BOND
PIMCO Active Bond Exchange-Traded Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for BOND (PIMCO Active Bond Exchange-Traded Fund) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -8.3% (compared to the benchmark's drawdown of -19.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.4%, compared to a Buy-and-Hold benchmark return of 2.4%. The strategy executed 27 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.
📊 Mathematical Model
Excess Return MMA Active
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.
BOND Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.72% | 4.33% | 2.42% | 0.05% | 2.14% | 1.99% | 2.40% | 2.38% |
| Sharpe Ratio | 1.25 | 1.06 | 0.85 | 0.01 | 0.66 | 0.39 | 0.74 | 0.48 |
| Max Drawdown | -2.84% | -3.01% | -4.52% | -19.71% | -8.28% | -19.71% | -8.28% | -19.71% |
| % Time Invested | 100.0% | 100.0% | 72.5% | 100.0% | 83.2% | 100.0% | 86.5% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.8 | 0.0 | 2.0 | 0.0 | 2.2 | 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 | ||||||||
| 2025-08-20 | 2026-04-21 | Completed | 33.33% | $87.84 | $91.76 | 4.40% | Signal | |
| 2025-07-10 | 2025-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2025-04-23 | 2025-07-10 | Completed | 33.33% | $85.60 | $86.95 | 1.54% | Signal | |
| 2025-03-25 | 2025-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.11% | Interest Income | |
| 2024-12-20 | 2025-04-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.39% | Interest Income | |
| 2024-04-12 | 2025-03-25 | Completed | 33.33% | $79.84 | $85.86 | 7.49% | Signal | |
| 2024-08-02 | 2024-12-20 | Completed | 33.33% | $84.81 | $83.92 | -1.10% | Signal | |
| 2022-03-15 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.11 | 10.77% | Interest Income | |
| 2024-05-15 | 2024-08-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.15% | Interest Income | |
| 2024-01-23 | 2024-05-15 | Completed | 33.33% | $80.67 | $81.55 | 1.04% | Signal | |
| 2023-09-08 | 2024-04-12 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.21% | Interest Income | |
| 2023-05-25 | 2024-01-23 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.57% | Interest Income | |
| 2023-06-28 | 2023-09-08 | Completed | 33.33% | $78.92 | $77.83 | -1.43% | Signal | |
| 2022-02-17 | 2023-06-28 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 4.48% | Interest Income | |
| 2023-02-13 | 2023-05-25 | Completed | 33.33% | $78.56 | $77.56 | -1.32% | Signal | |
| 2021-12-03 | 2023-02-13 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.61% | Interest Income | |
| 2020-04-09 | 2022-03-15 | Completed | 33.33% | $84.93 | $84.23 | -0.87% | Stop | |
| 2021-09-03 | 2022-02-17 | Completed | 33.33% | $90.49 | $86.18 | -4.82% | Signal | |
| 2021-07-15 | 2021-12-03 | Completed | 33.33% | $90.05 | $89.73 | -0.40% | Signal | |
| 2021-06-10 | 2021-09-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-04-05 | 2021-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-09 | 2021-06-10 | Completed | 33.33% | $84.93 | $89.20 | 4.97% | Signal | |
| 2020-07-06 | 2021-04-05 | Completed | 33.33% | $87.85 | $87.79 | -0.12% | Signal | |
| 2020-06-11 | 2020-07-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-09 | 2020-06-11 | Completed | 33.33% | $84.93 | $87.33 | 2.78% | Signal | |
| 2020-03-18 | 2020-04-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-03-18 | 2020-04-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-03-18 | 2020-04-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2019-07-10 | 2020-03-18 | Completed | 33.33% | $82.06 | $81.30 | -0.98% | Stop | |
| 2019-03-06 | 2020-03-18 | Completed | 33.33% | $78.38 | $81.30 | 3.67% | Stop | |
| 2019-02-01 | 2020-03-18 | Completed | 33.33% | $78.06 | $81.30 | 4.09% | Stop | |
| 2018-08-28 | 2019-07-10 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.01% | Interest Income | |
| 2018-03-21 | 2019-03-06 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.05% | Interest Income | |
| 2018-11-02 | 2019-02-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2018-04-02 | 2018-11-02 | Completed | 33.33% | $75.76 | $75.37 | -0.57% | Signal | |
| 2014-06-27 | 2018-08-28 | Completed | 33.33% | $69.19 | $76.36 | 10.31% | Signal | |
| 2018-01-23 | 2018-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2017-04-07 | 2018-03-21 | Completed | 33.33% | $74.90 | $75.28 | 0.46% | Signal | |
| 2017-03-31 | 2018-01-23 | Completed | 33.33% | $74.56 | $76.31 | 2.30% | Signal | |
| 2017-03-06 | 2017-04-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2016-12-07 | 2017-03-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2016-03-28 | 2017-03-06 | Completed | 33.33% | $72.09 | $73.98 | 2.57% | Signal | |
| 2016-02-29 | 2016-12-07 | Completed | 33.33% | $71.43 | $72.91 | 2.03% | Signal | |
| 2015-10-01 | 2016-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-01-21 | 2016-02-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-10-26 | 2016-01-21 | Completed | 33.33% | $72.02 | $71.43 | -0.87% | Signal | |
| 2015-06-30 | 2015-10-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-03-03 | 2015-10-01 | Completed | 33.33% | $67.62 | $71.31 | 5.41% | Signal | |
| 2014-02-27 | 2015-06-30 | Completed | 33.33% | $67.65 | $71.14 | 5.11% | Signal | |
| 2014-06-05 | 2014-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-02-27 | 2014-06-05 | Completed | 33.33% | $67.65 | $68.68 | 1.47% | Signal | |
| 2014-02-25 | 2014-03-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-02-25 | 2014-02-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-02-25 | 2014-02-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |