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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -35.1% (compared to the benchmark's drawdown of -67.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.3%, compared to a Buy-and-Hold benchmark return of 22.9%. The strategy executed 14 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
CRWD Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -4.13% | 58.72% | 4.21% | 22.62% | 4.28% | 22.95% |
| Sharpe Ratio | -0.12 | 0.98 | 0.14 | 0.40 | 0.14 | 0.40 |
| Max Drawdown | -29.11% | -37.18% | -35.06% | -67.69% | -35.06% | -67.69% |
| % Time Invested | 56.4% | 100.0% | 47.2% | 100.0% | 48.0% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 2.8 | 0.0 | 2.8 | 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) | 100% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2026-03-11 | 2026-03-23 | Completed | 100% | $110.63 | $102.76 | -7.15% | Stop | |
| 2026-02-05 | 2026-03-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | 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 | |
| 2024-11-29 | 2025-02-25 | Completed | 100% | $87.38 | $96.82 | 10.75% | Stop | |
| 2024-09-04 | 2024-11-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.13% | Interest Income | |
| 2024-08-13 | 2024-09-04 | Completed | 100% | $60.50 | $65.11 | 7.57% | Signal | |
| 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 | |
| 2023-09-13 | 2024-02-22 | Completed | 100% | $42.38 | $76.23 | 79.79% | Stop | |
| 2023-08-21 | 2023-09-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-06-09 | 2023-08-21 | Completed | 100% | $38.38 | $37.69 | -1.85% | Stop | |
| 2022-01-05 | 2023-06-09 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.25% | Interest Income | |
| 2021-12-09 | 2022-01-05 | Completed | 100% | $52.49 | $46.25 | -11.93% | Signal | |
| 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 | |