MSFT
Microsoft Corporation
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-13
Executive Summary
The quantitative backtest for MSFT (Microsoft Corporation) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -46.3% (compared to the benchmark's drawdown of -69.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.9%, compared to a Buy-and-Hold benchmark return of 21.6%. The strategy executed 57 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.
Switch to MMA to enable
MSFT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -5.32% | -17.76% | 6.44% | 9.41% | 21.59% | 24.32% | 14.87% | 21.55% |
| Sharpe Ratio | -0.25 | -0.77 | 0.28 | 0.34 | 0.85 | 0.81 | 0.59 | 0.62 |
| Max Drawdown | -24.06% | -33.91% | -33.97% | -37.15% | -33.97% | -37.15% | -46.26% | -69.39% |
| % Time Invested | 93.2% | 100.0% | 75.8% | 100.0% | 86.0% | 100.0% | 71.3% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.4 | 0.0 | 1.0 | 0.0 | 1.5 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-06-12 | Open | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Mark-to-Market |
| 2026-02-09 | 2026-06-12 | Completed | 100% | $403.06 | $391.43 | -2.88% | Stop |
| 2026-01-15 | 2026-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2025-03-27 | 2026-01-15 | Completed | 100% | $386.33 | $462.06 | 19.60% | Stop |
| 2025-03-05 | 2025-03-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-28 | 2025-03-05 | Completed | 100% | $409.20 | $385.55 | -5.78% | Stop |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2023-10-24 | 2024-08-06 | Completed | 100% | $324.33 | $393.81 | 21.42% | Stop |
| 2022-12-27 | 2023-10-24 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.26% | Interest Income |
| 2022-10-10 | 2022-12-27 | Completed | 100% | $225.96 | $232.09 | 2.71% | Signal |
| 2022-09-16 | 2022-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2022-06-02 | 2022-09-16 | Completed | 100% | $255.86 | $236.83 | -7.44% | Stop |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2022-02-16 | 2022-05-10 | Completed | 100% | $288.01 | $262.26 | -8.94% | Stop |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-10-13 | 2022-01-25 | Completed | 100% | $212.21 | $280.82 | 32.33% | Stop |
| 2020-09-21 | 2020-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-23 | 2020-09-21 | Completed | 100% | $129.87 | $187.88 | 44.67% | Stop |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2019-01-17 | 2020-02-28 | Completed | 100% | $97.81 | $144.46 | 47.70% | Stop |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2015-09-17 | 2018-12-24 | Completed | 100% | $38.35 | $90.99 | 137.26% | Stop |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-02-23 | 2015-08-25 | Completed | 100% | $37.35 | $36.86 | -1.31% | Stop |
| 2015-01-29 | 2015-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-12-07 | 2015-01-29 | Completed | 100% | $21.50 | $34.73 | 61.53% | Stop |
| 2012-11-14 | 2012-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-02-13 | 2012-11-14 | Completed | 100% | $23.88 | $21.84 | -8.55% | Stop |
| 2011-05-06 | 2012-02-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-06-16 | 2011-05-06 | Completed | 100% | $19.88 | $19.92 | 0.21% | Signal |
| 2010-05-24 | 2010-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-11-13 | 2010-05-24 | Completed | 100% | $21.83 | $20.16 | -7.64% | Stop |
| 2009-07-13 | 2009-11-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2009-06-18 | 2009-07-13 | Completed | 100% | $17.40 | $16.51 | -5.08% | Stop |
| 2008-09-22 | 2009-06-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2008-07-25 | 2008-09-22 | Completed | 100% | $18.44 | $18.93 | 2.67% | Stop |
| 2008-07-02 | 2008-07-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2008-02-15 | 2008-07-02 | Completed | 100% | $20.21 | $19.35 | -4.26% | Stop |
| 2008-01-24 | 2008-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2007-05-16 | 2008-01-24 | Completed | 100% | $21.98 | $23.09 | 5.07% | Stop |
| 2006-06-07 | 2007-05-16 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.71% | Interest Income |
| 2006-05-26 | 2006-06-07 | Completed | 100% | $16.62 | $15.49 | -6.82% | Signal |
| 2006-05-04 | 2006-05-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2004-04-15 | 2006-05-04 | Completed | 100% | $15.66 | $16.26 | 3.84% | Stop |
| 2004-03-23 | 2004-04-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2003-12-17 | 2004-03-23 | Completed | 100% | $16.59 | $15.12 | -8.84% | Stop |
| 2001-10-10 | 2003-12-17 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.08% | Interest Income |
| 2001-10-09 | 2001-10-10 | Completed | 100% | $17.48 | $16.30 | -6.78% | Stop |
| 2000-10-25 | 2001-10-09 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.09% | Interest Income |
| 2000-10-18 | 2000-10-25 | Completed | 100% | $15.09 | $18.83 | 24.81% | Signal |
| 2000-09-26 | 2000-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2000-08-17 | 2000-09-26 | Completed | 100% | $21.63 | $18.53 | -14.32% | Stop |
| 2000-07-26 | 2000-08-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2000-06-20 | 2000-07-26 | Completed | 100% | $22.46 | $21.00 | -6.51% | Stop |
| 2000-05-26 | 2000-06-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-04-27 | 2000-05-26 | Completed | 100% | $20.51 | $18.87 | -7.97% | Stop |
| 2000-04-04 | 2000-04-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-02-16 | 2000-04-04 | Completed | 100% | $30.18 | $27.84 | -7.75% | Stop |
| 2000-01-25 | 2000-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1999-08-25 | 2000-01-25 | Completed | 100% | $28.47 | $30.71 | 7.88% | Stop |
| 1999-08-03 | 1999-08-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1999-05-12 | 1999-08-03 | Completed | 100% | $24.55 | $26.11 | 6.35% | Stop |
| 1999-04-20 | 1999-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 1999-03-12 | 1999-04-20 | Completed | 100% | $24.73 | $25.01 | 1.15% | Stop |
| 1999-02-18 | 1999-03-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-10-30 | 1999-02-18 | Completed | 100% | $16.31 | $22.95 | 40.73% | Stop |
| 1998-10-08 | 1998-10-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 1998-09-24 | 1998-10-08 | Completed | 100% | $17.20 | $13.77 | -19.94% | Stop |
| 1998-09-01 | 1998-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-06-02 | 1998-09-01 | Completed | 100% | $12.78 | $14.48 | 13.31% | Stop |
| 1998-05-08 | 1998-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 1998-01-20 | 1998-05-08 | Completed | 100% | $10.20 | $12.45 | 22.09% | Stop |
| 1997-12-24 | 1998-01-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1997-11-20 | 1997-12-24 | Completed | 100% | $10.28 | $9.41 | -8.50% | Stop |
| 1997-10-29 | 1997-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1997-04-17 | 1997-10-29 | Completed | 100% | $7.49 | $10.17 | 35.79% | Stop |
| 1997-03-25 | 1997-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1995-12-14 | 1997-03-25 | Completed | 100% | $3.51 | $6.89 | 96.48% | Stop |
| 1995-11-21 | 1995-12-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1995-10-20 | 1995-11-21 | Completed | 100% | $3.67 | $3.26 | -11.01% | Stop |
| 1995-09-28 | 1995-10-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1995-08-11 | 1995-09-28 | Completed | 100% | $3.60 | $3.38 | -6.07% | Stop |
| 1995-07-20 | 1995-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1994-08-22 | 1995-07-20 | Completed | 100% | $2.09 | $3.62 | 73.18% | Stop |
| 1994-03-10 | 1994-08-22 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.84% | Interest Income |
| 1993-07-30 | 1994-03-10 | Completed | 100% | $1.39 | $1.55 | 11.64% | Signal |
| 1993-07-08 | 1993-07-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 1993-03-11 | 1993-07-08 | Completed | 100% | $1.62 | $1.60 | -1.47% | Stop |
| 1993-02-17 | 1993-03-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 1992-07-21 | 1993-02-17 | Completed | 100% | $1.33 | $1.54 | 15.71% | Stop |
| 1992-06-26 | 1992-07-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 1992-05-21 | 1992-06-26 | Completed | 100% | $1.48 | $1.32 | -10.90% | Stop |
| 1992-04-29 | 1992-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 1991-07-29 | 1992-04-29 | Completed | 100% | $0.90 | $1.39 | 54.23% | Stop |
| 1991-07-05 | 1991-07-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1991-05-23 | 1991-07-05 | Completed | 100% | $0.90 | $0.81 | -10.63% | Stop |
| 1991-05-01 | 1991-05-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1991-04-16 | 1991-05-01 | Completed | 100% | $0.96 | $0.83 | -13.41% | Stop |
| 1991-03-22 | 1991-04-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1990-11-05 | 1991-03-22 | Completed | 100% | $0.55 | $0.80 | 44.83% | Stop |
| 1990-10-12 | 1990-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 1990-09-14 | 1990-10-12 | Completed | 100% | $0.48 | $0.49 | 2.63% | Stop |
| 1990-08-22 | 1990-09-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 1990-08-16 | 1990-08-22 | Completed | 100% | $0.54 | $0.46 | -14.06% | Stop |
| 1990-07-25 | 1990-08-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 1990-01-11 | 1990-07-25 | Completed | 100% | $0.37 | $0.59 | 57.75% | Stop |
| 1989-12-18 | 1990-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 1989-11-20 | 1989-12-18 | Completed | 100% | $0.37 | $0.33 | -10.95% | Stop |
| 1989-02-21 | 1989-11-20 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.85% | Interest Income |
| 1988-11-29 | 1989-02-21 | Completed | 100% | $0.20 | $0.26 | 32.45% | Signal |
| 1988-11-04 | 1988-11-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 1988-08-18 | 1988-11-04 | Completed | 100% | $0.22 | $0.20 | -11.85% | Stop |
| 1988-07-27 | 1988-08-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 1988-05-24 | 1988-07-27 | Completed | 100% | $0.23 | $0.25 | 5.91% | Stop |
| 1988-05-20 | 1988-05-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income |