INTU
Intuit Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for INTU (Intuit Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -52.9% (compared to the benchmark's drawdown of -75.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.3%, compared to a Buy-and-Hold benchmark return of 14.2%. The strategy executed 61 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
INTU Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -18.06% | -61.67% | -1.02% | -10.31% | 12.15% | 10.91% | 12.28% | 14.23% |
| Sharpe Ratio | -1.41 | -2.02 | -0.05 | -0.28 | 0.51 | 0.30 | 0.43 | 0.29 |
| Max Drawdown | -21.77% | -68.19% | -40.79% | -68.19% | -40.79% | -68.19% | -52.92% | -75.29% |
| % Time Invested | 25.4% | 100.0% | 53.2% | 100.0% | 71.0% | 100.0% | 63.0% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.4 | 0.0 | 1.3 | 0.0 | 2.0 | 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 | ||||||||
| 2026-03-06 | 2026-03-12 | Completed | 100% | $463.51 | $437.11 | -5.74% | Stop | |
| 2025-11-10 | 2026-03-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.15% | Interest Income | |
| 2025-09-17 | 2025-11-10 | Completed | 100% | $646.42 | $643.50 | -0.50% | Signal | |
| 2025-08-25 | 2025-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2025-05-29 | 2025-08-25 | Completed | 100% | $750.05 | $657.60 | -12.37% | Stop | |
| 2025-02-06 | 2025-05-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.31% | Interest Income | |
| 2024-11-18 | 2025-02-06 | Completed | 100% | $674.81 | $579.93 | -14.10% | Stop | |
| 2024-10-22 | 2024-11-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-06-25 | 2024-10-22 | Completed | 100% | $617.33 | $599.30 | -2.97% | Signal | |
| 2024-05-31 | 2024-06-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-03-22 | 2024-05-31 | Completed | 100% | $409.47 | $551.18 | 34.54% | Stop | |
| 2022-02-22 | 2023-03-22 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.08% | 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 | |
| 2020-06-09 | 2020-09-21 | Completed | 100% | $279.98 | $283.97 | 1.37% | Stop | |
| 2020-04-06 | 2020-06-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-04-06 | Completed | 100% | $196.82 | $221.24 | 12.35% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-01-21 | 2020-03-02 | Completed | 100% | $269.05 | $254.64 | -5.40% | Stop | |
| 2019-12-09 | 2020-01-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2019-02-21 | 2019-12-09 | Completed | 100% | $222.71 | $243.93 | 9.48% | Signal | |
| 2019-01-17 | 2019-02-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2018-12-17 | 2019-01-17 | Completed | 100% | $189.35 | $197.58 | 4.29% | Signal | |
| 2018-11-21 | 2018-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-03-31 | 2018-11-21 | Completed | 100% | $94.41 | $187.52 | 98.53% | Stop | |
| 2015-09-24 | 2016-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2015-09-16 | 2015-09-24 | Completed | 100% | $81.39 | $79.27 | -2.65% | Signal | |
| 2015-08-24 | 2015-09-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-07-15 | 2015-08-24 | Completed | 100% | $57.72 | $75.14 | 30.11% | Stop | |
| 2013-06-11 | 2013-07-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-05-20 | 2013-06-11 | Completed | 100% | $53.79 | $51.98 | -3.41% | Signal | |
| 2013-04-26 | 2013-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-11-15 | 2013-04-26 | Completed | 100% | $46.51 | $50.81 | 9.19% | Stop | |
| 2011-07-22 | 2011-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-05-26 | 2011-07-22 | Completed | 100% | $23.41 | $41.48 | 77.12% | Stop | |
| 2008-10-31 | 2009-05-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-10-29 | 2008-10-31 | Completed | 100% | $21.52 | $21.62 | 0.44% | Signal | |
| 2008-10-07 | 2008-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-08-12 | 2008-10-07 | Completed | 100% | $26.56 | $23.56 | -11.37% | Stop | |
| 2008-02-25 | 2008-08-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 2007-10-25 | 2008-02-25 | Completed | 100% | $28.16 | $23.46 | -16.72% | Stop | |
| 2007-05-16 | 2007-10-25 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.98% | Interest Income | |
| 2007-04-17 | 2007-05-16 | Completed | 100% | $25.58 | $24.17 | -5.55% | Stop | |
| 2007-02-22 | 2007-04-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.73% | Interest Income | |
| 2006-12-27 | 2007-02-22 | Completed | 100% | $26.87 | $27.27 | 1.45% | Signal | |
| 2006-12-04 | 2006-12-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2005-06-22 | 2006-12-04 | Completed | 100% | $19.81 | $27.09 | 36.71% | Stop | |
| 2005-05-31 | 2005-06-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2005-03-04 | 2005-05-31 | Completed | 100% | $19.06 | $18.91 | -0.83% | Signal | |
| 2005-02-09 | 2005-03-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2005-02-07 | 2005-02-09 | Completed | 100% | $16.77 | $16.61 | -0.96% | Signal | |
| 2005-01-13 | 2005-02-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2004-08-25 | 2005-01-13 | Completed | 100% | $18.25 | $17.27 | -5.41% | Stop | |
| 2004-03-17 | 2004-08-25 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2004-03-15 | 2004-03-17 | Completed | 100% | $18.70 | $18.11 | -3.18% | Signal | |
| 2004-02-20 | 2004-03-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-09-22 | 2004-02-20 | Completed | 100% | $21.45 | $19.88 | -7.40% | Stop | |
| 2003-02-03 | 2003-09-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.66% | 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 | |
| 2002-08-12 | 2002-12-16 | Completed | 100% | $18.29 | $20.44 | 11.71% | Stop | |
| 2002-07-19 | 2002-08-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-02-05 | 2002-07-19 | Completed | 100% | $16.00 | $18.02 | 12.57% | Stop | |
| 2002-01-11 | 2002-02-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2001-10-25 | 2002-01-11 | Completed | 100% | $18.09 | $16.75 | -7.47% | Stop | |
| 2001-01-25 | 2001-10-25 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.73% | Interest Income | |
| 2001-01-11 | 2001-01-25 | Completed | 100% | $15.36 | $16.45 | 7.06% | Signal | |
| 2000-12-18 | 2001-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2000-12-07 | 2000-12-18 | Completed | 100% | $21.07 | $20.88 | -0.96% | Stop | |
| 2000-11-14 | 2000-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-11-03 | 2000-11-14 | Completed | 100% | $28.98 | $24.57 | -15.27% | Stop | |
| 2000-10-12 | 2000-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-10-03 | 2000-10-12 | Completed | 100% | $24.10 | $20.71 | -14.10% | Stop | |
| 2000-05-12 | 2000-10-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.35% | 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 | |
| 1998-12-07 | 1999-01-14 | Completed | 100% | $8.87 | $11.55 | 30.12% | Stop | |
| 1998-09-29 | 1998-12-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 1998-09-23 | 1998-09-29 | Completed | 100% | $5.90 | $7.15 | 21.08% | Signal | |
| 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 | |
| 1998-03-30 | 1998-05-18 | Completed | 100% | $7.00 | $6.67 | -4.74% | Stop | |
| 1998-03-06 | 1998-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1998-02-04 | 1998-03-06 | Completed | 100% | $5.81 | $6.41 | 10.29% | Stop | |
| 1998-01-12 | 1998-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-11-19 | 1998-01-12 | Completed | 100% | $4.28 | $5.08 | 18.66% | Stop | |
| 1997-10-28 | 1997-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1997-09-30 | 1997-10-28 | Completed | 100% | $4.81 | $4.15 | -13.68% | Stop | |
| 1996-03-27 | 1997-09-30 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.96% | 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 | |