APP
Applovin Corp - Class A
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for APP (Applovin Corp - Class A) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -50.4% (compared to the benchmark's drawdown of -57.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 123.1%, compared to a Buy-and-Hold benchmark return of 143.4%. The strategy executed 45 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
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)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
APP Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -6.17% | 8.91% | 63.74% | 44.40% | 123.07% | 143.38% |
| Sharpe Ratio | -0.14 | 0.12 | 1.13 | 0.48 | 1.45 | 1.20 |
| Max Drawdown | -50.42% | -49.99% | -50.42% | -91.90% | -50.42% | -57.00% |
| % Time Invested | 68.2% | 100.0% | 48.2% | 100.0% | 78.6% | 100.0% |
| Trades / Year | 19.0 | 0.0 | 9.0 | 0.0 | 14.7 | 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 | ||||||||
| 2026-04-21 | 2026-04-24 | Completed | 33.33% | $489.50 | $455.00 | -7.09% | Stop | |
| 2026-03-18 | 2026-04-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2026-03-20 | 2026-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-13 | 2026-04-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-27 | 2026-03-20 | Completed | 33.33% | $431.79 | $432.49 | 0.11% | Stop | |
| 2026-02-27 | 2026-03-18 | Completed | 33.33% | $431.79 | $453.61 | 5.00% | Signal | |
| 2026-02-25 | 2026-03-13 | Completed | 33.33% | $393.81 | $450.80 | 14.41% | Stop | |
| 2026-02-04 | 2026-02-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-04 | 2026-02-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-02 | 2026-02-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-01-30 | 2026-02-04 | Completed | 33.33% | $559.79 | $402.00 | -28.22% | Stop | |
| 2026-01-30 | 2026-02-04 | Completed | 33.33% | $559.79 | $402.00 | -28.22% | Stop | |
| 2026-01-28 | 2026-02-02 | Completed | 33.33% | $546.79 | $502.55 | -8.14% | Stop | |
| 2026-01-07 | 2026-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-01-07 | 2026-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-01-05 | 2026-01-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-10 | 2026-01-07 | Completed | 33.33% | $717.16 | $618.00 | -13.87% | Stop | |
| 2025-12-10 | 2026-01-07 | Completed | 33.33% | $717.16 | $618.00 | -13.87% | Stop | |
| 2025-12-09 | 2026-01-05 | Completed | 33.33% | $689.59 | $617.70 | -10.47% | Stop | |
| 2025-11-17 | 2025-12-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-11-17 | 2025-12-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-11-14 | 2025-12-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-10-29 | 2025-11-17 | Completed | 33.33% | $627.41 | $554.45 | -11.67% | Stop | |
| 2025-10-29 | 2025-11-17 | Completed | 33.33% | $627.41 | $554.45 | -11.67% | Stop | |
| 2025-10-29 | 2025-11-14 | Completed | 33.33% | $627.41 | $534.34 | -14.88% | Stop | |
| 2025-10-07 | 2025-10-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-10-07 | 2025-10-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-10-07 | 2025-10-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-09-15 | 2025-10-07 | Completed | 33.33% | $578.54 | $595.22 | 2.83% | Stop | |
| 2025-07-15 | 2025-10-07 | Completed | 33.33% | $348.00 | $595.22 | 70.95% | Stop | |
| 2025-07-09 | 2025-10-07 | Completed | 33.33% | $350.27 | $595.22 | 69.85% | Stop | |
| 2025-08-21 | 2025-09-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2025-07-09 | 2025-08-21 | Completed | 33.33% | $350.27 | $411.62 | 17.46% | Stop | |
| 2025-06-20 | 2025-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-06-13 | 2025-07-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-05-30 | 2025-07-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2025-04-22 | 2025-06-20 | Completed | 33.33% | $232.00 | $344.23 | 48.30% | Stop | |
| 2025-05-23 | 2025-06-13 | Completed | 33.33% | $341.72 | $372.78 | 9.03% | Stop | |
| 2025-04-22 | 2025-05-30 | Completed | 33.33% | $232.00 | $386.87 | 66.67% | Signal | |
| 2025-05-01 | 2025-05-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-22 | 2025-05-01 | Completed | 33.33% | $232.00 | $282.00 | 21.49% | Stop | |
| 2025-03-28 | 2025-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-28 | 2025-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-28 | 2025-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-18 | 2025-03-28 | Completed | 33.33% | $299.50 | $286.81 | -4.28% | Stop | |
| 2025-03-18 | 2025-03-28 | Completed | 33.33% | $299.50 | $286.81 | -4.28% | Stop | |
| 2025-03-17 | 2025-03-28 | Completed | 33.33% | $297.76 | $286.81 | -3.73% | Stop | |
| 2025-02-24 | 2025-03-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-24 | 2025-03-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-21 | 2025-03-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-01-06 | 2025-02-24 | Completed | 33.33% | $358.88 | $411.86 | 14.71% | Stop | |
| 2025-01-06 | 2025-02-24 | Completed | 33.33% | $358.88 | $411.86 | 14.71% | Stop | |
| 2025-02-05 | 2025-02-21 | Completed | 33.33% | $377.37 | $452.77 | 19.92% | Stop | |
| 2025-01-13 | 2025-02-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-01-03 | 2025-01-13 | Completed | 33.33% | $341.47 | $310.00 | -9.26% | Stop | |
| 2024-12-11 | 2025-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-12-11 | 2025-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-12-10 | 2025-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-27 | 2024-12-11 | Completed | 33.33% | $88.99 | $327.60 | 267.95% | Stop | |
| 2024-08-27 | 2024-12-11 | Completed | 33.33% | $88.99 | $327.60 | 267.95% | Stop | |
| 2024-12-04 | 2024-12-10 | Completed | 33.33% | $373.00 | $342.11 | -8.33% | Stop | |
| 2024-11-11 | 2024-12-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-08-19 | 2024-11-11 | Completed | 33.33% | $86.00 | $291.12 | 238.34% | Stop | |
| 2024-08-05 | 2024-08-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-08-05 | 2024-08-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-07-26 | 2024-08-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-11-17 | 2024-08-05 | Completed | 33.33% | $39.19 | $62.09 | 58.35% | Stop | |
| 2023-11-17 | 2024-08-05 | Completed | 33.33% | $39.19 | $62.09 | 58.35% | Stop | |
| 2024-07-08 | 2024-07-26 | Completed | 33.33% | $87.32 | $78.82 | -9.78% | Stop | |
| 2024-06-12 | 2024-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-05-14 | 2024-06-12 | Completed | 33.33% | $81.12 | $79.15 | -2.48% | Stop | |
| 2024-04-22 | 2024-05-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-02-02 | 2024-04-22 | Completed | 33.33% | $41.00 | $67.30 | 64.06% | Stop | |
| 2023-08-10 | 2024-02-02 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.61% | Interest Income | |
| 2023-10-26 | 2023-11-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-10-26 | 2023-11-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-06-30 | 2023-10-26 | Completed | 33.33% | $26.04 | $36.40 | 39.72% | Stop | |
| 2023-06-30 | 2023-10-26 | Completed | 33.33% | $26.04 | $36.40 | 39.72% | Stop | |
| 2023-08-01 | 2023-08-10 | Completed | 33.33% | $31.14 | $38.32 | 23.00% | Stop | |
| 2023-06-28 | 2023-08-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2023-06-28 | 2023-06-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2023-06-28 | 2023-06-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |