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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -33.8% (compared to the benchmark's drawdown of -48.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 52.7%, compared to a Buy-and-Hold benchmark return of 116.9%. The strategy executed 16 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
PLTR Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 8.93% | -20.64% | 35.80% | 40.97% | 52.67% | 116.93% |
| Sharpe Ratio | 0.27 | -0.45 | 0.78 | 0.53 | 0.92 | 1.23 |
| Max Drawdown | -18.57% | -48.22% | -33.79% | -79.14% | -33.79% | -48.22% |
| % Time Invested | 46.0% | 100.0% | 39.8% | 100.0% | 55.1% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 3.2 | 0.0 | 4.4 | 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 | ||||||||
| 2026-02-13 | 2026-03-02 | Completed | 100% | $127.90 | $140.77 | 10.01% | Signal | |
| 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 | |
| 2023-08-31 | 2023-10-24 | Completed | 100% | $15.60 | $16.38 | 4.95% | Stop | |
| 2023-08-09 | 2023-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-07-18 | 2023-08-09 | Completed | 100% | $17.88 | $16.76 | -6.31% | Stop | |
| 2023-06-23 | 2023-07-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-05-25 | 2023-06-23 | Completed | 100% | $13.18 | $13.64 | 3.44% | Stop | |
| 2023-05-03 | 2023-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-04-06 | 2023-05-03 | Completed | 100% | $7.88 | $7.62 | -3.35% | Stop | |
| 2022-12-12 | 2023-04-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.44% | Interest Income | |