CRM
Salesforce Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for CRM (Salesforce Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -43.9% (compared to the benchmark's drawdown of -70.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.7%, compared to a Buy-and-Hold benchmark return of 16.0%. The strategy executed 49 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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 | 3.84% | -38.37% | 1.16% | -7.64% | 3.34% | 7.32% | 5.73% | 16.01% |
| Sharpe Ratio | 298.73 | -1.21 | 0.05 | -0.21 | 0.14 | 0.20 | 0.20 | 0.37 |
| Max Drawdown | 0.00% | -43.98% | -34.14% | -58.67% | -43.87% | -58.67% | -43.87% | -70.50% |
| % Time Invested | 0.0% | 100.0% | 39.1% | 100.0% | 52.9% | 100.0% | 58.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.6 | 0.0 | 1.9 | 0.0 | 2.5 | 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 | ||||||||
| 2025-03-18 | 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 | |
| 2024-11-01 | 2025-02-24 | Completed | 100% | $286.56 | $307.92 | 7.40% | Stop | |
| 2024-07-11 | 2024-11-01 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.58% | Interest Income | |
| 2024-06-25 | 2024-07-11 | Completed | 100% | $237.98 | $249.02 | 4.59% | Signal | |
| 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 | |
| 2023-10-26 | 2024-04-22 | Completed | 100% | $194.06 | $275.00 | 41.63% | Stop | |
| 2023-10-04 | 2023-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-03-14 | 2023-10-04 | Completed | 100% | $176.94 | $197.46 | 11.54% | Stop | |
| 2022-11-03 | 2023-03-14 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.58% | Interest Income | |
| 2022-10-26 | 2022-11-03 | Completed | 100% | $157.08 | $146.47 | -6.81% | Stop | |
| 2022-01-25 | 2022-10-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.29% | 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 | |
| 2021-07-13 | 2021-12-02 | Completed | 100% | $238.17 | $248.52 | 4.29% | Stop | |
| 2021-03-04 | 2021-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | 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 | |
| 2020-06-09 | 2020-09-21 | Completed | 100% | $173.01 | $234.91 | 35.71% | Stop | |
| 2020-04-03 | 2020-06-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | 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 | |
| 2019-12-11 | 2020-03-02 | Completed | 100% | $154.17 | $169.27 | 9.74% | Stop | |
| 2019-09-10 | 2019-12-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2019-08-28 | 2019-09-10 | Completed | 100% | $149.91 | $146.24 | -2.49% | Signal | |
| 2019-08-06 | 2019-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-02-06 | 2019-08-06 | Completed | 100% | $156.30 | $141.34 | -9.61% | Stop | |
| 2018-12-20 | 2019-02-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2018-11-16 | 2018-12-20 | Completed | 100% | $129.61 | $127.05 | -2.02% | Signal | |
| 2018-10-25 | 2018-11-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-03-06 | 2018-10-25 | Completed | 100% | $80.37 | $131.42 | 63.43% | Stop | |
| 2016-10-20 | 2017-03-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2016-10-18 | 2016-10-20 | Completed | 100% | $72.74 | $71.73 | -1.44% | Signal | |
| 2016-09-26 | 2016-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-05-05 | 2016-09-26 | Completed | 100% | $72.85 | $69.30 | -4.92% | Stop | |
| 2016-02-12 | 2016-05-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2016-02-10 | 2016-02-12 | Completed | 100% | $57.51 | $58.99 | 2.53% | Signal | |
| 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 | |
| 2014-08-22 | 2014-10-16 | Completed | 100% | $56.91 | $51.09 | -10.27% | Stop | |
| 2014-05-28 | 2014-08-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-05-21 | 2014-05-28 | Completed | 100% | $51.71 | $53.23 | 2.90% | Signal | |
| 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 | |
| 2013-08-30 | 2014-03-25 | Completed | 100% | $46.86 | $55.84 | 19.11% | Stop | |
| 2013-07-05 | 2013-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-06-27 | 2013-07-05 | Completed | 100% | $37.69 | $38.30 | 1.57% | Signal | |
| 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 | |
| 2012-03-21 | 2012-05-11 | Completed | 100% | $37.46 | $33.20 | -11.41% | Stop | |
| 2011-09-13 | 2012-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-08-29 | 2011-09-13 | Completed | 100% | $29.20 | $30.42 | 4.11% | Signal | |
| 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 | |
| 2009-06-17 | 2010-01-26 | Completed | 100% | $9.87 | $15.77 | 59.72% | Stop | |
| 2009-05-26 | 2009-06-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-05-20 | 2009-05-26 | Completed | 100% | $10.15 | $8.96 | -11.78% | Stop | |
| 2008-09-22 | 2009-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2008-09-16 | 2008-09-22 | Completed | 100% | $13.22 | $13.70 | 3.55% | Signal | |
| 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 | |
| 2007-09-12 | 2007-11-09 | Completed | 100% | $11.12 | $11.71 | 5.23% | Stop | |
| 2007-08-02 | 2007-09-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | 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 | |
| 2006-10-11 | 2006-12-20 | Completed | 100% | $9.77 | $9.18 | -6.06% | Stop | |
| 2006-09-01 | 2006-10-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.50% | Interest Income | |