META
Meta Platforms Inc - Class A
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-28
Executive Summary
The quantitative backtest for META (Meta Platforms Inc - Class A) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -36.0% (compared to the benchmark's drawdown of -76.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.4%, compared to a Buy-and-Hold benchmark return of 19.2%. The strategy executed 67 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
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)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
META Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -18.49% | -17.05% | 3.83% | 9.91% | 9.32% | 16.96% | 11.45% | 19.25% |
| Sharpe Ratio | -0.78 | -0.48 | 0.15 | 0.21 | 0.36 | 0.40 | 0.44 | 0.47 |
| Max Drawdown | -26.61% | -33.30% | -35.96% | -76.74% | -35.96% | -76.74% | -35.96% | -76.74% |
| % Time Invested | 82.5% | 100.0% | 78.8% | 100.0% | 85.8% | 100.0% | 87.1% | 100.0% |
| Trades / Year | 7.0 | 0.0 | 6.2 | 0.0 | 5.8 | 0.0 | 5.6 | 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 | ||||||||
| 2026-04-16 | 2026-05-01 | Completed | 33.33% | $675.36 | $614.12 | -9.11% | Stop | |
| 2026-04-16 | 2026-05-01 | Completed | 33.33% | $675.36 | $614.12 | -9.11% | Stop | |
| 2026-03-27 | 2026-04-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-20 | 2026-04-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2025-12-05 | 2026-04-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.29% | Interest Income | |
| 2026-03-11 | 2026-03-27 | Completed | 33.33% | $653.59 | $539.60 | -17.48% | Stop | |
| 2025-11-25 | 2026-03-20 | Completed | 33.33% | $622.38 | $602.97 | -3.17% | Stop | |
| 2026-02-17 | 2026-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-11-24 | 2026-02-17 | Completed | 33.33% | $597.17 | $638.36 | 6.84% | Stop | |
| 2025-11-25 | 2025-12-05 | Completed | 33.33% | $622.38 | $662.28 | 6.36% | Signal | |
| 2025-11-03 | 2025-11-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-11-03 | 2025-11-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-10-31 | 2025-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-07-11 | 2025-11-03 | Completed | 33.33% | $720.14 | $654.30 | -9.19% | Stop | |
| 2025-05-14 | 2025-11-03 | Completed | 33.33% | $658.54 | $654.30 | -0.69% | Stop | |
| 2025-04-30 | 2025-10-31 | Completed | 33.33% | $536.23 | $672.76 | 25.40% | Stop | |
| 2025-05-23 | 2025-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2025-05-14 | 2025-05-23 | Completed | 33.33% | $658.54 | $621.48 | -5.67% | Signal | |
| 2025-04-22 | 2025-05-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-22 | 2025-05-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-01 | 2025-04-22 | Completed | 33.33% | $568.54 | $489.89 | -13.88% | Stop | |
| 2025-04-01 | 2025-04-22 | Completed | 33.33% | $568.54 | $489.89 | -13.88% | Stop | |
| 2025-03-27 | 2025-04-07 | Completed | 33.33% | $599.57 | $483.14 | -19.46% | Stop | |
| 2025-03-10 | 2025-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-10 | 2025-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-05 | 2025-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-19 | 2025-03-10 | Completed | 33.33% | $523.36 | $605.08 | 15.56% | Stop | |
| 2024-08-19 | 2025-03-10 | Completed | 33.33% | $523.36 | $605.08 | 15.56% | Stop | |
| 2024-08-09 | 2025-03-05 | Completed | 33.33% | $504.32 | $637.85 | 26.41% | Stop | |
| 2024-07-26 | 2024-08-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-07-26 | 2024-08-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-07-18 | 2024-08-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-05-20 | 2024-07-26 | Completed | 33.33% | $466.35 | $461.10 | -1.17% | Stop | |
| 2024-05-20 | 2024-07-26 | Completed | 33.33% | $466.35 | $461.10 | -1.17% | Stop | |
| 2024-05-20 | 2024-07-18 | Completed | 33.33% | $466.35 | $471.83 | 1.12% | Stop | |
| 2024-04-26 | 2024-05-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-04-26 | 2024-05-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-04-26 | 2024-05-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-09 | 2024-04-26 | Completed | 33.33% | $316.64 | $438.08 | 38.28% | Stop | |
| 2023-04-28 | 2024-04-26 | Completed | 33.33% | $236.93 | $438.08 | 84.81% | Stop | |
| 2023-02-10 | 2024-04-26 | Completed | 33.33% | $174.81 | $438.08 | 150.47% | Stop | |
| 2022-07-27 | 2023-11-09 | Interest (CASH) | 33.33% | $1.00 | $1.06 | 6.11% | Interest Income | |
| 2022-03-09 | 2023-04-28 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.58% | Interest Income | |
| 2021-12-07 | 2023-02-10 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.59% | Interest Income | |
| 2022-06-17 | 2022-07-27 | Completed | 33.33% | $160.27 | $161.17 | 0.51% | Stop | |
| 2022-05-25 | 2022-06-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2022-05-13 | 2022-05-25 | Completed | 33.33% | $190.90 | $178.83 | -6.37% | Stop | |
| 2022-04-21 | 2022-05-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-04-21 | Completed | 33.33% | $210.56 | $199.85 | -5.14% | Stop | |
| 2022-03-01 | 2022-03-09 | Completed | 33.33% | $208.04 | $194.04 | -6.78% | Signal | |
| 2022-02-04 | 2022-03-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-11-18 | 2022-02-04 | Completed | 33.33% | $336.76 | $232.92 | -30.87% | Stop | |
| 2021-12-29 | 2022-01-25 | Completed | 33.33% | $343.89 | $297.34 | -13.58% | Stop | |
| 2021-12-06 | 2021-12-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-11-18 | 2021-12-07 | Completed | 33.33% | $336.76 | $318.77 | -5.39% | Signal | |
| 2021-10-27 | 2021-12-06 | Completed | 33.33% | $311.45 | $305.45 | -1.98% | Stop | |
| 2021-10-27 | 2021-11-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-10-27 | 2021-11-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-10-05 | 2021-10-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-06 | 2021-10-27 | Completed | 33.33% | $306.15 | $311.45 | 1.68% | Stop | |
| 2020-10-14 | 2021-10-27 | Completed | 33.33% | $275.20 | $311.45 | 13.12% | Stop | |
| 2021-02-04 | 2021-10-05 | Completed | 33.33% | $264.69 | $325.72 | 23.00% | Stop | |
| 2021-03-03 | 2021-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-10-14 | 2021-03-03 | Completed | 33.33% | $275.20 | $258.02 | -6.29% | Signal | |
| 2021-01-12 | 2021-02-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-10-06 | 2021-01-12 | Completed | 33.33% | $259.50 | $254.40 | -2.02% | Stop | |
| 2020-09-22 | 2020-10-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-09-22 | 2020-10-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-09-14 | 2020-10-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-22 | 2020-09-22 | Completed | 33.33% | $236.48 | $251.10 | 6.13% | Stop | |
| 2020-03-24 | 2020-09-22 | Completed | 33.33% | $153.86 | $251.10 | 63.12% | Stop | |
| 2020-07-23 | 2020-09-14 | Completed | 33.33% | $237.54 | $268.59 | 13.01% | Stop | |
| 2020-06-30 | 2020-07-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-23 | 2020-06-30 | Completed | 33.33% | $148.36 | $218.67 | 47.32% | Stop | |
| 2020-05-29 | 2020-06-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-05-26 | 2020-05-29 | Completed | 33.33% | $237.68 | $223.24 | -6.12% | Stop | |
| 2020-04-23 | 2020-05-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-04-23 | Completed | 33.33% | $153.86 | $182.48 | 18.54% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-12-02 | 2020-03-02 | Completed | 33.33% | $200.37 | $192.34 | -4.06% | Stop | |
| 2019-06-12 | 2020-03-02 | Completed | 33.33% | $176.83 | $192.34 | 8.72% | Stop | |
| 2020-01-03 | 2020-02-28 | Completed | 33.33% | $205.41 | $181.11 | -11.87% | Stop | |
| 2019-06-04 | 2020-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.09% | Interest Income | |
| 2019-10-28 | 2019-12-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2019-03-12 | 2019-10-28 | Completed | 33.33% | $170.59 | $185.57 | 8.73% | Signal | |
| 2018-10-25 | 2019-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.49% | Interest Income | |
| 2019-01-17 | 2019-06-04 | Completed | 33.33% | $145.67 | $162.28 | 11.35% | Stop | |
| 2018-10-18 | 2019-03-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.92% | Interest Income | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-14 | 2018-12-24 | Completed | 33.33% | $142.09 | $122.03 | -14.16% | Stop | |
| 2018-11-20 | 2018-12-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-10-31 | 2018-11-20 | Completed | 33.33% | $153.65 | $125.92 | -18.09% | Stop | |
| 2018-10-09 | 2018-10-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-08-20 | 2018-10-25 | Completed | 33.33% | $172.52 | $146.44 | -15.16% | Stop | |
| 2018-08-20 | 2018-10-18 | Completed | 33.33% | $172.52 | $157.13 | -8.97% | Signal | |
| 2018-08-20 | 2018-10-09 | Completed | 33.33% | $172.52 | $156.32 | -9.44% | Stop | |
| 2018-07-27 | 2018-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2018-07-27 | 2018-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2018-07-27 | 2018-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2018-07-03 | 2018-07-27 | Completed | 33.33% | $192.86 | $178.30 | -7.59% | Stop | |
| 2018-04-19 | 2018-07-27 | Completed | 33.33% | $164.75 | $178.30 | 8.17% | Stop | |
| 2018-04-18 | 2018-07-27 | Completed | 33.33% | $165.43 | $178.30 | 7.73% | Stop | |
| 2018-03-27 | 2018-07-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income | |
| 2018-03-27 | 2018-04-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2018-03-26 | 2018-04-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2017-03-03 | 2018-03-27 | Completed | 33.33% | $135.44 | $154.95 | 14.35% | Stop | |
| 2016-02-12 | 2018-03-27 | Completed | 33.33% | $102.84 | $154.95 | 50.60% | Stop | |
| 2018-03-07 | 2018-03-26 | Completed | 33.33% | $177.18 | $159.42 | -10.07% | Stop | |
| 2018-02-12 | 2018-03-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-12-06 | 2018-02-12 | Completed | 33.33% | $116.67 | $175.52 | 50.37% | Stop | |
| 2017-01-13 | 2017-03-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2016-02-12 | 2017-01-13 | Completed | 33.33% | $102.84 | $126.38 | 22.83% | Signal | |
| 2016-11-11 | 2016-12-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-02-09 | 2016-11-11 | Completed | 33.33% | $96.29 | $118.49 | 22.99% | Stop | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-01-15 | 2016-02-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-21 | Completed | 33.33% | $92.56 | $94.08 | 1.60% | Stop | |
| 2015-09-17 | 2016-01-21 | Completed | 33.33% | $92.56 | $94.08 | 1.60% | Stop | |
| 2015-09-17 | 2016-01-15 | Completed | 33.33% | $92.56 | $93.16 | 0.60% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-08-06 | 2015-08-25 | Completed | 33.33% | $71.39 | $86.19 | 20.67% | Stop | |
| 2014-08-06 | 2015-08-25 | Completed | 33.33% | $71.39 | $86.19 | 20.67% | Stop | |
| 2014-08-06 | 2015-08-25 | Completed | 33.33% | $71.39 | $86.19 | 20.67% | Stop | |
| 2014-08-04 | 2014-08-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-08-04 | 2014-08-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-08-04 | 2014-08-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |