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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -32.3% (compared to the benchmark's drawdown of -50.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.4%, compared to a Buy-and-Hold benchmark return of 19.8%. The strategy executed 23 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.
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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 | -0.50% | -3.64% | 1.31% | 7.20% | 14.11% | 19.94% | 14.42% | 19.77% |
| Sharpe Ratio | -0.05 | -0.17 | 0.08 | 0.29 | 0.64 | 0.68 | 0.63 | 0.60 |
| Max Drawdown | -11.80% | -20.91% | -28.23% | -28.25% | -32.30% | -41.00% | -32.30% | -50.93% |
| % Time Invested | 36.1% | 100.0% | 66.5% | 100.0% | 76.7% | 100.0% | 76.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 1.1 | 0.0 | 1.3 | 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 | ||||||||
| 2025-04-30 | 2025-12-02 | Completed | 100% | $534.47 | $544.61 | 1.85% | Signal | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-12-28 | 2025-04-07 | Completed | 100% | $338.85 | $474.14 | 39.86% | Stop | |
| 2022-06-14 | 2022-12-28 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.76% | Interest Income | |
| 2022-06-06 | 2022-06-14 | Completed | 100% | $352.84 | $312.00 | -11.62% | Signal | |
| 2022-04-18 | 2022-06-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2022-03-29 | 2022-04-18 | Completed | 100% | $349.16 | $345.04 | -1.23% | Signal | |
| 2022-03-07 | 2022-03-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2021-12-13 | 2022-03-07 | Completed | 100% | $339.44 | $320.80 | -5.54% | Stop | |
| 2021-09-21 | 2021-12-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | 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 | |
| 2020-06-25 | 2020-10-29 | Completed | 100% | $283.84 | $283.62 | -0.13% | Stop | |
| 2020-04-15 | 2020-06-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-23 | 2020-04-15 | Completed | 100% | $195.85 | $251.37 | 28.29% | Signal | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-02-28 | 2020-02-28 | Completed | 100% | $214.79 | $264.84 | 23.24% | Stop | |
| 2018-12-24 | 2019-02-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.42% | 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 | |
| 2016-08-25 | 2018-10-30 | Completed | 100% | $90.02 | $184.27 | 104.60% | Stop | |
| 2016-07-22 | 2016-08-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-03-22 | 2016-07-22 | Completed | 100% | $86.08 | $87.37 | 1.44% | Signal | |
| 2016-01-20 | 2016-03-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | 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 | |
| 2014-11-06 | 2015-08-25 | Completed | 100% | $80.01 | $84.97 | 6.14% | Stop | |
| 2014-08-05 | 2014-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-07-17 | 2014-08-05 | Completed | 100% | $71.82 | $69.96 | -2.64% | Signal | |
| 2014-06-17 | 2014-07-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-05-01 | 2014-06-17 | Completed | 100% | $70.10 | $69.71 | -0.62% | Signal | |
| 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 | |
| 2010-10-22 | 2010-12-17 | Completed | 100% | $22.39 | $20.57 | -8.17% | Stop | |
| 2010-06-14 | 2010-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2010-06-01 | 2010-06-14 | Completed | 100% | $18.41 | $18.95 | 2.85% | Signal | |
| 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 | |
| 2009-05-20 | 2010-02-05 | Completed | 100% | $15.43 | $20.64 | 33.66% | Stop | |
| 2008-09-10 | 2009-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | 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 | |