GOOG
Alphabet Inc - Class C
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-28
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 -31.6% (compared to the benchmark's drawdown of -65.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.7%, compared to a Buy-and-Hold benchmark return of 18.4%. The strategy executed 32 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 | 46.97% | 72.51% | 14.23% | 19.73% | 17.75% | 24.57% | 12.72% | 18.45% |
| Sharpe Ratio | 1.38 | 1.78 | 0.60 | 0.57 | 0.75 | 0.75 | 0.57 | 0.57 |
| Max Drawdown | -22.25% | -20.75% | -24.83% | -44.60% | -24.83% | -44.60% | -31.55% | -65.29% |
| % Time Invested | 87.3% | 100.0% | 63.6% | 100.0% | 72.1% | 100.0% | 70.0% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.4 | 0.0 | 1.7 | 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 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 | ||||||||
| 2026-03-25 | 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 | 56.82% | 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 | -6.05% | 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 | 5.70% | 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 | 5.95% | 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 | 26.39% | 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 | -3.37% | 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 | 62.11% | 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 | -0.42% | 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 | 12.79% | 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 | 12.77% | 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 | 5.03% | 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 | -11.02% | 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 | 0.37% | 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 | 2.74% | 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 | -7.17% | 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 | 33.65% | 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 | 3.93% | 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 | -0.92% | 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 | 3.77% | 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 | 48.90% | 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 | -1.31% | 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 | -7.42% | 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 | 3.94% | 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 | -7.75% | 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 | -1.07% | 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 | 12.16% | 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 | -7.78% | 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 | 36.35% | 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 | -11.65% | 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 | -11.08% | 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 | 34.65% | Stop | |
| 2006-10-30 | 2006-11-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |