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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -31.5% (compared to the benchmark's drawdown of -68.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.1%, compared to a Buy-and-Hold benchmark return of 10.3%. The strategy executed 33 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
ACN Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.84% | -46.77% | 0.02% | -12.94% | 8.61% | 4.41% | 8.05% | 10.27% |
| Sharpe Ratio | 298.73 | -1.47 | 0.00 | -0.45 | 0.49 | 0.15 | 0.42 | 0.36 |
| Max Drawdown | 0.00% | -56.51% | -30.04% | -68.17% | -30.04% | -68.17% | -31.46% | -68.17% |
| % Time Invested | 0.0% | 100.0% | 41.8% | 100.0% | 65.1% | 100.0% | 67.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.4 | 0.0 | 1.0 | 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 | ||||||||
| 2025-04-01 | 2025-04-11 | Completed | 100% | $302.29 | $275.50 | -8.91% | Signal | |
| 2025-03-10 | 2025-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-09-24 | 2025-03-10 | Completed | 100% | $325.13 | $328.76 | 1.07% | Stop | |
| 2024-08-06 | 2024-09-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2024-07-22 | 2024-08-06 | Completed | 100% | $318.19 | $304.99 | -4.20% | Stop | |
| 2024-05-17 | 2024-07-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.91% | Interest Income | |
| 2024-05-03 | 2024-05-17 | Completed | 100% | $289.78 | $296.70 | 2.34% | Signal | |
| 2024-04-11 | 2024-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-05-30 | 2024-04-11 | Completed | 100% | $288.87 | $312.32 | 8.06% | Stop | |
| 2023-05-05 | 2023-05-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-04-03 | 2023-05-05 | Completed | 100% | $266.30 | $253.98 | -4.67% | Stop | |
| 2022-03-09 | 2023-04-03 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.21% | 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 | |
| 2020-06-24 | 2022-01-18 | Completed | 100% | $186.01 | $322.70 | 73.39% | Stop | |
| 2020-03-26 | 2020-06-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-24 | 2020-03-26 | Completed | 100% | $137.20 | $138.22 | 0.70% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-04-01 | 2020-03-02 | Completed | 100% | $155.56 | $163.99 | 5.37% | Stop | |
| 2018-12-20 | 2019-04-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2016-04-07 | 2018-12-20 | Completed | 100% | $95.14 | $129.42 | 35.95% | Signal | |
| 2016-03-15 | 2016-04-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-03-04 | 2016-03-15 | Completed | 100% | $86.24 | $88.73 | 2.83% | Signal | |
| 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 | |
| 2014-11-03 | 2015-08-25 | Completed | 100% | $66.36 | $78.98 | 18.96% | Stop | |
| 2014-09-19 | 2014-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-12-23 | 2014-09-19 | Completed | 100% | $64.28 | $65.15 | 1.31% | Signal | |
| 2013-09-03 | 2013-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-07-24 | 2013-09-03 | Completed | 100% | $58.77 | $57.30 | -2.56% | Signal | |
| 2013-07-01 | 2013-07-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-08-14 | 2013-07-01 | Completed | 100% | $47.43 | $56.84 | 19.78% | Stop | |
| 2012-07-23 | 2012-08-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-06-26 | 2012-07-23 | Completed | 100% | $43.55 | $44.59 | 2.36% | Signal | |
| 2012-06-04 | 2012-06-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-03-02 | 2012-06-04 | Completed | 100% | $45.39 | $42.56 | -6.28% | Stop | |
| 2012-01-18 | 2012-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-11-04 | 2012-01-18 | Completed | 100% | $44.70 | $40.93 | -8.47% | Signal | |
| 2011-10-03 | 2011-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-31 | 2011-10-03 | Completed | 100% | $40.86 | $39.60 | -3.13% | Signal | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-09-20 | 2011-08-09 | Completed | 100% | $29.94 | $39.96 | 33.40% | Stop | |
| 2010-06-28 | 2010-09-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-06-15 | 2010-06-28 | Completed | 100% | $27.72 | $29.86 | 7.69% | Signal | |
| 2010-05-21 | 2010-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-08 | 2010-05-21 | Completed | 100% | $23.37 | $27.56 | 17.88% | Stop | |
| 2008-10-13 | 2009-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2008-10-08 | 2008-10-13 | Completed | 100% | $21.43 | $22.12 | 3.14% | Stop | |
| 2008-09-16 | 2008-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2008-05-21 | 2008-09-16 | Completed | 100% | $26.81 | $25.56 | -4.70% | Stop | |
| 2007-11-06 | 2008-05-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.19% | Interest Income | |
| 2006-10-19 | 2007-11-06 | Completed | 100% | $22.23 | $26.62 | 19.66% | Stop | |
| 2006-06-16 | 2006-10-19 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.71% | Interest Income | |
| 2006-06-13 | 2006-06-16 | Completed | 100% | $18.15 | $18.31 | 0.87% | Signal | |
| 2006-05-19 | 2006-06-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2005-09-09 | 2006-05-19 | Completed | 100% | $17.65 | $19.17 | 8.54% | Stop | |
| 2005-03-09 | 2005-09-09 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.56% | Interest Income | |
| 2004-11-05 | 2005-03-09 | Completed | 100% | $17.14 | $17.29 | 0.83% | Signal | |
| 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 | |
| 2003-10-08 | 2004-01-14 | Completed | 100% | $15.99 | $15.65 | -2.19% | Stop | |
| 2003-10-06 | 2003-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |