MSFT
Microsoft Corporation
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-12
Executive Summary
The quantitative backtest for MSFT (Microsoft Corporation) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -59.3% (compared to the benchmark's drawdown of -69.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.6%, compared to a Buy-and-Hold benchmark return of 21.6%. The strategy executed 65 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
MSFT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -1.28% | -17.76% | 12.87% | 9.41% | 23.36% | 24.32% | 14.57% | 21.55% |
| Sharpe Ratio | -0.10 | -0.77 | 0.67 | 0.34 | 1.01 | 0.81 | 0.59 | 0.62 |
| Max Drawdown | -15.10% | -33.91% | -21.44% | -37.15% | -22.66% | -37.15% | -59.28% | -69.39% |
| % Time Invested | 59.1% | 100.0% | 65.7% | 100.0% | 79.4% | 100.0% | 68.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 1.0 | 0.0 | 1.7 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-01-15 | Open | Interest (CASH) | 100% | $1.00 | $1.00 | 1.50% | Mark-to-Market |
| 2025-06-09 | 2026-01-15 | Completed | 100% | $465.98 | $462.06 | -0.84% | Stop |
| 2025-02-27 | 2025-06-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2024-12-24 | 2025-02-27 | Completed | 100% | $429.55 | $397.36 | -7.49% | Signal |
| 2024-12-02 | 2024-12-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-28 | 2024-12-02 | Completed | 100% | $409.20 | $416.63 | 1.82% | Signal |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2023-01-18 | 2024-08-06 | Completed | 100% | $234.88 | $393.81 | 67.66% | Stop |
| 2022-03-17 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.21% | Interest Income |
| 2022-02-16 | 2022-03-17 | Completed | 100% | $288.01 | $283.11 | -1.70% | Signal |
| 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 |
| 2019-03-08 | 2020-02-28 | Completed | 100% | $102.12 | $144.46 | 41.47% | Stop |
| 2019-02-13 | 2019-03-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2019-01-17 | 2019-02-13 | Completed | 100% | $97.81 | $100.14 | 2.38% | Signal |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-08-02 | 2018-12-24 | Completed | 100% | $50.26 | $90.99 | 81.03% | Stop |
| 2016-06-29 | 2016-08-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2015-09-17 | 2016-06-29 | Completed | 100% | $38.35 | $44.13 | 15.06% | Signal |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-06-05 | 2015-08-25 | Completed | 100% | $39.84 | $36.86 | -7.47% | Stop |
| 2015-03-11 | 2015-06-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-02-23 | 2015-03-11 | Completed | 100% | $37.35 | $36.16 | -3.18% | Signal |
| 2015-01-29 | 2015-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2013-04-24 | 2015-01-29 | Completed | 100% | $24.75 | $34.73 | 40.32% | Stop |
| 2012-10-26 | 2013-04-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2011-10-24 | 2012-10-26 | Completed | 100% | $20.94 | $22.15 | 5.80% | Signal |
| 2011-09-30 | 2011-10-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-09-02 | 2011-09-30 | Completed | 100% | $19.95 | $19.50 | -2.25% | Signal |
| 2011-04-27 | 2011-09-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-10-14 | 2011-04-27 | Completed | 100% | $19.09 | $20.09 | 5.25% | Signal |
| 2010-06-22 | 2010-10-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2010-06-16 | 2010-06-22 | Completed | 100% | $19.88 | $19.64 | -1.17% | Signal |
| 2010-05-24 | 2010-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-06-17 | 2010-05-24 | Completed | 100% | $17.31 | $20.16 | 16.47% | Stop |
| 2008-03-12 | 2009-06-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2008-02-15 | 2008-03-12 | Completed | 100% | $20.21 | $21.09 | 4.36% | Signal |
| 2008-01-24 | 2008-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2007-10-29 | 2008-01-24 | Completed | 100% | $24.79 | $23.09 | -6.87% | Stop |
| 2007-09-07 | 2007-10-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2006-09-29 | 2007-09-07 | Completed | 100% | $19.20 | $20.36 | 6.08% | Signal |
| 2006-05-04 | 2006-09-29 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.00% | Interest Income |
| 2005-08-12 | 2006-05-04 | Completed | 100% | $18.69 | $16.26 | -12.97% | Stop |
| 2005-03-29 | 2005-08-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.15% | Interest Income |
| 2004-07-07 | 2005-03-29 | Completed | 100% | $16.98 | $16.61 | -2.18% | Signal |
| 2004-03-23 | 2004-07-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2003-12-11 | 2004-03-23 | Completed | 100% | $16.31 | $15.12 | -7.30% | Stop |
| 2003-11-18 | 2003-12-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2003-08-05 | 2003-11-18 | Completed | 100% | $16.05 | $15.54 | -3.18% | Stop |
| 2003-05-27 | 2003-08-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2003-05-22 | 2003-05-27 | Completed | 100% | $14.76 | $14.80 | 0.21% | Signal |
| 2003-02-27 | 2003-05-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2003-02-20 | 2003-02-27 | Completed | 100% | $15.11 | $14.58 | -3.51% | Signal |
| 2003-01-28 | 2003-02-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2002-12-11 | 2003-01-28 | Completed | 100% | $16.37 | $15.11 | -7.73% | Stop |
| 2002-02-11 | 2002-12-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2001-12-20 | 2002-02-11 | Completed | 100% | $21.03 | $18.25 | -13.22% | Stop |
| 2001-10-02 | 2001-12-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2001-09-18 | 2001-10-02 | Completed | 100% | $16.24 | $15.70 | -3.33% | Signal |
| 2001-08-20 | 2001-09-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2001-05-17 | 2001-08-20 | Completed | 100% | $21.01 | $18.75 | -10.77% | Stop |
| 2000-06-30 | 2001-05-17 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.81% | Interest Income |
| 2000-06-22 | 2000-06-30 | Completed | 100% | $24.74 | $23.43 | -5.30% | Stop |
| 2000-04-04 | 2000-06-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.26% | 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 |
| 1996-02-28 | 1997-03-25 | Completed | 100% | $3.83 | $6.89 | 79.90% | Stop |
| 1996-01-19 | 1996-02-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 1995-12-14 | 1996-01-19 | Completed | 100% | $3.51 | $3.43 | -2.17% | Signal |
| 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 |
| 1993-12-03 | 1995-07-20 | Completed | 100% | $1.59 | $3.62 | 127.46% | Stop |
| 1993-07-08 | 1993-12-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.27% | 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 |
| 1992-10-22 | 1993-02-17 | Completed | 100% | $1.71 | $1.54 | -10.00% | Stop |
| 1992-07-23 | 1992-10-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.77% | Interest Income |
| 1992-07-21 | 1992-07-23 | Completed | 100% | $1.33 | $1.33 | -0.36% | Signal |
| 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 |
| 1990-11-23 | 1991-03-22 | Completed | 100% | $0.58 | $0.80 | 36.46% | Stop |
| 1990-10-12 | 1990-11-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.82% | 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 |
| 1989-11-08 | 1989-12-18 | Completed | 100% | $0.35 | $0.33 | -5.94% | Stop |
| 1989-10-17 | 1989-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 1989-06-05 | 1989-10-17 | Completed | 100% | $0.25 | $0.32 | 28.63% | Stop |
| 1989-05-11 | 1989-06-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 1989-03-31 | 1989-05-11 | Completed | 100% | $0.21 | $0.23 | 8.50% | Signal |
| 1989-03-08 | 1989-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 1988-12-22 | 1989-03-08 | Completed | 100% | $0.22 | $0.23 | 2.38% | Stop |
| 1988-09-15 | 1988-12-22 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.09% | Interest Income |
| 1988-08-18 | 1988-09-15 | Completed | 100% | $0.22 | $0.23 | 2.37% | Signal |
| 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 |