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 Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -55.8% (compared to the benchmark's drawdown of -91.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 73.7%, compared to a Buy-and-Hold benchmark return of 35.1%. The strategy executed 58 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.
Available in Investing Mode
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
Available in Investing Mode
APP Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -11.67% | 8.91% | 68.95% | 44.40% | 73.72% | 35.13% |
| Sharpe Ratio | -0.28 | 0.12 | 1.06 | 0.48 | 1.09 | 0.39 |
| Max Drawdown | -55.75% | -49.99% | -55.75% | -91.90% | -55.75% | -91.90% |
| % Time Invested | 63.9% | 100.0% | 63.8% | 100.0% | 67.3% | 100.0% |
| Trades / Year | 17.0 | 0.0 | 11.6 | 0.0 | 12.2 | 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 | ||||||||
| 2026-04-24 | 2026-05-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-04-21 | 2026-04-24 | Completed | 33.33% | $489.50 | $455.00 | -7.09% | Stop | |
| 2026-04-21 | 2026-04-24 | Completed | 33.33% | $489.50 | $455.00 | -7.09% | Stop | |
| 2026-03-17 | 2026-04-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2026-02-04 | 2026-04-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 2026-03-20 | 2026-04-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2026-02-27 | 2026-03-20 | Completed | 33.33% | $431.79 | $432.49 | 0.11% | Stop | |
| 2026-02-27 | 2026-03-17 | Completed | 33.33% | $431.79 | $450.32 | 4.24% | Signal | |
| 2026-02-04 | 2026-02-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-01-07 | 2026-02-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.50% | 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 | |
| 2026-01-07 | 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 | |
| 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 | |
| 2025-12-10 | 2026-01-07 | Completed | 33.33% | $717.16 | $618.00 | -13.87% | 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 | |
| 2025-11-17 | 2025-12-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-10-31 | 2025-11-17 | Completed | 33.33% | $621.56 | $554.45 | -10.84% | Stop | |
| 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 | |
| 2025-10-07 | 2025-10-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | 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 | |
| 2025-07-18 | 2025-10-07 | Completed | 33.33% | $372.59 | $595.22 | 59.67% | Stop | |
| 2025-07-15 | 2025-10-07 | Completed | 33.33% | $348.00 | $595.22 | 70.95% | Stop | |
| 2025-07-01 | 2025-10-07 | Completed | 33.33% | $347.00 | $595.22 | 71.45% | Stop | |
| 2025-06-20 | 2025-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2025-06-20 | 2025-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-05-28 | 2025-07-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2025-05-16 | 2025-06-20 | Completed | 33.33% | $369.26 | $344.23 | -6.83% | Stop | |
| 2025-04-25 | 2025-06-20 | Completed | 33.33% | $272.30 | $344.23 | 26.35% | Stop | |
| 2025-04-22 | 2025-05-28 | Completed | 33.33% | $232.00 | $381.38 | 64.31% | Signal | |
| 2025-03-28 | 2025-05-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2025-03-28 | 2025-04-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2025-03-28 | 2025-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-26 | 2025-03-28 | Completed | 33.33% | $340.50 | $286.81 | -15.81% | Stop | |
| 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 | |
| 2025-02-24 | 2025-03-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 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 | |
| 2025-01-06 | 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 | |
| 2025-01-06 | 2025-02-24 | Completed | 33.33% | $358.88 | $411.86 | 14.71% | 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 | |
| 2024-12-11 | 2025-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-09-06 | 2024-12-11 | Completed | 33.33% | $88.19 | $327.60 | 271.28% | Stop | |
| 2024-08-27 | 2024-12-11 | Completed | 33.33% | $88.99 | $327.60 | 267.95% | Stop | |
| 2024-08-23 | 2024-12-11 | Completed | 33.33% | $90.11 | $327.60 | 263.37% | Stop | |
| 2024-08-05 | 2024-09-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2024-08-05 | 2024-08-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-08-01 | 2024-08-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-12-20 | 2024-08-05 | Completed | 33.33% | $43.61 | $62.09 | 42.30% | Stop | |
| 2023-11-17 | 2024-08-05 | Completed | 33.33% | $39.19 | $62.09 | 58.35% | Stop | |
| 2024-07-11 | 2024-08-01 | Completed | 33.33% | $85.00 | $78.89 | -7.23% | Signal | |
| 2024-06-17 | 2024-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-05-23 | 2024-06-17 | Completed | 33.33% | $81.51 | $77.67 | -4.76% | Signal | |
| 2024-05-01 | 2024-05-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-01-03 | 2024-05-01 | Completed | 33.33% | $37.94 | $70.73 | 86.33% | Signal | |
| 2023-12-08 | 2024-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-10-26 | 2023-12-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 2023-11-20 | 2023-12-08 | Completed | 33.33% | $39.16 | $36.53 | -6.76% | Signal | |
| 2023-10-27 | 2023-11-20 | 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 | |
| 2023-10-25 | 2023-10-27 | Completed | 33.33% | $38.32 | $36.77 | -4.09% | Signal | |
| 2023-04-04 | 2023-10-26 | Completed | 33.33% | $15.92 | $36.40 | 128.53% | Stop | |
| 2023-03-22 | 2023-10-26 | Completed | 33.33% | $14.27 | $36.40 | 154.95% | Stop | |
| 2023-10-03 | 2023-10-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-07-18 | 2023-10-03 | Completed | 33.33% | $28.70 | $40.32 | 40.42% | Signal | |
| 2023-06-23 | 2023-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-03-28 | 2023-06-23 | Completed | 33.33% | $14.11 | $23.30 | 65.05% | Signal | |
| 2022-02-18 | 2023-04-04 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.25% | Interest Income | |
| 2023-02-28 | 2023-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2023-02-28 | 2023-03-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2023-02-07 | 2023-02-28 | Completed | 33.33% | $12.58 | $13.34 | 5.99% | Stop | |
| 2023-01-11 | 2023-02-28 | Completed | 33.33% | $10.40 | $13.34 | 28.21% | Stop | |
| 2022-08-16 | 2023-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income | |
| 2022-09-28 | 2023-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.18% | Interest Income | |
| 2022-09-20 | 2022-09-28 | Completed | 33.33% | $22.25 | $20.45 | -8.14% | Signal | |
| 2022-08-16 | 2022-09-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2022-08-04 | 2022-08-16 | Completed | 33.33% | $35.93 | $33.53 | -6.73% | Stop | |
| 2022-07-08 | 2022-08-16 | Completed | 33.33% | $36.45 | $33.53 | -8.06% | Stop | |
| 2022-01-11 | 2022-08-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2022-06-13 | 2022-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-05-27 | 2022-06-13 | Completed | 33.33% | $37.22 | $34.18 | -8.21% | Stop | |
| 2022-04-19 | 2022-05-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2022-03-25 | 2022-04-19 | Completed | 33.33% | $55.60 | $46.85 | -15.78% | Stop | |
| 2022-02-18 | 2022-03-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2022-02-14 | 2022-02-18 | Completed | 33.33% | $69.73 | $63.07 | -9.60% | Stop | |
| 2022-02-03 | 2022-02-18 | Completed | 33.33% | $63.03 | $63.07 | 0.01% | Stop | |
| 2022-01-11 | 2022-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-11 | 2022-02-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2022-01-03 | 2022-01-11 | Completed | 33.33% | $95.00 | $82.36 | -13.35% | Stop | |
| 2021-12-16 | 2022-01-11 | Completed | 33.33% | $89.92 | $82.36 | -8.45% | Stop | |
| 2021-12-16 | 2022-01-11 | Completed | 33.33% | $89.92 | $82.36 | -8.45% | Stop | |
| 2021-11-23 | 2022-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-11-23 | 2021-12-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-11-23 | 2021-12-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-10-27 | 2021-11-23 | Completed | 33.33% | $95.24 | $93.98 | -1.37% | Stop | |
| 2021-10-27 | 2021-11-23 | Completed | 33.33% | $95.24 | $93.98 | -1.37% | Stop | |
| 2021-10-27 | 2021-11-23 | Completed | 33.33% | $95.24 | $93.98 | -1.37% | Stop | |
| 2021-10-25 | 2021-10-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-10-25 | 2021-10-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-10-25 | 2021-10-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |