TSLA
Tesla Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-12
Executive Summary
The quantitative backtest for TSLA (Tesla Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -71.4% (compared to the benchmark's drawdown of -73.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 18.3%, compared to a Buy-and-Hold benchmark return of 48.2%. The strategy executed 55 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.
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 | -17.97% | 27.38% | -7.43% | 14.59% | 12.42% | 39.56% | 18.28% | 48.16% |
| Sharpe Ratio | -0.62 | 0.55 | -0.22 | 0.23 | 0.31 | 0.57 | 0.44 | 0.69 |
| Max Drawdown | -28.36% | -29.93% | -59.39% | -73.63% | -59.39% | -73.63% | -71.36% | -73.63% |
| % Time Invested | 50.0% | 100.0% | 38.1% | 100.0% | 42.0% | 100.0% | 44.5% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 4.4 | 0.0 | 4.0 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-03-31 | Open | Interest (CASH) | 100% | $1.00 | $1.00 | 0.75% | Mark-to-Market |
| 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 |
| 2025-09-17 | 2025-11-14 | Completed | 100% | $415.75 | $386.30 | -7.08% | Stop |
| 2025-08-06 | 2025-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2025-07-02 | 2025-08-06 | Completed | 100% | $312.63 | $307.89 | -1.52% | Signal |
| 2025-04-08 | 2025-07-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.99% | 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 |
| 2024-07-05 | 2024-07-25 | Completed | 100% | $249.81 | $216.80 | -13.21% | Stop |
| 2024-01-16 | 2024-07-05 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.52% | Interest Income |
| 2023-10-20 | 2024-01-16 | Completed | 100% | $217.01 | $215.10 | -0.88% | Stop |
| 2023-09-28 | 2023-10-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2023-08-30 | 2023-09-28 | Completed | 100% | $254.20 | $240.02 | -5.58% | Stop |
| 2023-08-08 | 2023-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2023-06-06 | 2023-08-08 | Completed | 100% | $216.14 | $247.45 | 14.49% | Stop |
| 2023-02-13 | 2023-06-06 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2023-02-09 | 2023-02-13 | Completed | 100% | $207.78 | $194.42 | -6.43% | Stop |
| 2022-07-27 | 2023-02-09 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.05% | Interest Income |
| 2022-07-22 | 2022-07-27 | Completed | 100% | $276.22 | $263.81 | -4.49% | Stop |
| 2022-05-13 | 2022-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | 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 |
| 2021-09-10 | 2021-11-10 | Completed | 100% | $253.20 | $336.80 | 33.02% | Stop |
| 2021-08-18 | 2021-09-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-08-06 | 2021-08-18 | Completed | 100% | $237.30 | $223.25 | -5.92% | Stop |
| 2021-07-12 | 2021-08-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-06-03 | 2021-07-12 | Completed | 100% | $200.60 | $220.73 | 10.04% | Signal |
| 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 |
| 2020-04-01 | 2020-07-27 | Completed | 100% | $33.60 | $95.67 | 184.72% | Stop |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-02 | 2020-03-10 | Completed | 100% | $47.42 | $43.96 | -7.29% | Stop |
| 2020-02-06 | 2020-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-10-16 | 2020-02-06 | Completed | 100% | $17.16 | $46.66 | 171.93% | Stop |
| 2019-03-01 | 2019-10-16 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2019-02-15 | 2019-03-01 | Completed | 100% | $20.30 | $20.46 | 0.80% | Signal |
| 2019-01-24 | 2019-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2019-01-16 | 2019-01-24 | Completed | 100% | $22.99 | $18.87 | -17.91% | Stop |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-12-04 | 2018-12-21 | Completed | 100% | $23.74 | $21.16 | -10.86% | Stop |
| 2018-08-20 | 2018-12-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2018-08-03 | 2018-08-20 | Completed | 100% | $23.19 | $19.45 | -16.13% | Stop |
| 2018-06-25 | 2018-08-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2018-06-19 | 2018-06-25 | Completed | 100% | $24.34 | $22.01 | -9.60% | Stop |
| 2017-12-13 | 2018-06-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2017-11-17 | 2017-12-13 | Completed | 100% | $21.71 | $22.73 | 4.69% | Signal |
| 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 |
| 2017-02-01 | 2017-07-07 | Completed | 100% | $16.87 | $20.90 | 23.89% | Stop |
| 2016-10-06 | 2017-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-09-28 | 2016-10-06 | Completed | 100% | $13.83 | $13.50 | -2.43% | Signal |
| 2016-09-06 | 2016-09-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-07-22 | 2016-09-06 | Completed | 100% | $14.80 | $13.27 | -10.35% | Stop |
| 2016-06-23 | 2016-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-05-03 | 2016-06-23 | Completed | 100% | $15.82 | $13.05 | -17.56% | Stop |
| 2016-03-24 | 2016-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-03-22 | 2016-03-24 | Completed | 100% | $15.81 | $14.39 | -9.03% | Stop |
| 2015-11-17 | 2016-03-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2015-11-02 | 2015-11-17 | Completed | 100% | $13.93 | $14.35 | 3.01% | Signal |
| 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 |
| 2015-06-10 | 2015-08-07 | Completed | 100% | $16.79 | $16.24 | -3.30% | Stop |
| 2015-01-13 | 2015-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-01-02 | 2015-01-13 | Completed | 100% | $14.86 | $13.55 | -8.77% | Signal |
| 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 |
| 2012-12-21 | 2013-06-04 | Completed | 100% | $2.26 | $6.18 | 173.28% | Stop |
| 2012-09-07 | 2012-12-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income |