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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -10.9% (compared to the benchmark's drawdown of -19.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.7%, compared to a Buy-and-Hold benchmark return of 2.4%. The strategy executed 7 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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.
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BOND Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.33% | 4.33% | 2.48% | 0.05% | 2.49% | 1.99% | 2.70% | 2.38% |
| Sharpe Ratio | 1.06 | 1.06 | 0.57 | 0.01 | 0.58 | 0.39 | 0.66 | 0.48 |
| Max Drawdown | -3.01% | -3.01% | -4.75% | -19.71% | -10.88% | -19.71% | -10.88% | -19.71% |
| % Time Invested | 100.0% | 100.0% | 71.7% | 100.0% | 78.6% | 100.0% | 78.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.5 | 0.0 | 0.6 | 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 | ||||||||
| 2023-09-01 | 2024-01-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.81% | Interest Income | |
| 2023-02-08 | 2023-09-01 | Completed | 100% | $79.02 | $78.40 | -0.84% | Signal | |
| 2022-01-10 | 2023-02-08 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.54% | Interest Income | |
| 2021-07-13 | 2022-01-10 | Completed | 100% | $89.94 | $88.32 | -1.84% | Signal | |
| 2021-04-01 | 2021-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2018-12-24 | 2021-04-01 | Completed | 100% | $76.72 | $87.91 | 14.52% | Signal | |
| 2018-11-14 | 2018-12-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2018-04-02 | 2018-11-14 | Completed | 100% | $75.76 | $75.31 | -0.64% | Signal | |
| 2018-02-28 | 2018-04-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-03-27 | 2018-02-28 | Completed | 100% | $74.53 | $75.51 | 1.27% | Signal | |
| 2016-12-20 | 2017-03-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-02-08 | 2016-12-20 | Completed | 100% | $71.87 | $72.44 | 0.73% | Signal | |
| 2015-07-08 | 2016-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2014-02-27 | 2015-07-08 | Completed | 100% | $67.65 | $71.26 | 5.29% | Signal | |
| 2014-02-25 | 2014-02-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |