META
Meta Platforms Inc - Class A
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-11
Executive Summary
The quantitative backtest for META (Meta Platforms Inc - Class A) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -42.5% (compared to the benchmark's drawdown of -76.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 15.0%, compared to a Buy-and-Hold benchmark return of 19.9%. The strategy executed 24 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for META:
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 Model
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.
🎯 Trading Horizon
Select risk profile & execution style for META:
🛡️ Long-Term Investing Active Horizon
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
🛡️ META Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-42.5% (vs -76.7% B&H)
+34.2% shallower drawdown
Drawdown Shield
34.2% Cut
Protected capital vs -76.7% B&H
Capital Sheltered from Risk
27.4% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 META Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -23.66% | -32.46% | -41.63% | -76.39% | -42.49% | -76.74% | -42.49% | -76.74% |
| Sharpe Ratio | -0.17 | -0.37 | 0.13 | 0.24 | 0.43 | 0.41 | 0.51 | 0.48 |
| Sortino Ratio | -0.17 | -0.49 | 0.13 | 0.30 | 0.46 | 0.50 | 0.56 | 0.59 |
| CAGR | -5.16% | -13.43% | 3.67% | 11.68% | 12.93% | 17.66% | 14.98% | 19.90% |
| % Time Invested | 71.8% | 100.0% | 60.0% | 100.0% | 68.2% | 100.0% | 72.6% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 2.6 | 0.0 | 2.1 | 0.0 | 2.0 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Loading...
Loading Top Diversifiers for META... Top Diversifiers for META
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
| Loading top diversifier assets... | |||
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. Subscribe to Unlock | ||||||||
| 2026-06-08 | 2026-07-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2026-04-01 | 2026-06-08 | Completed | 100% | $579.59 | $591.45 | 2.00% | Stop | |
| 2026-03-10 | 2026-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-11-24 | 2026-03-10 | Completed | 100% | $597.17 | $652.40 | 9.19% | Stop | |
| 2025-10-31 | 2025-11-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-04-30 | 2025-10-31 | Completed | 100% | $536.23 | $672.76 | 25.40% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-27 | 2025-04-07 | Completed | 100% | $599.57 | $483.14 | -19.46% | Stop | |
| 2025-03-05 | 2025-03-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-19 | 2025-03-05 | Completed | 100% | $523.36 | $637.85 | 21.82% | Stop | |
| 2024-07-26 | 2024-08-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-05-20 | 2024-07-26 | Completed | 100% | $466.35 | $461.10 | -1.17% | Stop | |
| 2024-04-26 | 2024-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-09-28 | 2024-04-26 | Completed | 100% | $296.34 | $438.08 | 47.76% | Stop | |
| 2022-07-15 | 2023-09-28 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.50% | Interest Income | |
| 2022-07-08 | 2022-07-15 | Completed | 100% | $168.50 | $159.14 | -5.60% | Signal | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-05-16 | 2022-06-14 | Completed | 100% | $195.33 | $164.58 | -15.78% | Stop | |
| 2022-04-22 | 2022-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-04-22 | Completed | 100% | $210.56 | $188.71 | -10.42% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-10-27 | 2022-01-25 | Completed | 100% | $311.45 | $297.34 | -4.58% | Stop | |
| 2021-10-05 | 2021-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-02-05 | 2021-10-05 | Completed | 100% | $264.48 | $325.72 | 23.09% | Stop | |
| 2021-01-13 | 2021-02-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-10-12 | 2021-01-13 | Completed | 100% | $267.85 | $249.36 | -6.95% | Stop | |
| 2020-09-18 | 2020-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-23 | 2020-09-18 | Completed | 100% | $148.36 | $256.15 | 72.57% | Stop | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-11-29 | 2020-02-28 | Completed | 100% | $199.85 | $181.11 | -9.42% | Stop | |
| 2019-03-07 | 2019-11-29 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.54% | Interest Income | |
| 2018-12-17 | 2019-03-07 | Completed | 100% | $141.83 | $170.01 | 19.80% | Signal | |
| 2018-11-21 | 2018-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-05 | 2018-11-21 | Completed | 100% | $148.79 | $133.23 | -10.50% | Stop | |
| 2018-10-12 | 2018-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-08-20 | 2018-10-12 | Completed | 100% | $172.52 | $155.37 | -9.99% | Stop | |
| 2018-07-27 | 2018-08-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2018-04-13 | 2018-07-27 | Completed | 100% | $163.15 | $178.30 | 9.24% | Stop | |
| 2018-03-21 | 2018-04-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2016-02-09 | 2018-03-21 | Completed | 100% | $96.29 | $163.37 | 69.57% | Stop | |
| 2016-01-15 | 2016-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-15 | Completed | 100% | $92.56 | $93.16 | 0.60% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-08-06 | 2015-08-25 | Completed | 100% | $71.39 | $86.19 | 20.67% | Stop | |
| 2014-08-04 | 2014-08-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |