CRM
Salesforce Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for CRM (Salesforce Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -58.8% (compared to the benchmark's drawdown of -70.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.4%, compared to a Buy-and-Hold benchmark return of 16.0%. The strategy executed 52 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
CRM Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -12.03% | -38.37% | -6.42% | -7.64% | 3.73% | 7.32% | 7.42% | 16.01% |
| Sharpe Ratio | -0.78 | -1.21 | -0.26 | -0.21 | 0.14 | 0.20 | 0.23 | 0.37 |
| Max Drawdown | -14.95% | -43.98% | -44.04% | -58.67% | -44.79% | -58.67% | -58.78% | -70.50% |
| % Time Invested | 26.6% | 100.0% | 48.5% | 100.0% | 68.5% | 100.0% | 72.7% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.0 | 0.0 | 1.9 | 0.0 | 2.6 | 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 | ||||||||
| 2025-08-28 | 2025-11-19 | Completed | 100% | $250.36 | $230.45 | -8.00% | Signal | |
| 2025-08-06 | 2025-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-30 | 2025-08-06 | Completed | 100% | $262.16 | $247.28 | -5.72% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-18 | 2025-04-07 | Completed | 100% | $276.80 | $227.35 | -17.90% | Stop | |
| 2025-02-24 | 2025-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-06-25 | 2025-02-24 | Completed | 100% | $237.98 | $307.92 | 29.33% | Stop | |
| 2024-05-31 | 2024-06-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-05-14 | 2024-05-31 | Completed | 100% | $272.61 | $215.67 | -20.93% | Stop | |
| 2024-04-22 | 2024-05-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-16 | 2024-04-22 | Completed | 100% | $216.26 | $275.00 | 27.10% | Stop | |
| 2022-11-03 | 2023-11-16 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.28% | Interest Income | |
| 2022-10-26 | 2022-11-03 | Completed | 100% | $157.08 | $146.47 | -6.81% | Stop | |
| 2022-06-17 | 2022-10-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2022-05-11 | 2022-06-17 | Completed | 100% | $162.69 | $155.86 | -4.24% | Stop | |
| 2022-04-19 | 2022-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2022-02-16 | 2022-04-19 | Completed | 100% | $207.41 | $184.06 | -11.31% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-12-27 | 2022-01-25 | Completed | 100% | $249.08 | $217.24 | -12.83% | Stop | |
| 2021-12-02 | 2021-12-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-26 | 2021-12-02 | Completed | 100% | $202.14 | $248.52 | 22.88% | Stop | |
| 2021-03-04 | 2021-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-12-28 | 2021-03-04 | Completed | 100% | $223.36 | $203.32 | -9.01% | Stop | |
| 2020-12-03 | 2020-12-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-10-13 | 2020-12-03 | Completed | 100% | $261.89 | $222.26 | -15.17% | Stop | |
| 2020-09-21 | 2020-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-28 | 2020-09-21 | Completed | 100% | $156.79 | $234.91 | 49.75% | Stop | |
| 2020-04-03 | 2020-04-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-04-03 | Completed | 100% | $142.17 | $132.16 | -7.09% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-08-28 | 2020-03-02 | Completed | 100% | $149.91 | $169.27 | 12.86% | Stop | |
| 2019-08-06 | 2019-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-01-17 | 2019-08-06 | Completed | 100% | $146.01 | $141.34 | -3.25% | Stop | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-16 | 2018-12-24 | Completed | 100% | $129.61 | $119.08 | -8.17% | Stop | |
| 2018-10-25 | 2018-11-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-10-18 | 2018-10-25 | Completed | 100% | $72.74 | $131.42 | 80.57% | Stop | |
| 2016-09-26 | 2016-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-02-10 | 2016-09-26 | Completed | 100% | $57.51 | $69.30 | 20.45% | Stop | |
| 2016-01-19 | 2016-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-19 | Completed | 100% | $70.28 | $70.64 | 0.45% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-01-05 | 2015-08-25 | Completed | 100% | $57.60 | $66.44 | 15.28% | Stop | |
| 2014-12-10 | 2015-01-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-11-07 | 2014-12-10 | Completed | 100% | $62.53 | $55.16 | -11.83% | Stop | |
| 2014-10-16 | 2014-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-05-21 | 2014-10-16 | Completed | 100% | $51.71 | $51.09 | -1.25% | Stop | |
| 2014-04-29 | 2014-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-04-16 | 2014-04-29 | Completed | 100% | $55.01 | $48.39 | -12.07% | Stop | |
| 2014-03-25 | 2014-04-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-06-27 | 2014-03-25 | Completed | 100% | $37.69 | $55.84 | 48.10% | Stop | |
| 2013-06-05 | 2013-06-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-08-27 | 2013-06-05 | Completed | 100% | $36.17 | $38.02 | 5.06% | Stop | |
| 2012-08-03 | 2012-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-06-05 | 2012-08-03 | Completed | 100% | $32.13 | $30.50 | -5.12% | Stop | |
| 2012-05-11 | 2012-06-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-01-18 | 2012-05-11 | Completed | 100% | $25.41 | $33.20 | 30.60% | Stop | |
| 2011-12-22 | 2012-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-12-14 | 2011-12-22 | Completed | 100% | $27.56 | $24.45 | -11.35% | Stop | |
| 2011-11-21 | 2011-12-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-17 | 2011-11-21 | Completed | 100% | $31.89 | $27.51 | -13.76% | Stop | |
| 2011-09-23 | 2011-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-29 | 2011-09-23 | Completed | 100% | $29.20 | $28.87 | -1.19% | Stop | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-04-07 | 2011-08-05 | Completed | 100% | $32.78 | $34.23 | 4.38% | Stop | |
| 2011-03-16 | 2011-04-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-02-16 | 2011-03-16 | Completed | 100% | $35.08 | $30.81 | -12.21% | Stop | |
| 2011-01-25 | 2011-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-10-29 | 2011-01-25 | Completed | 100% | $28.22 | $30.88 | 9.35% | Stop | |
| 2010-10-07 | 2010-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-16 | 2010-10-07 | Completed | 100% | $23.15 | $26.25 | 13.32% | Stop | |
| 2010-05-24 | 2010-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-02-18 | 2010-05-24 | Completed | 100% | $16.63 | $20.23 | 21.62% | Stop | |
| 2010-01-26 | 2010-02-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-24 | 2010-01-26 | Completed | 100% | $10.72 | $15.77 | 47.01% | Stop | |
| 2009-04-02 | 2009-07-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2009-03-17 | 2009-04-02 | Completed | 100% | $8.03 | $8.15 | 1.48% | Stop | |
| 2009-02-23 | 2009-03-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-02-06 | 2009-02-23 | Completed | 100% | $7.36 | $6.52 | -11.34% | Stop | |
| 2009-01-14 | 2009-02-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-12-17 | 2009-01-14 | Completed | 100% | $7.96 | $7.22 | -9.40% | Stop | |
| 2008-11-24 | 2008-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2008-11-18 | 2008-11-24 | Completed | 100% | $6.22 | $5.72 | -8.07% | Stop | |
| 2008-10-27 | 2008-11-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2008-10-22 | 2008-10-27 | Completed | 100% | $7.28 | $6.46 | -11.35% | Stop | |
| 2008-09-30 | 2008-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-09-16 | 2008-09-30 | Completed | 100% | $13.22 | $11.32 | -14.43% | Stop | |
| 2008-08-22 | 2008-09-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-07-31 | 2008-08-22 | Completed | 100% | $15.79 | $13.35 | -15.47% | Stop | |
| 2008-07-09 | 2008-07-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-01-31 | 2008-07-09 | Completed | 100% | $12.21 | $16.41 | 34.26% | Stop | |
| 2008-01-08 | 2008-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2007-12-04 | 2008-01-08 | Completed | 100% | $13.56 | $14.19 | 4.66% | Stop | |
| 2007-11-09 | 2007-12-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2007-08-24 | 2007-11-09 | Completed | 100% | $9.66 | $11.71 | 21.12% | Stop | |
| 2007-08-02 | 2007-08-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2007-07-18 | 2007-08-02 | Completed | 100% | $10.67 | $9.83 | -7.90% | Stop | |
| 2007-06-25 | 2007-07-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2007-03-26 | 2007-06-25 | Completed | 100% | $10.57 | $9.77 | -7.65% | Stop | |
| 2007-03-02 | 2007-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2007-01-17 | 2007-03-02 | Completed | 100% | $10.58 | $10.80 | 2.04% | Stop | |
| 2006-12-20 | 2007-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2006-09-06 | 2006-12-20 | Completed | 100% | $8.36 | $9.18 | 9.73% | Stop | |
| 2006-09-01 | 2006-09-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |