NFLX
Netflix Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for NFLX (Netflix Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -45.9% (compared to the benchmark's drawdown of -82.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 17.8%, compared to a Buy-and-Hold benchmark return of 29.5%. The strategy executed 58 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
NFLX Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -19.69% | -40.66% | 13.64% | 6.30% | 15.41% | 23.12% | 17.79% | 29.46% |
| Sharpe Ratio | -1.36 | -1.51 | 0.47 | 0.14 | 0.49 | 0.50 | 0.51 | 0.51 |
| Max Drawdown | -25.66% | -46.49% | -40.19% | -75.95% | -40.19% | -75.95% | -45.89% | -81.99% |
| % Time Invested | 38.5% | 100.0% | 61.8% | 100.0% | 64.3% | 100.0% | 56.4% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 2.2 | 0.0 | 2.3 | 0.0 | 2.6 | 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 | ||||||||
| 2026-04-17 | 2026-04-28 | Completed | 100% | $96.37 | $91.50 | -5.10% | Stop | |
| 2026-03-20 | 2026-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2026-03-05 | 2026-03-20 | Completed | 100% | $98.50 | $91.31 | -7.35% | Stop | |
| 2025-12-08 | 2026-03-05 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.85% | 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 | |
| 2023-03-24 | 2023-08-18 | Completed | 100% | $32.06 | $39.93 | 24.48% | Stop | |
| 2023-03-02 | 2023-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-11-25 | 2023-03-02 | Completed | 100% | $28.90 | $31.10 | 7.54% | Stop | |
| 2022-01-24 | 2022-11-25 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.64% | 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 | |
| 2021-08-17 | 2021-12-16 | Completed | 100% | $51.55 | $59.71 | 15.78% | Stop | |
| 2021-06-04 | 2021-08-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-03-31 | 2021-06-04 | Completed | 100% | $51.57 | $49.20 | -4.64% | Signal | |
| 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 | |
| 2020-04-06 | 2020-09-15 | Completed | 100% | $36.52 | $48.40 | 32.46% | Stop | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-01-31 | 2020-03-13 | Completed | 100% | $34.74 | $33.05 | -4.91% | Stop | |
| 2019-08-29 | 2020-01-31 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2019-08-12 | 2019-08-29 | Completed | 100% | $30.55 | $29.50 | -3.47% | Signal | |
| 2019-07-19 | 2019-08-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2019-03-14 | 2019-07-19 | Completed | 100% | $36.05 | $32.34 | -10.34% | Stop | |
| 2018-11-15 | 2019-03-14 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.75% | 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 | |
| 2016-10-11 | 2018-02-12 | Completed | 100% | $10.23 | $25.21 | 146.32% | Stop | |
| 2016-02-09 | 2016-10-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | 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 | |
| 2015-01-28 | 2015-03-30 | Completed | 100% | $6.47 | $5.97 | -7.81% | Stop | |
| 2014-11-21 | 2015-01-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-11-10 | 2014-11-21 | Completed | 100% | $5.47 | $5.32 | -2.80% | Signal | |
| 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 | |
| 2013-07-08 | 2014-01-16 | Completed | 100% | $3.24 | $4.69 | 44.61% | Stop | |
| 2013-06-13 | 2013-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-04-26 | 2013-06-13 | Completed | 100% | $3.10 | $2.97 | -4.20% | Stop | |
| 2013-04-04 | 2013-04-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-12-19 | 2013-04-04 | Completed | 100% | $1.38 | $2.39 | 73.17% | Stop | |
| 2011-09-13 | 2012-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | 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 | |
| 2009-02-04 | 2009-04-27 | Completed | 100% | $0.53 | $0.63 | 18.70% | Stop | |
| 2008-10-07 | 2009-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2008-09-29 | 2008-10-07 | Completed | 100% | $0.46 | $0.38 | -17.06% | Stop | |
| 2008-09-05 | 2008-09-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2008-07-23 | 2008-09-05 | Completed | 100% | $0.39 | $0.42 | 8.22% | Signal | |
| 2008-06-30 | 2008-07-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-05-15 | 2008-06-30 | Completed | 100% | $0.43 | $0.38 | -12.35% | Stop | |
| 2008-04-23 | 2008-05-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-01-30 | 2008-04-23 | Completed | 100% | $0.33 | $0.43 | 28.82% | Stop | |
| 2008-01-07 | 2008-01-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2007-12-12 | 2008-01-07 | Completed | 100% | $0.34 | $0.35 | 3.99% | Stop | |
| 2007-11-19 | 2007-12-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2007-11-05 | 2007-11-19 | Completed | 100% | $0.37 | $0.34 | -9.57% | Stop | |
| 2007-02-15 | 2007-11-05 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.33% | Interest Income | |
| 2007-01-31 | 2007-02-15 | Completed | 100% | $0.33 | $0.32 | -1.37% | Signal | |
| 2007-01-08 | 2007-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2006-11-29 | 2007-01-08 | Completed | 100% | $0.41 | $0.35 | -14.49% | Stop | |
| 2006-07-18 | 2006-11-29 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.85% | 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 | |
| 2006-03-07 | 2006-05-25 | Completed | 100% | $0.36 | $0.40 | 9.68% | Stop | |
| 2006-02-10 | 2006-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2006-01-06 | 2006-02-10 | Completed | 100% | $0.36 | $0.35 | -1.13% | Stop | |
| 2005-12-13 | 2006-01-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2005-11-18 | 2005-12-13 | Completed | 100% | $0.41 | $0.35 | -15.70% | Stop | |
| 2005-10-27 | 2005-11-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2005-07-20 | 2005-10-27 | Completed | 100% | $0.23 | $0.37 | 58.59% | Stop | |
| 2005-06-27 | 2005-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2005-06-06 | 2005-06-27 | Completed | 100% | $0.21 | $0.23 | 8.88% | Stop | |
| 2004-08-05 | 2005-06-06 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.90% | Interest Income | |