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 Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -34.8% (compared to the benchmark's drawdown of -67.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 26.5%, compared to a Buy-and-Hold benchmark return of 51.4%. The strategy executed 73 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.
Available in Investing Mode
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
Available in Investing Mode
CRWD Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.25% | 58.72% | 16.46% | 22.62% | 26.46% | 51.36% |
| Sharpe Ratio | 0.16 | 0.98 | 0.47 | 0.40 | 0.68 | 0.78 |
| Max Drawdown | -28.90% | -37.18% | -34.76% | -67.69% | -34.76% | -67.69% |
| % Time Invested | 65.9% | 100.0% | 78.0% | 100.0% | 78.9% | 100.0% |
| Trades / Year | 11.0 | 0.0 | 10.2 | 0.0 | 11.1 | 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 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 | ||||||||
| 2026-03-23 | 2026-05-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-23 | 2026-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2026-03-11 | 2026-03-30 | Completed | 33.33% | $110.63 | $94.89 | -14.27% | Stop | |
| 2026-03-11 | 2026-03-23 | Completed | 33.33% | $110.63 | $102.76 | -7.15% | Stop | |
| 2026-03-11 | 2026-03-23 | Completed | 33.33% | $110.63 | $102.76 | -7.15% | Stop | |
| 2026-02-06 | 2026-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2026-01-05 | 2026-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2025-12-01 | 2026-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.98% | Interest Income | |
| 2026-01-28 | 2026-02-06 | Completed | 33.33% | $119.86 | $96.24 | -19.75% | Stop | |
| 2026-01-05 | 2026-01-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-10-20 | 2026-01-05 | Completed | 33.33% | $121.63 | $114.66 | -5.78% | Stop | |
| 2025-09-03 | 2026-01-05 | Completed | 33.33% | $103.25 | $114.66 | 11.00% | Stop | |
| 2025-09-15 | 2025-12-01 | Completed | 33.33% | $110.39 | $125.80 | 13.90% | Signal | |
| 2025-09-26 | 2025-10-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-09-19 | 2025-09-26 | Completed | 33.33% | $124.75 | $118.03 | -5.44% | Stop | |
| 2025-08-11 | 2025-09-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2025-07-24 | 2025-09-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 2025-08-11 | 2025-09-03 | 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 | |
| 2025-05-01 | 2025-07-24 | Completed | 33.33% | $107.88 | $116.00 | 7.47% | Signal | |
| 2025-04-08 | 2025-05-01 | 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 | |
| 2025-03-27 | 2025-04-08 | Completed | 33.33% | $92.18 | $85.68 | -7.10% | Stop | |
| 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 | |
| 2025-02-26 | 2025-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 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 | |
| 2025-02-03 | 2025-02-26 | Completed | 33.33% | $96.74 | $96.17 | -0.63% | Stop | |
| 2024-11-19 | 2025-02-26 | Completed | 33.33% | $85.39 | $96.17 | 12.58% | Stop | |
| 2024-09-18 | 2025-02-26 | Completed | 33.33% | $67.37 | $96.17 | 42.68% | Stop | |
| 2025-01-08 | 2025-02-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-10-14 | 2025-01-08 | Completed | 33.33% | $80.39 | $89.05 | 10.71% | Signal | |
| 2024-09-13 | 2024-11-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income | |
| 2024-09-20 | 2024-10-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-08-20 | 2024-09-20 | Completed | 33.33% | $67.34 | $71.03 | 5.43% | Signal | |
| 2024-08-19 | 2024-09-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2024-08-13 | 2024-09-13 | Completed | 33.33% | $60.50 | $64.25 | 6.15% | Signal | |
| 2024-07-18 | 2024-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 2024-08-13 | 2024-08-19 | Completed | 33.33% | $60.50 | $66.00 | 9.04% | 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 | |
| 2024-05-29 | 2024-07-22 | Completed | 33.33% | $85.50 | $71.25 | -16.71% | Stop | |
| 2024-03-15 | 2024-07-22 | Completed | 33.33% | $81.39 | $71.25 | -12.50% | Stop | |
| 2024-05-08 | 2024-07-18 | Completed | 33.33% | $77.97 | $87.93 | 12.72% | Signal | |
| 2024-05-02 | 2024-05-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2024-04-12 | 2024-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2024-03-15 | 2024-05-02 | Completed | 33.33% | $81.39 | $75.94 | -6.75% | Signal | |
| 2024-03-15 | 2024-04-12 | Completed | 33.33% | $81.39 | $78.47 | -3.64% | Signal | |
| 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 | |
| 2023-10-31 | 2024-02-22 | Completed | 33.33% | $43.79 | $76.23 | 73.99% | Stop | |
| 2023-04-19 | 2024-02-22 | Completed | 33.33% | $33.75 | $76.23 | 125.76% | Stop | |
| 2023-02-27 | 2024-02-22 | Completed | 33.33% | $29.66 | $76.23 | 156.90% | Stop | |
| 2023-10-09 | 2023-10-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-09-13 | 2023-10-09 | Completed | 33.33% | $42.38 | $44.12 | 4.07% | Signal | |
| 2023-08-21 | 2023-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-07-24 | 2023-08-21 | Completed | 33.33% | $37.74 | $37.69 | -0.19% | Signal | |
| 2023-06-29 | 2023-07-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-05-25 | 2023-06-29 | Completed | 33.33% | $37.66 | $36.44 | -3.29% | Signal | |
| 2023-05-03 | 2023-05-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-01-27 | 2023-05-03 | Completed | 33.33% | $25.90 | $29.11 | 12.35% | Signal | |
| 2022-11-07 | 2023-04-19 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.03% | Interest Income | |
| 2022-09-23 | 2023-02-27 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.80% | Interest Income | |
| 2022-12-01 | 2023-01-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 2022-11-28 | 2022-12-01 | Completed | 33.33% | $34.92 | $29.66 | -15.11% | Stop | |
| 2022-09-08 | 2022-11-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.84% | Interest Income | |
| 2022-10-17 | 2022-11-07 | Completed | 33.33% | $37.34 | $32.46 | -13.11% | Stop | |
| 2022-09-23 | 2022-10-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-08-31 | 2022-09-23 | Completed | 33.33% | $49.30 | $39.77 | -19.38% | Stop | |
| 2022-07-08 | 2022-09-23 | Completed | 33.33% | $46.25 | $39.77 | -14.05% | Stop | |
| 2022-06-01 | 2022-09-08 | Completed | 33.33% | $40.75 | $42.54 | 4.34% | Signal | |
| 2022-07-12 | 2022-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-05-11 | 2022-07-12 | Completed | 33.33% | $37.08 | $46.72 | 25.94% | Signal | |
| 2022-06-08 | 2022-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2022-05-25 | 2022-06-08 | Completed | 33.33% | $34.71 | $44.00 | 26.71% | Signal | |
| 2022-05-03 | 2022-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2022-05-03 | 2022-05-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2021-12-23 | 2022-05-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2022-03-21 | 2022-05-03 | Completed | 33.33% | $50.75 | $50.91 | 0.27% | Stop | |
| 2022-03-18 | 2022-05-03 | Completed | 33.33% | $50.40 | $50.91 | 0.97% | Stop | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-12-20 | 2022-03-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-10 | 2022-02-25 | Completed | 33.33% | $45.56 | $45.63 | 0.10% | Stop | |
| 2022-01-13 | 2022-02-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-12-29 | 2022-01-13 | Completed | 33.33% | $51.67 | $47.04 | -9.02% | Signal | |
| 2021-11-18 | 2021-12-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-12-16 | 2021-12-23 | Completed | 33.33% | $52.92 | $51.90 | -1.98% | Signal | |
| 2021-12-16 | 2021-12-20 | Completed | 33.33% | $52.92 | $50.06 | -5.46% | 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 | |
| 2021-06-01 | 2021-11-23 | Completed | 33.33% | $55.81 | $57.75 | 3.43% | Stop | |
| 2021-05-12 | 2021-11-23 | Completed | 33.33% | $48.00 | $57.75 | 20.25% | Stop | |
| 2021-10-21 | 2021-11-18 | Completed | 33.33% | $70.75 | $67.61 | -4.49% | Signal | |
| 2021-09-29 | 2021-10-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-08-27 | 2021-09-29 | Completed | 33.33% | $69.89 | $60.92 | -12.87% | Signal | |
| 2021-08-02 | 2021-08-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-06-01 | 2021-08-02 | Completed | 33.33% | $55.81 | $63.56 | 13.84% | Signal | |
| 2021-05-07 | 2021-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-05-07 | 2021-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-30 | 2021-05-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-14 | 2021-05-07 | Completed | 33.33% | $54.10 | $48.57 | -10.26% | Stop | |
| 2021-03-18 | 2021-05-07 | Completed | 33.33% | $50.90 | $48.57 | -4.62% | Stop | |
| 2021-03-11 | 2021-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-18 | 2021-03-30 | Completed | 33.33% | $50.90 | $42.77 | -16.01% | Signal | |
| 2021-02-24 | 2021-03-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-02-24 | 2021-03-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-08 | 2021-03-11 | Completed | 33.33% | $46.07 | $51.00 | 10.63% | Signal | |
| 2021-02-11 | 2021-03-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-11-24 | 2021-02-24 | Completed | 33.33% | $36.42 | $54.94 | 50.77% | Stop | |
| 2020-11-24 | 2021-02-24 | Completed | 33.33% | $36.42 | $54.94 | 50.77% | Stop | |
| 2020-11-24 | 2021-02-11 | Completed | 33.33% | $36.42 | $58.37 | 60.17% | Signal | |
| 2020-11-02 | 2020-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-11-02 | 2020-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-11-02 | 2020-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-09-03 | 2020-11-02 | Completed | 33.33% | $32.75 | $31.14 | -4.97% | Stop | |
| 2020-09-03 | 2020-11-02 | Completed | 33.33% | $32.75 | $31.14 | -4.97% | Stop | |
| 2020-09-03 | 2020-11-02 | Completed | 33.33% | $32.75 | $31.14 | -4.97% | Stop | |
| 2020-08-12 | 2020-09-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-08-12 | 2020-09-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-08-12 | 2020-09-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-05-01 | 2020-08-12 | Completed | 33.33% | $16.57 | $24.65 | 48.70% | Stop | |
| 2020-03-31 | 2020-08-12 | Completed | 33.33% | $14.26 | $24.65 | 72.82% | Stop | |
| 2020-03-31 | 2020-08-12 | Completed | 33.33% | $14.26 | $24.65 | 72.82% | Stop | |
| 2020-04-08 | 2020-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-31 | 2020-04-08 | Completed | 33.33% | $14.26 | $14.91 | 4.54% | Signal | |
| 2020-03-09 | 2020-03-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-09 | 2020-03-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-09 | 2020-03-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-02-21 | 2020-03-09 | Completed | 33.33% | $15.65 | $11.70 | -25.24% | Stop | |
| 2020-02-03 | 2020-03-09 | Completed | 33.33% | $15.28 | $11.70 | -23.46% | Stop | |
| 2020-01-07 | 2020-03-09 | Completed | 33.33% | $13.64 | $11.70 | -14.23% | Stop | |
| 2020-01-27 | 2020-02-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2020-01-09 | 2020-02-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2020-01-17 | 2020-01-27 | Completed | 33.33% | $15.76 | $14.15 | -10.31% | Stop | |
| 2019-12-20 | 2020-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2020-01-07 | 2020-01-09 | Completed | 33.33% | $13.64 | $14.24 | 4.35% | Signal | |
| 2019-12-20 | 2020-01-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2019-12-20 | 2020-01-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |