V Visa Inc - Class A
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for V (Visa Inc - Class A) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -25.9% (compared to the benchmark's drawdown of -36.4%). 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 20.8%. The strategy executed 44 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.
V Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -6.84% | -9.24% | 4.66% | 8.39% | 14.13% | 16.08% | 18.27% | 20.82% |
| Sharpe Ratio | -0.52 | -0.44 | 0.30 | 0.36 | 0.71 | 0.61 | 0.85 | 0.77 |
| Max Drawdown | -13.07% | -20.38% | -25.88% | -28.60% | -25.88% | -36.36% | -25.88% | -36.36% |
| % Time Invested | 93.7% | 100.0% | 88.0% | 100.0% | 92.8% | 100.0% | 94.7% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 3.2 | 0.0 | 2.7 | 0.0 | 2.8 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-03-18 | Open | Open | 33.33% | $306.77 | $326.36 | 6.38% | 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 |
| 2026-03-03 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2026-03-03 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2026-03-03 | 2026-03-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2026-02-24 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2025-12-17 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2025-09-23 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.96% | Interest Income |
| 2025-12-12 | 2026-02-24 | Completed | 33.33% | $346.57 | $304.87 | -12.03% | Stop |
| 2023-03-28 | 2025-12-17 | Completed | 33.33% | $217.37 | $344.13 | 58.32% | Signal |
| 2025-11-19 | 2025-12-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2025-04-30 | 2025-11-19 | Completed | 33.33% | $331.27 | $320.19 | -3.34% | Stop |
| 2024-08-19 | 2025-09-23 | Completed | 33.33% | $263.94 | $342.49 | 29.76% | Signal |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2023-11-01 | 2025-04-07 | Completed | 33.33% | $231.24 | $299.21 | 29.39% | Stop |
| 2024-08-02 | 2024-08-19 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2024-07-02 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2023-01-11 | 2024-07-02 | Completed | 33.33% | $215.45 | $259.29 | 20.35% | Signal |
| 2023-06-02 | 2023-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.73% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-03-28 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2022-12-02 | 2023-01-11 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-11-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2022-11-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2022-11-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2022-10-31 | 2022-11-04 | Completed | 33.33% | $202.96 | $191.38 | -5.71% | Stop |
| 2022-10-31 | 2022-11-04 | Completed | 33.33% | $202.96 | $191.38 | -5.71% | Stop |
| 2022-10-31 | 2022-11-04 | Completed | 33.33% | $202.96 | $191.38 | -5.71% | Stop |
| 2022-10-04 | 2022-10-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-10-04 | 2022-10-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-10-04 | 2022-10-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-09-12 | 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 |
| 2022-07-14 | 2022-09-12 | Completed | 33.33% | $193.95 | $200.60 | 3.43% | Signal |
| 2022-05-24 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-06-21 | 2022-07-14 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2022-06-02 | 2022-06-21 | Completed | 33.33% | $205.48 | $189.79 | -7.64% | Stop |
| 2022-05-10 | 2022-06-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-03-25 | 2022-05-24 | Completed | 33.33% | $211.41 | $197.74 | -6.46% | Signal |
| 2022-03-21 | 2022-05-10 | Completed | 33.33% | $209.39 | $190.39 | -9.07% | Stop |
| 2022-03-02 | 2022-03-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-03-02 | 2022-03-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-02-25 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2022-01-28 | 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 |
| 2021-12-13 | 2022-02-25 | Completed | 33.33% | $205.29 | $210.31 | 2.44% | Stop |
| 2021-12-13 | 2022-01-28 | Completed | 33.33% | $205.29 | $213.21 | 3.86% | Signal |
| 2021-11-02 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2021-11-18 | 2021-12-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-11-18 | 2021-12-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-10-13 | 2021-11-18 | Completed | 33.33% | $215.23 | $199.54 | -7.29% | Stop |
| 2020-09-16 | 2021-11-18 | Completed | 33.33% | $198.26 | $199.54 | 0.65% | Stop |
| 2021-10-29 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2020-07-06 | 2021-10-29 | Completed | 33.33% | $190.29 | $201.81 | 6.05% | Signal |
| 2021-09-21 | 2021-10-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-11-20 | 2021-09-21 | Completed | 33.33% | $198.93 | $212.94 | 7.04% | Stop |
| 2020-11-03 | 2020-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-10-29 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-03-23 | 2020-10-29 | Completed | 33.33% | $135.10 | $175.49 | 29.90% | Stop |
| 2020-08-24 | 2020-09-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2020-03-24 | 2020-08-24 | Completed | 33.33% | $138.46 | $196.60 | 41.99% | Signal |
| 2020-06-02 | 2020-07-06 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2020-05-05 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-03-24 | 2020-05-05 | Completed | 33.33% | $138.46 | $171.20 | 23.65% | Signal |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-03 | 2020-03-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-02-28 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2019-03-26 | 2020-03-02 | Completed | 33.33% | $146.10 | $178.11 | 21.91% | Stop |
| 2019-01-17 | 2020-03-02 | Completed | 33.33% | $129.91 | $178.11 | 37.10% | Stop |
| 2019-01-17 | 2020-02-28 | Completed | 33.33% | $129.91 | $166.13 | 27.88% | Stop |
| 2019-03-04 | 2019-03-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-12-24 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2018-12-24 | 2019-01-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-12-24 | 2019-01-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-11-23 | 2018-12-24 | Completed | 33.33% | $125.76 | $115.79 | -7.93% | Stop |
| 2017-02-27 | 2018-12-24 | Completed | 33.33% | $82.79 | $115.79 | 39.86% | Stop |
| 2015-09-17 | 2018-12-24 | Completed | 33.33% | $66.08 | $115.79 | 75.22% | Stop |
| 2018-11-02 | 2018-11-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2018-10-31 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2016-02-12 | 2018-10-31 | Completed | 33.33% | $64.47 | $127.80 | 98.22% | Stop |
| 2017-01-25 | 2017-02-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-05-19 | 2017-01-25 | Completed | 33.33% | $71.64 | $78.39 | 9.42% | Signal |
| 2016-04-04 | 2016-05-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2016-03-18 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-09-17 | 2016-03-18 | Completed | 33.33% | $66.08 | $68.38 | 3.47% | Signal |
| 2016-02-02 | 2016-02-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-01-21 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-09-17 | 2016-01-21 | Completed | 33.33% | $66.08 | $65.66 | -0.64% | Stop |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-08-27 | 2015-08-25 | Completed | 33.33% | $49.95 | $66.44 | 33.02% | Stop |
| 2014-05-01 | 2015-08-25 | Completed | 33.33% | $46.78 | $66.44 | 42.04% | Stop |
| 2011-04-12 | 2015-08-25 | Completed | 33.33% | $17.22 | $66.44 | 285.79% | Stop |
| 2014-06-09 | 2014-08-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2011-04-12 | 2014-06-09 | Completed | 33.33% | $17.22 | $49.02 | 184.64% | Signal |
| 2014-04-08 | 2014-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-10-06 | 2014-04-08 | Completed | 33.33% | $19.07 | $46.48 | 143.71% | Stop |
| 2011-08-02 | 2011-10-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-06-22 | 2011-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2011-01-11 | 2011-06-22 | Completed | 33.33% | $16.10 | $16.81 | 4.42% | Signal |
| 2011-04-04 | 2011-04-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-04-04 | 2011-04-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-03-02 | 2011-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-03-02 | 2011-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-11-24 | 2011-03-02 | Completed | 33.33% | $16.87 | $16.25 | -3.69% | Signal |
| 2011-01-04 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-01-04 | 2011-01-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2010-12-17 | 2011-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-11-02 | 2011-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-10-04 | 2010-12-17 | Completed | 33.33% | $16.34 | $15.26 | -6.58% | Stop |
| 2010-11-02 | 2010-11-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-09-10 | 2010-11-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-09-02 | 2010-11-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2010-09-10 | 2010-10-04 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2010-07-27 | 2010-09-10 | Completed | 33.33% | $17.14 | $14.91 | -13.05% | Stop |
| 2010-06-03 | 2010-09-10 | Completed | 33.33% | $16.01 | $14.91 | -6.92% | Stop |
| 2010-06-24 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-07-02 | 2010-07-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-06-03 | 2010-07-02 | Completed | 33.33% | $16.01 | $16.31 | 1.82% | Stop |
| 2010-06-03 | 2010-06-24 | Completed | 33.33% | $16.01 | $17.17 | 7.23% | Signal |
| 2010-06-01 | 2010-06-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-06-01 | 2010-06-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-06-01 | 2010-06-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |