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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -39.9% (compared to the benchmark's drawdown of -76.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.3%, compared to a Buy-and-Hold benchmark return of 19.0%. The strategy executed 25 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.
Switch to MMA to enable
META Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -4.23% | -17.98% | 20.58% | 11.17% | 13.05% | 17.50% | 14.27% | 19.00% |
| Sharpe Ratio | -0.18 | -0.56 | 0.74 | 0.24 | 0.49 | 0.41 | 0.53 | 0.46 |
| Max Drawdown | -15.68% | -33.30% | -29.68% | -76.74% | -39.87% | -76.74% | -39.87% | -76.74% |
| % Time Invested | 46.8% | 100.0% | 55.3% | 100.0% | 63.5% | 100.0% | 68.1% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 2.0 | 0.0 | 2.2 | 0.0 | 2.1 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-05-01 | Open | Interest (CASH) | 100% | $1.00 | $1.00 | 0.44% | Mark-to-Market |
| 2026-04-16 | 2026-05-01 | Completed | 100% | $675.99 | $614.69 | -9.07% | Stop |
| 2025-12-11 | 2026-04-16 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2025-11-24 | 2025-12-11 | Completed | 100% | $597.72 | $642.22 | 7.44% | Signal |
| 2025-10-31 | 2025-11-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-06-17 | 2025-10-31 | Completed | 100% | $700.36 | $673.38 | -3.85% | Stop |
| 2025-05-07 | 2025-06-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2025-04-30 | 2025-05-07 | Completed | 100% | $536.73 | $588.52 | 9.65% | Signal |
| 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 |
| 2023-09-13 | 2024-04-26 | Completed | 100% | $300.01 | $438.49 | 46.16% | Stop |
| 2023-08-21 | 2023-09-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2023-03-03 | 2023-08-21 | Completed | 100% | $177.53 | $281.24 | 58.42% | Stop |
| 2021-12-13 | 2023-03-03 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.86% | Interest Income |
| 2021-10-27 | 2021-12-13 | Completed | 100% | $311.74 | $328.37 | 5.33% | Signal |
| 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 |
| 2020-06-22 | 2020-09-18 | Completed | 100% | $236.70 | $256.39 | 8.32% | Stop |
| 2020-05-29 | 2020-06-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-05-26 | 2020-05-29 | Completed | 100% | $237.90 | $223.45 | -6.08% | Stop |
| 2020-03-30 | 2020-05-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-03-23 | 2020-03-30 | Completed | 100% | $148.49 | $157.94 | 6.36% | Signal |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2019-10-25 | 2020-02-28 | Completed | 100% | $184.38 | $181.28 | -1.68% | Stop |
| 2019-10-03 | 2019-10-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-06-26 | 2019-10-03 | Completed | 100% | $188.06 | $174.20 | -7.37% | Stop |
| 2019-06-04 | 2019-06-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2019-04-04 | 2019-06-04 | Completed | 100% | $174.65 | $162.44 | -6.99% | Stop |
| 2018-09-21 | 2019-04-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.25% | Interest Income |
| 2018-08-20 | 2018-09-21 | Completed | 100% | $172.68 | $165.34 | -4.25% | Signal |
| 2018-07-27 | 2018-08-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2018-06-13 | 2018-07-27 | Completed | 100% | $191.24 | $178.47 | -6.68% | Stop |
| 2018-04-17 | 2018-06-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2018-04-13 | 2018-04-17 | Completed | 100% | $163.30 | $164.54 | 0.76% | Signal |
| 2018-03-21 | 2018-04-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2017-02-01 | 2018-03-21 | Completed | 100% | $131.22 | $163.52 | 24.61% | Stop |
| 2017-01-09 | 2017-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2016-02-09 | 2017-01-09 | Completed | 100% | $96.38 | $122.59 | 27.19% | Signal |
| 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 |