CRWD
CrowdStrike Holdings Inc - Class A
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for CRWD (CrowdStrike Holdings Inc - Class A) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -34.4% (compared to the benchmark's drawdown of -67.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.1%, compared to a Buy-and-Hold benchmark return of 22.9%. The strategy executed 51 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.
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 | 18.49% | 58.72% | 10.86% | 22.62% | 11.05% | 22.95% |
| Sharpe Ratio | 0.49 | 0.98 | 0.34 | 0.40 | 0.34 | 0.40 |
| Max Drawdown | -31.73% | -37.18% | -34.41% | -67.69% | -34.41% | -67.69% |
| % Time Invested | 84.5% | 100.0% | 77.0% | 100.0% | 78.3% | 100.0% |
| Trades / Year | 13.0 | 0.0 | 10.2 | 0.0 | 10.4 | 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 | ||||||||
| 2026-04-27 | 2026-05-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-05 | 2026-05-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2026-04-22 | 2026-04-27 | Completed | 33.33% | $113.83 | $113.39 | -0.44% | Signal | |
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-26 | 2026-04-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-03 | 2026-03-30 | Completed | 33.33% | $92.38 | $94.89 | 2.67% | Stop | |
| 2026-02-27 | 2026-03-26 | Completed | 33.33% | $92.26 | $95.79 | 3.77% | Stop | |
| 2026-03-03 | 2026-03-05 | Completed | 33.33% | $92.38 | $101.82 | 10.17% | Signal | |
| 2026-02-06 | 2026-03-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-06 | 2026-03-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-04 | 2026-02-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-01-28 | 2026-02-06 | Completed | 33.33% | $119.86 | $96.24 | -19.75% | Stop | |
| 2026-01-28 | 2026-02-06 | Completed | 33.33% | $119.86 | $96.24 | -19.75% | Stop | |
| 2025-12-17 | 2026-02-04 | Completed | 33.33% | $122.35 | $102.99 | -15.87% | Stop | |
| 2026-01-05 | 2026-01-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-01-05 | 2026-01-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-09-03 | 2026-01-05 | Completed | 33.33% | $103.25 | $114.66 | 11.00% | Stop | |
| 2025-09-03 | 2026-01-05 | Completed | 33.33% | $103.25 | $114.66 | 11.00% | Stop | |
| 2025-11-24 | 2025-12-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-08-26 | 2025-11-24 | Completed | 33.33% | $104.83 | $124.54 | 18.74% | Stop | |
| 2025-08-11 | 2025-09-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-08-11 | 2025-09-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-08-04 | 2025-08-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-30 | 2025-08-11 | Completed | 33.33% | $104.75 | $105.96 | 1.10% | Stop | |
| 2025-04-30 | 2025-08-11 | Completed | 33.33% | $104.75 | $105.96 | 1.10% | Stop | |
| 2025-04-30 | 2025-08-04 | Completed | 33.33% | $104.75 | $113.22 | 8.03% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-20 | 2025-04-07 | Completed | 33.33% | $92.82 | $75.01 | -19.22% | Stop | |
| 2025-03-20 | 2025-04-07 | Completed | 33.33% | $92.82 | $75.01 | -19.22% | Stop | |
| 2025-03-19 | 2025-04-07 | Completed | 33.33% | $91.56 | $75.01 | -18.11% | Stop | |
| 2025-02-26 | 2025-03-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-26 | 2025-03-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-25 | 2025-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-10 | 2025-02-26 | Completed | 33.33% | $106.19 | $96.17 | -9.48% | Stop | |
| 2024-11-20 | 2025-02-26 | Completed | 33.33% | $89.33 | $96.17 | 7.61% | Stop | |
| 2025-02-06 | 2025-02-25 | Completed | 33.33% | $103.88 | $96.82 | -6.84% | Stop | |
| 2024-12-24 | 2025-02-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2025-01-14 | 2025-02-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-12 | 2025-01-14 | Completed | 33.33% | $60.50 | $86.25 | 42.49% | Stop | |
| 2024-08-13 | 2024-12-24 | Completed | 33.33% | $60.50 | $90.27 | 49.13% | Signal | |
| 2024-09-12 | 2024-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 2024-08-13 | 2024-09-12 | Completed | 33.33% | $60.50 | $63.92 | 5.60% | Signal | |
| 2024-07-22 | 2024-08-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-07-22 | 2024-08-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-07-19 | 2024-08-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-03-15 | 2024-07-22 | Completed | 33.33% | $81.39 | $71.25 | -12.50% | Stop | |
| 2024-03-15 | 2024-07-22 | Completed | 33.33% | $81.39 | $71.25 | -12.50% | Stop | |
| 2024-06-27 | 2024-07-19 | Completed | 33.33% | $95.25 | $73.63 | -22.74% | Stop | |
| 2024-06-04 | 2024-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-05-14 | 2024-06-04 | Completed | 33.33% | $79.80 | $77.50 | -2.93% | Stop | |
| 2024-04-22 | 2024-05-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-03-15 | 2024-04-22 | Completed | 33.33% | $81.39 | $71.43 | -12.28% | Stop | |
| 2024-02-22 | 2024-03-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-02-22 | 2024-03-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-02-22 | 2024-03-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-12-13 | 2024-02-22 | Completed | 33.33% | $62.44 | $76.23 | 22.03% | Stop | |
| 2023-08-02 | 2024-02-22 | Completed | 33.33% | $40.38 | $76.23 | 88.70% | Stop | |
| 2023-04-20 | 2024-02-22 | Completed | 33.33% | $32.76 | $76.23 | 132.60% | Stop | |
| 2022-11-07 | 2023-12-13 | Interest (CASH) | 33.33% | $1.00 | $1.06 | 5.65% | Interest Income | |
| 2022-03-29 | 2023-08-02 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 4.97% | Interest Income | |
| 2022-11-07 | 2023-04-20 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.05% | Interest Income | |
| 2022-11-03 | 2022-11-07 | Completed | 33.33% | $36.53 | $32.46 | -11.20% | Stop | |
| 2022-10-17 | 2022-11-07 | Completed | 33.33% | $37.34 | $32.46 | -13.11% | Stop | |
| 2022-10-12 | 2022-11-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2022-09-23 | 2022-10-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-09-27 | 2022-10-12 | Completed | 33.33% | $40.99 | $38.58 | -5.92% | Stop | |
| 2022-09-02 | 2022-09-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2022-09-01 | 2022-09-23 | Completed | 33.33% | $44.61 | $39.77 | -10.90% | Stop | |
| 2022-07-08 | 2022-09-02 | Completed | 33.33% | $46.25 | $43.57 | -5.84% | Stop | |
| 2022-07-13 | 2022-09-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-05-25 | 2022-07-13 | Completed | 33.33% | $34.71 | $42.49 | 22.38% | Signal | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-05-16 | 2022-06-14 | Completed | 33.33% | $38.50 | $39.00 | 1.25% | Stop | |
| 2021-12-27 | 2022-05-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2022-04-22 | 2022-05-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-03-16 | 2022-04-22 | Completed | 33.33% | $47.90 | $52.25 | 9.03% | Stop | |
| 2022-03-21 | 2022-03-29 | Completed | 33.33% | $50.75 | $56.11 | 10.51% | Signal | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-02-22 | 2022-03-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-02-08 | 2022-02-25 | Completed | 33.33% | $43.99 | $45.63 | 3.66% | Stop | |
| 2022-01-28 | 2022-02-22 | Completed | 33.33% | $40.15 | $40.38 | 0.51% | Stop | |
| 2022-01-14 | 2022-02-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2022-01-05 | 2022-01-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-12-16 | 2022-01-14 | Completed | 33.33% | $52.92 | $43.47 | -17.91% | Stop | |
| 2021-12-09 | 2022-01-05 | Completed | 33.33% | $52.49 | $46.25 | -11.93% | Stop | |
| 2021-12-16 | 2021-12-27 | Completed | 33.33% | $52.92 | $52.87 | -0.15% | Signal | |
| 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 | |
| 2021-11-16 | 2021-12-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-08-25 | 2021-11-23 | Completed | 33.33% | $66.76 | $57.75 | -13.54% | Stop | |
| 2021-08-25 | 2021-11-23 | Completed | 33.33% | $66.76 | $57.75 | -13.54% | Stop | |
| 2021-10-06 | 2021-11-16 | Completed | 33.33% | $60.83 | $63.83 | 4.87% | Stop | |
| 2021-09-14 | 2021-10-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-08-25 | 2021-09-14 | Completed | 33.33% | $66.76 | $64.01 | -4.16% | Stop | |
| 2021-08-23 | 2021-08-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-08-23 | 2021-08-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-08-23 | 2021-08-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |