UBER Uber Technologies Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for UBER (Uber Technologies Inc) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -28.6% (compared to the benchmark's drawdown of -57.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 0.4%, compared to a Buy-and-Hold benchmark return of 8.5%. The strategy executed 45 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
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)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
UBER Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -8.49% | -16.50% | 0.35% | 6.68% | 0.36% | 8.47% |
| Sharpe Ratio | -0.37 | -0.56 | 0.01 | 0.15 | 0.01 | 0.18 |
| Max Drawdown | -23.88% | -30.89% | -28.64% | -60.45% | -28.64% | -57.69% |
| % Time Invested | 89.7% | 100.0% | 75.2% | 100.0% | 77.5% | 100.0% |
| Trades / Year | 5.0 | 0.0 | 9.0 | 0.0 | 9.3 | 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 / 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 |
|---|---|---|---|---|---|---|---|
| 2026-03-02 | Open | Open | 33.33% | $73.50 | $70.40 | -4.22% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-03-26 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2026-03-11 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2026-03-09 | 2026-03-26 | Completed | 33.33% | $74.12 | $72.74 | -1.86% | Signal |
| 2026-03-05 | 2026-03-11 | Completed | 33.33% | $76.59 | $74.54 | -2.68% | Stop |
| 2026-03-03 | 2026-03-09 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2026-03-03 | 2026-03-05 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2026-02-12 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2026-02-05 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2025-12-29 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2025-12-17 | 2026-02-12 | Completed | 33.33% | $80.81 | $72.19 | -10.67% | Stop |
| 2025-12-16 | 2026-02-05 | Completed | 33.33% | $81.75 | $73.26 | -10.38% | Stop |
| 2025-12-17 | 2025-12-29 | Completed | 33.33% | $80.81 | $80.91 | 0.12% | Signal |
| 2025-11-24 | 2025-12-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2025-11-24 | 2025-12-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2025-11-21 | 2025-12-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2025-05-20 | 2025-11-24 | Completed | 33.33% | $93.35 | $84.15 | -9.86% | Stop |
| 2025-04-08 | 2025-11-24 | Completed | 33.33% | $69.31 | $84.15 | 21.41% | Stop |
| 2025-05-01 | 2025-11-21 | Completed | 33.33% | $81.00 | $83.97 | 3.67% | Stop |
| 2025-05-02 | 2025-05-20 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-04-03 | 2025-04-08 | Completed | 33.33% | $71.72 | $69.31 | -3.36% | Stop |
| 2025-03-14 | 2025-04-08 | Completed | 33.33% | $70.55 | $69.31 | -1.76% | Stop |
| 2025-01-24 | 2025-04-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.24% | Interest Income |
| 2025-03-12 | 2025-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2024-12-16 | 2025-03-14 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income |
| 2025-01-07 | 2025-03-12 | Completed | 33.33% | $68.49 | $72.31 | 5.58% | Stop |
| 2025-01-10 | 2025-01-24 | Completed | 33.33% | $64.50 | $68.69 | 6.50% | Signal |
| 2024-12-16 | 2025-01-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2024-12-12 | 2025-01-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2024-11-25 | 2024-12-16 | Completed | 33.33% | $72.60 | $60.31 | -16.93% | Stop |
| 2024-11-25 | 2024-12-16 | Completed | 33.33% | $72.60 | $60.31 | -16.93% | Stop |
| 2024-11-25 | 2024-12-12 | Completed | 33.33% | $72.60 | $63.17 | -13.00% | Stop |
| 2024-11-01 | 2024-11-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2024-11-01 | 2024-11-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2024-11-01 | 2024-11-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2024-10-03 | 2024-11-01 | Completed | 33.33% | $72.56 | $73.94 | 1.90% | Stop |
| 2024-08-26 | 2024-11-01 | Completed | 33.33% | $74.30 | $73.94 | -0.48% | Stop |
| 2024-08-19 | 2024-11-01 | Completed | 33.33% | $72.00 | $73.94 | 2.69% | Stop |
| 2024-10-02 | 2024-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2024-08-02 | 2024-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2024-08-02 | 2024-08-26 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2024-08-02 | 2024-08-19 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2024-05-23 | 2024-08-02 | Completed | 33.33% | $65.56 | $59.38 | -9.43% | Stop |
| 2024-07-26 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2024-07-15 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2024-05-13 | 2024-07-26 | Completed | 33.33% | $67.00 | $66.10 | -1.34% | Stop |
| 2024-05-23 | 2024-07-15 | Completed | 33.33% | $65.56 | $73.06 | 11.44% | Signal |
| 2024-05-01 | 2024-05-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2024-05-01 | 2024-05-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2024-04-19 | 2024-05-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2023-11-20 | 2024-05-01 | Completed | 33.33% | $53.83 | $66.04 | 22.68% | Stop |
| 2023-11-20 | 2024-05-01 | Completed | 33.33% | $53.83 | $66.04 | 22.68% | Stop |
| 2023-11-20 | 2024-04-19 | Completed | 33.33% | $53.83 | $71.15 | 32.18% | Stop |
| 2023-10-27 | 2023-11-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-10-27 | 2023-11-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-10-27 | 2023-11-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-09-20 | 2023-10-27 | Completed | 33.33% | $46.87 | $41.21 | -12.07% | Stop |
| 2023-04-05 | 2023-10-27 | Completed | 33.33% | $30.95 | $41.21 | 33.15% | Stop |
| 2023-04-05 | 2023-10-27 | Completed | 33.33% | $30.95 | $41.21 | 33.15% | Stop |
| 2023-06-02 | 2023-09-20 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.03% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-04 | 2023-04-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2023-04-04 | 2023-04-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2023-03-14 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2023-03-14 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2023-02-13 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2023-01-26 | 2023-03-14 | Completed | 33.33% | $30.53 | $32.94 | 7.89% | Stop |
| 2023-01-11 | 2023-03-14 | Completed | 33.33% | $28.24 | $32.94 | 16.64% | Stop |
| 2023-02-09 | 2023-02-13 | Completed | 33.33% | $36.89 | $34.50 | -6.48% | Stop |
| 2022-12-02 | 2023-02-09 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.55% | Interest Income |
| 2022-12-02 | 2023-01-26 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2022-12-16 | 2023-01-11 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2022-10-19 | 2022-12-16 | Completed | 33.33% | $27.06 | $26.06 | -3.70% | Stop |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-10-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-09-27 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.30% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-14 | 2022-09-27 | Completed | 33.33% | $31.25 | $27.67 | -11.46% | Stop |
| 2022-09-02 | 2022-09-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2022-08-22 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2022-08-22 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2022-08-22 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2022-08-05 | 2022-08-22 | Completed | 33.33% | $31.20 | $28.34 | -9.17% | Stop |
| 2022-08-05 | 2022-08-22 | Completed | 33.33% | $31.20 | $28.34 | -9.17% | Stop |
| 2022-08-05 | 2022-08-22 | Completed | 33.33% | $31.20 | $28.34 | -9.17% | Stop |
| 2022-06-14 | 2022-08-05 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2022-03-02 | 2022-08-05 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-03-02 | 2022-08-05 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-05-27 | 2022-06-14 | Completed | 33.33% | $23.49 | $21.72 | -7.54% | Stop |
| 2022-05-05 | 2022-05-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2022-05-03 | 2022-05-05 | Completed | 33.33% | $30.15 | $27.87 | -7.56% | Stop |
| 2022-04-08 | 2022-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-03-09 | 2022-04-08 | Completed | 33.33% | $31.75 | $31.92 | 0.54% | Stop |
| 2022-03-02 | 2022-03-09 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-02-14 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-02-10 | 2022-02-14 | Completed | 33.33% | $41.00 | $35.20 | -14.15% | Stop |
| 2022-01-19 | 2022-02-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2021-12-16 | 2022-01-19 | Completed | 33.33% | $38.25 | $38.21 | -0.10% | Stop |
| 2021-11-02 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2021-11-02 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2021-11-23 | 2021-12-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-08-30 | 2021-11-23 | Completed | 33.33% | $40.58 | $42.38 | 4.44% | Stop |
| 2021-11-01 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2021-10-14 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-09-27 | 2021-11-01 | Completed | 33.33% | $46.77 | $44.07 | -5.77% | Stop |
| 2021-10-07 | 2021-10-14 | Completed | 33.33% | $47.64 | $46.98 | -1.39% | Signal |
| 2021-09-15 | 2021-10-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2021-09-02 | 2021-09-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2021-07-26 | 2021-09-15 | Completed | 33.33% | $47.04 | $39.00 | -17.09% | Stop |
| 2021-08-03 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-08-06 | 2021-08-30 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-07-26 | 2021-08-06 | Completed | 33.33% | $47.04 | $43.74 | -7.02% | Stop |
| 2021-07-22 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2021-07-22 | 2021-07-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2021-07-22 | 2021-07-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |