ANET
Arista Networks Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for ANET (Arista Networks Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -54.2% (compared to the benchmark's drawdown of -52.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 20.5%, compared to a Buy-and-Hold benchmark return of 43.1%. 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
ANET Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -7.62% | 52.61% | 20.29% | 49.21% | 20.37% | 44.31% | 20.52% | 43.14% |
| Sharpe Ratio | -0.17 | 0.77 | 0.45 | 0.84 | 0.51 | 0.81 | 0.51 | 0.79 |
| Max Drawdown | -37.44% | -28.33% | -49.51% | -50.42% | -54.18% | -52.20% | -54.18% | -52.20% |
| % Time Invested | 66.3% | 100.0% | 76.7% | 100.0% | 67.9% | 100.0% | 68.4% | 100.0% |
| Trades / Year | 5.0 | 0.0 | 3.6 | 0.0 | 2.9 | 0.0 | 2.9 | 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 | ||||||||
| 2026-04-23 | 2026-05-07 | Completed | 100% | $177.50 | $149.22 | -15.97% | Stop | |
| 2026-03-31 | 2026-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-03 | 2026-03-31 | Completed | 100% | $125.33 | $118.62 | -5.40% | Stop | |
| 2026-02-06 | 2026-03-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-02 | 2026-02-06 | Completed | 100% | $129.75 | $131.40 | 1.22% | Stop | |
| 2025-11-07 | 2025-12-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-04-29 | 2025-11-07 | Completed | 100% | $79.40 | $134.41 | 69.19% | Stop | |
| 2025-04-04 | 2025-04-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-26 | 2025-04-04 | Completed | 100% | $85.74 | $67.52 | -21.29% | Stop | |
| 2025-03-04 | 2025-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-20 | 2025-03-04 | Completed | 100% | $104.70 | $82.72 | -21.03% | Stop | |
| 2025-01-28 | 2025-02-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-19 | 2025-01-28 | Completed | 100% | $88.00 | $105.02 | 19.28% | Stop | |
| 2024-07-26 | 2024-08-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-05-10 | 2024-07-26 | Completed | 100% | $74.88 | $79.61 | 6.26% | Stop | |
| 2024-04-18 | 2024-05-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-08-22 | 2024-04-18 | Completed | 100% | $46.15 | $64.41 | 39.50% | Stop | |
| 2023-07-31 | 2023-08-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-05-25 | 2023-07-31 | Completed | 100% | $38.31 | $38.25 | -0.19% | Stop | |
| 2023-05-03 | 2023-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-01-19 | 2023-05-03 | Completed | 100% | $28.64 | $33.78 | 17.88% | Stop | |
| 2022-12-23 | 2023-01-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2022-10-13 | 2022-12-23 | Completed | 100% | $24.77 | $30.02 | 21.12% | Stop | |
| 2022-09-21 | 2022-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2022-07-08 | 2022-09-21 | Completed | 100% | $25.27 | $29.27 | 15.76% | Stop | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-05-16 | 2022-06-14 | Completed | 100% | $26.92 | $22.93 | -14.85% | Stop | |
| 2022-04-22 | 2022-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-03-21 | 2022-04-22 | Completed | 100% | $32.70 | $30.15 | -7.84% | Stop | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-02-14 | 2022-02-25 | Completed | 100% | $30.00 | $30.22 | 0.67% | Stop | |
| 2022-01-21 | 2022-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-02-24 | 2022-01-21 | Completed | 100% | $17.73 | $30.56 | 72.28% | Stop | |
| 2020-02-28 | 2021-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2019-12-23 | 2020-02-28 | Completed | 100% | $12.91 | $11.69 | -9.48% | Stop | |
| 2019-09-16 | 2019-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2019-08-27 | 2019-09-16 | Completed | 100% | $14.02 | $15.10 | 7.62% | Signal | |
| 2019-08-05 | 2019-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-05-29 | 2019-08-05 | Completed | 100% | $15.67 | $14.81 | -5.54% | Stop | |
| 2019-05-06 | 2019-05-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-17 | 2019-05-06 | Completed | 100% | $13.69 | $16.75 | 22.31% | 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% | $16.04 | $13.92 | -13.29% | Stop | |
| 2018-10-12 | 2018-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-10-05 | 2018-10-12 | Completed | 100% | $16.03 | $13.86 | -13.58% | Stop | |
| 2018-09-13 | 2018-10-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2018-04-23 | 2018-09-13 | Completed | 100% | $16.37 | $16.81 | 2.62% | Stop | |
| 2018-03-29 | 2018-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2018-03-14 | 2018-03-29 | Completed | 100% | $18.12 | $15.50 | -14.52% | Stop | |
| 2018-02-20 | 2018-03-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-12-29 | 2018-02-20 | Completed | 100% | $15.04 | $15.50 | 3.00% | Stop | |
| 2017-12-06 | 2017-12-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2016-10-28 | 2017-12-06 | Completed | 100% | $5.28 | $13.07 | 147.51% | Stop | |
| 2016-08-17 | 2016-10-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |