ACN
Accenture Plc - Class A
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for ACN (Accenture Plc - Class A) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -55.7% (compared to the benchmark's drawdown of -68.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.0%, compared to a Buy-and-Hold benchmark return of 10.3%. The strategy executed 29 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
ACN Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.21% | -46.77% | -9.43% | -12.94% | 7.82% | 4.41% | 7.99% | 10.27% |
| Sharpe Ratio | 2.63 | -1.47 | -0.49 | -0.45 | 0.36 | 0.15 | 0.37 | 0.36 |
| Max Drawdown | -1.08% | -56.51% | -55.67% | -68.17% | -55.67% | -68.17% | -55.67% | -68.17% |
| % Time Invested | 0.8% | 100.0% | 52.0% | 100.0% | 74.7% | 100.0% | 75.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.0 | 0.0 | 1.2 | 0.0 | 1.3 | 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 | ||||||||
| 2025-06-11 | 2025-07-28 | Completed | 100% | $312.88 | $274.53 | -12.30% | Signal | |
| 2025-04-25 | 2025-06-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2025-04-01 | 2025-04-25 | Completed | 100% | $302.29 | $284.21 | -6.03% | Signal | |
| 2025-03-10 | 2025-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-05-03 | 2025-03-10 | Completed | 100% | $289.78 | $328.76 | 13.39% | Stop | |
| 2024-04-11 | 2024-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-01-19 | 2024-04-11 | Completed | 100% | $344.97 | $312.32 | -9.51% | Stop | |
| 2023-08-18 | 2024-01-19 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.27% | Interest Income | |
| 2023-07-19 | 2023-08-18 | Completed | 100% | $305.82 | $286.73 | -6.29% | Stop | |
| 2023-05-05 | 2023-07-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.05% | Interest Income | |
| 2023-04-03 | 2023-05-05 | Completed | 100% | $266.30 | $253.98 | -4.67% | Stop | |
| 2022-12-20 | 2023-04-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.29% | Interest Income | |
| 2022-10-10 | 2022-12-20 | Completed | 100% | $243.64 | $237.47 | -2.58% | Stop | |
| 2022-09-16 | 2022-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2022-06-01 | 2022-09-16 | Completed | 100% | $282.36 | $254.43 | -9.94% | Stop | |
| 2022-05-09 | 2022-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-03-31 | 2022-05-09 | Completed | 100% | $312.41 | $269.85 | -13.67% | Stop | |
| 2022-03-09 | 2022-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2022-02-09 | 2022-03-09 | Completed | 100% | $325.49 | $287.91 | -11.59% | Stop | |
| 2022-01-18 | 2022-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2022-01-18 | Completed | 100% | $137.20 | $322.70 | 135.09% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-16 | 2020-03-02 | Completed | 100% | $131.88 | $163.99 | 24.29% | Stop | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-03-04 | 2018-12-21 | Completed | 100% | $86.24 | $125.00 | 44.87% | Stop | |
| 2016-02-10 | 2016-03-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-02-10 | Completed | 100% | $81.91 | $79.00 | -3.60% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-07-24 | 2015-08-25 | Completed | 100% | $58.77 | $78.98 | 34.32% | Stop | |
| 2013-07-01 | 2013-07-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-06-26 | 2013-07-01 | Completed | 100% | $43.55 | $56.84 | 30.47% | Stop | |
| 2012-06-04 | 2012-06-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-01-18 | 2012-06-04 | Completed | 100% | $40.93 | $42.56 | 3.93% | Stop | |
| 2011-12-22 | 2012-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-31 | 2011-12-22 | Completed | 100% | $40.86 | $39.88 | -2.45% | Stop | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-15 | 2011-08-09 | Completed | 100% | $27.72 | $39.96 | 44.11% | Stop | |
| 2010-05-21 | 2010-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-01-21 | 2010-05-21 | Completed | 100% | $31.86 | $27.56 | -13.54% | Stop | |
| 2008-09-12 | 2010-01-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2008-02-14 | 2008-09-12 | Completed | 100% | $25.33 | $25.76 | 1.65% | Signal | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2007-11-29 | 2008-01-23 | Completed | 100% | $24.80 | $23.61 | -4.87% | Stop | |
| 2007-11-06 | 2007-11-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2006-06-14 | 2007-11-06 | Completed | 100% | $18.00 | $26.62 | 47.78% | Stop | |
| 2006-05-22 | 2006-06-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2006-03-14 | 2006-05-22 | Completed | 100% | $21.80 | $18.37 | -15.78% | Stop | |
| 2005-08-24 | 2006-03-14 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.18% | Interest Income | |
| 2005-05-03 | 2005-08-24 | Completed | 100% | $15.20 | $16.92 | 11.25% | Signal | |
| 2005-04-11 | 2005-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2004-11-05 | 2005-04-11 | Completed | 100% | $17.14 | $16.06 | -6.36% | Stop | |
| 2004-10-14 | 2004-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2004-09-07 | 2004-10-14 | Completed | 100% | $17.71 | $16.54 | -6.66% | Stop | |
| 2004-08-13 | 2004-09-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2004-02-06 | 2004-08-13 | Completed | 100% | $15.51 | $15.92 | 2.60% | Stop | |
| 2004-01-14 | 2004-02-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-12-18 | 2004-01-14 | Completed | 100% | $16.81 | $15.65 | -6.97% | Stop | |
| 2003-10-06 | 2003-12-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |