BNDX
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
BNDX Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 0.84% | 2.21% | 1.35% | 0.17% | 1.53% | 1.55% | 2.21% | 2.46% |
| Sharpe Ratio | 0.38 | 0.62 | 0.62 | 0.03 | 0.67 | 0.38 | 0.93 | 0.63 |
| Max Drawdown | -2.53% | -2.93% | -3.99% | -15.86% | -6.84% | -16.23% | -6.84% | -16.23% |
| % Time Invested | 100.0% | 100.0% | 69.7% | 100.0% | 79.7% | 100.0% | 83.2% | 100.0% |
| Trades / Year | 7.0 | 0.0 | 7.4 | 0.0 | 6.9 | 0.0 | 6.4 | 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 14 days) require a Premium subscription. Upgrade to Premium to Unlock | ||||||||
| 2026-03-26 | 2026-06-25 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 2026-05-15 | 2026-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2026-04-28 | 2026-05-15 | Completed | 33.33% | $47.65 | $47.45 | -0.48% | Signal | |
| 2026-03-19 | 2026-04-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2026-02-13 | 2026-03-26 | Completed | 33.33% | $48.30 | $47.44 | -1.81% | Signal | |
| 2026-01-22 | 2026-03-19 | Completed | 33.33% | $47.77 | $47.55 | -0.51% | Signal | |
| 2026-01-26 | 2026-02-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-05 | 2026-02-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 2025-10-30 | 2026-01-26 | Completed | 33.33% | $47.86 | $47.88 | -0.02% | Signal | |
| 2025-11-20 | 2026-01-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2025-10-08 | 2025-12-05 | Completed | 33.33% | $47.64 | $47.75 | 0.18% | Signal | |
| 2025-09-24 | 2025-11-20 | Completed | 33.33% | $47.44 | $47.70 | 0.50% | Signal | |
| 2025-10-02 | 2025-10-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2025-08-04 | 2025-10-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 2025-07-02 | 2025-10-02 | Completed | 33.33% | $47.13 | $47.52 | 0.77% | Signal | |
| 2025-08-29 | 2025-09-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-08-20 | 2025-08-29 | Completed | 33.33% | $47.20 | $47.26 | 0.07% | Signal | |
| 2025-07-16 | 2025-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2025-07-11 | 2025-08-04 | Completed | 33.33% | $47.00 | $47.37 | 0.74% | Signal | |
| 2025-06-17 | 2025-07-16 | Completed | 33.33% | $47.07 | $47.03 | -0.14% | Signal | |
| 2025-06-17 | 2025-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-01-22 | 2025-07-02 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.89% | Interest Income | |
| 2025-05-23 | 2025-06-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-05-01 | 2025-06-17 | Completed | 33.33% | $47.14 | $47.07 | -0.20% | Signal | |
| 2025-04-16 | 2025-05-23 | Completed | 33.33% | $46.71 | $46.77 | 0.08% | Signal | |
| 2025-03-17 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2025-03-10 | 2025-04-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2025-03-04 | 2025-03-17 | Completed | 33.33% | $46.66 | $46.07 | -1.33% | Signal | |
| 2025-02-11 | 2025-03-10 | Completed | 33.33% | $46.62 | $46.07 | -1.24% | Signal | |
| 2025-01-17 | 2025-03-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2025-01-06 | 2025-02-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2024-08-05 | 2025-01-22 | Completed | 33.33% | $45.87 | $46.29 | 0.87% | Signal | |
| 2024-12-13 | 2025-01-17 | Completed | 33.33% | $46.65 | $46.11 | -1.20% | Signal | |
| 2024-12-04 | 2025-01-06 | Completed | 33.33% | $46.73 | $46.20 | -1.18% | Signal | |
| 2024-10-30 | 2024-12-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2024-10-18 | 2024-12-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2024-07-15 | 2024-10-30 | Completed | 33.33% | $44.90 | $46.09 | 2.58% | Signal | |
| 2024-06-28 | 2024-10-18 | Completed | 33.33% | $44.61 | $46.33 | 3.82% | Signal | |
| 2024-05-14 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income | |
| 2024-04-19 | 2024-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income | |
| 2024-04-17 | 2024-06-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.06% | Interest Income | |
| 2024-01-05 | 2024-05-14 | Completed | 33.33% | $44.33 | $44.37 | 0.05% | Signal | |
| 2024-04-05 | 2024-04-19 | Completed | 33.33% | $44.62 | $44.26 | -0.85% | Signal | |
| 2024-03-20 | 2024-04-17 | Completed | 33.33% | $44.47 | $44.31 | -0.42% | Signal | |
| 2024-02-14 | 2024-04-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2024-01-26 | 2024-03-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2023-11-27 | 2024-02-14 | Completed | 33.33% | $43.03 | $44.20 | 2.68% | Signal | |
| 2023-11-13 | 2024-01-26 | Completed | 33.33% | $42.50 | $44.17 | 3.88% | Signal | |
| 2023-04-27 | 2024-01-05 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.75% | Interest Income | |
| 2023-05-19 | 2023-11-27 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.83% | Interest Income | |
| 2023-05-23 | 2023-11-13 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.59% | Interest Income | |
| 2023-05-19 | 2023-05-23 | Completed | 33.33% | $42.28 | $42.26 | -0.09% | Signal | |
| 2023-04-27 | 2023-05-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2023-04-11 | 2023-05-19 | Completed | 33.33% | $42.48 | $42.28 | -0.52% | Signal | |
| 2023-04-04 | 2023-04-27 | Completed | 33.33% | $42.38 | $42.35 | -0.13% | Signal | |
| 2023-03-24 | 2023-04-27 | Completed | 33.33% | $42.90 | $42.35 | -1.34% | Signal | |
| 2023-02-24 | 2023-04-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2021-11-22 | 2023-04-04 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.29% | Interest Income | |
| 2023-02-23 | 2023-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2023-02-21 | 2023-02-24 | Completed | 33.33% | $41.62 | $41.54 | -0.24% | Signal | |
| 2023-01-27 | 2023-02-23 | Completed | 33.33% | $42.07 | $41.62 | -1.12% | Signal | |
| 2023-01-19 | 2023-02-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2022-12-30 | 2023-01-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2022-11-29 | 2023-01-19 | Completed | 33.33% | $42.11 | $42.39 | 0.60% | Signal | |
| 2022-11-11 | 2022-12-30 | Completed | 33.33% | $41.59 | $41.21 | -0.98% | Signal | |
| 2022-09-15 | 2022-11-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.79% | Interest Income | |
| 2022-09-01 | 2022-11-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2022-08-02 | 2022-09-15 | Completed | 33.33% | $44.06 | $42.03 | -4.66% | Signal | |
| 2022-07-19 | 2022-09-01 | Completed | 33.33% | $42.83 | $42.08 | -1.80% | Signal | |
| 2022-01-14 | 2022-08-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2022-01-06 | 2022-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2021-12-02 | 2022-01-14 | Completed | 33.33% | $47.64 | $46.87 | -1.67% | Signal | |
| 2021-11-15 | 2022-01-06 | Completed | 33.33% | $47.32 | $46.82 | -1.10% | Signal | |
| 2021-09-24 | 2021-12-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-08-10 | 2021-11-22 | Completed | 33.33% | $48.01 | $47.42 | -1.26% | Signal | |
| 2021-09-08 | 2021-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-06-29 | 2021-09-24 | Completed | 33.33% | $47.14 | $47.38 | 0.46% | Signal | |
| 2021-06-14 | 2021-09-08 | Completed | 33.33% | $47.29 | $47.65 | 0.71% | Signal | |
| 2021-03-17 | 2021-08-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-02-08 | 2021-06-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-04-22 | 2021-06-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-14 | 2021-04-22 | Completed | 33.33% | $47.21 | $47.24 | 0.02% | Signal | |
| 2021-01-25 | 2021-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-29 | 2021-03-17 | Completed | 33.33% | $47.23 | $47.13 | -0.28% | Signal | |
| 2020-05-12 | 2021-02-08 | Completed | 33.33% | $46.60 | $47.78 | 2.49% | Signal | |
| 2020-09-24 | 2021-01-25 | Completed | 33.33% | $47.68 | $48.05 | 0.73% | Signal | |
| 2020-09-01 | 2020-09-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-23 | 2020-09-01 | Completed | 33.33% | $46.31 | $47.34 | 2.17% | Signal | |
| 2020-06-04 | 2020-06-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-14 | 2020-06-04 | Completed | 33.33% | $46.31 | $46.77 | 0.95% | Signal | |
| 2020-03-19 | 2020-05-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-19 | 2020-04-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-20 | 2020-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-09 | 2020-03-20 | Completed | 33.33% | $47.83 | $44.93 | -6.12% | Stop | |
| 2020-01-27 | 2020-03-19 | Completed | 33.33% | $46.84 | $44.89 | -4.20% | Stop | |
| 2020-01-22 | 2020-03-19 | Completed | 33.33% | $46.42 | $44.89 | -3.34% | Stop | |
| 2019-12-31 | 2020-03-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2019-10-15 | 2020-01-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2019-09-25 | 2020-01-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2018-12-11 | 2019-12-31 | Completed | 33.33% | $42.49 | $46.14 | 8.51% | Signal | |
| 2018-10-22 | 2019-10-15 | Completed | 33.33% | $41.96 | $46.47 | 10.69% | Signal | |
| 2019-05-31 | 2019-09-25 | Completed | 33.33% | $44.60 | $46.77 | 4.81% | Signal | |
| 2019-05-08 | 2019-05-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-10-22 | 2019-05-08 | Completed | 33.33% | $41.96 | $44.16 | 5.21% | Signal | |
| 2018-10-09 | 2018-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2018-09-14 | 2018-10-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2018-08-29 | 2018-10-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2018-05-18 | 2018-10-09 | Completed | 33.33% | $41.63 | $41.74 | 0.22% | Signal | |
| 2018-09-11 | 2018-09-14 | Completed | 33.33% | $42.11 | $42.06 | -0.16% | Signal | |
| 2018-08-08 | 2018-09-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2018-07-11 | 2018-08-29 | Completed | 33.33% | $42.14 | $42.05 | -0.27% | Signal | |
| 2018-06-29 | 2018-08-08 | Completed | 33.33% | $42.00 | $42.01 | -0.02% | Signal | |
| 2018-05-23 | 2018-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2018-05-04 | 2018-06-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2018-03-26 | 2018-05-23 | Completed | 33.33% | $41.77 | $41.72 | -0.17% | Signal | |
| 2018-03-14 | 2018-05-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2018-03-13 | 2018-05-04 | Completed | 33.33% | $41.58 | $41.91 | 0.73% | Signal | |
| 2018-01-22 | 2018-03-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2017-05-11 | 2018-03-14 | Completed | 33.33% | $40.66 | $41.59 | 2.23% | Signal | |
| 2018-01-09 | 2018-03-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2017-11-09 | 2018-01-22 | Completed | 33.33% | $41.47 | $41.47 | -0.03% | Signal | |
| 2017-10-30 | 2018-01-09 | Completed | 33.33% | $41.34 | $41.53 | 0.42% | Signal | |
| 2017-10-13 | 2017-11-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2017-09-28 | 2017-10-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2017-08-24 | 2017-10-13 | Completed | 33.33% | $41.22 | $41.23 | -0.04% | Signal | |
| 2017-08-10 | 2017-09-28 | Completed | 33.33% | $41.09 | $41.05 | -0.14% | Signal | |
| 2017-07-24 | 2017-08-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-07-11 | 2017-08-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2017-03-22 | 2017-07-24 | Completed | 33.33% | $40.45 | $40.95 | 1.19% | Signal | |
| 2017-06-13 | 2017-07-11 | Completed | 33.33% | $41.09 | $40.67 | -1.08% | Signal | |
| 2017-05-19 | 2017-06-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2017-04-20 | 2017-05-19 | Completed | 33.33% | $40.78 | $40.88 | 0.18% | Signal | |
| 2016-12-01 | 2017-05-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2017-03-28 | 2017-04-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2017-03-01 | 2017-03-28 | Completed | 33.33% | $40.49 | $40.52 | 0.04% | Signal | |
| 2017-02-07 | 2017-03-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2017-01-30 | 2017-03-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2017-01-30 | 2017-02-07 | Completed | 33.33% | $40.18 | $40.20 | -0.00% | Signal | |
| 2017-01-04 | 2017-01-30 | Completed | 33.33% | $40.51 | $40.18 | -0.86% | Signal | |
| 2016-10-05 | 2017-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2016-09-16 | 2017-01-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2015-10-13 | 2016-12-01 | Completed | 33.33% | $38.61 | $40.37 | 4.50% | Signal | |
| 2015-08-03 | 2016-10-05 | Completed | 33.33% | $38.45 | $41.21 | 7.12% | Signal | |
| 2016-06-02 | 2016-09-16 | Completed | 33.33% | $41.54 | $41.13 | -1.04% | Signal | |
| 2016-05-10 | 2016-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-12-16 | 2016-05-10 | Completed | 33.33% | $38.70 | $40.18 | 3.80% | Signal | |
| 2015-11-23 | 2015-12-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-10-05 | 2015-11-23 | Completed | 33.33% | $38.69 | $38.83 | 0.33% | Signal | |
| 2015-06-23 | 2015-10-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-09-11 | 2015-10-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-07-21 | 2015-09-11 | Completed | 33.33% | $38.25 | $38.49 | 0.57% | Signal | |
| 2015-05-13 | 2015-08-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-05-06 | 2015-07-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-12-12 | 2015-06-23 | Completed | 33.33% | $35.37 | $37.83 | 6.93% | Signal | |
| 2014-01-28 | 2015-05-13 | Completed | 33.33% | $35.63 | $38.29 | 7.41% | Signal | |
| 2015-03-25 | 2015-05-06 | Completed | 33.33% | $39.13 | $38.40 | -1.91% | Signal | |
| 2015-03-03 | 2015-03-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-01-21 | 2015-03-03 | Completed | 33.33% | $35.60 | $38.85 | 9.09% | Signal | |
| 2014-01-03 | 2014-01-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-12-10 | 2014-01-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-12-12 | 2014-01-03 | Completed | 33.33% | $35.37 | $35.33 | -0.16% | Signal | |
| 2013-12-10 | 2013-12-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-12-10 | 2013-12-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |