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Technical

Trend Trio Confirmation

Three moving averages aligned bullish — the conservative trend signal.

S&P 500 Universe · Monthly Rebalance · Jan 2023 – May 2026

Growth of $100

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Trend Trio Confirmation
S&P 500

Performance Summary (2023–2026)

+273%
3-Year Cumulative Return
+169%
vs. S&P 500 (buy & hold)
1.89
Sharpe Ratio
-17%
Max Drawdown
49.2%
Annualized Return
93%
Monthly Turnover

How it's built

Uses the Bull/Bear Index (BBI), a composite of 3, 6, 12, and 24-day moving averages. Stocks with price comfortably above all four MAs score highest. The multi-MA confirmation filters out fleeting moves and keeps the portfolio in established but still-young trends.

Signals used
tech_bbi

Why it works

Single-MA strategies whipsaw on noise. Requiring agreement across multiple lookbacks acts as a built-in filter — the signal only fires when short, medium, and long horizons all confirm. Historically achieves the lowest drawdown (-15.5%) of any factor in this gallery.

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Past performance is not indicative of future results. Backtests are simulated and do not account for transaction costs, slippage, taxes, or the impact of large orders on market prices. All figures shown are hypothetical. This is not investment advice. See our full disclaimer for details.