-12-18 | Completed | 100% | $42.91 | $38.26 | -10.89% | Stop | |
| 2018-10-25 | 2018-11-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-03-06 | 2018-10-25 | Completed | 100% | $45.97 | $40.85 | -11.18% | Stop | |
| 2018-02-09 | 2018-03-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-05-03 | 2018-02-09 | Completed | 100% | $42.17 | $44.72 | 6.01% | Stop | |
| 2016-06-23 | 2017-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2016-02-12 | 2016-06-23 | Completed | 100% | $34.56 | $36.09 | 4.40% | Signal | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-21 | Completed | 100% | $39.79 | $35.83 | -9.99% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-05-17 | 2015-08-25 | Completed | 100% | $21.66 | $39.68 | 83.07% | Stop | |
| 2012-01-17 | 2012-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2011-08-31 | 2012-01-17 | Completed | 100% | $17.10 | $20.04 | 17.12% | Signal | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-05-16 | 2011-08-09 | Completed | 100% | $18.43 | $16.20 | -12.13% | Stop | |
| 2011-04-21 | 2011-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-09-16 | 2011-04-21 | Completed | 100% | $17.16 | $19.11 | 11.28% | Stop | |
| 2010-08-24 | 2010-09-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-15 | 2010-08-24 | Completed | 100% | $18.07 | $15.72 | -13.05% | Stop | |
| 2010-05-21 | 2010-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-12-22 | 2010-05-21 | Completed | 100% | $17.80 | $18.37 | 3.18% | Stop | |
| 2008-01-07 | 2009-12-22 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.50% | Interest Income | |
| 2007-11-29 | 2008-01-07 | Completed | 100% | $18.79 | $16.94 | -9.88% | Stop | |
| 2007-11-06 | 2007-11-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2002-10-30 | 2007-11-06 | Completed | 100% | $13.08 | $19.39 | 48.15% | Stop | |
| 2002-10-08 | 2002-10-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2002-09-05 | 2002-10-08 | Completed | 100% | $13.06 | $11.40 | -12.76% | Stop | |
| 2002-03-18 | 2002-09-05 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 2001-10-10 | 2002-03-18 | Completed | 100% | $10.51 | $13.00 | 23.69% | Signal | |
| 2001-09-18 | 2001-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2001-03-19 | 2001-09-18 | Completed | 100% | $11.92 | $10.95 | -8.22% | Stop | |
| 2001-02-23 | 2001-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2000-12-27 | 2001-02-23 | Completed | 100% | $13.71 | $12.03 | -12.31% | Stop | |
| 2000-12-04 | 2000-12-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2000-11-10 | 2000-12-04 | Completed | 100% | $11.92 | $11.79 | -1.10% | Signal | |
| 2000-10-19 | 2000-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-07-12 | 2000-10-19 | Completed | 100% | $10.75 | $10.31 | -4.13% | Stop | |
| 2000-06-19 | 2000-07-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2000-03-14 | 2000-06-19 | Completed | 100% | $7.96 | $9.45 | 18.68% | Stop | |
| 2000-02-18 | 2000-03-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-01-11 | 2000-02-18 | Completed | 100% | $9.23 | $8.53 | -7.64% | Stop | |
| 1999-12-17 | 2000-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1999-10-13 | 1999-12-17 | Completed | 100% | $10.07 | $9.62 | -4.47% | Stop | |
| 1999-09-21 | 1999-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-08-26 | 1999-09-21 | Completed | 100% | $10.60 | $9.02 | -14.94% | Stop | |
| 1999-08-04 | 1999-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-02-25 | 1999-08-04 | Completed | 100% | $8.60 | $9.49 | 10.28% | Stop | |
| 1999-02-02 | 1999-02-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1999-01-05 | 1999-02-02 | Completed | 100% | $9.54 | $8.35 | -12.58% | Stop | |
| 1998-12-10 | 1999-01-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-10-30 | 1998-12-10 | Completed | 100% | $8.90 | $8.27 | -7.11% | Stop | |
| 1998-10-08 | 1998-10-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1998-08-28 | 1998-10-08 | Completed | 100% | $7.38 | $7.34 | -0.65% | Stop | |
| 1998-08-06 | 1998-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1998-07-01 | 1998-08-06 | Completed | 100% | $8.93 | $8.10 | -9.34% | Stop | |
| 1998-06-09 | 1998-07-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-05-06 | 1998-06-09 | Completed | 100% | $5.95 | $8.66 | 45.38% | Stop | |
| 1997-04-14 | 1997-05-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1995-09-21 | 1997-04-14 | Completed | 100% | $3.47 | $5.19 | 49.22% | Stop | |
| 1994-12-02 | 1995-09-21 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.59% | Interest Income | |
| 1994-10-27 | 1994-12-02 | Completed | 100% | $2.54 | $2.28 | -10.34% | Stop | |
| 1994-10-05 | 1994-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1994-03-21 | 1994-10-05 | Completed | 100% | $2.55 | $2.56 | 0.34% | Stop | |
| 1994-02-25 | 1994-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 1993-11-30 | 1994-02-25 | Completed | 100% | $2.41 | $2.48 | 2.86% | Stop | |
| 1993-11-05 | 1993-11-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1993-06-29 | 1993-11-05 | Completed | 100% | $2.79 | $2.46 | -11.89% | Stop | |
| 1993-06-07 | 1993-06-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1991-12-24 | 1993-06-07 | Completed | 100% | $1.74 | $2.45 | 40.97% | Stop | |
| 1991-12-02 | 1991-12-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 1991-02-05 | 1991-12-02 | Completed | 100% | $1.18 | $1.46 | 23.29% | Stop | |
| 1990-10-25 | 1991-02-05 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.87% | Interest Income | |
| 1990-10-15 | 1990-10-25 | Completed | 100% | $0.72 | $0.75 | 3.23% | Signal | |
| 1990-09-21 | 1990-10-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 1990-08-06 | 1990-09-21 | Completed | 100% | $0.85 | $0.75 | -12.54% | Stop | |
| 1990-07-13 | 1990-08-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1990-01-10 | 1990-07-13 | Completed | 100% | $0.96 | $0.95 | -1.53% | Stop | |
| 1989-12-15 | 1990-01-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-11-11 | 1989-12-15 | Completed | 100% | $0.49 | $0.93 | 89.00% | Stop | |
| 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% | $0.52 | $0.54 | 3.37% | 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% | $0.47 | $0.48 | 2.30% | Stop | |
| 1986-09-15 | 1986-10-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-11-13 | 1986-09-15 | Completed | 100% | $0.35 | $0.46 | 33.64% | Stop | |
| 1984-10-10 | 1985-11-13 | Interest (CASH) | 100% | $1.00 | $1.09 | 8.61% | Interest Income | |
| 1984-08-03 | 1984-10-10 | Completed | 100% | $0.29 | $0.31 | 9.42% | Signal | |
| 1984-07-12 | 1984-08-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-06-19 | 1984-07-12 | Completed | 100% | $0.29 | $0.27 | -5.99% | Stop | |
| 1984-05-25 | 1984-06-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-03-22 | 1984-05-25 | Completed | 100% | $0.36 | $0.31 | -14.28% | Stop | |
| 1984-02-29 | 1984-03-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-11-25 | 1984-02-29 | Completed | 100% | $0.39 | $0.33 | -14.54% | Stop | |
| 1983-11-02 | 1983-11-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-05-24 | 1983-11-02 | Completed | 100% | $0.37 | $0.36 | -4.43% | Stop | |
| 1982-04-05 | 1983-05-24 | Interest (CASH) | 100% | $1.00 | $1.09 | 9.00% | Interest Income | |
| 1982-02-18 | 1982-04-05 | Completed | 100% | $0.22 | $0.22 | -0.05% | Signal | |
| 1982-01-26 | 1982-02-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-09-18 | 1982-01-26 | Completed | 100% | $0.24 | $0.22 | -7.37% | Stop | |
| 1981-08-26 | 1981-09-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-03-19 | 1981-08-26 | Completed | 100% | $0.29 | $0.25 | -11.77% | Stop | |
| 1980-12-30 | 1981-03-19 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.66% | Interest Income | |
| 1980-12-23 | 1980-12-30 | Completed | 100% | $0.28 | $0.26 | -7.90% | Stop | |
| 1980-01-17 | 1980-12-23 | Interest (CASH) | 100% | $1.00 | $1.07 | 7.32% | Interest Income | |
| 1979-11-02 | 1980-01-17 | Completed | 100% | $0.22 | $0.21 | -5.41% | Signal | |
| 1979-10-11 | 1979-11-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-01-29 | 1979-10-11 | Completed | 100% | $0.22 | $0.21 | -4.69% | Stop | |
| 1977-10-12 | 1979-01-29 | Interest (CASH) | 100% | $1.00 | $1.10 | 10.28% | Interest Income | |
| 1977-07-19 | 1977-10-12 | Completed | 100% | $0.19 | $0.19 | -1.08% | Signal | |
| 1977-06-23 | 1977-07-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-12-14 | 1977-06-23 | Completed | 100% | $0.20 | $0.18 | -10.96% | Stop | |
| 1976-11-19 | 1976-12-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-12-29 | 1976-11-19 | Completed | 100% | $0.15 | $0.18 | 16.32% | Stop | |
| 1974-08-14 | 1975-12-29 | Interest (CASH) | 100% | $1.00 | $1.11 | 10.91% | Interest Income | |