V
Visa Inc - Class A
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for V (Visa Inc - Class A) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -25.6% (compared to the benchmark's drawdown of -36.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 18.2%, compared to a Buy-and-Hold benchmark return of 21.2%. The strategy executed 44 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
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)
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 | -1.34% | 1.29% | 3.21% | 8.10% | 14.35% | 17.08% | 18.18% | 21.25% |
| Sharpe Ratio | -0.12 | 0.06 | 0.21 | 0.34 | 0.73 | 0.65 | 0.85 | 0.78 |
| Max Drawdown | -9.31% | -17.18% | -25.57% | -28.60% | -25.57% | -36.36% | -25.57% | -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 | 2.7 | 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 | ||||||||
| 2026-02-24 | 2026-03-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-12 | 2026-02-24 | Completed | 33.33% | $346.57 | $304.87 | -12.08% | Stop | |
| 2023-03-28 | 2025-12-17 | Completed | 33.33% | $217.37 | $344.13 | 58.24% | Signal | |
| 2025-11-19 | 2025-12-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-04-30 | 2025-11-19 | Completed | 33.33% | $331.27 | $320.19 | -3.39% | Stop | |
| 2024-08-19 | 2025-09-23 | Completed | 33.33% | $263.94 | $342.49 | 29.70% | Signal | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-11-01 | 2025-04-07 | Completed | 33.33% | $231.24 | $299.21 | 29.32% | Stop | |
| 2024-07-02 | 2024-08-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 2023-01-11 | 2024-07-02 | Completed | 33.33% | $215.45 | $259.29 | 20.29% | Signal | |
| 2022-11-04 | 2023-11-01 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 5.02% | Interest Income | |
| 2022-11-04 | 2023-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.75% | Interest Income | |
| 2022-11-04 | 2023-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income | |
| 2022-10-31 | 2022-11-04 | Completed | 33.33% | $202.96 | $191.38 | -5.75% | Stop | |
| 2022-10-31 | 2022-11-04 | Completed | 33.33% | $202.96 | $191.38 | -5.75% | Stop | |
| 2022-10-31 | 2022-11-04 | Completed | 33.33% | $202.96 | $191.38 | -5.75% | Stop | |
| 2022-09-12 | 2022-10-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2022-05-24 | 2022-10-31 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 2022-01-28 | 2022-10-31 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.33% | Interest Income | |
| 2022-07-14 | 2022-09-12 | Completed | 33.33% | $193.95 | $200.60 | 3.38% | Signal | |
| 2022-06-21 | 2022-07-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-06-02 | 2022-06-21 | Completed | 33.33% | $205.48 | $189.79 | -7.68% | Stop | |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-03-25 | 2022-05-24 | Completed | 33.33% | $211.41 | $197.74 | -6.51% | Signal | |
| 2022-03-21 | 2022-05-10 | Completed | 33.33% | $209.39 | $190.39 | -9.12% | Stop | |
| 2021-10-29 | 2022-03-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-12-13 | 2022-02-25 | Completed | 33.33% | $205.29 | $210.31 | 2.39% | Stop | |
| 2021-12-13 | 2022-01-28 | Completed | 33.33% | $205.29 | $213.21 | 3.80% | Signal | |
| 2021-11-18 | 2021-12-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-11-18 | 2021-12-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-10-13 | 2021-11-18 | Completed | 33.33% | $215.23 | $199.54 | -7.34% | Stop | |
| 2020-09-16 | 2021-11-18 | Completed | 33.33% | $198.26 | $199.54 | 0.60% | Stop | |
| 2020-07-06 | 2021-10-29 | Completed | 33.33% | $190.29 | $201.81 | 6.00% | Signal | |
| 2021-09-21 | 2021-10-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-11-20 | 2021-09-21 | Completed | 33.33% | $198.93 | $212.94 | 6.99% | Stop | |
| 2020-10-29 | 2020-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-23 | 2020-10-29 | Completed | 33.33% | $135.10 | $175.49 | 29.83% | Stop | |
| 2020-08-24 | 2020-09-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-08-24 | Completed | 33.33% | $138.46 | $196.60 | 41.92% | Signal | |
| 2020-05-05 | 2020-07-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-05-05 | Completed | 33.33% | $138.46 | $171.20 | 23.58% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-03-26 | 2020-03-02 | Completed | 33.33% | $146.10 | $178.11 | 21.85% | Stop | |
| 2019-01-17 | 2020-03-02 | Completed | 33.33% | $129.91 | $178.11 | 37.03% | Stop | |
| 2019-01-17 | 2020-02-28 | Completed | 33.33% | $129.91 | $166.13 | 27.82% | Stop | |
| 2018-12-24 | 2019-03-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-23 | 2018-12-24 | Completed | 33.33% | $125.76 | $115.79 | -7.97% | Stop | |
| 2017-02-27 | 2018-12-24 | Completed | 33.33% | $82.79 | $115.79 | 39.79% | Stop | |
| 2015-09-17 | 2018-12-24 | Completed | 33.33% | $66.08 | $115.79 | 75.13% | Stop | |
| 2018-10-31 | 2018-11-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-02-12 | 2018-10-31 | Completed | 33.33% | $64.47 | $127.80 | 98.12% | Stop | |
| 2017-01-25 | 2017-02-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-05-19 | 2017-01-25 | Completed | 33.33% | $71.64 | $78.39 | 9.37% | Signal | |
| 2016-03-18 | 2016-05-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2015-09-17 | 2016-03-18 | Completed | 33.33% | $66.08 | $68.38 | 3.42% | Signal | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-21 | Completed | 33.33% | $66.08 | $65.66 | -0.68% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-08-27 | 2015-08-25 | Completed | 33.33% | $49.95 | $66.44 | 32.95% | Stop | |
| 2014-05-01 | 2015-08-25 | Completed | 33.33% | $46.78 | $66.44 | 41.97% | Stop | |
| 2011-04-12 | 2015-08-25 | Completed | 33.33% | $17.22 | $66.44 | 285.60% | Stop | |
| 2014-06-09 | 2014-08-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-04-12 | 2014-06-09 | Completed | 33.33% | $17.22 | $49.02 | 184.49% | Signal | |
| 2014-04-08 | 2014-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-06 | 2014-04-08 | Completed | 33.33% | $19.07 | $46.48 | 143.59% | Stop | |
| 2011-06-22 | 2011-10-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-01-11 | 2011-06-22 | Completed | 33.33% | $16.10 | $16.81 | 4.36% | Signal | |
| 2011-03-02 | 2011-04-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-09-10 | 2011-04-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2010-11-24 | 2011-03-02 | Completed | 33.33% | $16.87 | $16.25 | -3.73% | Signal | |
| 2010-12-17 | 2011-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-10-04 | 2010-12-17 | Completed | 33.33% | $16.34 | $15.26 | -6.63% | Stop | |
| 2010-06-24 | 2010-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2010-09-10 | 2010-10-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-07-27 | 2010-09-10 | Completed | 33.33% | $17.14 | $14.91 | -13.09% | Stop | |
| 2010-06-03 | 2010-09-10 | Completed | 33.33% | $16.01 | $14.91 | -6.97% | Stop | |
| 2010-07-02 | 2010-07-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-03 | 2010-07-02 | Completed | 33.33% | $16.01 | $16.31 | 1.77% | Stop | |
| 2010-06-03 | 2010-06-24 | Completed | 33.33% | $16.01 | $17.17 | 7.18% | Signal | |
| 2010-06-01 | 2010-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2010-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2010-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |