AMZN
Amazon.com Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-12
Executive Summary
The quantitative backtest for AMZN (Amazon.com Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -53.8% (compared to the benchmark's drawdown of -94.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.5%, compared to a Buy-and-Hold benchmark return of 18.4%. The strategy executed 67 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
AMZN Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 10.55% | 11.88% | 6.89% | 7.12% | 15.98% | 20.91% | 14.47% | 18.42% |
| Sharpe Ratio | 0.35 | 0.37 | 0.25 | 0.19 | 0.58 | 0.59 | 0.45 | 0.35 |
| Max Drawdown | -22.45% | -21.74% | -36.17% | -56.15% | -40.05% | -56.15% | -53.75% | -94.40% |
| % Time Invested | 87.3% | 100.0% | 71.9% | 100.0% | 80.2% | 100.0% | 65.5% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.8 | 0.0 | 1.8 | 0.0 | 2.5 | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-03-04 | Pending (2026-06-13) | Pending Sell | 100% | $210.47 | — | —% | Stop |
| 2026-02-09 | 2026-03-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2025-12-17 | 2026-02-09 | Completed | 100% | $224.66 | $208.97 | -6.98% | Stop |
| 2025-11-24 | 2025-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2025-04-30 | 2025-11-24 | Completed | 100% | $182.17 | $222.56 | 22.17% | Stop |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-20 | 2025-04-07 | Completed | 100% | $193.07 | $162.00 | -16.09% | Stop |
| 2025-02-26 | 2025-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-27 | 2025-02-26 | Completed | 100% | $174.15 | $214.94 | 23.42% | Stop |
| 2024-08-05 | 2024-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2023-05-11 | 2024-08-05 | Completed | 100% | $111.03 | $154.21 | 38.89% | Stop |
| 2022-07-27 | 2023-05-11 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.30% | Interest Income |
| 2022-07-22 | 2022-07-27 | Completed | 100% | $125.01 | $117.31 | -6.16% | Stop |
| 2022-06-14 | 2022-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2022-05-18 | 2022-06-14 | Completed | 100% | $111.44 | $104.19 | -6.51% | Stop |
| 2022-04-26 | 2022-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-03-31 | 2022-04-26 | Completed | 100% | $166.45 | $144.80 | -13.00% | Stop |
| 2022-03-09 | 2022-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-02-03 | 2022-03-09 | Completed | 100% | $141.74 | $139.50 | -1.58% | Stop |
| 2022-01-11 | 2022-02-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-03-30 | 2022-01-11 | Completed | 100% | $153.50 | $161.50 | 5.21% | Stop |
| 2021-03-08 | 2021-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-10-12 | 2021-03-08 | Completed | 100% | $167.50 | $150.75 | -10.00% | Stop |
| 2020-09-18 | 2020-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-24 | 2020-09-18 | Completed | 100% | $97.57 | $151.59 | 55.35% | Stop |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2019-10-22 | 2020-03-02 | Completed | 100% | $89.41 | $95.32 | 6.62% | Stop |
| 2019-09-30 | 2019-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-01-18 | 2019-09-30 | Completed | 100% | $85.60 | $86.35 | 0.88% | Stop |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-12-17 | 2018-12-26 | Completed | 100% | $78.30 | $68.44 | -12.59% | Stop |
| 2018-11-21 | 2018-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-11-05 | 2018-11-21 | Completed | 100% | $82.88 | $77.15 | -6.91% | Stop |
| 2018-10-12 | 2018-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-04-25 | 2018-10-12 | Completed | 100% | $72.90 | $90.40 | 24.01% | Stop |
| 2018-04-03 | 2018-04-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-12-06 | 2018-04-03 | Completed | 100% | $38.20 | $69.57 | 82.12% | Stop |
| 2016-11-11 | 2016-12-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2016-02-08 | 2016-11-11 | Completed | 100% | $24.32 | $36.79 | 51.24% | Stop |
| 2016-01-14 | 2016-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-09-17 | 2016-01-14 | Completed | 100% | $26.35 | $29.01 | 10.11% | Stop |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-02-09 | 2015-08-25 | Completed | 100% | $18.55 | $24.37 | 31.40% | Stop |
| 2015-01-15 | 2015-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-11-10 | 2015-01-15 | Completed | 100% | $15.00 | $14.70 | -2.00% | Stop |
| 2014-10-17 | 2014-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-08-26 | 2014-10-17 | Completed | 100% | $16.85 | $15.36 | -8.86% | Stop |
| 2014-08-04 | 2014-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-04-30 | 2014-08-04 | Completed | 100% | $14.90 | $15.44 | 3.60% | Stop |
| 2014-04-07 | 2014-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-02-27 | 2014-04-07 | Completed | 100% | $17.86 | $16.05 | -10.14% | Stop |
| 2014-02-04 | 2014-02-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-12-11 | 2014-02-04 | Completed | 100% | $12.43 | $17.48 | 40.68% | Stop |
| 2012-11-16 | 2012-12-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-12-15 | 2012-11-16 | Completed | 100% | $9.10 | $11.07 | 21.57% | Stop |
| 2011-11-22 | 2011-12-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-10-27 | 2011-11-22 | Completed | 100% | $10.21 | $9.35 | -8.47% | Stop |
| 2011-10-05 | 2011-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-31 | 2011-10-05 | Completed | 100% | $10.61 | $10.63 | 0.12% | Stop |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-04-07 | 2011-08-09 | Completed | 100% | $9.14 | $9.84 | 7.62% | Stop |
| 2011-03-16 | 2011-04-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-07-23 | 2011-03-16 | Completed | 100% | $5.30 | $8.23 | 55.48% | Stop |
| 2010-06-30 | 2010-07-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-05-28 | 2010-06-30 | Completed | 100% | $6.30 | $5.43 | -13.87% | Stop |
| 2010-05-06 | 2010-05-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-02-17 | 2010-05-06 | Completed | 100% | $5.85 | $6.50 | 11.04% | Stop |
| 2010-01-25 | 2010-02-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-11-03 | 2010-01-25 | Completed | 100% | $5.88 | $6.11 | 3.76% | Stop |
| 2009-02-19 | 2009-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2009-02-09 | 2009-02-19 | Completed | 100% | $3.33 | $3.14 | -5.59% | Signal |
| 2009-01-15 | 2009-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2008-12-08 | 2009-01-15 | Completed | 100% | $2.46 | $2.43 | -1.20% | Stop |
| 2008-11-13 | 2008-12-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2008-11-07 | 2008-11-13 | Completed | 100% | $2.39 | $2.07 | -13.32% | Stop |
| 2008-10-16 | 2008-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2008-10-10 | 2008-10-16 | Completed | 100% | $2.65 | $2.32 | -12.44% | Stop |
| 2008-09-18 | 2008-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2008-07-25 | 2008-09-18 | Completed | 100% | $3.98 | $3.65 | -8.23% | Stop |
| 2008-07-02 | 2008-07-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2008-03-26 | 2008-07-02 | Completed | 100% | $3.71 | $3.71 | 0.03% | Stop |
| 2008-03-03 | 2008-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2008-02-04 | 2008-03-03 | Completed | 100% | $3.72 | $3.18 | -14.64% | Stop |
| 2008-01-10 | 2008-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2007-11-16 | 2008-01-10 | Completed | 100% | $3.85 | $4.20 | 9.05% | Stop |
| 2007-10-25 | 2007-11-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-09-05 | 2007-10-25 | Completed | 100% | $4.11 | $4.41 | 7.28% | Stop |
| 2007-08-13 | 2007-09-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2007-06-21 | 2007-08-13 | Completed | 100% | $3.46 | $3.80 | 10.02% | Stop |
| 2006-08-18 | 2007-06-21 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.16% | Interest Income |
| 2006-08-08 | 2006-08-18 | Completed | 100% | $1.34 | $1.45 | 8.54% | Signal |
| 2006-07-17 | 2006-08-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2006-05-10 | 2006-07-17 | Completed | 100% | $1.73 | $1.64 | -5.45% | Stop |
| 2005-03-28 | 2006-05-10 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.25% | Interest Income |
| 2005-03-01 | 2005-03-28 | Completed | 100% | $1.75 | $1.65 | -5.59% | Signal |
| 2005-02-04 | 2005-03-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2004-11-16 | 2005-02-04 | Completed | 100% | $2.03 | $1.78 | -11.98% | Stop |
| 2004-10-25 | 2004-11-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2004-08-11 | 2004-10-25 | Completed | 100% | $1.82 | $1.70 | -6.59% | Stop |
| 2004-07-20 | 2004-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2004-06-03 | 2004-07-20 | Completed | 100% | $2.49 | $2.31 | -7.44% | Stop |
| 2004-05-11 | 2004-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2004-02-24 | 2004-05-11 | Completed | 100% | $2.20 | $2.10 | -4.55% | Stop |
| 2004-01-30 | 2004-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2003-12-05 | 2004-01-30 | Completed | 100% | $2.56 | $2.47 | -3.34% | Stop |
| 2003-11-12 | 2003-12-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2003-08-14 | 2003-11-12 | Completed | 100% | $2.00 | $2.63 | 31.69% | Stop |
| 2003-07-23 | 2003-08-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2003-01-22 | 2003-07-23 | Completed | 100% | $1.04 | $1.89 | 81.75% | Stop |
| 2002-12-27 | 2003-01-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2002-10-01 | 2002-12-27 | Completed | 100% | $0.81 | $1.00 | 23.04% | Stop |
| 2001-02-01 | 2002-10-01 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.29% | Interest Income |
| 2001-01-18 | 2001-02-01 | Completed | 100% | $0.92 | $0.86 | -6.46% | Stop |
| 2000-10-19 | 2001-01-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.43% | Interest Income |
| 2000-10-13 | 2000-10-19 | Completed | 100% | $1.21 | $1.33 | 9.54% | Stop |
| 2000-09-21 | 2000-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2000-08-17 | 2000-09-21 | Completed | 100% | $1.90 | $1.87 | -1.48% | Stop |
| 2000-07-26 | 2000-08-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2000-07-07 | 2000-07-26 | Completed | 100% | $1.81 | $1.75 | -2.94% | Stop |
| 2000-06-14 | 2000-07-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-06-05 | 2000-06-14 | Completed | 100% | $2.75 | $2.47 | -10.39% | Stop |
| 2000-05-11 | 2000-06-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2000-04-27 | 2000-05-11 | Completed | 100% | $2.47 | $2.70 | 9.38% | Stop |
| 2000-04-04 | 2000-04-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-02-24 | 2000-04-04 | Completed | 100% | $3.53 | $3.14 | -10.89% | Stop |
| 2000-02-01 | 2000-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2000-01-19 | 2000-02-01 | Completed | 100% | $3.21 | $3.38 | 5.26% | Stop |
| 1999-12-27 | 2000-01-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1999-11-22 | 1999-12-27 | Completed | 100% | $3.89 | $4.39 | 12.68% | Stop |
| 1999-10-29 | 1999-11-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 1999-10-22 | 1999-10-29 | Completed | 100% | $4.07 | $3.64 | -10.67% | Stop |
| 1999-09-30 | 1999-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 1999-08-30 | 1999-09-30 | Completed | 100% | $3.19 | $3.99 | 25.13% | Stop |
| 1999-08-06 | 1999-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1999-07-30 | 1999-08-06 | Completed | 100% | $2.55 | $2.42 | -5.39% | Stop |
| 1999-07-28 | 1999-07-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |