PLTR Palantir Technologies Inc - Class A
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for PLTR (Palantir Technologies Inc - Class A) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -35.9% (compared to the benchmark's drawdown of -40.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 54.8%, compared to a Buy-and-Hold benchmark return of 140.8%. The strategy executed 41 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
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)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
PLTR Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 14.70% | 28.00% | 35.36% | 46.77% | 54.80% | 140.77% |
| Sharpe Ratio | 0.36 | 0.48 | 0.85 | 0.60 | 1.02 | 1.38 |
| Max Drawdown | -27.38% | -38.19% | -35.93% | -79.14% | -35.93% | -40.61% |
| % Time Invested | 79.4% | 100.0% | 50.4% | 100.0% | 72.9% | 100.0% |
| Trades / Year | 12.0 | 0.0 | 8.2 | 0.0 | 11.9 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-05-28 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Mark-to-Market |
| 2026-05-14 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-05-04 | 2026-05-28 | Completed | 33.33% | $147.75 | $133.16 | -9.87% | Signal |
| 2026-04-23 | 2026-05-14 | Completed | 33.33% | $149.70 | $129.65 | -13.39% | Stop |
| 2026-04-10 | 2026-05-04 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2026-03-03 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2026-03-31 | 2026-04-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2026-02-23 | 2026-04-10 | Completed | 33.33% | $132.04 | $128.48 | -2.70% | Stop |
| 2026-03-02 | 2026-03-31 | Completed | 33.33% | $140.77 | $140.02 | -0.54% | Stop |
| 2026-02-05 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2026-01-29 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2026-01-29 | 2026-02-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2026-01-28 | 2026-02-05 | Completed | 33.33% | $164.40 | $136.82 | -16.78% | Stop |
| 2025-12-03 | 2026-01-29 | Completed | 33.33% | $170.14 | $157.63 | -7.35% | Stop |
| 2025-12-03 | 2026-01-29 | Completed | 33.33% | $170.14 | $157.63 | -7.35% | Stop |
| 2026-01-05 | 2026-01-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2025-12-02 | 2026-01-05 | Completed | 33.33% | $169.59 | $174.88 | 3.12% | Stop |
| 2025-11-10 | 2025-12-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2025-11-10 | 2025-12-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2025-11-07 | 2025-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2025-09-15 | 2025-11-10 | Completed | 33.33% | $169.60 | $184.31 | 8.67% | Stop |
| 2025-09-15 | 2025-11-10 | Completed | 33.33% | $169.60 | $184.31 | 8.67% | Stop |
| 2025-09-12 | 2025-11-07 | Completed | 33.33% | $165.35 | $173.15 | 4.72% | Stop |
| 2025-08-21 | 2025-09-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-08-21 | 2025-09-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-08-20 | 2025-09-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2025-04-24 | 2025-08-21 | Completed | 33.33% | $101.53 | $157.17 | 54.80% | Stop |
| 2025-04-24 | 2025-08-21 | Completed | 33.33% | $101.53 | $157.17 | 54.80% | Stop |
| 2025-05-30 | 2025-08-20 | Completed | 33.33% | $123.53 | $152.30 | 23.29% | Stop |
| 2025-05-07 | 2025-05-30 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-04-23 | 2025-05-07 | Completed | 33.33% | $98.86 | $107.97 | 9.22% | Stop |
| 2025-04-01 | 2025-04-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2025-04-01 | 2025-04-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2025-03-31 | 2025-04-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income |
| 2025-03-17 | 2025-04-01 | Completed | 33.33% | $88.44 | $83.89 | -5.14% | Stop |
| 2025-03-17 | 2025-04-01 | Completed | 33.33% | $88.44 | $83.89 | -5.14% | Stop |
| 2025-03-17 | 2025-03-31 | Completed | 33.33% | $88.44 | $80.00 | -9.54% | Stop |
| 2025-02-21 | 2025-03-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2025-02-21 | 2025-03-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2025-02-21 | 2025-03-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2025-02-04 | 2025-02-21 | Completed | 33.33% | $102.80 | $107.68 | 4.75% | Stop |
| 2025-02-04 | 2025-02-21 | Completed | 33.33% | $102.80 | $107.68 | 4.75% | Stop |
| 2025-02-03 | 2025-02-21 | Completed | 33.33% | $80.12 | $107.68 | 34.39% | Stop |
| 2025-01-10 | 2025-02-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-01-10 | 2025-02-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-01-08 | 2025-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-08-28 | 2025-01-10 | Completed | 33.33% | $30.62 | $66.01 | 115.58% | Stop |
| 2024-08-28 | 2025-01-10 | Completed | 33.33% | $30.62 | $66.01 | 115.58% | Stop |
| 2024-08-27 | 2025-01-08 | Completed | 33.33% | $30.55 | $68.12 | 122.98% | Stop |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-08-05 | 2024-08-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2024-05-09 | 2024-08-06 | Completed | 33.33% | $21.49 | $27.05 | 25.87% | Stop |
| 2024-05-09 | 2024-08-06 | Completed | 33.33% | $21.49 | $27.05 | 25.87% | Stop |
| 2024-05-31 | 2024-08-05 | Completed | 33.33% | $21.79 | $21.74 | -0.23% | Stop |
| 2024-05-08 | 2024-05-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2024-04-17 | 2024-05-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2024-04-17 | 2024-05-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2024-04-12 | 2024-05-08 | Completed | 33.33% | $22.70 | $21.58 | -4.93% | Stop |
| 2024-01-26 | 2024-04-17 | Completed | 33.33% | $16.40 | $22.01 | 34.21% | Stop |
| 2024-01-26 | 2024-04-17 | Completed | 33.33% | $16.40 | $22.01 | 34.21% | Stop |
| 2024-03-20 | 2024-04-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2023-12-28 | 2024-03-20 | Completed | 33.33% | $17.46 | $23.77 | 36.14% | Stop |
| 2024-01-03 | 2024-01-26 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2024-01-03 | 2024-01-26 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2023-11-22 | 2024-01-03 | Completed | 33.33% | $20.26 | $16.12 | -20.43% | Stop |
| 2023-11-22 | 2024-01-03 | Completed | 33.33% | $20.26 | $16.12 | -20.43% | Stop |
| 2023-12-05 | 2023-12-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2023-11-21 | 2023-12-05 | Completed | 33.33% | $21.11 | $18.25 | -13.55% | Stop |
| 2023-10-31 | 2023-11-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2023-10-31 | 2023-11-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2023-10-20 | 2023-11-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2023-08-31 | 2023-10-31 | Completed | 33.33% | $15.60 | $14.58 | -6.54% | Stop |
| 2023-08-31 | 2023-10-31 | Completed | 33.33% | $15.60 | $14.58 | -6.54% | Stop |
| 2023-10-13 | 2023-10-20 | Completed | 33.33% | $18.06 | $16.85 | -6.70% | Stop |
| 2023-06-02 | 2023-10-13 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.32% | Interest Income |
| 2023-08-09 | 2023-08-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2023-08-09 | 2023-08-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2023-07-19 | 2023-08-09 | Completed | 33.33% | $18.02 | $16.76 | -6.99% | Stop |
| 2023-07-19 | 2023-08-09 | Completed | 33.33% | $18.02 | $16.76 | -6.99% | Stop |
| 2023-06-26 | 2023-07-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2023-06-26 | 2023-07-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2023-06-05 | 2023-06-26 | Completed | 33.33% | $14.36 | $13.87 | -3.45% | Stop |
| 2023-03-31 | 2023-06-26 | Completed | 33.33% | $8.15 | $13.87 | 70.18% | Stop |
| 2023-06-02 | 2023-06-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2022-12-12 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.72% | Interest Income |
| 2022-12-12 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.72% | Interest Income |
| 2022-12-12 | 2023-03-31 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.53% | Interest Income |