WFC
Wells Fargo & Company
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for WFC (Wells Fargo & Company) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -60.1% (compared to the benchmark's drawdown of -79.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.6%, compared to a Buy-and-Hold benchmark return of 13.9%. The strategy executed 81 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
WFC Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.63% | 5.17% | 0.81% | 16.71% | 1.99% | 9.00% | 6.64% | 13.92% |
| Sharpe Ratio | 0.25 | 0.19 | 0.03 | 0.52 | 0.10 | 0.27 | 0.31 | 0.39 |
| Max Drawdown | -18.26% | -23.02% | -38.47% | -37.10% | -38.47% | -64.46% | -60.09% | -79.01% |
| % Time Invested | 63.9% | 100.0% | 62.2% | 100.0% | 53.1% | 100.0% | 63.9% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.2 | 0.0 | 1.7 | 0.0 | 1.6 | 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 | 2026-04-08 | Completed | 100% | $77.19 | $84.02 | 8.80% | Signal | |
| 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 | |
| 2024-10-31 | 2025-03-10 | Completed | 100% | $62.68 | $67.69 | 7.93% | Stop | |
| 2024-10-09 | 2024-10-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-08-27 | 2024-10-09 | Completed | 100% | $54.60 | $55.19 | 1.03% | Signal | |
| 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 | |
| 2023-10-04 | 2023-12-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.91% | Interest Income | |
| 2023-07-31 | 2023-10-04 | Completed | 100% | $43.00 | $36.01 | -16.29% | Stop | |
| 2023-04-12 | 2023-07-31 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.56% | Interest Income | |
| 2023-04-03 | 2023-04-12 | Completed | 100% | $34.54 | $36.29 | 5.01% | Signal | |
| 2023-03-10 | 2023-04-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-12-05 | 2023-03-10 | Completed | 100% | $41.81 | $37.36 | -10.68% | Stop | |
| 2022-04-26 | 2022-12-05 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.63% | 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 | |
| 2020-12-28 | 2021-09-02 | Completed | 100% | $26.53 | $38.89 | 46.55% | Stop | |
| 2020-02-26 | 2020-12-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2019-09-27 | 2020-02-26 | Completed | 100% | $42.32 | $38.97 | -7.97% | Stop | |
| 2018-10-22 | 2019-09-27 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.13% | Interest Income | |
| 2018-08-15 | 2018-10-22 | Completed | 100% | $46.63 | $42.91 | -8.04% | Signal | |
| 2018-04-18 | 2018-08-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.64% | Interest Income | |
| 2018-03-06 | 2018-04-18 | Completed | 100% | $45.97 | $40.45 | -12.05% | Signal | |
| 2018-02-09 | 2018-03-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-11-15 | 2018-02-09 | Completed | 100% | $42.47 | $44.72 | 5.25% | Stop | |
| 2017-08-14 | 2017-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2016-12-07 | 2017-08-14 | Completed | 100% | $42.78 | $41.18 | -3.77% | Signal | |
| 2016-01-14 | 2016-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2015-12-23 | 2016-01-14 | Completed | 100% | $40.74 | $37.36 | -8.32% | Signal | |
| 2015-10-01 | 2015-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-09-17 | 2015-10-01 | Completed | 100% | $39.79 | $38.17 | -4.13% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-01-20 | 2015-08-25 | Completed | 100% | $20.15 | $39.68 | 96.83% | Stop | |
| 2011-06-13 | 2012-01-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-05-16 | 2011-06-13 | Completed | 100% | $18.43 | $17.65 | -4.29% | Signal | |
| 2011-04-21 | 2011-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-12-30 | 2011-04-21 | Completed | 100% | $20.41 | $19.11 | -6.40% | Stop | |
| 2010-07-15 | 2010-12-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2010-06-15 | 2010-07-15 | Completed | 100% | $18.07 | $18.24 | 0.89% | Signal | |
| 2010-05-21 | 2010-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-12-01 | 2010-05-21 | Completed | 100% | $18.38 | $18.37 | -0.08% | Stop | |
| 2009-11-06 | 2009-12-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-06-26 | 2009-11-06 | Completed | 100% | $15.44 | $17.44 | 12.91% | Stop | |
| 2008-12-12 | 2009-06-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2008-12-02 | 2008-12-12 | Completed | 100% | $15.40 | $15.83 | 2.72% | Stop | |
| 2008-11-07 | 2008-12-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-10-21 | 2008-11-07 | Completed | 100% | $19.93 | $17.46 | -12.43% | Stop | |
| 2008-09-29 | 2008-10-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-09-15 | 2008-09-29 | Completed | 100% | $20.61 | $22.71 | 10.14% | Stop | |
| 2007-11-06 | 2008-09-15 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.75% | Interest Income | |
| 2007-09-04 | 2007-11-06 | Completed | 100% | $22.10 | $19.39 | -12.32% | Stop | |
| 2007-08-09 | 2007-09-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2007-05-25 | 2007-08-09 | Completed | 100% | $21.66 | $20.54 | -5.22% | Signal | |
| 2007-04-10 | 2007-05-25 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 2005-11-23 | 2007-04-10 | Completed | 100% | $18.23 | $20.49 | 12.34% | Signal | |
| 2005-10-06 | 2005-11-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2005-06-10 | 2005-10-06 | Completed | 100% | $17.30 | $16.38 | -5.35% | Signal | |
| 2005-05-18 | 2005-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2003-06-02 | 2005-05-18 | Completed | 100% | $12.80 | $17.14 | 33.80% | Signal | |
| 2002-11-08 | 2003-06-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.64% | Interest Income | |
| 2002-10-29 | 2002-11-08 | Completed | 100% | $13.06 | $12.24 | -6.30% | Signal | |
| 2002-10-07 | 2002-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2002-08-13 | 2002-10-07 | Completed | 100% | $13.11 | $11.43 | -12.85% | Stop | |
| 2002-07-22 | 2002-08-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-02-13 | 2002-07-22 | Completed | 100% | $11.93 | $11.46 | -3.95% | Stop | |
| 2001-10-09 | 2002-02-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 2001-10-03 | 2001-10-09 | Completed | 100% | $11.29 | $10.52 | -6.84% | Stop | |
| 2001-05-22 | 2001-10-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.18% | Interest Income | |
| 2001-03-19 | 2001-05-22 | Completed | 100% | $11.92 | $11.58 | -2.94% | Signal | |
| 2001-02-23 | 2001-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2000-11-10 | 2001-02-23 | Completed | 100% | $11.92 | $12.03 | 0.87% | Stop | |
| 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 | |
| 2000-05-16 | 2000-06-19 | Completed | 100% | $11.10 | $9.45 | -14.90% | Stop | |
| 2000-02-01 | 2000-05-16 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.66% | Interest Income | |
| 2000-01-11 | 2000-02-01 | Completed | 100% | $9.23 | $9.76 | 5.73% | Signal | |
| 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 | |
| 1999-01-04 | 1999-02-02 | Completed | 100% | $9.56 | $8.35 | -12.72% | Stop | |
| 1998-12-09 | 1999-01-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-10-22 | 1998-12-09 | Completed | 100% | $8.91 | $8.42 | -5.57% | Stop | |
| 1998-07-30 | 1998-10-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.08% | Interest Income | |
| 1998-07-01 | 1998-07-30 | Completed | 100% | $8.93 | $8.64 | -3.20% | Signal | |
| 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 | |
| 1995-03-23 | 1997-04-14 | Completed | 100% | $2.71 | $5.19 | 91.35% | Stop | |
| 1994-11-02 | 1995-03-23 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.19% | Interest Income | |
| 1994-10-27 | 1994-11-02 | Completed | 100% | $2.54 | $2.65 | 3.98% | Signal | |
| 1994-10-05 | 1994-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1994-05-20 | 1994-10-05 | Completed | 100% | $2.75 | $2.56 | -7.12% | Stop | |
| 1993-12-07 | 1994-05-20 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.56% | Interest Income | |
| 1993-11-30 | 1993-12-07 | Completed | 100% | $2.41 | $2.41 | -0.05% | Signal | |
| 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 | |
| 1991-01-08 | 1991-12-02 | Completed | 100% | $0.94 | $1.46 | 54.76% | Stop | |
| 1990-08-27 | 1991-01-08 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.61% | Interest Income | |
| 1990-08-06 | 1990-08-27 | Completed | 100% | $0.85 | $0.84 | -1.44% | Signal | |
| 1990-07-13 | 1990-08-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1990-05-09 | 1990-07-13 | Completed | 100% | $0.91 | $0.95 | 3.79% | Stop | |
| 1990-02-06 | 1990-05-09 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.99% | Interest Income | |
| 1990-01-10 | 1990-02-06 | Completed | 100% | $0.96 | $0.92 | -4.47% | Signal | |
| 1989-12-15 | 1990-01-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-03-02 | 1989-12-15 | Completed | 100% | $0.63 | $0.93 | 47.77% | Stop | |
| 1987-11-23 | 1988-03-02 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.06% | Interest Income | |
| 1987-11-11 | 1987-11-23 | Completed | 100% | $0.49 | $0.51 | 3.17% | 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% | $0.52 | $0.54 | 3.37% | Stop | |
| 1987-04-15 | 1987-05-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-12-15 | 1987-04-15 | Completed | 100% | $0.52 | $0.48 | -7.52% | Stop | |
| 1986-11-20 | 1986-12-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-07 | 1986-11-20 | Completed | 100% | $0.47 | $0.49 | 5.15% | Signal | |
| 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 | |
| 1985-10-15 | 1985-11-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 1985-10-07 | 1985-10-15 | Completed | 100% | $0.30 | $0.30 | -1.10% | Signal | |
| 1985-09-12 | 1985-10-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-02-28 | 1985-09-12 | Completed | 100% | $0.32 | $0.30 | -5.04% | Stop | |
| 1984-01-04 | 1985-02-28 | Interest (CASH) | 100% | $1.00 | $1.09 | 9.13% | Interest Income | |
| 1983-11-25 | 1984-01-04 | Completed | 100% | $0.39 | $0.37 | -6.12% | Signal | |
| 1983-11-02 | 1983-11-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-01-04 | 1983-11-02 | Completed | 100% | $0.25 | $0.36 | 40.43% | Stop | |
| 1982-12-10 | 1983-01-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-10-07 | 1982-12-10 | Completed | 100% | $0.24 | $0.25 | 6.17% | Stop | |
| 1981-08-26 | 1982-10-07 | Interest (CASH) | 100% | $1.00 | $1.09 | 8.80% | Interest Income | |
| 1980-06-25 | 1981-08-26 | Completed | 100% | $0.22 | $0.25 | 14.48% | Stop | |
| 1980-01-15 | 1980-06-25 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.44% | Interest Income | |
| 1980-01-11 | 1980-01-15 | Completed | 100% | $0.21 | $0.21 | -0.05% | Signal | |
| 1979-12-18 | 1980-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-11-02 | 1979-12-18 | Completed | 100% | $0.22 | $0.22 | -1.51% | Signal | |
| 1979-10-11 | 1979-11-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-06-29 | 1979-10-11 | Completed | 100% | $0.22 | $0.21 | -2.31% | Stop | |
| 1979-03-19 | 1979-06-29 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.18% | Interest Income | |
| 1979-01-26 | 1979-03-19 | Completed | 100% | $0.22 | $0.19 | -11.64% | Signal | |
| 1979-01-04 | 1979-01-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-07-18 | 1979-01-04 | Completed | 100% | $0.20 | $0.21 | 5.94% | Signal | |
| 1978-06-23 | 1978-07-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-05-09 | 1978-06-23 | Completed | 100% | $0.21 | $0.19 | -6.33% | Stop | |
| 1977-06-07 | 1978-05-09 | Interest (CASH) | 100% | $1.00 | $1.07 | 7.19% | Interest Income | |
| 1977-01-04 | 1977-06-07 | Completed | 100% | $0.21 | $0.19 | -10.98% | Signal | |
| 1976-11-19 | 1977-01-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 1975-11-06 | 1976-11-19 | Completed | 100% | $0.16 | $0.18 | 10.13% | Stop | |
| 1975-10-06 | 1975-11-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 1975-08-26 | 1975-10-06 | Completed | 100% | $0.14 | $0.14 | -1.35% | Signal | |
| 1975-08-04 | 1975-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-02-06 | 1975-08-04 | Completed | 100% | $0.14 | $0.15 | 7.30% | Stop | |
| 1974-08-14 | 1975-02-06 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.69% | Interest Income | |