PANW
Palo Alto Networks Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for PANW (Palo Alto Networks Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -42.8% (compared to the benchmark's drawdown of -48.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 26.1%, compared to a Buy-and-Hold benchmark return of 28.5%. The strategy executed 32 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for PANW:
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 Model
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.
🎯 Trading Horizon
Select risk profile & execution style for PANW:
🛡️ Long-Term Investing Active Horizon
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
🛡️ PANW Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-42.8% (vs -48.0% B&H)
+5.2% shallower drawdown
Downside Efficiency
0.77 Sortino
+0.01 vs 0.76 B&H
Capital Sheltered from Risk
20.6% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 PANW Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -25.49% | -36.01% | -42.76% | -36.01% | -42.76% | -47.98% | -42.76% | -47.98% |
| Sharpe Ratio | 0.63 | 1.20 | 0.33 | 0.68 | 0.72 | 0.66 | 0.71 | 0.63 |
| Sortino Ratio | 0.87 | 1.81 | 0.34 | 0.86 | 0.79 | 0.79 | 0.77 | 0.76 |
| CAGR | 24.79% | 71.60% | 12.64% | 34.02% | 26.66% | 30.04% | 26.09% | 28.47% |
| % Time Invested | 70.2% | 100.0% | 78.7% | 100.0% | 79.2% | 100.0% | 79.4% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 3.2 | 0.0 | 2.5 | 0.0 | 2.7 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for PANW... Top Diversifiers for PANW
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
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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. Subscribe to Unlock | ||||||||
| 2026-06-10 | 2026-07-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2026-04-22 | 2026-06-10 | Completed | 100% | $175.50 | $258.81 | 47.40% | Stop | |
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-27 | 2026-03-30 | Completed | 100% | $147.17 | $151.95 | 3.20% | Stop | |
| 2026-02-04 | 2026-02-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-16 | 2026-02-04 | Completed | 100% | $185.10 | $164.87 | -10.97% | Stop | |
| 2025-11-21 | 2025-12-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-08-25 | 2025-11-21 | Completed | 100% | $185.18 | $185.01 | -0.14% | Stop | |
| 2025-08-01 | 2025-08-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-05-01 | 2025-08-01 | Completed | 100% | $188.64 | $173.13 | -8.27% | Stop | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-01 | 2025-04-08 | Completed | 100% | $168.52 | $157.72 | -6.46% | Stop | |
| 2025-03-10 | 2025-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-04 | 2025-03-10 | Completed | 100% | $181.31 | $177.60 | -2.10% | Stop | |
| 2025-01-10 | 2025-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-01-10 | Completed | 100% | $174.74 | $171.80 | -1.73% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-03-15 | 2024-08-06 | Completed | 100% | $142.12 | $150.06 | 5.53% | Stop | |
| 2024-02-22 | 2024-03-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-08-29 | 2024-02-22 | Completed | 100% | $116.39 | $137.07 | 17.71% | Stop | |
| 2023-08-07 | 2023-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-01-11 | 2023-08-07 | Completed | 100% | $67.78 | $109.54 | 61.53% | Stop | |
| 2022-12-16 | 2023-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2022-11-30 | 2022-12-16 | Completed | 100% | $82.74 | $75.79 | -8.43% | Stop | |
| 2022-11-07 | 2022-11-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-10-18 | 2022-11-07 | Completed | 100% | $81.64 | $71.43 | -12.56% | Stop | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-05-27 | 2022-09-26 | Completed | 100% | $85.28 | $81.08 | -4.97% | Stop | |
| 2022-05-05 | 2022-05-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-15 | 2022-05-05 | Completed | 100% | $87.84 | $92.00 | 4.69% | Stop | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-03-29 | 2022-01-24 | Completed | 100% | $53.17 | $79.09 | 48.68% | Stop | |
| 2021-03-05 | 2021-03-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-09-30 | 2021-03-05 | Completed | 100% | $40.79 | $56.33 | 38.03% | Stop | |
| 2020-09-08 | 2020-09-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-10 | 2020-09-08 | Completed | 100% | $39.17 | $38.33 | -2.18% | Stop | |
| 2020-05-18 | 2020-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-19 | 2020-05-18 | Completed | 100% | $21.94 | $37.63 | 71.43% | Signal | |
| 2020-02-26 | 2020-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2019-09-12 | 2020-02-26 | Completed | 100% | $35.88 | $32.85 | -8.50% | Stop | |
| 2019-08-20 | 2019-09-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-06-18 | 2019-08-20 | Completed | 100% | $34.56 | $33.15 | -4.15% | Stop | |
| 2019-05-24 | 2019-06-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2018-12-17 | 2019-05-24 | Completed | 100% | $30.52 | $36.26 | 18.75% | Stop | |
| 2018-11-21 | 2018-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-05 | 2018-11-21 | Completed | 100% | $30.87 | $28.33 | -8.29% | Stop | |
| 2018-10-12 | 2018-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-05-10 | 2018-10-12 | Completed | 100% | $19.43 | $34.97 | 79.82% | Stop | |
| 2016-11-04 | 2017-05-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2016-07-15 | 2016-11-04 | Completed | 100% | $20.82 | $24.40 | 17.13% | Signal | |
| 2016-06-22 | 2016-07-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-05-05 | 2016-06-22 | Completed | 100% | $23.75 | $21.18 | -10.83% | Stop | |
| 2016-04-13 | 2016-05-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2016-03-02 | 2016-04-13 | Completed | 100% | $24.63 | $23.41 | -5.01% | Stop | |
| 2016-02-08 | 2016-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-02-02 | 2016-02-08 | Completed | 100% | $24.92 | $20.67 | -17.12% | Stop | |
| 2016-01-08 | 2016-02-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-11-13 | 2016-01-08 | Completed | 100% | $26.05 | $27.61 | 5.95% | Stop | |
| 2015-10-22 | 2015-11-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-09-04 | 2015-10-22 | Completed | 100% | $26.67 | $27.00 | 1.17% | Stop | |
| 2015-08-13 | 2015-09-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-10-07 | 2015-08-13 | Completed | 100% | $16.85 | $28.56 | 69.38% | Stop | |
| 2014-10-03 | 2014-10-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |