BSCR Invesco Bulletshares 2027 Corporate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for BSCR (Invesco Bulletshares 2027 Corporate Bond ETF) using the Excess Return MMA CA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -8.3% (compared to the benchmark's drawdown of -17.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.6%, compared to a Buy-and-Hold benchmark return of 3.7%. The strategy executed 48 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.
Available in Investing Mode
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
Available in Investing Mode
BSCR Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.64% | 4.78% | 3.01% | 1.43% | 4.58% | 3.70% |
| Sharpe Ratio | 4.60 | 4.32 | 1.44 | 0.35 | 1.38 | 0.67 |
| Max Drawdown | -0.32% | -0.42% | -4.46% | -14.87% | -8.32% | -17.26% |
| % Time Invested | 100.0% | 100.0% | 75.5% | 100.0% | 81.2% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 5.8 | 0.0 | 5.9 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-05-15 | Open | Open | 33.33% | $19.59 | $19.65 | 0.29% | Mark-to-Market |
| 2026-05-21 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-04-08 | 2026-05-21 | Completed | 33.33% | $19.53 | $19.60 | 0.35% | Signal |
| 2026-05-04 | 2026-05-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2026-04-27 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2026-03-19 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2025-04-16 | 2026-04-27 | Completed | 33.33% | $18.61 | $19.58 | 5.23% | Signal |
| 2026-03-12 | 2026-04-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-12-24 | 2026-03-19 | Completed | 33.33% | $19.37 | $19.45 | 0.40% | Signal |
| 2025-12-11 | 2026-03-12 | Completed | 33.33% | $19.35 | $19.48 | 0.66% | Signal |
| 2025-11-20 | 2025-12-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2025-11-13 | 2025-12-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2025-06-09 | 2025-11-20 | Completed | 33.33% | $18.77 | $19.28 | 2.72% | Signal |
| 2025-05-08 | 2025-11-13 | Completed | 33.33% | $18.71 | $19.25 | 2.89% | Signal |
| 2025-06-03 | 2025-06-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2025-05-15 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2025-02-25 | 2025-05-15 | Completed | 33.33% | $18.53 | $18.72 | 1.05% | Signal |
| 2025-05-02 | 2025-05-08 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2025-04-15 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2025-01-08 | 2025-04-16 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2025-02-05 | 2025-04-15 | Completed | 33.33% | $18.44 | $18.61 | 0.88% | Signal |
| 2024-10-30 | 2025-02-25 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.73% | Interest Income |
| 2025-01-03 | 2025-02-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2024-08-08 | 2025-01-08 | Completed | 33.33% | $18.03 | $18.34 | 1.71% | Signal |
| 2024-12-12 | 2025-01-03 | Completed | 33.33% | $18.36 | $18.33 | -0.16% | Signal |
| 2024-10-16 | 2024-12-12 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2024-06-11 | 2024-10-30 | Completed | 33.33% | $17.62 | $18.27 | 3.66% | Signal |
| 2024-05-20 | 2024-10-16 | Completed | 33.33% | $17.59 | $18.32 | 4.11% | Signal |
| 2024-08-02 | 2024-08-08 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2024-05-10 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2024-02-26 | 2024-06-11 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.95% | Interest Income |
| 2024-04-08 | 2024-05-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2024-01-10 | 2024-05-10 | Completed | 33.33% | $17.51 | $17.57 | 0.39% | Signal |
| 2024-04-01 | 2024-04-08 | Completed | 33.33% | $17.57 | $17.52 | -0.26% | Signal |
| 2024-02-06 | 2024-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.07% | Interest Income |
| 2023-11-29 | 2024-02-26 | Completed | 33.33% | $17.18 | $17.43 | 1.50% | Signal |
| 2023-11-15 | 2024-02-06 | Completed | 33.33% | $16.95 | $17.50 | 3.26% | Signal |
| 2023-07-05 | 2024-01-10 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 3.30% | Interest Income |
| 2023-06-05 | 2023-11-29 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.93% | Interest Income |
| 2023-08-15 | 2023-11-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.50% | Interest Income |
| 2023-08-03 | 2023-08-15 | Completed | 33.33% | $16.83 | $16.79 | -0.21% | Signal |
| 2023-06-02 | 2023-08-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2023-06-20 | 2023-07-05 | Completed | 33.33% | $16.84 | $16.81 | -0.21% | Signal |
| 2023-06-02 | 2023-06-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2023-04-14 | 2023-06-05 | Completed | 33.33% | $16.98 | $16.84 | -0.78% | Signal |
| 2023-05-19 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2023-05-17 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-03-29 | 2023-05-19 | Completed | 33.33% | $16.73 | $16.86 | 0.77% | Signal |
| 2023-02-09 | 2023-05-17 | Completed | 33.33% | $16.80 | $16.97 | 1.01% | Signal |
| 2023-04-04 | 2023-04-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2023-03-03 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.29% | Interest Income |
| 2023-02-22 | 2023-03-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.43% | Interest Income |
| 2022-12-01 | 2023-03-03 | Completed | 33.33% | $16.56 | $16.50 | -0.35% | Signal |
| 2022-11-15 | 2023-02-22 | Completed | 33.33% | $16.40 | $16.55 | 0.96% | Signal |
| 2022-12-02 | 2023-02-09 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.55% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-11-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2022-09-15 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.20% | 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 |
| 2022-08-02 | 2022-09-15 | Completed | 33.33% | $17.04 | $16.44 | -3.51% | Signal |
| 2022-07-20 | 2022-09-02 | Completed | 33.33% | $16.65 | $16.59 | -0.35% | Signal |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-03-02 | 2022-08-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2022-06-15 | 2022-07-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-06-06 | 2022-06-15 | Completed | 33.33% | $16.76 | $16.29 | -2.80% | Signal |
| 2022-03-02 | 2022-06-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2022-01-18 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-12-29 | 2022-01-18 | Completed | 33.33% | $18.23 | $17.92 | -1.67% | Signal |
| 2021-11-19 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-11-02 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2021-11-02 | 2021-12-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2021-07-20 | 2021-11-19 | Completed | 33.33% | $18.51 | $18.21 | -1.63% | Signal |
| 2021-10-06 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2021-10-06 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2021-09-20 | 2021-10-06 | Completed | 33.33% | $18.48 | $18.39 | -0.50% | Signal |
| 2021-05-10 | 2021-10-06 | Completed | 33.33% | $18.28 | $18.39 | 0.62% | Signal |
| 2021-09-02 | 2021-09-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-08-26 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-04-21 | 2021-08-26 | Completed | 33.33% | $18.16 | $18.44 | 1.52% | Signal |
| 2021-05-04 | 2021-07-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2021-05-04 | 2021-05-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-04-15 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-04-05 | 2021-04-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-05-28 | 2021-04-15 | Completed | 33.33% | $17.46 | $18.16 | 4.01% | Signal |
| 2021-03-02 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2021-02-22 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2020-11-05 | 2021-03-02 | Completed | 33.33% | $18.28 | $18.29 | 0.08% | Signal |
| 2020-10-26 | 2021-02-22 | Completed | 33.33% | $18.17 | $18.39 | 1.23% | Signal |
| 2020-11-03 | 2020-11-05 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-10-01 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2020-10-01 | 2020-10-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-09-25 | 2020-10-01 | Completed | 33.33% | $18.00 | $18.09 | 0.49% | Signal |
| 2020-04-16 | 2020-10-01 | Completed | 33.33% | $17.01 | $18.09 | 6.38% | Signal |
| 2020-09-02 | 2020-09-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-04-16 | 2020-09-02 | Completed | 33.33% | $17.01 | $18.19 | 6.97% | Signal |
| 2020-04-21 | 2020-05-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-04-06 | 2020-04-21 | Completed | 33.33% | $16.01 | $16.97 | 6.04% | Signal |
| 2020-03-13 | 2020-04-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-03-13 | 2020-04-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2019-12-03 | 2020-03-13 | Completed | 33.33% | $16.88 | $16.76 | -0.73% | Stop |
| 2019-11-08 | 2020-03-13 | Completed | 33.33% | $16.65 | $16.76 | 0.64% | Stop |
| 2019-01-30 | 2020-03-13 | Completed | 33.33% | $14.98 | $16.76 | 11.83% | Stop |
| 2019-11-08 | 2019-12-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2019-10-17 | 2019-11-08 | Completed | 33.33% | $16.71 | $16.65 | -0.39% | Signal |
| 2019-10-17 | 2019-11-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2019-09-25 | 2019-10-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2019-01-03 | 2019-10-17 | Completed | 33.33% | $14.72 | $16.71 | 13.55% | Signal |
| 2018-12-19 | 2019-09-25 | Completed | 33.33% | $14.67 | $16.72 | 14.03% | Signal |
| 2018-12-04 | 2019-01-30 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2018-12-04 | 2019-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-12-04 | 2018-12-19 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2018-11-16 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | 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 |
| 2018-08-31 | 2018-11-16 | Completed | 33.33% | $14.77 | $14.48 | -1.95% | Signal |
| 2018-10-03 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2018-09-20 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-07-02 | 2018-10-03 | Completed | 33.33% | $14.52 | $14.69 | 1.14% | Signal |
| 2018-06-08 | 2018-09-20 | Completed | 33.33% | $14.49 | $14.63 | 0.96% | Signal |
| 2018-04-09 | 2018-08-31 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income |
| 2018-04-09 | 2018-07-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2018-04-27 | 2018-06-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2018-04-18 | 2018-04-27 | Completed | 33.33% | $14.63 | $14.43 | -1.33% | Signal |
| 2018-04-09 | 2018-04-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |