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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -31.4% (compared to the benchmark's drawdown of -65.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.6%, compared to a Buy-and-Hold benchmark return of 19.0%. The strategy executed 31 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
GOOG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 69.25% | 103.06% | 18.53% | 23.42% | 18.59% | 25.98% | 13.57% | 19.03% |
| Sharpe Ratio | 2.02 | 2.51 | 0.77 | 0.68 | 0.79 | 0.80 | 0.60 | 0.59 |
| Max Drawdown | -16.09% | -20.75% | -24.75% | -44.60% | -24.75% | -44.60% | -31.38% | -65.29% |
| % Time Invested | 84.1% | 100.0% | 64.9% | 100.0% | 72.0% | 100.0% | 70.2% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.2 | 0.0 | 1.6 | 0.0 | 1.6 | 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 |
| 2025-07-18 | 2026-03-25 | Completed | 100% | $186.09 | $291.97 | 56.90% | Stop |
| 2025-04-08 | 2025-07-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.18% | 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 |
| 2023-05-04 | 2024-03-06 | Completed | 100% | $105.23 | $133.07 | 26.45% | Stop |
| 2022-03-07 | 2023-05-04 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.67% | Interest Income |
| 2022-02-16 | 2022-03-07 | Completed | 100% | $135.24 | $130.75 | -3.32% | Signal |
| 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 |
| 2020-06-09 | 2020-09-21 | Completed | 100% | $71.64 | $71.37 | -0.37% | Stop |
| 2020-04-22 | 2020-06-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-03-24 | 2020-04-22 | Completed | 100% | $54.71 | $61.73 | 12.84% | Signal |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2019-08-09 | 2020-03-02 | Completed | 100% | $59.38 | $66.99 | 12.82% | Stop |
| 2019-07-18 | 2019-08-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2019-06-26 | 2019-07-18 | Completed | 100% | $53.85 | $56.59 | 5.08% | Signal |
| 2019-06-04 | 2019-06-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2019-03-28 | 2019-06-04 | Completed | 100% | $58.07 | $51.69 | -10.98% | Stop |
| 2018-11-16 | 2019-03-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2018-11-05 | 2018-11-16 | Completed | 100% | $52.29 | $52.51 | 0.42% | Signal |
| 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 |
| 2016-08-15 | 2018-02-12 | Completed | 100% | $38.85 | $51.94 | 33.72% | Stop |
| 2016-06-30 | 2016-08-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-07-20 | 2016-06-30 | Completed | 100% | $32.67 | $33.97 | 3.98% | Signal |
| 2015-05-14 | 2015-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-05-01 | 2015-05-14 | Completed | 100% | $26.69 | $26.46 | -0.87% | Signal |
| 2014-10-29 | 2015-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-05-20 | 2014-10-29 | Completed | 100% | $26.18 | $27.19 | 3.82% | Signal |
| 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 |
| 2012-08-27 | 2012-11-09 | Completed | 100% | $16.37 | $16.16 | -1.26% | Stop |
| 2012-06-15 | 2012-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | 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 |
| 2011-10-13 | 2012-01-26 | Completed | 100% | $13.58 | $14.12 | 3.99% | Stop |
| 2011-08-19 | 2011-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-07-07 | 2011-08-19 | Completed | 100% | $13.36 | $12.33 | -7.70% | Stop |
| 2011-05-13 | 2011-07-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-05-11 | 2011-05-13 | Completed | 100% | $13.34 | $13.20 | -1.02% | Signal |
| 2011-04-18 | 2011-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-07-16 | 2011-04-18 | Completed | 100% | $11.58 | $13.00 | 12.21% | Stop |
| 2010-05-05 | 2010-07-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | 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 |
| 2009-05-18 | 2010-01-29 | Completed | 100% | $9.75 | $13.29 | 36.42% | Stop |
| 2008-02-27 | 2009-05-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.08% | 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 |