TSLA
Tesla Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-13
Executive Summary
The quantitative backtest for TSLA (Tesla Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -63.7% (compared to the benchmark's drawdown of -73.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 32.8%, compared to a Buy-and-Hold benchmark return of 48.2%. The strategy executed 55 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
TSLA Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 24.43% | 27.38% | 7.40% | 14.59% | 28.25% | 39.56% | 32.84% | 48.16% |
| Sharpe Ratio | 0.56 | 0.55 | 0.17 | 0.23 | 0.59 | 0.57 | 0.67 | 0.69 |
| Max Drawdown | -28.36% | -29.93% | -63.70% | -73.63% | -63.70% | -73.63% | -63.70% | -73.63% |
| % Time Invested | 76.2% | 100.0% | 58.5% | 100.0% | 53.4% | 100.0% | 58.2% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 4.2 | 0.0 | 3.7 | 0.0 | 4.0 | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-23 | Open | Open | 100% | $375.28 | $406.43 | 8.30% | Mark-to-Market |
| 2026-03-31 | 2026-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2026-02-24 | 2026-03-31 | Completed | 100% | $399.50 | $361.51 | -9.51% | Stop |
| 2026-01-30 | 2026-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2025-12-09 | 2026-01-30 | Completed | 100% | $437.54 | $425.35 | -2.79% | Stop |
| 2025-11-14 | 2025-12-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2025-07-01 | 2025-11-14 | Completed | 100% | $298.46 | $386.30 | 29.43% | Stop |
| 2025-06-06 | 2025-07-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-05-01 | 2025-06-06 | Completed | 100% | $280.01 | $298.83 | 6.72% | Stop |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-02 | 2025-04-08 | Completed | 100% | $254.60 | $245.00 | -3.77% | Stop |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-07 | 2025-03-11 | Completed | 100% | $259.32 | $225.31 | -13.12% | Stop |
| 2025-02-12 | 2025-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-01-28 | 2025-02-12 | Completed | 100% | $396.91 | $329.94 | -16.87% | Stop |
| 2025-01-02 | 2025-01-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-11-05 | 2025-01-02 | Completed | 100% | $247.34 | $390.10 | 57.72% | Stop |
| 2024-10-14 | 2024-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-08-16 | 2024-10-14 | Completed | 100% | $211.15 | $220.13 | 4.25% | Stop |
| 2024-07-25 | 2024-08-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2024-05-13 | 2024-07-25 | Completed | 100% | $170.00 | $216.80 | 27.53% | Stop |
| 2024-04-19 | 2024-05-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2024-04-05 | 2024-04-19 | Completed | 100% | $169.08 | $148.97 | -11.89% | Stop |
| 2023-10-31 | 2024-04-05 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.29% | Interest Income |
| 2023-06-06 | 2023-10-31 | Completed | 100% | $216.14 | $196.12 | -9.26% | Stop |
| 2023-01-20 | 2023-06-06 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.84% | Interest Income |
| 2023-01-09 | 2023-01-20 | Completed | 100% | $118.96 | $128.68 | 8.17% | Signal |
| 2022-12-14 | 2023-01-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2022-12-02 | 2022-12-14 | Completed | 100% | $191.78 | $159.25 | -16.96% | Stop |
| 2022-11-09 | 2022-12-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2022-10-25 | 2022-11-09 | Completed | 100% | $210.10 | $190.78 | -9.20% | Stop |
| 2022-10-03 | 2022-10-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2022-06-07 | 2022-10-03 | Completed | 100% | $234.00 | $254.50 | 8.76% | Stop |
| 2022-05-13 | 2022-06-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2022-05-09 | 2022-05-13 | Completed | 100% | $278.82 | $257.83 | -7.53% | Stop |
| 2022-04-14 | 2022-05-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-03-18 | 2022-04-14 | Completed | 100% | $291.50 | $333.10 | 14.27% | Stop |
| 2022-02-24 | 2022-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-02-16 | 2022-02-24 | Completed | 100% | $304.68 | $233.46 | -23.38% | Stop |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-01-11 | 2022-01-25 | Completed | 100% | $351.22 | $304.73 | -13.24% | Stop |
| 2021-12-17 | 2022-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-12-03 | 2021-12-17 | Completed | 100% | $361.60 | $304.92 | -15.67% | Stop |
| 2021-11-10 | 2021-12-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-06-03 | 2021-11-10 | Completed | 100% | $200.60 | $336.80 | 67.90% | Stop |
| 2021-05-11 | 2021-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-03-17 | 2021-05-11 | Completed | 100% | $218.96 | $199.75 | -8.77% | Stop |
| 2021-02-23 | 2021-03-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-11-24 | 2021-02-23 | Completed | 100% | $180.13 | $220.71 | 22.53% | Stop |
| 2020-11-02 | 2020-11-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-09-28 | 2020-11-02 | Completed | 100% | $141.54 | $131.33 | -7.21% | Stop |
| 2020-09-03 | 2020-09-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-08-18 | 2020-09-03 | Completed | 100% | $126.60 | $135.74 | 7.22% | Stop |
| 2020-07-27 | 2020-08-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-04-28 | 2020-07-27 | Completed | 100% | $53.04 | $95.67 | 80.36% | Stop |
| 2020-04-03 | 2020-04-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-20 | 2020-04-03 | Completed | 100% | $29.21 | $33.97 | 16.27% | Stop |
| 2020-02-27 | 2020-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2019-10-16 | 2020-02-27 | Completed | 100% | $17.16 | $48.67 | 183.62% | Stop |
| 2018-12-21 | 2019-10-16 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.82% | Interest Income |
| 2018-10-23 | 2018-12-21 | Completed | 100% | $17.59 | $21.16 | 20.29% | Stop |
| 2018-10-01 | 2018-10-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2018-09-12 | 2018-10-01 | Completed | 100% | $18.76 | $20.38 | 8.64% | Stop |
| 2018-08-20 | 2018-09-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2018-07-27 | 2018-08-20 | Completed | 100% | $20.48 | $19.45 | -5.06% | Stop |
| 2018-07-05 | 2018-07-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2018-04-19 | 2018-07-05 | Completed | 100% | $19.41 | $20.92 | 7.79% | Stop |
| 2018-03-27 | 2018-04-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2018-03-07 | 2018-03-27 | Completed | 100% | $21.70 | $20.27 | -6.59% | Stop |
| 2018-02-12 | 2018-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2017-11-17 | 2018-02-12 | Completed | 100% | $21.71 | $21.08 | -2.93% | Stop |
| 2017-10-26 | 2017-11-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2017-07-31 | 2017-10-26 | Completed | 100% | $22.37 | $21.85 | -2.30% | Stop |
| 2017-07-07 | 2017-07-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2017-05-04 | 2017-07-07 | Completed | 100% | $20.50 | $20.90 | 1.97% | Stop |
| 2016-06-15 | 2017-05-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2016-05-27 | 2016-06-15 | Completed | 100% | $15.00 | $14.46 | -3.57% | Signal |
| 2016-05-05 | 2016-05-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-03-04 | 2016-05-05 | Completed | 100% | $13.20 | $15.23 | 15.38% | Stop |
| 2016-02-10 | 2016-03-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-02-04 | 2016-02-10 | Completed | 100% | $11.38 | $10.03 | -11.83% | Stop |
| 2016-01-12 | 2016-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-11-02 | 2016-01-12 | Completed | 100% | $13.93 | $14.11 | 1.28% | Stop |
| 2015-10-09 | 2015-11-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-08-31 | 2015-10-09 | Completed | 100% | $16.37 | $14.73 | -10.05% | Stop |
| 2015-08-07 | 2015-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-04-22 | 2015-08-07 | Completed | 100% | $14.17 | $16.24 | 14.63% | Stop |
| 2015-03-30 | 2015-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-02-09 | 2015-03-30 | Completed | 100% | $14.36 | $12.39 | -13.71% | Stop |
| 2015-01-15 | 2015-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-01-02 | 2015-01-15 | Completed | 100% | $14.86 | $12.97 | -12.73% | Stop |
| 2014-12-09 | 2015-01-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-10-22 | 2014-12-09 | Completed | 100% | $15.55 | $13.96 | -10.23% | Stop |
| 2014-09-30 | 2014-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-06-03 | 2014-09-30 | Completed | 100% | $13.57 | $16.46 | 21.34% | Stop |
| 2014-05-09 | 2014-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-04-16 | 2014-05-09 | Completed | 100% | $13.13 | $11.99 | -8.70% | Stop |
| 2014-03-25 | 2014-04-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-02-07 | 2014-03-25 | Completed | 100% | $12.07 | $14.94 | 23.83% | Stop |
| 2014-01-15 | 2014-02-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2013-12-02 | 2014-01-15 | Completed | 100% | $8.42 | $11.23 | 33.32% | Stop |
| 2013-11-07 | 2013-12-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2013-11-01 | 2013-11-07 | Completed | 100% | $10.87 | $9.61 | -11.54% | Stop |
| 2013-10-10 | 2013-11-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2013-08-08 | 2013-10-10 | Completed | 100% | $10.29 | $11.54 | 12.14% | Stop |
| 2013-07-17 | 2013-08-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2013-06-26 | 2013-07-17 | Completed | 100% | $6.92 | $7.10 | 2.62% | Stop |
| 2013-06-04 | 2013-06-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-10-18 | 2013-06-04 | Completed | 100% | $1.93 | $6.18 | 219.94% | Stop |
| 2012-09-26 | 2012-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-09-11 | 2012-09-26 | Completed | 100% | $1.85 | $1.84 | -0.36% | Stop |
| 2012-09-07 | 2012-09-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |