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TMUS

T-Mobile US Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for TMUS (T-Mobile US Inc) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -59.3% (compared to the benchmark's drawdown of -70.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.4%, compared to a Buy-and-Hold benchmark return of 13.6%. The strategy executed 83 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

🛡️ TMUS Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-59.3% (vs -70.1% B&H)
+10.8% shallower drawdown
Drawdown Shield
10.8% Cut
Protected capital vs -70.1% B&H
Capital Sheltered from Risk
25.9% 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.

📊 TMUS Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-13.32%-29.55%-25.84%-37.13%-28.39%-37.13%-59.28%-70.09%
Sharpe Ratio-1.69-0.970.390.280.530.530.340.35
Sortino Ratio-1.97-1.290.440.360.680.710.340.40
CAGR-12.01%-24.76%7.50%7.33%11.75%15.04%9.40%13.56%
% Time Invested26.6%100.0%72.8%100.0%80.7%100.0%74.1%100.0%
Trades / Year4.00.03.60.03.50.04.80.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of TMUS under the Excess Return MMA strategy (Investing) versus Buy & Hold. The strategy produced a 9.4% CAGR with a -59.3% Max Drawdown across 83 trade signals (compared to Buy & Hold's 13.6% CAGR and -70.1% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for TMUS under Excess Return MMA strategy in Investing context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for TMUS under Excess Return MMA (Investing). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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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 DateExit DateTypeAllocationEntry PriceExit PriceNet 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.
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2026-05-06 2026-07-01 Completed 33.33% $190.52 $168.70 -11.50% Stop
2026-05-05 2026-06-03 Completed 33.33% $191.07 $185.96 -2.73% Signal
2026-04-14 2026-05-06 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2025-07-22 2026-05-05 Interest (CASH) 33.33% $1.00 $1.03 3.04% Interest Income
2026-02-06 2026-04-14 Completed 33.33% $198.31 $188.03 -5.23% Stop
2026-01-14 2026-02-06 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2025-10-29 2026-01-14 Completed 33.33% $215.98 $186.15 -13.85% Stop
2025-10-07 2025-10-29 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2025-07-14 2025-10-17 Completed 33.33% $222.20 $222.45 0.06% Signal
2025-05-20 2025-10-07 Completed 33.33% $238.33 $220.35 -7.59% Stop
2025-07-14 2025-07-22 Completed 33.33% $222.20 $228.00 2.56% Signal
2025-06-18 2025-07-14 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-06-18 2025-07-14 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2023-07-06 2025-06-18 Completed 33.33% $131.82 $216.87 64.44% Stop
2023-07-06 2025-06-18 Completed 33.33% $131.82 $216.87 64.44% Stop
2025-04-28 2025-05-20 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-01-31 2025-04-28 Completed 33.33% $227.24 $225.27 -0.92% Stop
2025-01-07 2025-01-31 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2023-06-28 2025-01-07 Completed 33.33% $129.55 $204.84 58.04% Stop
2023-06-05 2023-07-06 Interest (CASH) 33.33% $1.00 $1.00 0.44% Interest Income
2023-05-01 2023-07-06 Interest (CASH) 33.33% $1.00 $1.01 0.94% Interest Income
2023-06-05 2023-06-28 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2023-02-16 2023-06-05 Completed 33.33% $138.53 $125.51 -9.45% Stop
2022-02-10 2023-06-05 Completed 33.33% $118.85 $125.51 5.55% Stop
2022-02-10 2023-05-01 Completed 33.33% $118.85 $137.42 15.57% Signal
2022-09-14 2023-02-16 Interest (CASH) 33.33% $1.00 $1.02 1.77% Interest Income
2022-02-03 2022-09-14 Completed 33.33% $114.10 $132.52 16.09% Signal
2021-12-27 2022-02-10 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2021-10-11 2022-02-10 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2022-01-11 2022-02-03 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-12-23 2022-01-11 Completed 33.33% $114.77 $102.19 -11.00% Stop
2021-11-02 2021-12-27 Completed 33.33% $111.11 $114.06 2.60% Signal
2021-12-01 2021-12-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-10-05 2021-12-01 Completed 33.33% $118.94 $105.05 -11.72% Stop
2021-10-11 2021-11-02 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-04-06 2021-10-11 Completed 33.33% $80.33 $115.03 43.12% Stop
2020-04-01 2021-10-11 Completed 33.33% $78.91 $115.03 45.70% Stop
2021-09-13 2021-10-05 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-03-17 2021-09-13 Completed 33.33% $120.12 $125.41 4.36% Stop
2021-02-23 2021-03-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-03-31 2021-02-23 Completed 33.33% $78.95 $112.08 41.88% Stop
2020-03-13 2020-04-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-10 2020-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-09 2020-03-31 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-02-27 2020-03-13 Completed 33.33% $88.26 $76.21 -13.70% Stop
2018-06-20 2020-03-10 Completed 33.33% $57.67 $77.95 35.10% Stop
2019-01-18 2020-03-09 Completed 33.33% $63.81 $79.17 24.02% Stop
2020-02-04 2020-02-27 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-03-15 2020-02-04 Completed 33.33% $69.18 $76.21 10.10% Signal
2019-02-21 2019-03-15 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-06-20 2019-02-21 Completed 33.33% $57.67 $69.00 19.59% Signal
2018-12-26 2019-01-18 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-05-25 2018-12-26 Completed 33.33% $54.29 $57.92 6.64% Stop
2018-05-08 2018-06-20 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2018-03-23 2018-06-20 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
2018-05-03 2018-05-25 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2018-03-09 2018-05-08 Completed 33.33% $62.09 $53.91 -13.21% Signal
2018-03-12 2018-05-03 Completed 33.33% $62.29 $53.85 -13.58% Stop
2018-03-09 2018-03-23 Completed 33.33% $62.09 $58.40 -5.99% Stop
2018-02-15 2018-03-12 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2018-02-14 2018-03-09 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2017-12-05 2018-03-09 Interest (CASH) 33.33% $1.00 $1.00 0.37% Interest Income
2017-11-30 2018-02-15 Completed 33.33% $58.85 $56.40 -4.20% Stop
2017-11-24 2018-02-14 Completed 33.33% $57.82 $54.53 -5.74% Stop
2017-11-30 2017-12-05 Completed 33.33% $58.85 $57.52 -2.29% Signal
2017-11-07 2017-11-30 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2017-11-07 2017-11-30 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2017-08-23 2017-11-24 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
2017-07-28 2017-11-07 Completed 33.33% $58.39 $53.04 -9.21% Stop
2016-06-16 2017-11-07 Completed 33.33% $39.41 $53.04 34.50% Stop
2016-05-16 2017-08-23 Completed 33.33% $38.56 $61.04 58.24% Signal
2017-07-06 2017-07-28 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2016-03-03 2017-07-06 Completed 33.33% $37.56 $56.63 50.71% Stop
2016-04-21 2016-06-16 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2015-12-02 2016-05-16 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2016-03-04 2016-04-21 Completed 33.33% $37.20 $38.13 2.45% Signal
2016-02-10 2016-03-04 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-02-09 2016-03-03 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-12-24 2016-02-10 Completed 33.33% $38.22 $32.62 -14.69% Stop
2015-11-23 2016-02-09 Completed 33.33% $36.58 $32.09 -12.31% Stop
2015-12-02 2015-12-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-04-23 2015-12-02 Completed 33.33% $32.40 $34.50 6.43% Stop
2015-02-20 2015-12-02 Completed 33.33% $30.39 $34.50 13.49% Stop
2015-10-30 2015-11-23 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-09-17 2015-10-30 Completed 33.33% $39.32 $35.54 -9.65% Stop
2015-08-25 2015-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-01-05 2015-08-25 Completed 33.33% $25.79 $37.76 46.35% Stop
2014-11-28 2015-04-23 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2014-09-17 2015-02-20 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2014-12-10 2015-01-05 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-11-05 2014-12-10 Completed 33.33% $27.26 $24.67 -9.53% Stop
2014-11-07 2014-11-28 Completed 33.33% $26.76 $27.69 3.43% Signal
2014-10-16 2014-11-07 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-14 2014-11-05 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-09-10 2014-10-16 Completed 33.33% $28.83 $24.04 -16.66% Stop
2014-09-02 2014-10-14 Completed 33.33% $29.10 $25.73 -11.64% Stop
2014-09-10 2014-09-17 Completed 33.33% $28.83 $28.82 -0.08% Signal
2014-08-18 2014-09-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-08-18 2014-09-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-08-08 2014-09-02 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-05-24 2014-08-18 Completed 33.33% $19.40 $27.63 42.38% Stop
2013-05-24 2014-08-18 Completed 33.33% $19.40 $27.63 42.38% Stop
2014-05-09 2014-08-08 Completed 33.33% $30.16 $28.33 -6.10% Stop
2014-04-16 2014-05-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-02-28 2014-04-16 Completed 33.33% $29.29 $27.78 -5.21% Stop
2014-02-05 2014-02-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-05-20 2014-02-05 Completed 33.33% $19.25 $28.50 47.93% Stop
2013-05-02 2013-05-24 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-05-02 2013-05-24 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2012-10-31 2013-05-20 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2013-04-22 2013-05-02 Completed 33.33% $17.55 $15.88 -9.58% Stop
2012-11-23 2013-05-02 Completed 33.33% $16.75 $15.88 -5.24% Stop
2013-02-14 2013-04-22 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-10-31 2013-02-14 Completed 33.33% $16.72 $16.13 -3.54% Signal
2012-10-31 2012-11-23 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-10-05 2012-10-31 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-09-20 2012-10-31 Completed 33.33% $17.57 $16.72 -4.89% Stop
2012-09-20 2012-10-31 Completed 33.33% $17.57 $16.72 -4.89% Stop
2012-08-27 2012-10-05 Completed 33.33% $15.52 $20.09 29.38% Stop
2012-06-22 2012-09-20 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-06-05 2012-09-20 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2012-06-11 2012-08-27 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-06-04 2012-06-22 Completed 33.33% $9.75 $9.42 -3.44% Signal
2012-05-21 2012-06-11 Completed 33.33% $10.07 $9.80 -2.71% Signal
2012-05-30 2012-06-05 Completed 33.33% $10.26 $9.58 -6.65% Stop
2012-05-10 2012-06-04 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-03-07 2012-05-30 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-04-27 2012-05-21 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-05-02 2012-05-10 Completed 33.33% $11.12 $11.97 7.59% Stop
2012-04-10 2012-05-02 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-03-29 2012-04-27 Completed 33.33% $14.73 $11.16 -24.32% Stop
2012-03-23 2012-04-10 Completed 33.33% $15.44 $13.36 -13.51% Stop
2012-03-07 2012-03-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-03-01 2012-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-02-17 2012-03-07 Completed 33.33% $16.37 $15.28 -6.69% Stop
2012-02-17 2012-03-07 Completed 33.33% $16.37 $15.28 -6.69% Stop
2012-01-31 2012-03-01 Completed 33.33% $13.93 $16.23 16.46% Stop
2011-11-02 2012-02-17 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-09-08 2012-02-17 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-01-06 2012-01-31 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-11-23 2012-01-06 Completed 33.33% $12.08 $12.76 5.55% Stop
2011-11-01 2011-11-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-10-17 2011-11-02 Completed 33.33% $14.27 $12.40 -13.18% Stop
2011-10-12 2011-11-01 Completed 33.33% $13.12 $12.42 -5.45% Stop
2011-09-23 2011-10-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-09-20 2011-10-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-25 2011-09-23 Completed 33.33% $17.10 $13.93 -18.57% Stop
2011-08-25 2011-09-20 Completed 33.33% $17.10 $15.91 -6.96% Stop
2011-08-25 2011-09-08 Completed 33.33% $17.10 $16.62 -2.81% Signal
2011-08-03 2011-08-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-03 2011-08-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-03 2011-08-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-07-07 2011-08-03 Completed 33.33% $27.76 $16.92 -39.08% Stop
2010-03-11 2011-08-03 Completed 33.33% $10.40 $16.92 62.65% Stop
2010-03-11 2011-08-03 Completed 33.33% $10.40 $16.92 62.65% Stop
2011-06-14 2011-07-07 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2010-03-11 2011-06-14 Completed 33.33% $10.40 $25.87 148.66% Stop
2009-09-25 2010-03-11 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2009-08-07 2010-03-11 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2009-06-30 2010-03-11 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2009-08-31 2009-09-25 Completed 33.33% $12.83 $15.05 17.26% Signal
2009-08-07 2009-08-31 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-07-02 2009-08-07 Completed 33.33% $19.73 $14.31 -27.51% Stop
2009-07-02 2009-08-07 Completed 33.33% $19.73 $14.31 -27.51% Stop
2009-06-30 2009-07-02 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-06-30 2009-07-02 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where TMUS ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

📊 View Full 40-Asset Backtest Matrix → 🛠️ Build Custom Portfolio with TMUS → ⚖️ Compare TMUS vs Non-Correlated Assets →