TMUS
T-Mobile US Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for TMUS (T-Mobile US Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -62.8% (compared to the benchmark's drawdown of -70.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.5%, compared to a Buy-and-Hold benchmark return of 13.7%. The strategy executed 31 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
TMUS Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -29.66% | -25.88% | -2.11% | 5.38% | 9.20% | 15.39% | 7.48% | 13.74% |
| Sharpe Ratio | -2.17 | -1.06 | -0.11 | 0.21 | 0.40 | 0.54 | 0.26 | 0.36 |
| Max Drawdown | -35.89% | -34.02% | -42.16% | -37.13% | -42.16% | -37.13% | -62.82% | -70.09% |
| % Time Invested | 62.7% | 100.0% | 76.7% | 100.0% | 83.5% | 100.0% | 76.2% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 2.0 | 0.0 | 1.5 | 0.0 | 1.8 | 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 | ||||||||
| 2026-05-07 | 2026-05-19 | Completed | 100% | $190.96 | $191.97 | 0.48% | Signal | |
| 2026-04-15 | 2026-05-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-12 | 2026-04-15 | Completed | 100% | $210.73 | $188.57 | -10.56% | Stop | |
| 2026-01-21 | 2026-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-11-14 | 2026-01-21 | Completed | 100% | $214.19 | $181.13 | -15.48% | Stop | |
| 2025-10-23 | 2025-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-05-20 | 2025-10-23 | Completed | 100% | $239.70 | $222.36 | -7.28% | Stop | |
| 2025-04-28 | 2025-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-01-31 | 2025-04-28 | Completed | 100% | $228.55 | $226.57 | -0.92% | Stop | |
| 2025-01-07 | 2025-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-05-16 | 2025-01-07 | Completed | 100% | $157.06 | $206.02 | 31.10% | Stop | |
| 2024-04-24 | 2024-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-06-28 | 2024-04-24 | Completed | 100% | $130.30 | $156.78 | 20.27% | Signal | |
| 2023-06-05 | 2023-06-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2022-12-13 | 2023-06-05 | Completed | 100% | $138.40 | $126.23 | -8.84% | Stop | |
| 2022-07-19 | 2022-12-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.41% | Interest Income | |
| 2022-02-03 | 2022-07-19 | Completed | 100% | $114.76 | $130.16 | 13.37% | Signal | |
| 2022-01-11 | 2022-02-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-10-08 | 2022-01-11 | Completed | 100% | $118.24 | $102.78 | -13.11% | Stop | |
| 2021-09-16 | 2021-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-04-01 | 2021-09-16 | Completed | 100% | $79.36 | $121.83 | 53.44% | Stop | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-02-21 | 2020-03-10 | Completed | 100% | $69.40 | $78.40 | 12.91% | Stop | |
| 2018-11-26 | 2019-02-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2018-11-14 | 2018-11-26 | Completed | 100% | $65.66 | $64.80 | -1.36% | Signal | |
| 2018-10-23 | 2018-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-05-25 | 2018-10-23 | Completed | 100% | $54.60 | $66.06 | 20.92% | Signal | |
| 2018-05-03 | 2018-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2017-11-30 | 2018-05-03 | Completed | 100% | $59.19 | $54.16 | -8.53% | Stop | |
| 2017-11-07 | 2017-11-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2016-03-03 | 2017-11-07 | Completed | 100% | $37.77 | $53.34 | 41.14% | Stop | |
| 2016-02-09 | 2016-03-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-11-23 | 2016-02-09 | Completed | 100% | $36.79 | $32.27 | -12.31% | Stop | |
| 2015-10-30 | 2015-11-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-01-12 | 2015-10-30 | Completed | 100% | $28.07 | $35.75 | 27.30% | Stop | |
| 2014-12-17 | 2015-01-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-11-07 | 2014-12-17 | Completed | 100% | $26.91 | $23.43 | -12.98% | Stop | |
| 2014-10-16 | 2014-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-09-02 | 2014-10-16 | Completed | 100% | $29.27 | $24.18 | -17.45% | Stop | |
| 2014-08-08 | 2014-09-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-05-21 | 2014-08-08 | Completed | 100% | $31.89 | $28.50 | -10.69% | Stop | |
| 2014-04-29 | 2014-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-05-15 | 2014-04-29 | Completed | 100% | $18.27 | $27.11 | 48.36% | Stop | |
| 2012-10-31 | 2013-05-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2012-09-20 | 2012-10-31 | Completed | 100% | $17.67 | $16.81 | -4.89% | Stop | |
| 2012-05-10 | 2012-09-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2012-05-03 | 2012-05-10 | Completed | 100% | $11.17 | $12.04 | 7.75% | Stop | |
| 2012-04-11 | 2012-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-03-23 | 2012-04-11 | Completed | 100% | $15.53 | $13.33 | -14.23% | Stop | |
| 2012-03-01 | 2012-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-01-31 | 2012-03-01 | Completed | 100% | $14.01 | $16.32 | 16.46% | Stop | |
| 2012-01-06 | 2012-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-11-25 | 2012-01-06 | Completed | 100% | $12.04 | $12.84 | 6.53% | Stop | |
| 2011-11-02 | 2011-11-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-14 | 2011-11-02 | Completed | 100% | $14.42 | $12.47 | -13.56% | Stop | |
| 2011-09-22 | 2011-10-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-25 | 2011-09-22 | Completed | 100% | $17.19 | $14.12 | -17.92% | Stop | |
| 2011-08-03 | 2011-08-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-07-12 | 2011-08-03 | Completed | 100% | $27.22 | $17.02 | -37.52% | Stop | |
| 2011-06-17 | 2011-07-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-03-11 | 2011-06-17 | Completed | 100% | $10.46 | $25.56 | 144.27% | Stop | |
| 2009-06-30 | 2010-03-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |