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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -37.7% (compared to the benchmark's drawdown of -67.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.7%, compared to a Buy-and-Hold benchmark return of 22.9%. The strategy executed 17 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
CRWD Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 34.36% | 58.72% | 11.54% | 22.62% | 11.74% | 22.95% |
| Sharpe Ratio | 0.78 | 0.98 | 0.32 | 0.40 | 0.32 | 0.40 |
| Max Drawdown | -24.67% | -37.18% | -37.69% | -67.69% | -37.69% | -67.69% |
| % Time Invested | 68.2% | 100.0% | 53.9% | 100.0% | 54.9% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 3.4 | 0.0 | 3.5 | 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 | ||||||||
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-02 | 2026-03-30 | Completed | 100% | $93.97 | $94.89 | 0.93% | Stop | |
| 2026-02-05 | 2026-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-01-13 | 2026-02-05 | Completed | 100% | $116.75 | $103.70 | -11.22% | Stop | |
| 2025-12-18 | 2026-01-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-09-02 | 2025-12-18 | Completed | 100% | $104.28 | $119.93 | 14.95% | Stop | |
| 2025-08-08 | 2025-09-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-30 | 2025-08-08 | Completed | 100% | $104.75 | $107.75 | 2.81% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-19 | 2025-04-07 | Completed | 100% | $91.56 | $75.01 | -18.11% | Stop | |
| 2025-02-25 | 2025-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-13 | 2025-02-25 | Completed | 100% | $60.50 | $96.82 | 59.95% | Stop | |
| 2024-07-22 | 2024-08-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-03-15 | 2024-07-22 | Completed | 100% | $81.39 | $71.25 | -12.50% | Stop | |
| 2024-02-22 | 2024-03-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-12-13 | 2024-02-22 | Completed | 100% | $62.44 | $76.23 | 22.03% | Stop | |
| 2022-10-04 | 2023-12-13 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.04% | Interest Income | |
| 2022-09-27 | 2022-10-04 | Completed | 100% | $40.99 | $43.65 | 6.43% | Signal | |
| 2022-09-02 | 2022-09-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2022-07-08 | 2022-09-02 | Completed | 100% | $46.25 | $43.57 | -5.84% | Stop | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-05-17 | 2022-06-14 | Completed | 100% | $37.83 | $39.00 | 3.03% | Stop | |
| 2022-04-25 | 2022-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-03-21 | 2022-04-25 | Completed | 100% | $50.75 | $50.71 | -0.13% | Stop | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-31 | 2022-02-25 | Completed | 100% | $42.67 | $45.63 | 6.87% | Stop | |
| 2022-01-06 | 2022-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-12-09 | 2022-01-06 | Completed | 100% | $52.49 | $45.06 | -14.19% | Stop | |
| 2021-11-16 | 2021-12-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-10-21 | 2021-11-16 | Completed | 100% | $70.75 | $63.83 | -9.83% | Stop | |
| 2021-09-29 | 2021-10-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-08-25 | 2021-09-29 | Completed | 100% | $66.76 | $60.92 | -8.78% | Stop | |
| 2021-08-23 | 2021-08-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |