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 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 13.7%. 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.
📊 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.
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TMUS Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -6.53% | -25.88% | 3.49% | 5.38% | 14.16% | 15.39% | 13.83% | 13.74% |
| Sharpe Ratio | -0.99 | -1.06 | 0.18 | 0.21 | 0.61 | 0.54 | 0.49 | 0.36 |
| Max Drawdown | -11.07% | -34.02% | -29.11% | -37.13% | -29.11% | -37.13% | -53.11% | -70.09% |
| % Time Invested | 12.3% | 100.0% | 69.9% | 100.0% | 81.2% | 100.0% | 71.5% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.2 | 0.0 | 0.9 | 0.0 | 1.3 | 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 | ||||||||
| 2025-09-05 | 2025-10-20 | Completed | 100% | $249.03 | $225.49 | -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% | $239.70 | $223.40 | -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% | $228.55 | $226.57 | -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% | $132.58 | $206.02 | 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% | $119.54 | $126.23 | 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% | $118.24 | $112.04 | -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% | $79.36 | $121.83 | 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% | $58.00 | $78.40 | 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% | $58.15 | $57.50 | -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% | $38.65 | $58.27 | 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% | $36.79 | $36.33 | -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% | $31.29 | $35.75 | 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% | $29.27 | $29.48 | 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% | $31.89 | $28.50 | -10.69% | Stop | |
| 2014-04-29 | 2014-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-05-24 | 2014-04-29 | Completed | 100% | $19.51 | $27.11 | 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% | $16.01 | $15.97 | -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% | $17.21 | $14.85 | -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% | $15.56 | $20.79 | 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% | $10.32 | $9.63 | -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% | $16.46 | $15.37 | -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% | $27.22 | $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 | |
| 2009-07-21 | 2010-03-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2009-07-02 | 2009-07-21 | Completed | 100% | $19.84 | $20.20 | 1.79% | Signal | |
| 2009-06-30 | 2009-07-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |