MA 20-day return: the current reading and its track record
MA’s current 20-day return reading and what that signal has historically been followed by.
This page covers Mastercard (MA) — its current 20-day return reading and the measured historical record of what MA 20-day return extremes were followed by.
How to read this. These figures are measured only on instruments currently covered by this site — a set of companies that survived. Signals that appear to have ‘worked’ on the downside are conditioned on these names having recovered; a company that fell and never came back would not be here to measure. Read every number below as a property of this surviving sample, not a universal rule, and never as advice.
All figures are ‘excess’ returns — measured relative to each instrument’s own historical drift, not relative to the market. This is not alpha and not a market-beating claim; it isolates the signal from the instrument’s background trend. Measured from the first day each signal appeared (not its most extreme point), so it reflects what was knowable in real time.
Measured across MA’s 20-day return history from 2006 to 2026: 25 low-extreme episodes. Low-extreme readings were followed by -0.25% excess at 5 sessions and +0.03% by 20.
On this signal, the most recent episode in which MA was at a low extreme began on 2026-01-27.
Outcomes are measured for episodes up to 2026-01-27, the most recent with enough later sessions to score. The current reading above is from a later date, 2026-10-16.
When MA was at a high extreme
MA has only 16 past episodes on this signal — too few to characterise on their own. Showing the all-stocks pattern instead.
Across 2839 past episodes where a stock was at a high extreme on this signal, the 2836 with a complete 20-session forward window lagged the stock’s own trailing drift by 0.01 percentage points on average (48% of those 2836 beat drift).
| horizon | excess vs own drift | beat-drift rate | episodes with a complete horizon |
|---|---|---|---|
| 1 session | -0.18% | 41% | 2839 |
| 5 sessions | -0.37% | 44% | 2839 |
| 20 sessions | -0.01% | 48% | 2836 |
When MA was at a low extreme
Across 25 past episodes where MA was at a low extreme on this signal, the close 20 sessions later beat MA’s own trailing drift by 0.03 percentage points on average (52% of episodes beat drift).
| horizon | excess vs own drift | beat-drift rate | episodes with a complete horizon |
|---|---|---|---|
| 1 session | +1.14% | 64% | 25 |
| 5 sessions | -0.25% | 56% | 25 |
| 20 sessions | +0.03% | 52% | 25 |
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