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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -45.1% (compared to the benchmark's drawdown of -57.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 124.1%, compared to a Buy-and-Hold benchmark return of 143.4%. The strategy executed 16 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.
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APP Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -8.98% | 8.91% | 64.22% | 44.40% | 124.13% | 143.38% |
| Sharpe Ratio | -0.18 | 0.12 | 1.10 | 0.48 | 1.41 | 1.20 |
| Max Drawdown | -45.09% | -49.99% | -45.09% | -91.90% | -45.09% | -57.00% |
| % Time Invested | 52.0% | 100.0% | 33.9% | 100.0% | 55.3% | 100.0% |
| Trades / Year | 7.0 | 0.0 | 3.2 | 0.0 | 5.2 | 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 | ||||||||
| 2026-03-20 | 2026-04-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-25 | 2026-03-20 | Completed | 100% | $393.81 | $432.49 | 9.77% | Stop | |
| 2026-02-02 | 2026-02-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-01-28 | 2026-02-02 | Completed | 100% | $546.79 | $502.55 | -8.14% | Stop | |
| 2026-01-05 | 2026-01-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-09 | 2026-01-05 | Completed | 100% | $689.59 | $617.70 | -10.47% | Stop | |
| 2025-11-14 | 2025-12-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-10-29 | 2025-11-14 | Completed | 100% | $627.41 | $534.34 | -14.88% | Stop | |
| 2025-10-07 | 2025-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-09-15 | 2025-10-07 | Completed | 100% | $578.54 | $595.22 | 2.83% | Stop | |
| 2025-08-21 | 2025-09-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2025-07-15 | 2025-08-21 | Completed | 100% | $348.00 | $411.62 | 18.22% | Stop | |
| 2025-06-20 | 2025-07-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-22 | 2025-06-20 | Completed | 100% | $232.00 | $344.23 | 48.30% | Stop | |
| 2025-03-28 | 2025-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-17 | 2025-03-28 | Completed | 100% | $297.76 | $286.81 | -3.73% | Stop | |
| 2025-02-21 | 2025-03-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-01-03 | 2025-02-21 | Completed | 100% | $341.47 | $452.77 | 32.53% | Stop | |
| 2024-12-10 | 2025-01-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-12-04 | 2024-12-10 | Completed | 100% | $373.00 | $342.11 | -8.33% | Stop | |
| 2024-11-11 | 2024-12-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-08-19 | 2024-11-11 | Completed | 100% | $86.00 | $291.12 | 238.34% | Stop | |
| 2024-07-26 | 2024-08-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-05-14 | 2024-07-26 | Completed | 100% | $81.12 | $78.82 | -2.88% | Stop | |
| 2024-04-22 | 2024-05-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-12-15 | 2024-04-22 | Completed | 100% | $38.79 | $67.30 | 73.41% | Stop | |
| 2023-08-10 | 2023-12-15 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.93% | Interest Income | |
| 2023-08-01 | 2023-08-10 | Completed | 100% | $31.14 | $38.32 | 23.00% | Stop | |
| 2023-06-28 | 2023-08-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |