NVDA
NVIDIA Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-13
Executive Summary
The quantitative backtest for NVDA (NVIDIA Corp) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -68.7% (compared to the benchmark's drawdown of -89.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 23.7%, compared to a Buy-and-Hold benchmark return of 31.2%. The strategy executed 83 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
NVDA Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 19.28% | 41.73% | 24.35% | 62.87% | 30.71% | 68.02% | 23.67% | 31.19% |
| Sharpe Ratio | 0.53 | 1.00 | 0.53 | 0.95 | 0.68 | 1.05 | 0.57 | 0.51 |
| Max Drawdown | -19.85% | -20.21% | -53.14% | -66.34% | -60.48% | -66.34% | -68.69% | -89.72% |
| % Time Invested | 86.1% | 100.0% | 72.1% | 100.0% | 70.2% | 100.0% | 62.4% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 3.8 | 0.0 | 3.3 | 0.0 | 3.3 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-06-10 | Open | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Mark-to-Market |
| 2026-04-23 | 2026-06-10 | Completed | 100% | $202.22 | $204.43 | 1.09% | Stop |
| 2026-03-31 | 2026-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2025-12-17 | 2026-03-31 | Completed | 100% | $175.89 | $166.78 | -5.18% | Stop |
| 2025-11-24 | 2025-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2025-04-29 | 2025-11-24 | Completed | 100% | $107.52 | $179.26 | 66.72% | Stop |
| 2025-04-04 | 2025-04-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-25 | 2025-04-04 | Completed | 100% | $120.38 | $98.77 | -17.95% | Stop |
| 2025-03-03 | 2025-03-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-02-20 | 2025-03-03 | Completed | 100% | $139.82 | $123.33 | -11.80% | Stop |
| 2025-01-28 | 2025-02-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-09-26 | 2025-01-28 | Completed | 100% | $126.60 | $121.63 | -3.93% | Stop |
| 2024-09-04 | 2024-09-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2024-08-16 | 2024-09-04 | Completed | 100% | $121.74 | $105.24 | -13.56% | Stop |
| 2024-07-25 | 2024-08-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2024-05-14 | 2024-07-25 | Completed | 100% | $89.44 | $112.85 | 26.17% | Stop |
| 2024-04-22 | 2024-05-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2023-11-20 | 2024-04-22 | Completed | 100% | $49.22 | $77.97 | 58.41% | Stop |
| 2023-10-27 | 2023-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2023-09-07 | 2023-10-27 | Completed | 100% | $45.44 | $41.05 | -9.65% | Stop |
| 2023-08-15 | 2023-09-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2023-03-22 | 2023-08-15 | Completed | 100% | $26.37 | $44.47 | 68.65% | Stop |
| 2022-12-23 | 2023-03-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2022-11-07 | 2022-12-23 | Completed | 100% | $14.19 | $15.16 | 6.83% | Stop |
| 2022-10-14 | 2022-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2022-09-21 | 2022-10-14 | Completed | 100% | $13.18 | $12.03 | -8.75% | Stop |
| 2022-08-29 | 2022-09-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2022-07-08 | 2022-08-29 | Completed | 100% | $15.39 | $15.98 | 3.82% | Stop |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2022-06-02 | 2022-06-14 | Completed | 100% | $18.24 | $15.69 | -13.98% | Stop |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2022-05-02 | 2022-05-10 | Completed | 100% | $18.49 | $17.64 | -4.60% | Stop |
| 2022-04-07 | 2022-05-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-03-18 | 2022-04-07 | Completed | 100% | $24.73 | $24.37 | -1.44% | Stop |
| 2022-02-24 | 2022-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-02-11 | 2022-02-24 | Completed | 100% | $25.83 | $20.95 | -18.91% | Stop |
| 2022-01-20 | 2022-02-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-12-30 | 2022-01-20 | Completed | 100% | $29.73 | $25.22 | -15.16% | Stop |
| 2021-12-07 | 2021-12-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-06-07 | 2021-12-07 | Completed | 100% | $17.51 | $30.86 | 76.27% | Stop |
| 2021-05-13 | 2021-06-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-03-26 | 2021-05-13 | Completed | 100% | $12.51 | $13.98 | 11.78% | Stop |
| 2021-03-04 | 2021-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-09-30 | 2021-03-04 | Completed | 100% | $13.10 | $12.75 | -2.68% | Stop |
| 2020-09-08 | 2020-09-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-18 | 2020-09-08 | Completed | 100% | $4.98 | $11.68 | 134.75% | Stop |
| 2019-06-14 | 2020-03-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.28% | Interest Income |
| 2019-06-06 | 2019-06-14 | Completed | 100% | $3.51 | $3.59 | 2.16% | Signal |
| 2019-05-14 | 2019-06-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2019-02-21 | 2019-05-14 | Completed | 100% | $3.94 | $3.97 | 0.73% | Stop |
| 2019-01-29 | 2019-02-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2019-01-18 | 2019-01-29 | Completed | 100% | $3.81 | $3.37 | -11.44% | Stop |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-12-13 | 2018-12-26 | Completed | 100% | $3.73 | $3.19 | -14.49% | Stop |
| 2018-11-19 | 2018-12-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-11-02 | 2018-11-19 | Completed | 100% | $5.39 | $4.00 | -25.69% | Stop |
| 2018-10-11 | 2018-11-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-05-18 | 2018-10-11 | Completed | 100% | $6.17 | $5.99 | -2.95% | Stop |
| 2018-04-26 | 2018-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2018-03-01 | 2018-04-26 | Completed | 100% | $5.98 | $5.51 | -7.73% | Stop |
| 2018-02-06 | 2018-03-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2017-12-29 | 2018-02-06 | Completed | 100% | $4.90 | $5.05 | 2.99% | Stop |
| 2017-12-06 | 2017-12-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2017-03-20 | 2017-12-06 | Completed | 100% | $2.63 | $4.59 | 74.37% | Stop |
| 2017-02-24 | 2017-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2017-01-27 | 2017-02-24 | Completed | 100% | $2.70 | $2.39 | -11.59% | Stop |
| 2017-01-04 | 2017-01-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2016-02-09 | 2017-01-04 | Completed | 100% | $0.61 | $2.54 | 318.92% | Stop |
| 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% | $0.57 | $0.67 | 17.55% | Stop |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-07-30 | 2015-08-25 | Completed | 100% | $0.48 | $0.52 | 8.99% | Stop |
| 2015-07-08 | 2015-07-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-11-04 | 2015-07-08 | Completed | 100% | $0.48 | $0.48 | -0.34% | Stop |
| 2014-10-13 | 2014-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2013-10-25 | 2014-10-13 | Completed | 100% | $0.36 | $0.40 | 11.72% | Stop |
| 2012-06-20 | 2013-10-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-05-09 | 2012-06-20 | Completed | 100% | $0.28 | $0.31 | 9.23% | Signal |
| 2012-04-17 | 2012-05-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-01-10 | 2012-04-17 | Completed | 100% | $0.34 | $0.32 | -4.95% | Stop |
| 2011-12-15 | 2012-01-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-10-24 | 2011-12-15 | Completed | 100% | $0.33 | $0.32 | -5.02% | Stop |
| 2011-09-30 | 2011-10-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-31 | 2011-09-30 | Completed | 100% | $0.32 | $0.29 | -6.53% | Stop |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-04 | 2011-08-09 | Completed | 100% | $0.33 | $0.28 | -16.37% | Stop |
| 2011-07-13 | 2011-08-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-06-10 | 2011-07-13 | Completed | 100% | $0.40 | $0.34 | -14.43% | Stop |
| 2011-05-18 | 2011-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-03-18 | 2011-05-18 | Completed | 100% | $0.42 | $0.41 | -2.43% | Stop |
| 2011-02-24 | 2011-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-11-01 | 2011-02-24 | Completed | 100% | $0.28 | $0.51 | 83.64% | Stop |
| 2010-10-08 | 2010-11-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-08-23 | 2010-10-08 | Completed | 100% | $0.23 | $0.24 | 6.60% | Stop |
| 2010-07-30 | 2010-08-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-06-30 | 2010-07-30 | Completed | 100% | $0.24 | $0.21 | -13.71% | Stop |
| 2010-06-08 | 2010-06-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-05-26 | 2010-06-08 | Completed | 100% | $0.30 | $0.26 | -13.26% | Stop |
| 2010-05-04 | 2010-05-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-02-22 | 2010-05-04 | Completed | 100% | $0.38 | $0.35 | -8.11% | Stop |
| 2010-01-28 | 2010-02-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-07-17 | 2010-01-28 | Completed | 100% | $0.27 | $0.38 | 43.05% | Stop |
| 2008-09-04 | 2009-07-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2008-07-09 | 2008-09-04 | Completed | 100% | $0.28 | $0.26 | -4.39% | Stop |
| 2008-06-16 | 2008-07-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2008-05-07 | 2008-06-16 | Completed | 100% | $0.52 | $0.48 | -6.68% | Stop |
| 2008-04-15 | 2008-05-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2008-03-11 | 2008-04-15 | Completed | 100% | $0.43 | $0.41 | -5.26% | Stop |
| 2008-02-15 | 2008-03-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2008-01-30 | 2008-02-15 | Completed | 100% | $0.57 | $0.52 | -9.92% | Stop |
| 2008-01-07 | 2008-01-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2007-11-19 | 2008-01-07 | Completed | 100% | $0.73 | $0.69 | -5.60% | Stop |
| 2007-10-26 | 2007-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-03-28 | 2007-10-26 | Completed | 100% | $0.45 | $0.82 | 81.85% | Stop |
| 2007-03-06 | 2007-03-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2007-02-05 | 2007-03-06 | Completed | 100% | $0.49 | $0.45 | -8.16% | Stop |
| 2007-01-11 | 2007-02-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2006-08-02 | 2007-01-11 | Completed | 100% | $0.33 | $0.53 | 60.64% | Stop |
| 2006-07-11 | 2006-08-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2006-06-07 | 2006-07-11 | Completed | 100% | $0.34 | $0.28 | -17.76% | Stop |
| 2006-05-15 | 2006-06-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2005-07-22 | 2006-05-15 | Completed | 100% | $0.20 | $0.40 | 97.22% | Stop |
| 2005-03-08 | 2005-07-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.10% | Interest Income |
| 2004-11-09 | 2005-03-08 | Completed | 100% | $0.13 | $0.21 | 58.20% | Signal |
| 2004-10-18 | 2004-11-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2004-08-18 | 2004-10-18 | Completed | 100% | $0.08 | $0.10 | 21.05% | Stop |
| 2004-07-27 | 2004-08-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2004-07-13 | 2004-07-27 | Completed | 100% | $0.13 | $0.11 | -14.54% | Stop |
| 2004-06-18 | 2004-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2004-05-13 | 2004-06-18 | Completed | 100% | $0.16 | $0.15 | -6.68% | Stop |
| 2004-04-21 | 2004-05-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2004-02-24 | 2004-04-21 | Completed | 100% | $0.17 | $0.17 | -1.00% | Stop |
| 2004-01-30 | 2004-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2003-12-19 | 2004-01-30 | Completed | 100% | $0.16 | $0.17 | 2.73% | Stop |
| 2002-12-05 | 2003-12-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2002-11-26 | 2002-12-05 | Completed | 100% | $0.12 | $0.11 | -9.10% | Stop |
| 2002-11-04 | 2002-11-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2002-10-30 | 2002-11-04 | Completed | 100% | $0.08 | $0.11 | 35.79% | Stop |
| 2002-10-08 | 2002-10-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2002-09-23 | 2002-10-08 | Completed | 100% | $0.07 | $0.06 | -11.70% | Stop |
| 2002-08-29 | 2002-09-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-08-19 | 2002-08-29 | Completed | 100% | $0.09 | $0.08 | -9.33% | Stop |
| 2002-07-26 | 2002-08-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2002-07-22 | 2002-07-26 | Completed | 100% | $0.14 | $0.12 | -14.13% | Stop |
| 2002-06-27 | 2002-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-06-20 | 2002-06-27 | Completed | 100% | $0.18 | $0.16 | -12.93% | Stop |
| 2002-05-29 | 2002-06-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-05-21 | 2002-05-29 | Completed | 100% | $0.31 | $0.25 | -17.46% | Stop |
| 2002-04-29 | 2002-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-04-22 | 2002-04-29 | Completed | 100% | $0.28 | $0.26 | -6.98% | Stop |
| 2002-03-28 | 2002-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-03-15 | 2002-03-28 | Completed | 100% | $0.39 | $0.35 | -10.16% | Stop |
| 2002-02-21 | 2002-03-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-02-07 | 2002-02-21 | Completed | 100% | $0.47 | $0.42 | -10.50% | Stop |
| 2002-01-15 | 2002-02-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2001-11-23 | 2002-01-15 | Completed | 100% | $0.38 | $0.48 | 25.88% | Stop |
| 2001-10-31 | 2001-11-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2001-10-04 | 2001-10-31 | Completed | 100% | $0.23 | $0.33 | 44.75% | Stop |
| 2001-09-06 | 2001-10-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2001-08-15 | 2001-09-06 | Completed | 100% | $0.33 | $0.30 | -10.12% | Stop |
| 2001-07-24 | 2001-08-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2001-07-16 | 2001-07-24 | Completed | 100% | $0.31 | $0.26 | -14.17% | Stop |
| 2001-06-21 | 2001-07-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2001-05-21 | 2001-06-21 | Completed | 100% | $0.33 | $0.34 | 4.11% | Stop |
| 2001-04-27 | 2001-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2001-04-05 | 2001-04-27 | Completed | 100% | $0.23 | $0.29 | 24.68% | Stop |
| 2001-04-03 | 2001-04-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |