BSCR
Invesco Bulletshares 2027 Corporate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for BSCR (Invesco Bulletshares 2027 Corporate Bond ETF) using the Excess Return MMA* 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 4.3%, compared to a Buy-and-Hold benchmark return of 3.7%. The strategy executed 50 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.
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 | 3.90% | 4.18% | 2.80% | 1.29% | 4.34% | 3.67% |
| Sharpe Ratio | 4.37 | 4.15 | 1.50 | 0.32 | 1.36 | 0.67 |
| Max Drawdown | -0.34% | -0.42% | -3.59% | -14.87% | -8.32% | -17.26% |
| % Time Invested | 92.5% | 100.0% | 73.9% | 100.0% | 80.7% | 100.0% |
| Trades / Year | 5.0 | 0.0 | 6.0 | 0.0 | 6.0 | 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 | ||||||||
| 2026-04-08 | 2026-05-21 | Completed | 33.33% | $19.40 | $19.46 | 0.30% | Signal | |
| 2026-03-19 | 2026-05-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2025-04-16 | 2026-04-27 | Completed | 33.33% | $18.48 | $19.44 | 5.17% | Signal | |
| 2026-03-12 | 2026-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2025-12-24 | 2026-03-19 | Completed | 33.33% | $19.23 | $19.31 | 0.34% | Signal | |
| 2025-12-11 | 2026-03-12 | Completed | 33.33% | $19.21 | $19.34 | 0.61% | Signal | |
| 2025-11-20 | 2025-12-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2025-11-13 | 2025-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2025-06-09 | 2025-11-20 | Completed | 33.33% | $18.64 | $19.14 | 2.67% | Signal | |
| 2025-05-08 | 2025-11-13 | Completed | 33.33% | $18.58 | $19.12 | 2.84% | Signal | |
| 2025-05-15 | 2025-06-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-25 | 2025-05-15 | Completed | 33.33% | $18.40 | $18.59 | 1.00% | Signal | |
| 2025-04-15 | 2025-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-01-08 | 2025-04-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income | |
| 2025-02-05 | 2025-04-15 | Completed | 33.33% | $18.31 | $18.48 | 0.83% | Signal | |
| 2024-10-30 | 2025-02-25 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.35% | Interest Income | |
| 2025-01-03 | 2025-02-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2024-08-08 | 2025-01-08 | Completed | 33.33% | $17.91 | $18.21 | 1.66% | Signal | |
| 2024-12-12 | 2025-01-03 | Completed | 33.33% | $18.23 | $18.20 | -0.21% | Signal | |
| 2024-10-16 | 2024-12-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 2024-06-11 | 2024-10-30 | Completed | 33.33% | $17.50 | $18.14 | 3.60% | Signal | |
| 2024-05-20 | 2024-10-16 | Completed | 33.33% | $17.47 | $18.19 | 4.06% | Signal | |
| 2024-05-10 | 2024-08-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.29% | Interest Income | |
| 2024-02-26 | 2024-06-11 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.57% | Interest Income | |
| 2024-04-08 | 2024-05-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 2024-01-10 | 2024-05-10 | Completed | 33.33% | $17.38 | $17.45 | 0.34% | Signal | |
| 2024-04-01 | 2024-04-08 | Completed | 33.33% | $17.44 | $17.40 | -0.31% | Signal | |
| 2024-02-06 | 2024-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2023-11-29 | 2024-02-26 | Completed | 33.33% | $17.06 | $17.31 | 1.44% | Signal | |
| 2023-11-15 | 2024-02-06 | Completed | 33.33% | $16.83 | $17.38 | 3.21% | Signal | |
| 2023-07-05 | 2024-01-10 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.84% | Interest Income | |
| 2023-06-05 | 2023-11-29 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.66% | Interest Income | |
| 2023-08-15 | 2023-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.41% | Interest Income | |
| 2023-08-03 | 2023-08-15 | Completed | 33.33% | $16.71 | $16.67 | -0.26% | Signal | |
| 2023-05-19 | 2023-08-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.08% | Interest Income | |
| 2023-06-20 | 2023-07-05 | Completed | 33.33% | $16.72 | $16.69 | -0.26% | Signal | |
| 2023-05-17 | 2023-06-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2023-04-14 | 2023-06-05 | Completed | 33.33% | $16.86 | $16.73 | -0.83% | Signal | |
| 2023-03-29 | 2023-05-19 | Completed | 33.33% | $16.61 | $16.74 | 0.72% | Signal | |
| 2023-02-09 | 2023-05-17 | Completed | 33.33% | $16.69 | $16.85 | 0.96% | Signal | |
| 2023-03-03 | 2023-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2023-02-22 | 2023-03-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2022-12-01 | 2023-03-03 | Completed | 33.33% | $16.44 | $16.39 | -0.40% | Signal | |
| 2022-11-15 | 2023-02-22 | Completed | 33.33% | $16.28 | $16.44 | 0.91% | Signal | |
| 2021-11-19 | 2023-02-09 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.57% | Interest Income | |
| 2022-09-15 | 2022-12-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2022-09-02 | 2022-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2022-08-02 | 2022-09-15 | Completed | 33.33% | $16.92 | $16.32 | -3.56% | Signal | |
| 2022-07-20 | 2022-09-02 | Completed | 33.33% | $16.53 | $16.48 | -0.40% | Signal | |
| 2021-10-06 | 2022-08-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2022-06-15 | 2022-07-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2022-06-06 | 2022-06-15 | Completed | 33.33% | $16.64 | $16.18 | -2.85% | Signal | |
| 2022-01-18 | 2022-06-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2021-12-29 | 2022-01-18 | Completed | 33.33% | $18.10 | $17.80 | -1.72% | Signal | |
| 2021-10-06 | 2021-12-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-07-20 | 2021-11-19 | Completed | 33.33% | $18.38 | $18.08 | -1.68% | Signal | |
| 2021-09-20 | 2021-10-06 | Completed | 33.33% | $18.35 | $18.26 | -0.55% | Signal | |
| 2021-05-10 | 2021-10-06 | Completed | 33.33% | $18.15 | $18.26 | 0.57% | Signal | |
| 2021-08-26 | 2021-09-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-21 | 2021-08-26 | Completed | 33.33% | $18.03 | $18.31 | 1.47% | Signal | |
| 2021-04-15 | 2021-07-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-03-02 | 2021-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-02-22 | 2021-04-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-05-28 | 2021-04-15 | Completed | 33.33% | $17.34 | $18.03 | 3.96% | Signal | |
| 2020-11-05 | 2021-03-02 | Completed | 33.33% | $18.15 | $18.17 | 0.03% | Signal | |
| 2020-10-26 | 2021-02-22 | Completed | 33.33% | $18.04 | $18.26 | 1.17% | Signal | |
| 2020-10-01 | 2020-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-10-01 | 2020-10-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-09-25 | 2020-10-01 | Completed | 33.33% | $17.88 | $17.96 | 0.44% | Signal | |
| 2020-04-16 | 2020-10-01 | Completed | 33.33% | $16.89 | $17.96 | 6.33% | Signal | |
| 2020-09-02 | 2020-09-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-16 | 2020-09-02 | Completed | 33.33% | $16.89 | $18.06 | 6.92% | Signal | |
| 2020-04-21 | 2020-05-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-06 | 2020-04-21 | Completed | 33.33% | $15.89 | $16.85 | 5.99% | Signal | |
| 2020-03-13 | 2020-04-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-13 | 2020-04-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-12-03 | 2020-03-13 | Completed | 33.33% | $16.76 | $16.64 | -0.78% | Stop | |
| 2019-11-08 | 2020-03-13 | Completed | 33.33% | $16.53 | $16.64 | 0.59% | Stop | |
| 2019-01-30 | 2020-03-13 | Completed | 33.33% | $14.88 | $16.64 | 11.77% | Stop | |
| 2019-11-08 | 2019-12-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-10-17 | 2019-11-08 | Completed | 33.33% | $16.60 | $16.53 | -0.44% | Signal | |
| 2019-10-17 | 2019-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-09-25 | 2019-10-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2019-01-03 | 2019-10-17 | Completed | 33.33% | $14.62 | $16.60 | 13.50% | Signal | |
| 2018-12-19 | 2019-09-25 | Completed | 33.33% | $14.56 | $16.61 | 13.97% | Signal | |
| 2018-11-16 | 2019-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2018-10-03 | 2019-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2018-09-20 | 2018-12-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2018-08-31 | 2018-11-16 | Completed | 33.33% | $14.67 | $14.38 | -2.00% | Signal | |
| 2018-07-02 | 2018-10-03 | Completed | 33.33% | $14.42 | $14.59 | 1.09% | Signal | |
| 2018-06-08 | 2018-09-20 | Completed | 33.33% | $14.39 | $14.53 | 0.91% | Signal | |
| 2018-04-09 | 2018-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2018-04-09 | 2018-07-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2018-04-27 | 2018-06-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2018-04-18 | 2018-04-27 | Completed | 33.33% | $14.53 | $14.33 | -1.38% | Signal | |
| 2018-04-09 | 2018-04-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |