AMZN
Amazon.com Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-12
Executive Summary
The quantitative backtest for AMZN (Amazon.com Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -63.3% (compared to the benchmark's drawdown of -94.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 15.4%, compared to a Buy-and-Hold benchmark return of 18.4%. The strategy executed 61 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
AMZN Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -9.45% | 11.88% | 4.86% | 7.12% | 14.33% | 20.91% | 15.43% | 18.42% |
| Sharpe Ratio | -0.38 | 0.37 | 0.21 | 0.19 | 0.58 | 0.59 | 0.52 | 0.35 |
| Max Drawdown | -21.58% | -21.74% | -31.97% | -56.15% | -32.15% | -56.15% | -63.26% | -94.40% |
| % Time Invested | 71.4% | 100.0% | 60.4% | 100.0% | 68.1% | 100.0% | 58.1% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 1.6 | 0.0 | 1.7 | 0.0 | 2.3 | 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 / 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 |
|---|---|---|---|---|---|---|---|
| 2026-04-15 | Pending (2026-06-13) | Pending Sell | 100% | $249.25 | — | —% | Stop |
| 2026-03-12 | 2026-04-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2026-03-04 | 2026-03-12 | Completed | 100% | $210.47 | $210.39 | -0.04% | Signal |
| 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 |
| 2025-07-09 | 2025-11-24 | Completed | 100% | $221.07 | $222.56 | 0.67% | Stop |
| 2025-04-07 | 2025-07-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.08% | 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 |
| 2023-10-23 | 2024-08-05 | Completed | 100% | $124.63 | $154.21 | 23.73% | Stop |
| 2023-09-29 | 2023-10-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2023-05-11 | 2023-09-29 | Completed | 100% | $111.03 | $128.20 | 15.46% | 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 |
| 2022-01-11 | 2022-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2021-05-12 | 2022-01-11 | Completed | 100% | $159.25 | $161.50 | 1.41% | Stop |
| 2021-04-20 | 2021-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-03-30 | 2021-04-20 | Completed | 100% | $153.50 | $168.68 | 9.89% | Signal |
| 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 |
| 2020-02-06 | 2020-03-02 | Completed | 100% | $102.05 | $95.32 | -6.59% | Stop |
| 2019-09-30 | 2020-02-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2019-04-26 | 2019-09-30 | Completed | 100% | $96.45 | $86.35 | -10.47% | Stop |
| 2018-11-21 | 2019-04-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.01% | 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 |
| 2016-04-22 | 2016-11-11 | Completed | 100% | $31.22 | $36.79 | 17.82% | Stop |
| 2016-03-29 | 2016-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-02-08 | 2016-03-29 | Completed | 100% | $24.32 | $29.01 | 19.26% | Signal |
| 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 |
| 2015-02-20 | 2015-08-25 | Completed | 100% | $18.93 | $24.37 | 28.75% | Stop |
| 2014-10-02 | 2015-02-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-08-19 | 2014-10-02 | Completed | 100% | $16.74 | $15.85 | -5.36% | Stop |
| 2014-05-05 | 2014-08-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-04-30 | 2014-05-05 | Completed | 100% | $14.90 | $15.32 | 2.77% | Signal |
| 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 |
| 2012-05-17 | 2012-11-16 | Completed | 100% | $11.25 | $11.07 | -1.66% | Stop |
| 2011-12-30 | 2012-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2011-12-15 | 2011-12-30 | Completed | 100% | $9.10 | $8.67 | -4.77% | Signal |
| 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 |
| 2010-08-10 | 2011-03-16 | Completed | 100% | $6.40 | $8.23 | 28.72% | Stop |
| 2010-06-30 | 2010-08-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | 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 |
| 2009-09-25 | 2010-01-25 | Completed | 100% | $4.57 | $6.11 | 33.53% | Stop |
| 2009-09-02 | 2009-09-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-04-02 | 2009-09-02 | Completed | 100% | $3.68 | $3.95 | 7.35% | Stop |
| 2008-09-29 | 2009-04-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2008-09-19 | 2008-09-29 | Completed | 100% | $4.01 | $3.42 | -14.62% | Stop |
| 2008-02-29 | 2008-09-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2008-02-04 | 2008-02-29 | Completed | 100% | $3.72 | $3.35 | -10.05% | Signal |
| 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 |
| 2007-02-15 | 2007-08-13 | Completed | 100% | $2.01 | $3.80 | 89.56% | Stop |
| 2007-01-24 | 2007-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2006-11-17 | 2007-01-24 | Completed | 100% | $2.13 | $1.83 | -14.20% | Stop |
| 2006-09-08 | 2006-11-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2006-09-06 | 2006-09-08 | Completed | 100% | $1.59 | $1.51 | -4.94% | Stop |
| 2006-03-10 | 2006-09-06 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.38% | Interest Income |
| 2006-02-28 | 2006-03-10 | Completed | 100% | $1.89 | $1.81 | -4.10% | Signal |
| 2006-02-03 | 2006-02-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2005-11-18 | 2006-02-03 | Completed | 100% | $2.35 | $1.88 | -19.62% | Stop |
| 2005-10-27 | 2005-11-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2005-08-08 | 2005-10-27 | Completed | 100% | $2.27 | $1.98 | -12.53% | Stop |
| 2005-03-17 | 2005-08-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2005-03-07 | 2005-03-17 | Completed | 100% | $1.80 | $1.68 | -6.57% | Stop |
| 2004-07-19 | 2005-03-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.27% | Interest Income |
| 2004-06-02 | 2004-07-19 | Completed | 100% | $2.52 | $2.36 | -6.40% | Stop |
| 2004-03-25 | 2004-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2004-02-24 | 2004-03-25 | Completed | 100% | $2.20 | $2.00 | -8.93% | Signal |
| 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 |
| 2002-08-16 | 2002-12-27 | Completed | 100% | $0.72 | $1.00 | 38.78% | Stop |
| 2002-07-25 | 2002-08-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2002-07-08 | 2002-07-25 | Completed | 100% | $0.75 | $0.69 | -8.29% | Stop |
| 2002-06-13 | 2002-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-04-10 | 2002-06-13 | Completed | 100% | $0.69 | $0.85 | 23.55% | Stop |
| 2002-03-18 | 2002-04-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-02-11 | 2002-03-18 | Completed | 100% | $0.63 | $0.71 | 11.95% | Stop |
| 2001-02-01 | 2002-02-11 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.15% | Interest Income |
| 2001-01-18 | 2001-02-01 | Completed | 100% | $0.92 | $0.86 | -6.46% | Stop |
| 2000-03-16 | 2001-01-18 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.07% | Interest Income |
| 2000-02-24 | 2000-03-16 | Completed | 100% | $3.53 | $3.11 | -11.78% | Signal |
| 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 |
| 1999-10-19 | 1999-10-29 | Completed | 100% | $3.88 | $3.64 | -6.28% | Stop |
| 1999-08-06 | 1999-10-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.97% | 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 |