META
Meta Platforms Inc - Class A
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-12
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 -42.3% (compared to the benchmark's drawdown of -76.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 16.1%, compared to a Buy-and-Hold benchmark return of 19.0%. The strategy executed 22 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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META Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 9.22% | -17.98% | 7.50% | 11.17% | 15.21% | 17.50% | 16.10% | 19.00% |
| Sharpe Ratio | 0.27 | -0.56 | 0.26 | 0.24 | 0.51 | 0.41 | 0.54 | 0.46 |
| Max Drawdown | -15.58% | -33.30% | -42.26% | -76.74% | -42.26% | -76.74% | -42.26% | -76.74% |
| % Time Invested | 85.3% | 100.0% | 62.7% | 100.0% | 69.5% | 100.0% | 73.2% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.2 | 0.0 | 1.9 | 0.0 | 1.9 | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-06-08 | Open | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Mark-to-Market |
| 2026-04-01 | 2026-06-08 | Completed | 100% | $580.13 | $592.00 | 2.05% | 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% | $597.72 | $653.00 | 9.25% | 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% | $536.73 | $673.38 | 25.46% | 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% | $600.13 | $483.59 | -19.42% | 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% | $523.84 | $638.44 | 21.88% | 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% | $466.79 | $461.53 | -1.13% | 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% | $296.61 | $438.49 | 47.83% | 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% | $168.66 | $159.29 | -5.55% | 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% | $195.52 | $164.74 | -15.74% | 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% | $210.76 | $188.89 | -10.38% | 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% | $311.74 | $297.61 | -4.53% | 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% | $264.72 | $326.02 | 23.16% | 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% | $268.10 | $249.59 | -6.90% | 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% | $148.49 | $256.39 | 72.66% | 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% | $200.03 | $181.28 | -9.38% | 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% | $141.97 | $170.16 | 19.86% | 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% | $148.93 | $133.35 | -10.46% | 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% | $172.68 | $155.51 | -9.95% | 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% | $163.30 | $178.47 | 9.29% | 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% | $96.38 | $163.52 | 69.65% | 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% | $92.64 | $93.25 | 0.65% | 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% | $71.46 | $86.27 | 20.73% | Stop |
| 2014-08-04 | 2014-08-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |