NFLX
Netflix Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for NFLX (Netflix Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -58.8% (compared to the benchmark's drawdown of -82.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.5%, compared to a Buy-and-Hold benchmark return of 29.5%. The strategy executed 66 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
NFLX Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -40.90% | -40.66% | -1.11% | 6.30% | 7.93% | 23.12% | 11.54% | 29.46% |
| Sharpe Ratio | -2.11 | -1.51 | -0.04 | 0.14 | 0.26 | 0.50 | 0.31 | 0.51 |
| Max Drawdown | -46.70% | -46.49% | -55.39% | -75.95% | -58.76% | -75.95% | -58.76% | -81.99% |
| % Time Invested | 68.2% | 100.0% | 63.5% | 100.0% | 70.9% | 100.0% | 64.1% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 2.6 | 0.0 | 2.5 | 0.0 | 3.0 | 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 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. Upgrade to Pro to Unlock | ||||||||
| 2026-04-28 | 2026-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-02 | 2026-04-28 | Completed | 100% | $95.26 | $91.50 | -4.00% | Stop | |
| 2026-02-05 | 2026-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-31 | 2026-02-05 | Completed | 100% | $93.60 | $81.49 | -12.98% | Stop | |
| 2025-12-08 | 2025-12-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-10-27 | 2025-12-08 | Completed | 100% | $110.07 | $99.87 | -9.31% | Stop | |
| 2025-10-03 | 2025-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-03-31 | 2025-10-03 | Completed | 100% | $92.05 | $116.50 | 26.49% | Stop | |
| 2025-03-07 | 2025-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-03-07 | Completed | 100% | $69.58 | $89.76 | 28.94% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-10-20 | 2024-08-06 | Completed | 100% | $40.56 | $60.06 | 48.00% | Stop | |
| 2023-09-28 | 2023-10-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-09-12 | 2023-09-28 | Completed | 100% | $44.28 | $37.56 | -15.23% | Stop | |
| 2023-08-18 | 2023-09-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-05-12 | 2023-08-18 | Completed | 100% | $34.48 | $39.93 | 15.77% | Stop | |
| 2022-05-13 | 2023-05-12 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.66% | Interest Income | |
| 2022-05-11 | 2022-05-13 | Completed | 100% | $17.61 | $17.72 | 0.56% | Signal | |
| 2022-04-19 | 2022-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2022-03-31 | 2022-04-19 | Completed | 100% | $38.36 | $33.32 | -13.17% | Stop | |
| 2022-03-09 | 2022-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2022-02-15 | 2022-03-09 | Completed | 100% | $40.38 | $35.77 | -11.46% | Stop | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-10 | 2022-01-24 | Completed | 100% | $53.85 | $38.39 | -28.74% | Stop | |
| 2021-12-16 | 2022-01-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-31 | 2021-12-16 | Completed | 100% | $51.57 | $59.71 | 15.73% | Stop | |
| 2021-03-09 | 2021-03-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-12-03 | 2021-03-09 | Completed | 100% | $50.30 | $50.73 | 0.81% | Stop | |
| 2020-11-10 | 2020-12-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-10-07 | 2020-11-10 | Completed | 100% | $51.80 | $47.10 | -9.13% | Stop | |
| 2020-09-15 | 2020-10-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-24 | 2020-09-15 | Completed | 100% | $46.85 | $48.40 | 3.25% | Stop | |
| 2020-02-05 | 2020-06-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2019-10-16 | 2020-02-05 | Completed | 100% | $28.31 | $37.51 | 32.43% | Signal | |
| 2019-09-24 | 2019-10-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2019-08-12 | 2019-09-24 | Completed | 100% | $30.55 | $26.25 | -14.11% | Stop | |
| 2019-07-19 | 2019-08-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2019-01-18 | 2019-07-19 | Completed | 100% | $35.20 | $32.34 | -8.16% | Stop | |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-11 | 2018-12-26 | Completed | 100% | $27.41 | $23.39 | -14.70% | Stop | |
| 2018-11-15 | 2018-12-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-05 | 2018-11-15 | Completed | 100% | $31.11 | $28.55 | -8.27% | Stop | |
| 2018-10-12 | 2018-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-08-09 | 2018-10-12 | Completed | 100% | $34.80 | $33.96 | -2.46% | Stop | |
| 2018-07-18 | 2018-08-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2018-04-23 | 2018-07-18 | Completed | 100% | $32.92 | $38.12 | 15.77% | Stop | |
| 2018-03-29 | 2018-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2018-03-07 | 2018-03-29 | Completed | 100% | $32.00 | $28.70 | -10.36% | Stop | |
| 2018-02-12 | 2018-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-07-20 | 2018-02-12 | Completed | 100% | $8.67 | $25.21 | 190.77% | Stop | |
| 2016-06-27 | 2016-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-05-12 | 2016-06-27 | Completed | 100% | $9.03 | $8.79 | -2.75% | Stop | |
| 2016-04-20 | 2016-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2016-03-03 | 2016-04-20 | Completed | 100% | $9.78 | $9.43 | -3.62% | Stop | |
| 2016-02-09 | 2016-03-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-01-28 | 2016-02-09 | Completed | 100% | $9.38 | $8.18 | -12.93% | Stop | |
| 2016-01-05 | 2016-01-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-11-11 | 2016-01-05 | Completed | 100% | $11.31 | $11.05 | -2.37% | Stop | |
| 2015-10-20 | 2015-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-09-16 | 2015-10-20 | Completed | 100% | $9.97 | $10.11 | 1.31% | Stop | |
| 2015-08-24 | 2015-09-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-04-22 | 2015-08-24 | Completed | 100% | $8.02 | $8.88 | 10.59% | Stop | |
| 2015-03-30 | 2015-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-01-09 | 2015-03-30 | Completed | 100% | $4.76 | $5.97 | 25.31% | Stop | |
| 2014-12-16 | 2015-01-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-11-10 | 2014-12-16 | Completed | 100% | $5.47 | $4.64 | -15.19% | Stop | |
| 2014-10-17 | 2014-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-05-21 | 2014-10-17 | Completed | 100% | $5.36 | $5.14 | -4.13% | Stop | |
| 2014-04-29 | 2014-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-04-16 | 2014-04-29 | Completed | 100% | $4.73 | $4.46 | -5.73% | Stop | |
| 2014-03-25 | 2014-04-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-02-10 | 2014-03-25 | Completed | 100% | $6.13 | $5.41 | -11.79% | Stop | |
| 2014-01-16 | 2014-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-05-20 | 2014-01-16 | Completed | 100% | $3.41 | $4.69 | 37.66% | Stop | |
| 2012-05-21 | 2013-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2012-05-03 | 2012-05-21 | Completed | 100% | $1.17 | $1.00 | -14.66% | Stop | |
| 2012-04-11 | 2012-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-03-16 | 2012-04-11 | Completed | 100% | $1.58 | $1.47 | -6.41% | Stop | |
| 2012-02-23 | 2012-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-13 | 2012-02-23 | Completed | 100% | $1.08 | $1.59 | 47.77% | Stop | |
| 2011-11-18 | 2011-12-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-11-03 | 2011-11-18 | Completed | 100% | $1.20 | $1.10 | -8.88% | Stop | |
| 2011-10-12 | 2011-11-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-05 | 2011-10-12 | Completed | 100% | $1.65 | $1.56 | -5.40% | Stop | |
| 2011-09-13 | 2011-10-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-18 | 2011-09-13 | Completed | 100% | $3.19 | $3.00 | -6.06% | Stop | |
| 2011-07-27 | 2011-08-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-03-18 | 2011-07-27 | Completed | 100% | $3.05 | $3.85 | 26.16% | Stop | |
| 2011-02-24 | 2011-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-01-27 | 2011-02-24 | Completed | 100% | $2.96 | $3.04 | 2.53% | Stop | |
| 2011-01-04 | 2011-01-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-07-27 | 2011-01-04 | Completed | 100% | $1.50 | $2.59 | 72.63% | Stop | |
| 2010-07-02 | 2010-07-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-07-02 | Completed | 100% | $1.56 | $1.58 | 1.23% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-01-29 | 2010-05-07 | Completed | 100% | $0.90 | $1.39 | 54.53% | Stop | |
| 2010-01-06 | 2010-01-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-09-29 | 2010-01-06 | Completed | 100% | $0.66 | $0.74 | 11.92% | Stop | |
| 2009-09-04 | 2009-09-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-05-19 | 2009-09-04 | Completed | 100% | $0.56 | $0.57 | 2.40% | Stop | |
| 2009-04-27 | 2009-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-12-05 | 2009-04-27 | Completed | 100% | $0.33 | $0.63 | 90.53% | Stop | |
| 2008-11-12 | 2008-12-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-10-29 | 2008-11-12 | Completed | 100% | $0.29 | $0.31 | 6.67% | Stop | |
| 2008-10-07 | 2008-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-07-23 | 2008-10-07 | Completed | 100% | $0.39 | $0.38 | -1.41% | Stop | |
| 2008-06-30 | 2008-07-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-05-14 | 2008-06-30 | Completed | 100% | $0.44 | $0.38 | -13.58% | Stop | |
| 2007-05-16 | 2008-05-14 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.28% | Interest Income | |
| 2007-05-11 | 2007-05-16 | Completed | 100% | $0.31 | $0.31 | -0.05% | Signal | |
| 2007-04-19 | 2007-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2007-01-30 | 2007-04-19 | Completed | 100% | $0.32 | $0.30 | -6.72% | Stop | |
| 2007-01-05 | 2007-01-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2006-08-09 | 2007-01-05 | Completed | 100% | $0.29 | $0.36 | 24.15% | Stop | |
| 2006-07-18 | 2006-08-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2006-06-19 | 2006-07-18 | Completed | 100% | $0.39 | $0.34 | -13.06% | Stop | |
| 2006-05-25 | 2006-06-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2006-02-14 | 2006-05-25 | Completed | 100% | $0.36 | $0.40 | 11.74% | Stop | |
| 2006-01-23 | 2006-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2005-12-20 | 2006-01-23 | Completed | 100% | $0.37 | $0.34 | -7.86% | Stop | |
| 2005-05-02 | 2005-12-20 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.22% | Interest Income | |
| 2005-03-17 | 2005-05-02 | Completed | 100% | $0.13 | $0.16 | 24.99% | Signal | |
| 2005-02-23 | 2005-03-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2005-01-19 | 2005-02-23 | Completed | 100% | $0.16 | $0.15 | -9.64% | Stop | |
| 2004-12-27 | 2005-01-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2004-11-09 | 2004-12-27 | Completed | 100% | $0.15 | $0.17 | 9.36% | Stop | |
| 2004-10-18 | 2004-11-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2004-09-23 | 2004-10-18 | Completed | 100% | $0.24 | $0.15 | -37.20% | Stop | |
| 2004-08-31 | 2004-09-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2004-08-09 | 2004-08-31 | Completed | 100% | $0.24 | $0.21 | -13.57% | Stop | |
| 2004-08-05 | 2004-08-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |