XOM
Exxon Mobil Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for XOM (Exxon Mobil Corp) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -54.7% (compared to the benchmark's drawdown of -62.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.1%, compared to a Buy-and-Hold benchmark return of 13.0%. The strategy executed 55 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
XOM Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 7.98% | 46.21% | 13.44% | 26.43% | 2.13% | 10.15% | 7.11% | 12.99% |
| Sharpe Ratio | 0.42 | 1.53 | 0.53 | 0.88 | 0.11 | 0.34 | 0.36 | 0.51 |
| Max Drawdown | -19.72% | -20.11% | -25.53% | -20.51% | -43.66% | -61.01% | -54.69% | -62.40% |
| % Time Invested | 51.6% | 100.0% | 81.8% | 100.0% | 61.4% | 100.0% | 72.4% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.8 | 0.0 | 1.6 | 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 | ||||||||
| 2026-04-20 | 2026-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-20 | 2026-04-20 | Completed | 100% | $149.48 | $146.39 | -2.12% | Stop | |
| 2025-10-10 | 2026-02-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.33% | Interest Income | |
| 2025-05-01 | 2025-10-10 | Completed | 100% | $100.92 | $109.80 | 8.75% | Signal | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-10-30 | 2025-04-08 | Completed | 100% | $111.07 | $101.27 | -8.87% | Stop | |
| 2024-09-26 | 2024-10-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2023-12-12 | 2024-09-26 | Completed | 100% | $90.82 | $104.92 | 15.46% | Signal | |
| 2023-11-17 | 2023-12-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-04-10 | 2023-11-17 | Completed | 100% | $102.94 | $94.85 | -7.90% | Stop | |
| 2023-03-16 | 2023-04-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-10-18 | 2023-03-16 | Completed | 100% | $89.65 | $88.88 | -0.90% | Stop | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-07-14 | 2022-09-26 | Completed | 100% | $71.57 | $74.96 | 4.68% | Stop | |
| 2022-06-21 | 2022-07-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2021-07-28 | 2022-06-21 | Completed | 100% | $48.26 | $77.45 | 60.41% | Stop | |
| 2021-01-27 | 2021-07-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-01-13 | 2021-01-27 | Completed | 100% | $39.14 | $36.29 | -7.32% | Stop | |
| 2019-10-03 | 2021-01-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 2019-09-09 | 2019-10-03 | Completed | 100% | $52.51 | $49.44 | -5.89% | Stop | |
| 2019-06-11 | 2019-09-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2019-02-20 | 2019-06-11 | Completed | 100% | $56.42 | $55.03 | -2.51% | Signal | |
| 2018-12-19 | 2019-02-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2018-09-25 | 2018-12-19 | Completed | 100% | $61.40 | $51.63 | -15.95% | Stop | |
| 2018-08-16 | 2018-09-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2018-05-15 | 2018-08-16 | Completed | 100% | $57.16 | $54.52 | -4.66% | Stop | |
| 2017-11-24 | 2018-05-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2017-09-12 | 2017-11-24 | Completed | 100% | $53.83 | $55.73 | 3.47% | Signal | |
| 2017-08-18 | 2017-09-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2016-09-12 | 2017-08-18 | Completed | 100% | $56.70 | $51.65 | -8.95% | Stop | |
| 2015-07-06 | 2016-09-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2014-11-07 | 2015-07-06 | Completed | 100% | $58.97 | $51.54 | -12.65% | Signal | |
| 2014-10-16 | 2014-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-29 | 2014-10-16 | Completed | 100% | $41.43 | $54.14 | 30.62% | Stop | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-11-08 | 2011-08-05 | Completed | 100% | $38.34 | $42.10 | 9.76% | Stop | |
| 2010-01-28 | 2010-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2009-07-22 | 2010-01-28 | Completed | 100% | $37.33 | $35.59 | -4.69% | Stop | |
| 2009-01-07 | 2009-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-11-03 | 2009-01-07 | Completed | 100% | $38.58 | $41.87 | 8.46% | Signal | |
| 2008-10-10 | 2008-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-08-08 | 2008-10-10 | Completed | 100% | $40.19 | $33.54 | -16.57% | Stop | |
| 2008-07-17 | 2008-08-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-02-14 | 2008-07-17 | Completed | 100% | $44.56 | $42.49 | -4.70% | Stop | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2007-09-11 | 2008-01-23 | Completed | 100% | $43.96 | $41.45 | -5.76% | Stop | |
| 2007-08-17 | 2007-09-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2005-11-14 | 2007-08-17 | Completed | 100% | $28.40 | $42.47 | 49.43% | Stop | |
| 2005-10-21 | 2005-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2005-06-08 | 2005-10-21 | Completed | 100% | $28.39 | $27.49 | -3.20% | Stop | |
| 2005-05-16 | 2005-06-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2004-01-22 | 2005-05-16 | Completed | 100% | $19.82 | $26.48 | 33.53% | Stop | |
| 2003-11-06 | 2004-01-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2003-09-04 | 2003-11-06 | Completed | 100% | $18.05 | $17.05 | -5.57% | Stop | |
| 2001-12-04 | 2003-09-04 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.49% | Interest Income | |
| 2001-10-12 | 2001-12-04 | Completed | 100% | $19.00 | $17.25 | -9.23% | Signal | |
| 2001-09-20 | 2001-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2001-02-09 | 2001-09-20 | Completed | 100% | $18.92 | $16.90 | -10.71% | Stop | |
| 2001-01-18 | 2001-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2000-03-08 | 2001-01-18 | Completed | 100% | $16.94 | $17.89 | 5.55% | Stop | |
| 2000-02-14 | 2000-03-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1999-10-21 | 2000-02-14 | Completed | 100% | $16.32 | $16.29 | -0.23% | Stop | |
| 1999-09-29 | 1999-10-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1999-03-26 | 1999-09-29 | Completed | 100% | $15.34 | $16.48 | 7.38% | Stop | |
| 1999-03-04 | 1999-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-09-25 | 1999-03-04 | Completed | 100% | $14.56 | $14.05 | -3.50% | Stop | |
| 1998-09-02 | 1998-09-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1997-11-20 | 1998-09-02 | Completed | 100% | $12.89 | $14.02 | 8.67% | Stop | |
| 1997-10-29 | 1997-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1995-07-18 | 1997-10-29 | Completed | 100% | $6.89 | $12.64 | 83.43% | Stop | |
| 1994-09-06 | 1995-07-18 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.84% | Interest Income | |
| 1990-04-30 | 1994-09-06 | Completed | 100% | $3.36 | $5.46 | 62.40% | Signal | |
| 1989-10-31 | 1990-04-30 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.84% | Interest Income | |
| 1989-09-20 | 1989-10-31 | Completed | 100% | $3.27 | $3.31 | 1.34% | Signal | |
| 1989-05-11 | 1989-09-20 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.76% | Interest Income | |
| 1989-03-22 | 1989-05-11 | Completed | 100% | $3.17 | $3.02 | -4.68% | Signal | |
| 1988-10-06 | 1989-03-22 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.50% | Interest Income | |
| 1987-12-30 | 1988-10-06 | Completed | 100% | $2.57 | $3.05 | 18.44% | Signal | |
| 1987-12-07 | 1987-12-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-11-11 | 1987-12-07 | Completed | 100% | $2.65 | $2.45 | -7.59% | Stop | |
| 1987-10-20 | 1987-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-05-25 | 1987-10-20 | Completed | 100% | $0.86 | $2.63 | 204.12% | Stop | |
| 1982-05-27 | 1983-05-25 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.83% | Interest Income | |
| 1982-05-12 | 1982-05-27 | Completed | 100% | $0.66 | $0.63 | -4.73% | Stop | |
| 1982-01-08 | 1982-05-12 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.61% | Interest Income | |
| 1981-10-19 | 1982-01-08 | Completed | 100% | $0.61 | $0.63 | 3.24% | Signal | |
| 1981-09-25 | 1981-10-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-03-05 | 1981-09-25 | Completed | 100% | $0.69 | $0.61 | -11.04% | Stop | |
| 1981-02-10 | 1981-03-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-04-18 | 1981-02-10 | Completed | 100% | $0.51 | $0.71 | 38.64% | Stop | |
| 1980-03-26 | 1980-04-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-08-03 | 1980-03-26 | Completed | 100% | $0.38 | $0.50 | 30.26% | Stop | |
| 1977-12-22 | 1978-08-03 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.71% | Interest Income | |
| 1977-11-17 | 1977-12-22 | Completed | 100% | $0.37 | $0.35 | -3.18% | Signal | |
| 1977-10-26 | 1977-11-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-12-03 | 1977-10-26 | Completed | 100% | $0.37 | $0.35 | -5.41% | Stop | |
| 1976-11-10 | 1976-12-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-06-03 | 1976-11-10 | Completed | 100% | $0.30 | $0.35 | 18.06% | Stop | |
| 1974-11-20 | 1975-06-03 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.06% | Interest Income | |
| 1974-10-15 | 1974-11-20 | Completed | 100% | $0.20 | $0.19 | -5.69% | Stop | |
| 1974-05-17 | 1974-10-15 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.16% | Interest Income | |
| 1974-03-07 | 1974-05-17 | Completed | 100% | $0.26 | $0.22 | -14.09% | Stop | |
| 1974-02-12 | 1974-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-10-05 | 1974-02-12 | Completed | 100% | $0.28 | $0.24 | -13.48% | Stop | |
| 1973-09-13 | 1973-10-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1972-10-04 | 1973-09-13 | Completed | 100% | $0.23 | $0.25 | 8.09% | Stop | |
| 1972-07-07 | 1972-10-04 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.87% | Interest Income | |
| 1972-03-13 | 1972-07-07 | Completed | 100% | $0.20 | $0.21 | 0.97% | Signal | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |