CRWD CrowdStrike Holdings Inc - Class A
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for CRWD (CrowdStrike Holdings Inc - Class A) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -33.2% (compared to the benchmark's drawdown of -67.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.8%, compared to a Buy-and-Hold benchmark return of 23.7%. The strategy executed 48 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
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.
CRWD Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 28.33% | 59.38% | 13.15% | 26.96% | 13.83% | 23.69% |
| Sharpe Ratio | 0.79 | 1.06 | 0.42 | 0.47 | 0.44 | 0.42 |
| Max Drawdown | -31.59% | -37.18% | -33.19% | -67.69% | -33.19% | -67.69% |
| % Time Invested | 84.5% | 100.0% | 73.9% | 100.0% | 77.6% | 100.0% |
| Trades / Year | 10.0 | 0.0 | 9.6 | 0.0 | 10.1 | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-05-19 | Open | Open | 33.33% | $619.98 | $731.00 | 17.91% | Mark-to-Market |
| 2026-05-18 | Open | Open | 33.33% | $589.49 | $731.00 | 24.00% | Mark-to-Market |
| 2026-04-20 | Open | Open | 33.33% | $422.54 | $731.00 | 73.00% | Mark-to-Market |
| 2026-05-04 | 2026-05-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2026-05-04 | 2026-05-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2026-04-27 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2026-03-05 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2026-04-22 | 2026-04-27 | Completed | 33.33% | $455.33 | $453.55 | -0.39% | Signal |
| 2026-03-30 | 2026-04-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2026-03-26 | 2026-04-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2026-03-03 | 2026-03-30 | Completed | 33.33% | $369.50 | $379.57 | 2.73% | Stop |
| 2026-02-27 | 2026-03-26 | Completed | 33.33% | $369.06 | $383.17 | 3.82% | Stop |
| 2026-03-03 | 2026-03-05 | Completed | 33.33% | $369.50 | $407.30 | 10.23% | Signal |
| 2026-02-06 | 2026-03-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2026-02-06 | 2026-03-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2026-02-04 | 2026-02-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2026-01-28 | 2026-02-06 | Completed | 33.33% | $479.46 | $384.94 | -19.71% | Stop |
| 2026-01-28 | 2026-02-06 | Completed | 33.33% | $479.46 | $384.94 | -19.71% | Stop |
| 2025-12-17 | 2026-02-04 | Completed | 33.33% | $489.41 | $411.94 | -15.83% | Stop |
| 2026-01-05 | 2026-01-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2026-01-05 | 2026-01-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2025-09-03 | 2026-01-05 | Completed | 33.33% | $412.98 | $458.63 | 11.05% | Stop |
| 2025-09-03 | 2026-01-05 | Completed | 33.33% | $412.98 | $458.63 | 11.05% | Stop |
| 2025-11-24 | 2025-12-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2025-08-26 | 2025-11-24 | Completed | 33.33% | $419.32 | $498.16 | 18.80% | Stop |
| 2025-08-11 | 2025-09-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2025-08-11 | 2025-09-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2025-08-04 | 2025-08-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2025-04-30 | 2025-08-11 | Completed | 33.33% | $419.01 | $423.82 | 1.15% | Stop |
| 2025-04-30 | 2025-08-11 | Completed | 33.33% | $419.01 | $423.82 | 1.15% | Stop |
| 2025-04-30 | 2025-08-04 | Completed | 33.33% | $419.01 | $452.90 | 8.09% | Stop |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-03-20 | 2025-04-07 | Completed | 33.33% | $371.28 | $300.06 | -19.18% | Stop |
| 2025-03-20 | 2025-04-07 | Completed | 33.33% | $371.28 | $300.06 | -19.18% | Stop |
| 2025-03-19 | 2025-04-07 | Completed | 33.33% | $366.22 | $300.06 | -18.07% | Stop |
| 2025-02-26 | 2025-03-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2025-02-26 | 2025-03-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2025-02-25 | 2025-03-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2025-02-10 | 2025-02-26 | Completed | 33.33% | $424.77 | $384.69 | -9.44% | Stop |
| 2024-11-20 | 2025-02-26 | Completed | 33.33% | $357.31 | $384.69 | 7.66% | Stop |
| 2025-02-06 | 2025-02-25 | Completed | 33.33% | $415.50 | $387.27 | -6.79% | Stop |
| 2024-12-24 | 2025-02-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2025-01-14 | 2025-02-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2024-08-12 | 2025-01-14 | Completed | 33.33% | $242.00 | $344.99 | 42.56% | Stop |
| 2024-08-13 | 2024-12-24 | Completed | 33.33% | $242.00 | $361.07 | 49.20% | Signal |
| 2024-10-02 | 2024-11-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2024-09-12 | 2024-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2024-08-13 | 2024-09-12 | Completed | 33.33% | $242.00 | $255.68 | 5.65% | Signal |
| 2024-08-02 | 2024-08-13 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2024-08-02 | 2024-08-13 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2024-08-02 | 2024-08-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2024-07-22 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2024-07-22 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2024-07-19 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-03-15 | 2024-07-22 | Completed | 33.33% | $325.58 | $285.01 | -12.46% | Stop |
| 2024-03-15 | 2024-07-22 | Completed | 33.33% | $325.58 | $285.01 | -12.46% | Stop |
| 2024-06-27 | 2024-07-19 | Completed | 33.33% | $381.00 | $294.51 | -22.70% | Stop |
| 2024-06-04 | 2024-06-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2024-05-14 | 2024-06-04 | Completed | 33.33% | $319.19 | $310.00 | -2.88% | Stop |
| 2024-04-22 | 2024-05-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2024-03-15 | 2024-04-22 | Completed | 33.33% | $325.58 | $285.74 | -12.24% | Stop |
| 2024-02-22 | 2024-03-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2024-02-22 | 2024-03-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2024-02-22 | 2024-03-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2023-12-13 | 2024-02-22 | Completed | 33.33% | $249.75 | $304.93 | 22.09% | Stop |
| 2023-08-02 | 2024-02-22 | Completed | 33.33% | $161.51 | $304.93 | 88.80% | Stop |
| 2023-04-20 | 2024-02-22 | Completed | 33.33% | $131.03 | $304.93 | 132.72% | Stop |
| 2023-06-02 | 2023-12-13 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 3.37% | Interest Income |
| 2023-06-02 | 2023-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-04 | 2023-04-20 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-11-07 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-11-07 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-11-03 | 2022-11-07 | Completed | 33.33% | $146.14 | $129.83 | -11.16% | Stop |
| 2022-10-17 | 2022-11-07 | Completed | 33.33% | $149.35 | $129.83 | -13.07% | Stop |
| 2022-10-12 | 2022-11-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2022-10-04 | 2022-10-17 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-09-27 | 2022-10-12 | Completed | 33.33% | $163.95 | $154.32 | -5.87% | Stop |
| 2022-09-23 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.40% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-09-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2022-09-01 | 2022-09-23 | Completed | 33.33% | $178.45 | $159.08 | -10.85% | Stop |
| 2022-07-08 | 2022-09-02 | Completed | 33.33% | $185.00 | $174.28 | -5.79% | Stop |
| 2022-07-13 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2022-03-29 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-05-25 | 2022-07-13 | Completed | 33.33% | $138.82 | $169.98 | 22.44% | Signal |
| 2022-06-14 | 2022-07-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-05-16 | 2022-06-14 | Completed | 33.33% | $154.00 | $156.00 | 1.30% | Stop |
| 2022-03-02 | 2022-05-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2022-04-22 | 2022-05-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-03-16 | 2022-04-22 | Completed | 33.33% | $191.59 | $209.00 | 9.09% | Stop |
| 2022-03-21 | 2022-03-29 | Completed | 33.33% | $203.00 | $224.45 | 10.57% | Signal |
| 2022-03-02 | 2022-03-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-03-02 | 2022-03-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2022-02-25 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2022-02-22 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-02-08 | 2022-02-25 | Completed | 33.33% | $175.98 | $182.51 | 3.71% | Stop |
| 2022-01-28 | 2022-02-22 | Completed | 33.33% | $160.60 | $161.50 | 0.56% | Stop |
| 2022-01-14 | 2022-02-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2022-01-05 | 2022-01-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2021-12-16 | 2022-01-14 | Completed | 33.33% | $211.70 | $173.87 | -17.87% | Stop |
| 2021-12-09 | 2022-01-05 | Completed | 33.33% | $209.96 | $185.00 | -11.89% | Stop |
| 2021-12-27 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-12-16 | 2021-12-27 | Completed | 33.33% | $211.70 | $211.48 | -0.10% | Signal |
| 2021-11-23 | 2021-12-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2021-11-23 | 2021-12-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2021-11-16 | 2021-12-09 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-08-25 | 2021-11-23 | Completed | 33.33% | $267.03 | $231.00 | -13.49% | Stop |
| 2021-08-25 | 2021-11-23 | Completed | 33.33% | $267.03 | $231.00 | -13.49% | Stop |
| 2021-10-06 | 2021-11-16 | Completed | 33.33% | $243.34 | $255.31 | 4.92% | Stop |
| 2021-09-14 | 2021-10-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2021-08-25 | 2021-09-14 | Completed | 33.33% | $267.03 | $256.04 | -4.12% | Stop |
| 2021-08-23 | 2021-08-25 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-08-23 | 2021-08-25 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-08-23 | 2021-08-25 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |