UBER
Uber Technologies Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for UBER (Uber Technologies Inc) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -58.5% (compared to the benchmark's drawdown of -57.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of -15.8%, compared to a Buy-and-Hold benchmark return of 6.8%. The strategy executed 17 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
UBER Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -28.96% | -27.45% | -15.71% | 7.10% | -15.78% | 6.80% |
| Sharpe Ratio | -1.18 | -0.95 | -0.58 | 0.15 | -0.58 | 0.15 |
| Max Drawdown | -35.50% | -34.13% | -58.51% | -57.69% | -58.51% | -57.69% |
| % Time Invested | 81.0% | 100.0% | 58.4% | 100.0% | 58.4% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 3.4 | 0.0 | 3.4 | 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 | ||||||||
| 2026-02-05 | 2026-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-16 | 2026-02-05 | Completed | 100% | $81.75 | $73.26 | -10.42% | Stop | |
| 2025-11-21 | 2025-12-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-04-30 | 2025-11-21 | Completed | 100% | $77.77 | $83.97 | 7.92% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-01-07 | 2025-04-07 | Completed | 100% | $68.49 | $62.52 | -8.76% | Stop | |
| 2024-12-12 | 2025-01-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-11-25 | 2024-12-12 | Completed | 100% | $72.60 | $63.17 | -13.04% | Stop | |
| 2024-11-01 | 2024-11-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-08-22 | 2024-11-01 | Completed | 100% | $73.55 | $73.94 | 0.48% | Stop | |
| 2024-07-31 | 2024-08-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-05-14 | 2024-07-31 | Completed | 100% | $65.85 | $63.88 | -3.04% | Stop | |
| 2024-04-22 | 2024-05-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-20 | 2024-04-22 | Completed | 100% | $53.83 | $70.48 | 30.87% | Stop | |
| 2023-10-27 | 2023-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-08-04 | 2023-10-27 | Completed | 100% | $46.00 | $41.21 | -10.46% | Stop | |
| 2023-02-13 | 2023-08-04 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.42% | Interest Income | |
| 2023-02-09 | 2023-02-13 | Completed | 100% | $36.89 | $34.50 | -6.53% | Stop | |
| 2022-08-22 | 2023-02-09 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.87% | Interest Income | |
| 2022-08-05 | 2022-08-22 | Completed | 100% | $31.20 | $28.34 | -9.21% | Stop | |
| 2022-05-09 | 2022-08-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2022-05-03 | 2022-05-09 | Completed | 100% | $30.15 | $25.41 | -15.76% | Stop | |
| 2022-04-08 | 2022-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2022-03-21 | 2022-04-08 | Completed | 100% | $32.82 | $31.92 | -2.79% | Stop | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-02-11 | 2022-02-25 | Completed | 100% | $37.96 | $34.84 | -8.27% | Stop | |
| 2022-01-20 | 2022-02-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-12-21 | 2022-01-20 | Completed | 100% | $39.82 | $38.29 | -3.89% | Stop | |
| 2021-11-29 | 2021-12-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-09-14 | 2021-11-29 | Completed | 100% | $39.90 | $41.06 | 2.86% | Stop | |
| 2021-08-20 | 2021-09-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-07-26 | 2021-08-20 | Completed | 100% | $47.04 | $39.69 | -15.67% | Stop | |
| 2021-07-22 | 2021-07-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |