WMT
Walmart Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for WMT (Walmart Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -55.2% (compared to the benchmark's drawdown of -50.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.4%, compared to a Buy-and-Hold benchmark return of 22.1%. 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
WMT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 10.93% | 14.28% | 17.73% | 19.70% | 14.90% | 18.12% | 12.41% | 22.05% |
| Sharpe Ratio | 0.44 | 0.55 | 0.82 | 0.82 | 0.71 | 0.76 | 0.51 | 0.71 |
| Max Drawdown | -21.59% | -19.23% | -22.81% | -25.74% | -22.81% | -25.74% | -55.21% | -50.55% |
| % Time Invested | 93.7% | 100.0% | 79.5% | 100.0% | 83.0% | 100.0% | 72.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.8 | 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 | ||||||||
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-06-16 | 2025-03-11 | Completed | 100% | $51.00 | $86.12 | 68.78% | Stop | |
| 2022-08-17 | 2023-06-16 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.68% | Interest Income | |
| 2022-06-10 | 2022-08-17 | Completed | 100% | $38.02 | $44.19 | 16.16% | Signal | |
| 2022-05-18 | 2022-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2021-03-26 | 2022-05-18 | Completed | 100% | $41.74 | $40.65 | -2.66% | Stop | |
| 2021-03-04 | 2021-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-04-06 | 2021-03-04 | Completed | 100% | $36.49 | $39.66 | 8.65% | Stop | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-01-16 | 2020-03-13 | Completed | 100% | $28.69 | $33.03 | 15.06% | Stop | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-03-16 | 2018-12-21 | Completed | 100% | $25.78 | $25.98 | 0.73% | Stop | |
| 2018-02-22 | 2018-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2016-12-22 | 2018-02-22 | Completed | 100% | $20.29 | $26.71 | 31.59% | Stop | |
| 2015-11-30 | 2016-12-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2015-11-25 | 2015-11-30 | Completed | 100% | $16.47 | $16.43 | -0.27% | Signal | |
| 2015-11-03 | 2015-11-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-09-17 | 2015-11-03 | Completed | 100% | $17.76 | $15.80 | -11.06% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-06-15 | 2015-08-25 | Completed | 100% | $19.68 | $17.96 | -8.78% | Stop | |
| 2015-05-21 | 2015-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-17 | 2015-05-21 | Completed | 100% | $12.29 | $20.66 | 68.00% | Stop | |
| 2009-09-24 | 2010-06-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2009-02-13 | 2009-09-24 | Completed | 100% | $11.12 | $12.00 | 7.80% | Signal | |
| 2009-01-22 | 2009-02-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2008-10-31 | 2009-01-22 | Completed | 100% | $12.76 | $11.40 | -10.68% | Stop | |
| 2008-10-09 | 2008-10-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-02-28 | 2008-10-09 | Completed | 100% | $11.71 | $12.68 | 8.27% | Stop | |
| 2007-09-10 | 2008-02-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.50% | Interest Income | |
| 2006-09-06 | 2007-09-10 | Completed | 100% | $10.17 | $9.71 | -4.61% | Stop | |
| 2006-07-10 | 2006-09-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 2006-05-30 | 2006-07-10 | Completed | 100% | $10.84 | $10.31 | -4.92% | Stop | |
| 2005-08-25 | 2006-05-30 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.17% | Interest Income | |
| 2005-05-10 | 2005-08-25 | Completed | 100% | $10.75 | $10.12 | -5.92% | Stop | |
| 2005-02-04 | 2005-05-10 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2004-07-27 | 2005-02-04 | Completed | 100% | $11.53 | $11.68 | 1.23% | Signal | |
| 2004-07-02 | 2004-07-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2004-01-28 | 2004-07-02 | Completed | 100% | $11.79 | $11.32 | -4.09% | Stop | |
| 2003-03-12 | 2004-01-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 2003-02-14 | 2003-03-12 | Completed | 100% | $10.25 | $10.07 | -1.79% | Signal | |
| 2003-01-23 | 2003-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2002-08-09 | 2003-01-23 | Completed | 100% | $10.44 | $10.35 | -0.96% | Stop | |
| 2002-07-18 | 2002-08-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-06-26 | 2002-07-18 | Completed | 100% | $11.65 | $10.39 | -10.91% | Stop | |
| 2002-06-04 | 2002-06-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-03-21 | 2002-06-04 | Completed | 100% | $13.49 | $11.36 | -15.85% | Stop | |
| 2001-02-23 | 2002-03-21 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.05% | Interest Income | |
| 2000-10-25 | 2001-02-23 | Completed | 100% | $10.30 | $10.64 | 3.30% | Stop | |
| 2000-10-03 | 2000-10-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-09-05 | 2000-10-03 | Completed | 100% | $10.39 | $9.82 | -5.56% | Stop | |
| 2000-08-11 | 2000-09-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-05-11 | 2000-08-11 | Completed | 100% | $12.08 | $10.92 | -9.61% | Stop | |
| 2000-04-18 | 2000-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-03-14 | 2000-04-18 | Completed | 100% | $9.96 | $11.45 | 14.98% | Stop | |
| 2000-02-18 | 2000-03-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-02-16 | 2000-02-18 | Completed | 100% | $11.97 | $10.27 | -14.20% | Stop | |
| 2000-01-25 | 2000-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1999-08-26 | 2000-01-25 | Completed | 100% | $10.15 | $12.67 | 24.77% | Stop | |
| 1999-08-04 | 1999-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-05-12 | 1999-08-04 | Completed | 100% | $10.01 | $8.74 | -12.74% | Stop | |
| 1999-04-20 | 1999-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-10-23 | 1999-04-20 | Completed | 100% | $7.04 | $9.72 | 37.92% | Stop | |
| 1998-10-01 | 1998-10-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1998-09-24 | 1998-10-01 | Completed | 100% | $6.80 | $5.69 | -16.40% | Stop | |
| 1998-09-01 | 1998-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1998-08-27 | 1998-09-01 | Completed | 100% | $7.18 | $6.26 | -12.86% | Stop | |
| 1998-08-05 | 1998-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1997-11-19 | 1998-08-05 | Completed | 100% | $4.09 | $6.14 | 50.29% | Stop | |
| 1997-10-28 | 1997-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-03-19 | 1997-10-28 | Completed | 100% | $3.09 | $3.18 | 2.87% | Stop | |
| 1996-01-18 | 1997-03-19 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.05% | Interest Income | |
| 1995-01-31 | 1996-01-18 | Completed | 100% | $2.34 | $2.10 | -10.26% | Stop | |
| 1993-11-22 | 1995-01-31 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.21% | Interest Income | |
| 1993-07-16 | 1993-11-22 | Completed | 100% | $2.69 | $2.99 | 10.93% | Signal | |
| 1993-06-23 | 1993-07-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 1993-04-30 | 1993-06-23 | Completed | 100% | $2.71 | $2.53 | -6.94% | Stop | |
| 1993-04-07 | 1993-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 1992-03-13 | 1993-04-07 | Completed | 100% | $2.68 | $2.79 | 3.96% | Stop | |
| 1992-02-20 | 1992-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1990-11-06 | 1992-02-20 | Completed | 100% | $1.41 | $2.62 | 85.27% | Stop | |
| 1990-10-15 | 1990-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 1990-08-22 | 1990-10-15 | Completed | 100% | $1.38 | $1.31 | -4.92% | Stop | |
| 1990-07-31 | 1990-08-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1989-11-08 | 1990-07-31 | Completed | 100% | $1.04 | $1.58 | 51.87% | Stop | |
| 1989-10-17 | 1989-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-05-22 | 1989-10-17 | Completed | 100% | $0.99 | $1.04 | 5.26% | Stop | |
| 1989-02-27 | 1989-05-22 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.78% | Interest Income | |
| 1989-02-02 | 1989-02-27 | Completed | 100% | $0.85 | $0.79 | -6.66% | Stop | |
| 1988-09-02 | 1989-02-02 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.19% | Interest Income | |
| 1988-06-06 | 1988-09-02 | Completed | 100% | $0.71 | $0.75 | 5.01% | Signal | |
| 1988-05-12 | 1988-06-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-12-23 | 1988-05-12 | Completed | 100% | $0.65 | $0.65 | 0.08% | Stop | |
| 1987-12-01 | 1987-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-11-10 | 1987-12-01 | Completed | 100% | $0.67 | $0.59 | -11.16% | Stop | |
| 1987-10-19 | 1987-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-10-14 | 1987-10-19 | Completed | 100% | $0.86 | $0.54 | -36.72% | Stop | |
| 1987-09-22 | 1987-10-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-10-08 | 1987-09-22 | Completed | 100% | $0.53 | $0.86 | 60.73% | Stop | |
| 1986-09-16 | 1986-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-08-07 | 1986-09-16 | Completed | 100% | $0.55 | $0.49 | -11.07% | Stop | |
| 1986-07-16 | 1986-08-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-08-22 | 1986-07-16 | Completed | 100% | $0.31 | $0.55 | 76.36% | Stop | |
| 1985-07-31 | 1985-08-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-12-31 | 1985-07-31 | Completed | 100% | $0.23 | $0.29 | 27.45% | Stop | |
| 1984-12-06 | 1984-12-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-03-01 | 1984-12-06 | Completed | 100% | $0.20 | $0.23 | 19.81% | Stop | |
| 1984-02-07 | 1984-03-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-01-13 | 1984-02-07 | Completed | 100% | $0.22 | $0.19 | -13.26% | Stop | |
| 1983-12-20 | 1984-01-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-09-15 | 1983-12-20 | Completed | 100% | $0.23 | $0.23 | 0.37% | Stop | |
| 1983-08-23 | 1983-09-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-01-28 | 1983-08-23 | Completed | 100% | $0.14 | $0.24 | 63.10% | Stop | |
| 1983-01-06 | 1983-01-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-09-03 | 1983-01-06 | Completed | 100% | $0.10 | $0.14 | 38.43% | Stop | |
| 1982-08-12 | 1982-09-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-10-01 | 1982-08-12 | Completed | 100% | $0.06 | $0.08 | 37.12% | Stop | |
| 1981-09-09 | 1981-10-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-02-26 | 1981-09-09 | Completed | 100% | $0.04 | $0.05 | 9.17% | Stop | |
| 1981-02-03 | 1981-02-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-03-26 | 1981-02-03 | Completed | 100% | $0.02 | $0.04 | 93.71% | Stop | |
| 1980-03-04 | 1980-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-11-01 | 1980-03-04 | Completed | 100% | $0.02 | $0.02 | 4.79% | Stop | |
| 1979-10-10 | 1979-11-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-11-14 | 1979-10-10 | Completed | 100% | $0.02 | $0.02 | 42.16% | Stop | |
| 1978-10-23 | 1978-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-01-26 | 1978-10-23 | Completed | 100% | $0.01 | $0.02 | 38.47% | Stop | |
| 1977-05-02 | 1978-01-26 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.72% | Interest Income | |
| 1977-02-24 | 1977-05-02 | Completed | 100% | $0.01 | $0.01 | -11.00% | Stop | |
| 1977-02-01 | 1977-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-08-18 | 1977-02-01 | Completed | 100% | $0.01 | $0.01 | 3.03% | Stop | |
| 1976-07-27 | 1976-08-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-06-24 | 1976-07-27 | Completed | 100% | $0.01 | $0.01 | -10.43% | Stop | |
| 1976-06-02 | 1976-06-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-05-18 | 1976-06-02 | Completed | 100% | $0.01 | $0.01 | -11.81% | Stop | |
| 1976-04-26 | 1976-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-01-16 | 1976-04-26 | Completed | 100% | $0.01 | $0.01 | -0.80% | Stop | |
| 1975-12-23 | 1976-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-10-07 | 1975-12-23 | Completed | 100% | $0.01 | $0.01 | 2.02% | Stop | |
| 1974-11-07 | 1975-10-07 | Interest (CASH) | 100% | $1.00 | $1.07 | 7.09% | Interest Income | |