BOND PIMCO Active Bond Exchange-Traded Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for BOND (PIMCO Active Bond Exchange-Traded Fund) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -8.1% (compared to the benchmark's drawdown of -19.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.6%, compared to a Buy-and-Hold benchmark return of 2.5%. The strategy executed 26 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
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.
BOND Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 6.65% | 6.93% | 2.90% | 0.58% | 2.58% | 2.28% | 2.65% | 2.49% |
| Sharpe Ratio | 1.83 | 1.69 | 0.99 | 0.10 | 0.78 | 0.44 | 0.80 | 0.50 |
| Max Drawdown | -2.84% | -3.01% | -4.52% | -19.71% | -8.11% | -19.71% | -8.11% | -19.71% |
| % Time Invested | 100.0% | 100.0% | 72.5% | 100.0% | 83.2% | 100.0% | 86.3% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.8 | 0.0 | 1.9 | 0.0 | 2.1 | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| Pending (2026-05-30) | — | Pending Buy | 33.33% | — | — | —% | Pending Next-Day Open |
| 2025-06-27 | Open | Open | 33.33% | $87.68 | $92.19 | 5.15% | Mark-to-Market |
| 2024-08-05 | Open | Open | 33.33% | $86.20 | $92.19 | 6.95% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-04-21 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2025-08-20 | 2026-04-21 | Completed | 33.33% | $88.60 | $92.55 | 4.46% | Signal |
| 2025-07-10 | 2025-08-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2025-04-23 | 2025-07-10 | Completed | 33.33% | $86.34 | $87.70 | 1.59% | Signal |
| 2025-06-03 | 2025-06-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-03-25 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2024-12-20 | 2025-04-23 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2024-04-12 | 2025-03-25 | Completed | 33.33% | $80.53 | $86.60 | 7.54% | Signal |
| 2024-08-02 | 2024-12-20 | Completed | 33.33% | $85.54 | $84.65 | -1.05% | Signal |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2024-05-15 | 2024-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2023-06-02 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.08 | 7.87% | Interest Income |
| 2024-01-23 | 2024-05-15 | Completed | 33.33% | $81.37 | $82.25 | 1.09% | Signal |
| 2023-09-08 | 2024-04-12 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 4.06% | Interest Income |
| 2023-06-02 | 2024-01-23 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 4.21% | Interest Income |
| 2023-06-28 | 2023-09-08 | Completed | 33.33% | $79.60 | $78.50 | -1.38% | Signal |
| 2023-06-02 | 2023-06-28 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2023-05-25 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-02-13 | 2023-05-25 | Completed | 33.33% | $79.23 | $78.23 | -1.27% | Signal |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-02-13 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.67% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-03-15 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2020-04-09 | 2022-03-15 | Completed | 33.33% | $85.67 | $84.96 | -0.82% | Stop |
| 2022-02-17 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-09-03 | 2022-02-17 | Completed | 33.33% | $91.27 | $86.92 | -4.77% | Signal |
| 2021-12-03 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-07-15 | 2021-12-03 | Completed | 33.33% | $90.83 | $90.51 | -0.35% | Signal |
| 2021-09-02 | 2021-09-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-08-03 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-06-10 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2021-05-04 | 2021-07-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2020-04-09 | 2021-06-10 | Completed | 33.33% | $85.67 | $89.97 | 5.03% | Signal |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-07-06 | 2021-04-05 | Completed | 33.33% | $88.60 | $88.54 | -0.07% | Signal |
| 2020-06-11 | 2020-07-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2020-04-09 | 2020-06-11 | Completed | 33.33% | $85.67 | $88.09 | 2.83% | Signal |
| 2020-03-18 | 2020-04-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-03-18 | 2020-04-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-03-18 | 2020-04-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2019-07-10 | 2020-03-18 | Completed | 33.33% | $82.77 | $82.00 | -0.93% | Stop |
| 2019-03-06 | 2020-03-18 | Completed | 33.33% | $79.06 | $82.00 | 3.72% | Stop |
| 2019-02-01 | 2020-03-18 | Completed | 33.33% | $78.74 | $82.00 | 4.14% | Stop |
| 2019-03-04 | 2019-07-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.24% | Interest Income |
| 2019-03-04 | 2019-03-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-12-04 | 2019-02-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-04-02 | 2018-11-02 | Completed | 33.33% | $76.41 | $76.02 | -0.52% | Signal |
| 2018-08-28 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2018-03-21 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2014-06-27 | 2018-08-28 | Completed | 33.33% | $69.79 | $77.02 | 10.37% | Signal |
| 2018-01-23 | 2018-04-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2017-04-07 | 2018-03-21 | Completed | 33.33% | $75.54 | $75.93 | 0.51% | Signal |
| 2017-03-31 | 2018-01-23 | Completed | 33.33% | $75.20 | $76.97 | 2.35% | Signal |
| 2017-04-04 | 2017-04-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2017-03-06 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2016-12-07 | 2017-03-31 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2016-03-28 | 2017-03-06 | Completed | 33.33% | $72.72 | $74.62 | 2.62% | Signal |
| 2016-02-29 | 2016-12-07 | Completed | 33.33% | $72.04 | $73.54 | 2.08% | Signal |
| 2016-03-02 | 2016-03-28 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-02-29 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-01-21 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-10-26 | 2016-01-21 | Completed | 33.33% | $72.64 | $72.04 | -0.82% | Signal |
| 2015-10-01 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2015-09-02 | 2015-10-26 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-03-03 | 2015-10-01 | Completed | 33.33% | $68.20 | $71.92 | 5.46% | Signal |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-07-02 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-06-30 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2014-02-27 | 2015-06-30 | Completed | 33.33% | $68.23 | $71.76 | 5.16% | Signal |
| 2014-06-05 | 2014-06-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2014-02-27 | 2014-06-05 | Completed | 33.33% | $68.23 | $69.27 | 1.52% | Signal |
| 2014-02-25 | 2014-03-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-02-25 | 2014-02-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-02-25 | 2014-02-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |