PLTR
Palantir Technologies Inc - Class A
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for PLTR (Palantir Technologies Inc - Class A) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -25.6% (compared to the benchmark's drawdown of -48.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 48.9%, compared to a Buy-and-Hold benchmark return of 116.9%. The strategy executed 14 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
PLTR Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.96% | -20.64% | 33.33% | 40.97% | 48.85% | 116.93% |
| Sharpe Ratio | 0.12 | -0.45 | 0.76 | 0.53 | 0.89 | 1.23 |
| Max Drawdown | -24.27% | -48.22% | -25.61% | -79.14% | -25.61% | -48.22% |
| % Time Invested | 68.2% | 100.0% | 37.7% | 100.0% | 52.3% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 2.8 | 0.0 | 3.9 | 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 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 | ||||||||
| 2026-03-31 | 2026-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-13 | 2026-03-31 | Completed | 100% | $127.90 | $140.02 | 9.42% | Stop | |
| 2026-01-22 | 2026-02-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-02 | 2026-01-22 | Completed | 100% | $169.59 | $168.93 | -0.44% | Stop | |
| 2025-11-07 | 2025-12-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-09-12 | 2025-11-07 | Completed | 100% | $165.35 | $173.15 | 4.66% | Stop | |
| 2025-08-20 | 2025-09-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2025-05-30 | 2025-08-20 | Completed | 100% | $123.53 | $152.30 | 23.23% | Stop | |
| 2025-05-07 | 2025-05-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-24 | 2025-05-07 | Completed | 100% | $101.53 | $107.97 | 6.29% | Stop | |
| 2025-04-01 | 2025-04-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-17 | 2025-04-01 | Completed | 100% | $88.44 | $83.89 | -5.19% | Stop | |
| 2025-02-21 | 2025-03-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-03 | 2025-02-21 | Completed | 100% | $80.12 | $107.68 | 34.32% | Stop | |
| 2025-01-08 | 2025-02-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-27 | 2025-01-08 | Completed | 100% | $30.55 | $68.12 | 122.87% | Stop | |
| 2024-08-05 | 2024-08-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-05-31 | 2024-08-05 | Completed | 100% | $21.79 | $21.74 | -0.28% | Stop | |
| 2024-05-08 | 2024-05-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-04-24 | 2024-05-08 | Completed | 100% | $22.05 | $21.58 | -2.18% | Stop | |
| 2024-04-02 | 2024-04-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-12-29 | 2024-04-02 | Completed | 100% | $17.52 | $22.00 | 25.51% | Stop | |
| 2023-12-06 | 2023-12-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-15 | 2023-12-06 | Completed | 100% | $19.90 | $17.69 | -11.15% | Stop | |
| 2023-10-24 | 2023-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-10-12 | 2023-10-24 | Completed | 100% | $17.92 | $16.38 | -8.64% | Stop | |
| 2022-12-12 | 2023-10-12 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.24% | Interest Income | |