MA
Mastercard Incorporated - Class A
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for MA (Mastercard Incorporated - Class A) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -46.6% (compared to the benchmark's drawdown of -50.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.8%, compared to a Buy-and-Hold benchmark return of 19.8%. The strategy executed 27 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.
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MA Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -5.56% | -3.64% | -5.24% | 7.20% | 13.41% | 19.94% | 12.84% | 19.77% |
| Sharpe Ratio | -0.27 | -0.17 | -0.28 | 0.29 | 0.55 | 0.68 | 0.49 | 0.60 |
| Max Drawdown | -22.38% | -20.91% | -43.44% | -28.25% | -46.65% | -41.00% | -46.65% | -50.93% |
| % Time Invested | 92.5% | 100.0% | 68.5% | 100.0% | 81.7% | 100.0% | 83.3% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.6 | 0.0 | 1.2 | 0.0 | 1.5 | 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 | ||||||||
| 2026-02-24 | 2026-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-30 | 2026-02-24 | Completed | 100% | $534.47 | $492.07 | -7.98% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-09-11 | 2025-04-07 | Completed | 100% | $409.48 | $474.14 | 15.73% | Stop | |
| 2022-07-29 | 2023-09-11 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.11% | Interest Income | |
| 2022-07-13 | 2022-07-29 | Completed | 100% | $308.43 | $345.70 | 12.03% | Signal | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-06-06 | 2022-06-17 | Completed | 100% | $352.84 | $299.24 | -15.24% | Stop | |
| 2022-05-12 | 2022-06-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-03-29 | 2022-05-12 | Completed | 100% | $349.16 | $313.63 | -10.22% | Stop | |
| 2022-03-07 | 2022-03-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2021-12-23 | 2022-03-07 | Completed | 100% | $347.56 | $320.80 | -7.75% | Stop | |
| 2021-12-01 | 2021-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-10-13 | 2021-12-01 | Completed | 100% | $336.58 | $311.82 | -7.40% | Stop | |
| 2021-09-21 | 2021-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-11-20 | 2021-09-21 | Completed | 100% | $323.85 | $332.23 | 2.54% | Stop | |
| 2020-10-29 | 2020-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-23 | 2020-10-29 | Completed | 100% | $195.85 | $283.62 | 44.75% | Stop | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-01-17 | 2020-02-28 | Completed | 100% | $189.25 | $264.84 | 39.87% | Stop | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-21 | 2018-12-24 | Completed | 100% | $180.40 | $165.67 | -8.21% | Stop | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-02-11 | 2018-10-30 | Completed | 100% | $75.26 | $184.27 | 144.73% | Stop | |
| 2016-01-20 | 2016-02-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-20 | Completed | 100% | $86.67 | $79.54 | -8.28% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-05-01 | 2015-08-25 | Completed | 100% | $70.10 | $84.97 | 21.14% | Stop | |
| 2014-04-08 | 2014-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-27 | 2014-04-08 | Completed | 100% | $30.89 | $66.07 | 113.75% | Stop | |
| 2011-10-05 | 2011-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-01-11 | 2011-10-05 | Completed | 100% | $21.23 | $28.32 | 33.37% | Stop | |
| 2010-12-17 | 2011-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-12-17 | Completed | 100% | $18.41 | $20.57 | 11.64% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-03-02 | 2010-05-07 | Completed | 100% | $21.27 | $20.92 | -1.69% | Stop | |
| 2010-02-05 | 2010-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-10-13 | 2010-02-05 | Completed | 100% | $19.75 | $20.64 | 4.45% | Stop | |
| 2009-06-12 | 2009-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2009-05-14 | 2009-06-12 | Completed | 100% | $15.53 | $15.44 | -0.63% | Signal | |
| 2009-04-22 | 2009-05-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-03-31 | 2009-04-22 | Completed | 100% | $14.97 | $14.72 | -1.71% | Stop | |
| 2009-03-09 | 2009-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-02-10 | 2009-03-09 | Completed | 100% | $14.74 | $12.80 | -13.20% | Stop | |
| 2009-01-16 | 2009-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-12-09 | 2009-01-16 | Completed | 100% | $13.22 | $11.86 | -10.34% | Stop | |
| 2008-11-14 | 2008-12-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2008-11-04 | 2008-11-14 | Completed | 100% | $14.50 | $13.17 | -9.20% | Stop | |
| 2008-10-13 | 2008-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-10-02 | 2008-10-13 | Completed | 100% | $15.21 | $14.63 | -3.88% | Stop | |
| 2008-09-10 | 2008-10-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2008-08-11 | 2008-09-10 | Completed | 100% | $21.19 | $18.88 | -10.95% | Stop | |
| 2008-08-07 | 2008-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |