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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -34.9% (compared to the benchmark's drawdown of -36.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 15.4%, compared to a Buy-and-Hold benchmark return of 21.2%. The strategy executed 16 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
V Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 1.80% | 1.29% | 0.38% | 8.10% | 12.77% | 17.08% | 15.44% | 21.25% |
| Sharpe Ratio | 0.09 | 0.06 | 0.02 | 0.34 | 0.58 | 0.65 | 0.68 | 0.78 |
| Max Drawdown | -16.77% | -17.18% | -34.91% | -28.60% | -34.91% | -36.36% | -34.91% | -36.36% |
| % Time Invested | 93.7% | 100.0% | 72.3% | 100.0% | 84.2% | 100.0% | 85.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 0.9 | 0.0 | 1.0 | 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 | ||||||||
| 2026-02-17 | 2026-03-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-05-01 | 2026-02-17 | Completed | 100% | $342.30 | $313.76 | -8.38% | Stop | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-09-07 | 2025-04-08 | Completed | 100% | $240.41 | $319.18 | 32.70% | Stop | |
| 2022-11-04 | 2023-09-07 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.14% | Interest Income | |
| 2022-10-31 | 2022-11-04 | Completed | 100% | $202.96 | $191.38 | -5.75% | Stop | |
| 2022-08-08 | 2022-10-31 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.76% | Interest Income | |
| 2022-06-02 | 2022-08-08 | Completed | 100% | $205.48 | $208.72 | 1.53% | Signal | |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-03-29 | 2022-05-10 | Completed | 100% | $217.62 | $190.39 | -12.55% | Stop | |
| 2022-03-07 | 2022-03-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2021-11-22 | 2022-03-07 | Completed | 100% | $193.26 | $193.42 | 0.03% | Stop | |
| 2021-10-29 | 2021-11-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-11-20 | 2021-10-29 | Completed | 100% | $198.93 | $201.81 | 1.40% | Stop | |
| 2020-10-29 | 2020-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-23 | 2020-10-29 | Completed | 100% | $135.10 | $175.49 | 29.83% | Stop | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-01-16 | 2020-02-28 | Completed | 100% | $131.27 | $166.13 | 26.50% | Stop | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-03-03 | 2018-12-21 | Completed | 100% | $69.29 | $120.62 | 74.00% | Stop | |
| 2016-02-09 | 2016-03-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-02-09 | Completed | 100% | $66.08 | $61.64 | -6.77% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-05-07 | 2015-08-25 | Completed | 100% | $47.44 | $66.44 | 39.98% | Stop | |
| 2014-04-14 | 2014-05-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-12 | 2014-04-14 | Completed | 100% | $20.44 | $45.79 | 123.87% | Stop | |
| 2011-04-20 | 2011-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-01-11 | 2011-04-20 | Completed | 100% | $16.10 | $17.15 | 6.49% | Signal | |
| 2010-12-17 | 2011-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-09-24 | 2010-12-17 | Completed | 100% | $16.00 | $15.26 | -4.67% | Stop | |
| 2010-09-01 | 2010-09-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-03 | 2010-09-01 | Completed | 100% | $16.01 | $15.57 | -2.81% | Stop | |
| 2010-06-01 | 2010-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |