XOM
Exxon Mobil Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for XOM (Exxon Mobil Corp) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -44.5% (compared to the benchmark's drawdown of -62.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.1%, compared to a Buy-and-Hold benchmark return of 13.0%. The strategy executed 62 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
XOM Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 51.54% | 46.21% | 14.28% | 26.43% | 4.63% | 10.15% | 9.13% | 12.99% |
| Sharpe Ratio | 1.82 | 1.53 | 0.59 | 0.88 | 0.24 | 0.34 | 0.49 | 0.51 |
| Max Drawdown | -19.72% | -20.11% | -35.56% | -20.51% | -36.77% | -61.01% | -44.55% | -62.40% |
| % Time Invested | 82.1% | 100.0% | 70.4% | 100.0% | 58.3% | 100.0% | 70.5% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.8 | 0.0 | 1.6 | 0.0 | 1.1 | 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 | |
| 2025-08-12 | 2026-04-20 | Completed | 100% | $103.05 | $146.39 | 41.98% | Stop | |
| 2025-07-01 | 2025-08-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.50% | Interest Income | |
| 2025-06-17 | 2025-07-01 | Completed | 100% | $110.43 | $104.79 | -5.15% | Stop | |
| 2024-12-20 | 2025-06-17 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.05% | Interest Income | |
| 2024-03-28 | 2024-12-20 | Completed | 100% | $107.32 | $100.36 | -6.53% | Stop | |
| 2023-11-17 | 2024-03-28 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.89% | Interest Income | |
| 2023-09-06 | 2023-11-17 | Completed | 100% | $103.50 | $94.85 | -8.40% | Stop | |
| 2023-07-10 | 2023-09-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.88% | Interest Income | |
| 2023-04-10 | 2023-07-10 | Completed | 100% | $102.94 | $93.15 | -9.56% | Signal | |
| 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 | |
| 2021-08-11 | 2022-06-21 | Completed | 100% | $48.42 | $77.45 | 59.88% | Stop | |
| 2021-07-20 | 2021-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-01-13 | 2021-07-20 | Completed | 100% | $39.14 | $46.18 | 17.94% | 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 | |
| 2019-06-20 | 2019-09-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2019-02-20 | 2019-06-20 | Completed | 100% | $56.42 | $55.57 | -1.56% | Signal | |
| 2018-12-19 | 2019-02-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2018-05-15 | 2018-12-19 | Completed | 100% | $57.16 | $51.63 | -9.71% | Stop | |
| 2018-03-22 | 2018-05-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2018-03-07 | 2018-03-22 | Completed | 100% | $51.85 | $51.45 | -0.82% | Signal | |
| 2018-02-12 | 2018-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-11-01 | 2018-02-12 | Completed | 100% | $56.54 | $53.26 | -5.84% | Stop | |
| 2017-02-15 | 2017-11-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 2016-12-14 | 2017-02-15 | Completed | 100% | $60.82 | $54.97 | -9.65% | Signal | |
| 2016-11-10 | 2016-12-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2016-03-07 | 2016-11-10 | Completed | 100% | $52.88 | $56.63 | 7.03% | Signal | |
| 2015-12-30 | 2016-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2015-12-24 | 2015-12-30 | Completed | 100% | $51.11 | $49.87 | -2.48% | Signal | |
| 2014-10-09 | 2015-12-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2013-11-22 | 2014-10-09 | Completed | 100% | $56.84 | $57.48 | 1.07% | Signal | |
| 2013-10-04 | 2013-11-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-20 | 2013-10-04 | Completed | 100% | $45.84 | $51.32 | 11.90% | Signal | |
| 2011-08-05 | 2011-12-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-11-04 | 2011-08-05 | Completed | 100% | $37.73 | $42.10 | 11.51% | Stop | |
| 2010-01-29 | 2010-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2009-07-22 | 2010-01-29 | Completed | 100% | $37.33 | $35.22 | -5.70% | Stop | |
| 2009-01-13 | 2009-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2009-01-05 | 2009-01-13 | Completed | 100% | $42.94 | $40.39 | -5.97% | Stop | |
| 2008-07-17 | 2009-01-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2008-04-23 | 2008-07-17 | Completed | 100% | $49.05 | $42.49 | -13.42% | Stop | |
| 2008-03-11 | 2008-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2008-02-14 | 2008-03-11 | Completed | 100% | $44.56 | $43.68 | -2.02% | Signal | |
| 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 | |
| 2006-01-19 | 2007-08-17 | Completed | 100% | $30.33 | $42.47 | 39.93% | Stop | |
| 2005-12-02 | 2006-01-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2005-11-14 | 2005-12-02 | Completed | 100% | $28.40 | $29.70 | 4.52% | Signal | |
| 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 | |
| 2003-04-14 | 2005-05-16 | Completed | 100% | $16.05 | $26.48 | 64.89% | Stop | |
| 2002-07-12 | 2003-04-14 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.04% | Interest Income | |
| 2002-03-25 | 2002-07-12 | Completed | 100% | $19.74 | $17.11 | -13.33% | Stop | |
| 2001-08-28 | 2002-03-25 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.09% | Interest Income | |
| 2001-06-04 | 2001-08-28 | Completed | 100% | $20.15 | $18.55 | -7.98% | Signal | |
| 2001-02-23 | 2001-06-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.11% | Interest Income | |
| 2001-02-09 | 2001-02-23 | Completed | 100% | $18.92 | $18.75 | -0.93% | Signal | |
| 2001-01-18 | 2001-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2000-05-10 | 2001-01-18 | Completed | 100% | $17.42 | $17.89 | 2.65% | Stop | |
| 2000-04-04 | 2000-05-10 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2000-03-20 | 2000-04-04 | Completed | 100% | $16.66 | $17.48 | 4.87% | Signal | |
| 2000-02-25 | 2000-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 1999-12-20 | 2000-02-25 | Completed | 100% | $18.10 | $15.86 | -12.39% | Stop | |
| 1999-11-04 | 1999-12-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 1999-10-21 | 1999-11-04 | Completed | 100% | $16.32 | $15.93 | -2.45% | Signal | |
| 1999-09-29 | 1999-10-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1999-04-12 | 1999-09-29 | Completed | 100% | $15.98 | $16.48 | 3.07% | Stop | |
| 1999-03-04 | 1999-04-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.46% | 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 | |
| 1998-03-20 | 1998-09-02 | Completed | 100% | $13.59 | $14.02 | 3.07% | Stop | |
| 1998-02-05 | 1998-03-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 1997-11-20 | 1998-02-05 | Completed | 100% | $12.89 | $12.88 | -0.15% | Signal | |
| 1997-10-29 | 1997-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1994-12-06 | 1997-10-29 | Completed | 100% | $5.54 | $12.64 | 127.84% | Stop | |
| 1994-05-06 | 1994-12-06 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.75% | Interest Income | |
| 1994-02-01 | 1994-05-06 | Completed | 100% | $5.91 | $5.48 | -7.32% | Signal | |
| 1993-12-14 | 1994-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 1993-02-10 | 1993-12-14 | Completed | 100% | $5.34 | $5.61 | 5.01% | Signal | |
| 1993-01-13 | 1993-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 1992-05-27 | 1993-01-13 | Completed | 100% | $5.27 | $5.10 | -3.32% | Signal | |
| 1992-03-23 | 1992-05-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 1989-06-28 | 1992-03-23 | Completed | 100% | $3.26 | $4.50 | 37.92% | Signal | |
| 1989-04-21 | 1989-06-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.42% | Interest Income | |
| 1989-01-31 | 1989-04-21 | Completed | 100% | $3.22 | $3.10 | -3.78% | Signal | |
| 1989-01-04 | 1989-01-31 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 1988-05-12 | 1989-01-04 | Completed | 100% | $2.99 | $3.03 | 1.52% | Signal | |
| 1988-04-20 | 1988-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-04-14 | 1988-04-20 | Completed | 100% | $3.02 | $2.82 | -6.47% | Stop | |
| 1987-11-27 | 1988-04-14 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.88% | Interest Income | |
| 1987-11-11 | 1987-11-27 | Completed | 100% | $2.65 | $2.60 | -1.62% | Signal | |
| 1987-10-20 | 1987-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-09-28 | 1987-10-20 | Completed | 100% | $0.65 | $2.63 | 306.59% | Stop | |
| 1982-05-27 | 1982-09-28 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.58% | Interest Income | |
| 1982-05-12 | 1982-05-27 | Completed | 100% | $0.66 | $0.63 | -4.73% | Stop | |
| 1981-04-01 | 1982-05-12 | Interest (CASH) | 100% | $1.00 | $1.09 | 8.77% | Interest Income | |
| 1981-03-05 | 1981-04-01 | Completed | 100% | $0.69 | $0.67 | -3.39% | Signal | |
| 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 | |
| 1978-05-11 | 1980-03-26 | Completed | 100% | $0.38 | $0.50 | 33.00% | Stop | |
| 1977-09-16 | 1978-05-11 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.03% | Interest Income | |
| 1977-05-16 | 1977-09-16 | Completed | 100% | $0.38 | $0.36 | -4.26% | Signal | |
| 1977-04-22 | 1977-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-12-03 | 1977-04-22 | Completed | 100% | $0.37 | $0.38 | 4.09% | Signal | |
| 1976-11-10 | 1976-12-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-02-18 | 1976-11-10 | Completed | 100% | $0.24 | $0.35 | 47.36% | Stop | |
| 1974-11-20 | 1975-02-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.81% | Interest Income | |
| 1974-10-15 | 1974-11-20 | Completed | 100% | $0.20 | $0.19 | -5.69% | Stop | |
| 1974-01-14 | 1974-10-15 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.88% | Interest Income | |
| 1974-01-10 | 1974-01-14 | Completed | 100% | $0.27 | $0.26 | -5.10% | Signal | |
| 1973-12-17 | 1974-01-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-11-19 | 1973-12-17 | Completed | 100% | $0.29 | $0.27 | -6.53% | Signal | |
| 1973-09-13 | 1973-11-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.42% | Interest Income | |
| 1972-03-13 | 1973-09-13 | Completed | 100% | $0.20 | $0.25 | 22.76% | Stop | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |