GOOG
Alphabet Inc - Class C
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-12
Executive Summary
The quantitative backtest for GOOG (Alphabet Inc - Class C) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -54.8% (compared to the benchmark's drawdown of -65.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.3%, compared to a Buy-and-Hold benchmark return of 19.0%. The strategy executed 35 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
GOOG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 77.78% | 103.06% | 5.39% | 23.42% | 16.64% | 25.98% | 11.35% | 19.03% |
| Sharpe Ratio | 2.14 | 2.51 | 0.20 | 0.68 | 0.63 | 0.80 | 0.44 | 0.59 |
| Max Drawdown | -16.09% | -20.75% | -49.48% | -44.60% | -49.48% | -44.60% | -54.84% | -65.29% |
| % Time Invested | 93.7% | 100.0% | 72.8% | 100.0% | 82.6% | 100.0% | 82.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.0 | 0.0 | 1.6 | 0.0 | 1.8 | 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 / 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 |
|---|---|---|---|---|---|---|---|
| 2026-04-17 | Open | Open | 100% | $334.23 | $358.16 | 7.16% | Mark-to-Market |
| 2026-03-25 | 2026-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2025-05-01 | 2026-03-25 | Completed | 100% | $161.86 | $291.97 | 80.38% | Stop |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-21 | 2025-04-08 | Completed | 100% | $162.72 | $152.95 | -6.00% | Stop |
| 2025-02-27 | 2025-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-28 | 2025-02-27 | Completed | 100% | $165.51 | $175.03 | 5.75% | Stop |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2024-03-28 | 2024-08-06 | Completed | 100% | $150.67 | $159.72 | 6.01% | Stop |
| 2024-03-06 | 2024-03-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2023-12-21 | 2024-03-06 | Completed | 100% | $139.54 | $133.07 | -4.64% | Stop |
| 2023-10-27 | 2023-12-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2023-08-01 | 2023-10-27 | Completed | 100% | $129.71 | $122.95 | -5.22% | Stop |
| 2022-12-08 | 2023-08-01 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.16% | Interest Income |
| 2022-11-28 | 2022-12-08 | Completed | 100% | $96.35 | $94.85 | -1.55% | Signal |
| 2022-11-03 | 2022-11-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2022-10-10 | 2022-11-03 | Completed | 100% | $98.98 | $85.59 | -13.53% | Stop |
| 2022-09-16 | 2022-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2022-05-17 | 2022-09-16 | Completed | 100% | $116.20 | $102.07 | -12.16% | Stop |
| 2022-04-25 | 2022-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-02-16 | 2022-04-25 | Completed | 100% | $135.24 | $118.39 | -12.46% | Stop |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-10-13 | 2022-01-25 | Completed | 100% | $78.49 | $127.31 | 62.19% | Stop |
| 2020-09-21 | 2020-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-24 | 2020-09-21 | Completed | 100% | $54.71 | $71.37 | 30.47% | Stop |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2019-06-26 | 2020-03-02 | Completed | 100% | $53.85 | $66.99 | 24.40% | Stop |
| 2019-06-04 | 2019-06-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2018-11-05 | 2019-06-04 | Completed | 100% | $52.29 | $51.69 | -1.15% | Stop |
| 2018-10-12 | 2018-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-04-23 | 2018-10-12 | Completed | 100% | $53.42 | $54.92 | 2.80% | Stop |
| 2018-03-29 | 2018-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2018-03-07 | 2018-03-29 | Completed | 100% | $53.98 | $50.14 | -7.12% | Stop |
| 2018-02-12 | 2018-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2015-09-17 | 2018-02-12 | Completed | 100% | $31.61 | $51.94 | 64.32% | Stop |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-01-12 | 2015-08-25 | Completed | 100% | $24.46 | $30.48 | 24.58% | Stop |
| 2014-12-17 | 2015-01-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-05-20 | 2014-12-17 | Completed | 100% | $26.18 | $24.57 | -6.18% | Stop |
| 2014-04-28 | 2014-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-12-04 | 2014-04-28 | Completed | 100% | $17.16 | $25.56 | 48.98% | Stop |
| 2012-11-09 | 2012-12-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-07-10 | 2012-11-09 | Completed | 100% | $14.57 | $16.16 | 10.92% | Stop |
| 2012-06-15 | 2012-07-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-02-17 | 2012-06-15 | Completed | 100% | $14.94 | $13.83 | -7.38% | Stop |
| 2012-01-26 | 2012-02-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-09-13 | 2012-01-26 | Completed | 100% | $13.13 | $14.12 | 7.52% | Stop |
| 2011-08-19 | 2011-09-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-05-11 | 2011-08-19 | Completed | 100% | $13.34 | $12.33 | -7.55% | Stop |
| 2011-04-18 | 2011-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-27 | 2011-04-18 | Completed | 100% | $11.97 | $13.00 | 8.55% | Stop |
| 2010-05-05 | 2010-05-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-02-23 | 2010-05-05 | Completed | 100% | $13.41 | $12.37 | -7.74% | Stop |
| 2010-01-29 | 2010-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-07-17 | 2010-01-29 | Completed | 100% | $10.69 | $13.29 | 24.36% | Stop |
| 2009-06-23 | 2009-07-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-06-04 | 2009-06-23 | Completed | 100% | $10.75 | $10.04 | -6.58% | Stop |
| 2008-11-11 | 2009-06-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2008-10-30 | 2008-11-11 | Completed | 100% | $9.10 | $7.62 | -16.22% | Stop |
| 2008-10-08 | 2008-10-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2008-10-01 | 2008-10-08 | Completed | 100% | $10.15 | $8.15 | -19.70% | Stop |
| 2008-09-09 | 2008-10-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2008-08-07 | 2008-09-09 | Completed | 100% | $11.90 | $10.45 | -12.21% | Stop |
| 2008-07-16 | 2008-08-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2008-03-20 | 2008-07-16 | Completed | 100% | $10.55 | $12.69 | 20.29% | Stop |
| 2008-02-27 | 2008-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2008-02-11 | 2008-02-27 | Completed | 100% | $12.85 | $11.36 | -11.60% | Stop |
| 2008-01-17 | 2008-02-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2007-12-06 | 2008-01-17 | Completed | 100% | $17.23 | $15.33 | -11.04% | Stop |
| 2007-11-13 | 2007-12-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2006-11-01 | 2007-11-13 | Completed | 100% | $11.82 | $15.92 | 34.72% | Stop |
| 2006-10-30 | 2006-11-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |