V
Visa Inc - Class A
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-09
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 21.3%. 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for V:
Excess Return MMA Active Model
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.
🎯 Trading Horizon
Select risk profile & execution style for V:
🛡️ Long-Term Investing Active Horizon
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.
🛡️ V Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-25.6% (vs -36.4% B&H)
+10.8% shallower drawdown
Downside Efficiency
1.12 Sortino
+0.07 vs 1.05 B&H
Capital Sheltered from Risk
18.1% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 V Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -7.64% | -17.18% | -19.98% | -24.14% | -25.57% | -36.36% | -25.57% | -36.36% |
| Sharpe Ratio | 0.37 | 0.34 | 0.37 | 0.45 | 0.73 | 0.65 | 0.86 | 0.79 |
| Sortino Ratio | 0.55 | 0.55 | 0.42 | 0.63 | 0.88 | 0.83 | 1.12 | 1.05 |
| CAGR | 3.89% | 7.66% | 5.69% | 10.90% | 14.27% | 17.10% | 18.20% | 21.32% |
| % Time Invested | 45.2% | 100.0% | 63.2% | 100.0% | 78.3% | 100.0% | 81.9% | 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
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Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
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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. Subscribe 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% | $345.92 | $304.30 | -12.08% | Stop | |
| 2023-03-28 | 2025-12-17 | Completed | 33.33% | $216.96 | $343.49 | 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% | $330.65 | $319.60 | -3.39% | Stop | |
| 2024-08-19 | 2025-09-23 | Completed | 33.33% | $263.45 | $341.86 | 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% | $230.82 | $298.65 | 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% | $215.05 | $258.81 | 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% | $202.58 | $191.02 | -5.75% | Stop | |
| 2022-10-31 | 2022-11-04 | Completed | 33.33% | $202.58 | $191.02 | -5.75% | Stop | |
| 2022-10-31 | 2022-11-04 | Completed | 33.33% | $202.58 | $191.02 | -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% | $193.59 | $200.23 | 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% | $205.10 | $189.43 | -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% | $211.01 | $197.37 | -6.51% | Signal | |
| 2022-03-21 | 2022-05-10 | Completed | 33.33% | $209.00 | $190.04 | -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% | $204.91 | $209.92 | 2.39% | Stop | |
| 2021-12-13 | 2022-01-28 | Completed | 33.33% | $204.91 | $212.81 | 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% | $214.84 | $199.17 | -7.34% | Stop | |
| 2020-09-16 | 2021-11-18 | Completed | 33.33% | $197.89 | $199.17 | 0.60% | Stop | |
| 2020-07-06 | 2021-10-29 | Completed | 33.33% | $189.94 | $201.43 | 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% | $198.56 | $212.54 | 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% | $134.85 | $175.17 | 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% | $138.20 | $196.23 | 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% | $138.20 | $170.88 | 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% | $145.83 | $177.78 | 21.85% | Stop | |
| 2019-01-17 | 2020-03-02 | Completed | 33.33% | $129.67 | $177.78 | 37.03% | Stop | |
| 2019-01-17 | 2020-02-28 | Completed | 33.33% | $129.67 | $165.82 | 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% | $125.52 | $115.57 | -7.97% | Stop | |
| 2017-02-27 | 2018-12-24 | Completed | 33.33% | $82.63 | $115.57 | 39.79% | Stop | |
| 2015-09-17 | 2018-12-24 | Completed | 33.33% | $65.96 | $115.57 | 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% | $64.35 | $127.56 | 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% | $71.51 | $78.24 | 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% | $65.96 | $68.25 | 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% | $65.96 | $65.54 | -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% | $49.86 | $66.32 | 32.95% | Stop | |
| 2014-05-01 | 2015-08-25 | Completed | 33.33% | $46.69 | $66.32 | 41.97% | Stop | |
| 2011-04-12 | 2015-08-25 | Completed | 33.33% | $17.19 | $66.32 | 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% | $17.19 | $48.93 | 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% | $19.04 | $46.40 | 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% | $16.07 | $16.78 | 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% | $16.84 | $16.22 | -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% | $16.31 | $15.23 | -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% | $17.11 | $14.88 | -13.09% | Stop | |
| 2010-06-03 | 2010-09-10 | Completed | 33.33% | $15.98 | $14.88 | -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% | $15.98 | $16.28 | 1.77% | Stop | |
| 2010-06-03 | 2010-06-24 | Completed | 33.33% | $15.98 | $17.14 | 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 | |