INTU
Intuit Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for INTU (Intuit Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -89.4% (compared to the benchmark's drawdown of -75.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.0%, compared to a Buy-and-Hold benchmark return of 14.2%. The strategy executed 74 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
INTU Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -36.88% | -61.67% | -4.08% | -10.31% | 14.82% | 10.91% | 6.97% | 14.23% |
| Sharpe Ratio | -2.14 | -2.02 | -0.16 | -0.28 | 0.53 | 0.30 | 0.22 | 0.29 |
| Max Drawdown | -41.19% | -68.19% | -41.19% | -68.19% | -41.19% | -68.19% | -89.39% | -75.29% |
| % Time Invested | 45.6% | 100.0% | 60.3% | 100.0% | 77.7% | 100.0% | 66.7% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.4 | 0.0 | 1.6 | 0.0 | 2.4 | 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 | ||||||||
| 2026-02-09 | 2026-02-24 | Completed | 100% | $435.39 | $365.26 | -16.15% | Stop | |
| 2026-01-15 | 2026-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-09-17 | 2026-01-15 | Completed | 100% | $646.42 | $561.55 | -13.17% | Stop | |
| 2025-08-25 | 2025-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2025-02-12 | 2025-08-25 | Completed | 100% | $569.88 | $657.60 | 15.34% | Stop | |
| 2025-01-21 | 2025-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-06-25 | 2025-01-21 | Completed | 100% | $617.33 | $597.40 | -3.28% | Stop | |
| 2024-05-31 | 2024-06-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-21 | 2024-05-31 | Completed | 100% | $547.96 | $551.18 | 0.54% | Stop | |
| 2023-09-21 | 2023-11-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.93% | Interest Income | |
| 2023-09-08 | 2023-09-21 | Completed | 100% | $539.41 | $507.45 | -5.97% | Stop | |
| 2022-12-05 | 2023-09-08 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.81% | Interest Income | |
| 2022-11-29 | 2022-12-05 | Completed | 100% | $370.66 | $389.63 | 5.06% | Signal | |
| 2022-11-04 | 2022-11-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-09-27 | 2022-11-04 | Completed | 100% | $387.48 | $360.98 | -6.89% | Stop | |
| 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% | $390.11 | $419.51 | 7.48% | Stop | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-05-19 | 2022-06-14 | Completed | 100% | $344.12 | $355.01 | 3.11% | Stop | |
| 2022-04-27 | 2022-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-03-16 | 2022-04-27 | Completed | 100% | $430.09 | $407.62 | -5.27% | Stop | |
| 2022-02-22 | 2022-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-02-01 | 2022-02-22 | Completed | 100% | $537.76 | $463.85 | -13.79% | Stop | |
| 2022-01-07 | 2022-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-10-13 | 2022-01-07 | Completed | 100% | $338.60 | $566.79 | 67.31% | 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% | $196.82 | $283.97 | 44.20% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-01-07 | 2020-03-02 | Completed | 100% | $254.23 | $254.64 | 0.11% | Stop | |
| 2019-12-12 | 2020-01-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2018-12-17 | 2019-12-12 | Completed | 100% | $189.35 | $239.52 | 26.43% | Stop | |
| 2018-11-21 | 2018-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-09-16 | 2018-11-21 | Completed | 100% | $81.39 | $187.52 | 130.29% | Stop | |
| 2015-08-24 | 2015-09-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-05-20 | 2015-08-24 | Completed | 100% | $53.79 | $75.14 | 39.63% | Stop | |
| 2013-04-26 | 2013-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-15 | 2013-04-26 | Completed | 100% | $37.29 | $50.81 | 36.18% | Stop | |
| 2011-07-22 | 2011-08-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-12-29 | 2011-07-22 | Completed | 100% | $27.07 | $41.48 | 53.15% | Stop | |
| 2009-08-27 | 2009-12-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2009-07-31 | 2009-08-27 | Completed | 100% | $25.98 | $24.65 | -5.16% | Stop | |
| 2008-10-06 | 2009-07-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2008-08-12 | 2008-10-06 | Completed | 100% | $26.56 | $23.97 | -9.82% | Stop | |
| 2007-11-16 | 2008-08-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.48% | Interest Income | |
| 2007-09-04 | 2007-11-16 | Completed | 100% | $23.82 | $26.00 | 9.09% | Signal | |
| 2007-08-10 | 2007-09-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2007-04-19 | 2007-08-10 | Completed | 100% | $25.58 | $23.14 | -9.58% | Stop | |
| 2007-03-27 | 2007-04-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2006-12-27 | 2007-03-27 | Completed | 100% | $26.87 | $23.67 | -11.95% | Stop | |
| 2006-12-04 | 2006-12-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2005-12-06 | 2006-12-04 | Completed | 100% | $23.07 | $27.09 | 17.36% | Stop | |
| 2005-04-19 | 2005-12-06 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.16% | Interest Income | |
| 2005-03-04 | 2005-04-19 | Completed | 100% | $19.06 | $18.12 | -4.98% | Stop | |
| 2005-01-14 | 2005-03-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2004-08-25 | 2005-01-14 | Completed | 100% | $18.25 | $17.13 | -6.18% | Stop | |
| 2004-07-01 | 2004-08-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2004-06-17 | 2004-07-01 | Completed | 100% | $17.71 | $16.87 | -4.81% | Signal | |
| 2004-05-24 | 2004-06-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2004-04-12 | 2004-05-24 | Completed | 100% | $19.12 | $16.71 | -12.64% | Stop | |
| 2004-03-18 | 2004-04-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2004-03-15 | 2004-03-18 | Completed | 100% | $18.70 | $18.45 | -1.36% | Signal | |
| 2004-02-20 | 2004-03-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-08-11 | 2004-02-20 | Completed | 100% | $18.43 | $19.88 | 7.80% | Stop | |
| 2003-07-18 | 2003-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-05-21 | 2003-07-18 | Completed | 100% | $18.58 | $17.97 | -3.30% | Stop | |
| 2003-04-29 | 2003-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2003-04-15 | 2003-04-29 | Completed | 100% | $17.45 | $16.04 | -8.11% | Stop | |
| 2003-03-24 | 2003-04-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2003-02-26 | 2003-03-24 | Completed | 100% | $19.88 | $16.65 | -16.28% | Stop | |
| 2003-02-03 | 2003-02-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2003-01-09 | 2003-02-03 | Completed | 100% | $20.68 | $19.29 | -6.77% | Stop | |
| 2002-12-16 | 2003-01-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2002-08-13 | 2002-12-16 | Completed | 100% | $18.32 | $20.44 | 11.52% | Stop | |
| 2001-08-21 | 2002-08-13 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.84% | Interest Income | |
| 2001-08-09 | 2001-08-21 | Completed | 100% | $13.72 | $13.48 | -1.80% | Signal | |
| 2001-07-18 | 2001-08-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2001-06-22 | 2001-07-18 | Completed | 100% | $17.00 | $15.20 | -10.66% | Stop | |
| 2001-05-31 | 2001-06-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2001-04-09 | 2001-05-31 | Completed | 100% | $12.87 | $13.38 | 3.92% | Stop | |
| 2001-03-16 | 2001-04-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2001-03-06 | 2001-03-16 | Completed | 100% | $19.07 | $12.62 | -33.84% | Stop | |
| 2001-02-09 | 2001-03-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2001-01-17 | 2001-02-09 | Completed | 100% | $15.17 | $16.12 | 6.25% | Stop | |
| 2000-12-21 | 2001-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2000-12-15 | 2000-12-21 | Completed | 100% | $21.26 | $16.78 | -21.12% | Stop | |
| 2000-11-22 | 2000-12-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-11-09 | 2000-11-22 | Completed | 100% | $26.81 | $19.07 | -28.88% | Stop | |
| 2000-10-18 | 2000-11-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-10-11 | 2000-10-18 | Completed | 100% | $22.41 | $18.64 | -16.87% | Stop | |
| 2000-09-19 | 2000-10-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2000-08-15 | 2000-09-19 | Completed | 100% | $18.72 | $22.93 | 22.42% | Stop | |
| 2000-07-24 | 2000-08-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-07-11 | 2000-07-24 | Completed | 100% | $19.52 | $16.70 | -14.53% | Stop | |
| 2000-06-16 | 2000-07-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-06-06 | 2000-06-16 | Completed | 100% | $18.23 | $16.50 | -9.49% | Stop | |
| 2000-05-12 | 2000-06-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2000-05-04 | 2000-05-12 | Completed | 100% | $14.43 | $13.25 | -8.19% | Stop | |
| 2000-04-11 | 2000-05-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-04-07 | 2000-04-11 | Completed | 100% | $21.51 | $18.01 | -16.31% | Stop | |
| 2000-03-16 | 2000-04-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-03-09 | 2000-03-16 | Completed | 100% | $22.08 | $22.63 | 2.42% | Stop | |
| 2000-02-15 | 2000-03-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-01-31 | 2000-02-15 | Completed | 100% | $24.87 | $25.96 | 4.34% | Stop | |
| 2000-01-06 | 2000-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1999-12-23 | 2000-01-06 | Completed | 100% | $25.77 | $32.11 | 24.54% | Stop | |
| 1999-12-01 | 1999-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1999-10-19 | 1999-12-01 | Completed | 100% | $10.49 | $21.72 | 106.93% | Stop | |
| 1999-09-27 | 1999-10-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-08-16 | 1999-09-27 | Completed | 100% | $11.84 | $13.95 | 17.79% | Stop | |
| 1999-07-23 | 1999-08-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-05-10 | 1999-07-23 | Completed | 100% | $11.51 | $12.10 | 5.01% | Stop | |
| 1999-04-16 | 1999-05-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1999-02-08 | 1999-04-16 | Completed | 100% | $12.53 | $12.99 | 3.58% | Stop | |
| 1999-01-14 | 1999-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-12-28 | 1999-01-14 | Completed | 100% | $10.00 | $11.55 | 15.42% | Stop | |
| 1998-12-03 | 1998-12-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-10-28 | 1998-12-03 | Completed | 100% | $6.85 | $8.72 | 27.20% | Stop | |
| 1998-10-06 | 1998-10-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 1998-09-23 | 1998-10-06 | Completed | 100% | $5.90 | $5.96 | 0.88% | Stop | |
| 1998-08-31 | 1998-09-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1998-08-19 | 1998-08-31 | Completed | 100% | $7.59 | $6.28 | -17.33% | Stop | |
| 1998-07-28 | 1998-08-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1998-06-10 | 1998-07-28 | Completed | 100% | $6.63 | $8.23 | 24.11% | Stop | |
| 1998-05-18 | 1998-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1998-04-17 | 1998-05-18 | Completed | 100% | $7.72 | $6.67 | -13.72% | Stop | |
| 1997-01-09 | 1998-04-17 | Interest (CASH) | 100% | $1.00 | $1.07 | 6.64% | Interest Income | |
| 1997-01-02 | 1997-01-09 | Completed | 100% | $4.66 | $5.17 | 10.88% | Signal | |
| 1996-12-09 | 1997-01-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1996-11-07 | 1996-12-09 | Completed | 100% | $5.25 | $4.99 | -4.91% | Stop | |
| 1996-10-16 | 1996-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1996-09-27 | 1996-10-16 | Completed | 100% | $4.92 | $4.19 | -14.86% | Stop | |
| 1996-09-05 | 1996-09-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-07-22 | 1996-09-05 | Completed | 100% | $5.28 | $4.63 | -12.46% | Stop | |
| 1996-06-27 | 1996-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1996-04-19 | 1996-06-27 | Completed | 100% | $6.92 | $6.59 | -4.78% | Stop | |
| 1996-03-27 | 1996-04-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1996-03-12 | 1996-03-27 | Completed | 100% | $7.03 | $6.89 | -2.12% | Stop | |
| 1996-02-16 | 1996-03-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1996-02-09 | 1996-02-16 | Completed | 100% | $9.18 | $8.02 | -12.74% | Stop | |
| 1996-01-18 | 1996-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1996-01-11 | 1996-01-18 | Completed | 100% | $8.78 | $7.83 | -10.83% | Stop | |
| 1995-12-18 | 1996-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1995-12-01 | 1995-12-18 | Completed | 100% | $11.95 | $10.60 | -11.32% | Stop | |
| 1995-11-08 | 1995-12-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1995-10-27 | 1995-11-08 | Completed | 100% | $9.55 | $11.37 | 19.02% | Stop | |
| 1995-10-05 | 1995-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1995-05-24 | 1995-10-05 | Completed | 100% | $4.70 | $6.38 | 35.59% | Stop | |
| 1995-05-22 | 1995-05-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |