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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -53.1% (compared to the benchmark's drawdown of -70.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.8%, compared to a Buy-and-Hold benchmark return of 13.6%. The strategy executed 23 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for TMUS:
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 Model
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Trading Horizon
Select risk profile & execution style for TMUS:
🛡️ Long-Term Investing Active Horizon
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 Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-53.1% (vs -70.1% B&H)
+17.0% shallower drawdown
Downside Efficiency
0.46 Sortino
+0.06 vs 0.40 B&H
Capital Sheltered from Risk
29.0% 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 | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -6.93% | -29.55% | -29.11% | -37.13% | -29.11% | -37.13% | -53.11% | -70.09% |
| Sharpe Ratio | -0.30 | -0.97 | 0.30 | 0.28 | 0.60 | 0.53 | 0.49 | 0.35 |
| Sortino Ratio | -0.14 | -1.29 | 0.29 | 0.36 | 0.74 | 0.71 | 0.46 | 0.40 |
| CAGR | -1.62% | -24.76% | 5.74% | 7.33% | 14.00% | 15.04% | 13.75% | 13.56% |
| % Time Invested | 11.1% | 100.0% | 67.2% | 100.0% | 79.8% | 100.0% | 71.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 0.9 | 0.0 | 1.3 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for TMUS... Top Diversifiers for TMUS
Explore Correlation Across Horizons →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 |
|---|---|---|---|
| Loading top diversifier assets... | |||
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. Subscribe to Unlock | ||||||||
| 2025-09-05 | 2025-10-20 | Completed | 100% | $247.60 | $224.19 | -9.50% | Signal | |
| 2025-07-17 | 2025-09-05 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2025-05-20 | 2025-07-17 | Completed | 100% | $238.33 | $222.12 | -6.85% | Signal | |
| 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% | $227.24 | $225.27 | -0.92% | Stop | |
| 2025-01-07 | 2025-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-07-06 | 2025-01-07 | Completed | 100% | $131.82 | $204.84 | 55.31% | Stop | |
| 2023-06-05 | 2023-07-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2022-02-10 | 2023-06-05 | Completed | 100% | $118.85 | $125.51 | 5.55% | Stop | |
| 2021-10-13 | 2022-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2021-10-08 | 2021-10-13 | Completed | 100% | $117.56 | $111.40 | -5.29% | Signal | |
| 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% | $78.91 | $121.13 | 53.44% | Stop | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2018-06-20 | 2020-03-10 | Completed | 100% | $57.67 | $77.95 | 35.10% | Stop | |
| 2018-04-05 | 2018-06-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2017-11-24 | 2018-04-05 | Completed | 100% | $57.82 | $57.17 | -1.17% | Signal | |
| 2017-10-17 | 2017-11-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2016-05-19 | 2017-10-17 | Completed | 100% | $38.43 | $57.93 | 50.67% | Signal | |
| 2016-01-15 | 2016-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2015-11-23 | 2016-01-15 | Completed | 100% | $36.58 | $36.12 | -1.30% | Signal | |
| 2015-10-30 | 2015-11-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-03-09 | 2015-10-30 | Completed | 100% | $31.11 | $35.54 | 14.18% | Stop | |
| 2014-09-09 | 2015-03-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-09-02 | 2014-09-09 | Completed | 100% | $29.10 | $29.31 | 0.67% | Signal | |
| 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% | $31.71 | $28.33 | -10.69% | Stop | |
| 2014-04-29 | 2014-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-05-24 | 2014-04-29 | Completed | 100% | $19.40 | $26.96 | 38.90% | Stop | |
| 2013-05-02 | 2013-05-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-02-01 | 2013-05-02 | Completed | 100% | $15.91 | $15.88 | -0.27% | Stop | |
| 2013-01-09 | 2013-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-10-25 | 2013-01-09 | Completed | 100% | $17.11 | $14.76 | -13.76% | Stop | |
| 2012-10-03 | 2012-10-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-09-11 | 2012-10-03 | Completed | 100% | $15.47 | $20.67 | 33.54% | Stop | |
| 2012-06-05 | 2012-09-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2012-05-30 | 2012-06-05 | Completed | 100% | $10.26 | $9.58 | -6.65% | Stop | |
| 2012-03-07 | 2012-05-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-02-17 | 2012-03-07 | Completed | 100% | $16.37 | $15.28 | -6.69% | Stop | |
| 2011-08-03 | 2012-02-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-07-12 | 2011-08-03 | Completed | 100% | $27.07 | $16.92 | -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% | $10.40 | $25.41 | 144.27% | Stop | |
| 2009-07-21 | 2010-03-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2009-07-02 | 2009-07-21 | Completed | 100% | $19.73 | $20.09 | 1.79% | Signal | |
| 2009-06-30 | 2009-07-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |