CB Chubb Ltd
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for CB (Chubb Ltd) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -44.5% (compared to the benchmark's drawdown of -64.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.9%, compared to a Buy-and-Hold benchmark return of 14.5%. The strategy executed 105 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.
CB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 2.13% | 6.65% | 8.52% | 14.29% | 7.71% | 11.39% | 10.94% | 14.51% |
| Sharpe Ratio | 0.15 | 0.37 | 0.47 | 0.66 | 0.46 | 0.45 | 0.56 | 0.44 |
| Max Drawdown | -9.43% | -11.02% | -22.97% | -19.26% | -22.97% | -42.59% | -44.48% | -64.24% |
| % Time Invested | 100.0% | 100.0% | 97.8% | 100.0% | 94.8% | 100.0% | 90.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.2 | 0.0 | 2.8 | 0.0 | 3.4 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-01-30 | Open | Open | 33.33% | $304.85 | $311.73 | 2.26% | Mark-to-Market |
| 2025-12-03 | Open | Open | 33.33% | $294.01 | $311.73 | 6.03% | Mark-to-Market |
| 2025-02-05 | Open | Open | 33.33% | $271.17 | $311.73 | 14.96% | Mark-to-Market |
| 2025-07-10 | 2026-01-30 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.63% | Interest Income |
| 2025-08-13 | 2025-12-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.44% | Interest Income |
| 2025-05-01 | 2025-08-13 | Completed | 33.33% | $280.87 | $269.92 | -3.90% | Signal |
| 2023-09-15 | 2025-07-10 | Completed | 33.33% | $205.82 | $278.68 | 35.40% | Signal |
| 2025-01-31 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2025-01-13 | 2025-02-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2023-09-15 | 2025-01-31 | Completed | 33.33% | $205.82 | $270.39 | 31.37% | Signal |
| 2023-04-03 | 2025-01-13 | Completed | 33.33% | $187.73 | $254.55 | 35.60% | Stop |
| 2023-07-18 | 2023-09-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2023-06-02 | 2023-09-15 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.99% | Interest Income |
| 2023-04-10 | 2023-07-18 | Completed | 33.33% | $190.27 | $185.63 | -2.44% | Signal |
| 2023-04-24 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2023-04-10 | 2023-04-24 | Completed | 33.33% | $190.27 | $194.31 | 2.13% | Signal |
| 2023-04-04 | 2023-04-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2023-04-04 | 2023-04-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2023-03-16 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.99% | Interest Income |
| 2023-03-16 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.99% | Interest Income |
| 2023-03-10 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $0.99 | -0.59% | Interest Income |
| 2022-11-25 | 2023-03-16 | Completed | 33.33% | $205.86 | $178.69 | -13.20% | Stop |
| 2022-11-16 | 2023-03-16 | Completed | 33.33% | $197.97 | $178.69 | -9.74% | Stop |
| 2022-10-19 | 2023-03-10 | Completed | 33.33% | $185.75 | $190.79 | 2.71% | Stop |
| 2022-10-04 | 2022-11-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2022-10-04 | 2022-11-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2022-10-04 | 2022-10-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-09-27 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.30% | Interest Income |
| 2022-09-27 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.30% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-07-14 | 2022-09-27 | Completed | 33.33% | $176.74 | $168.16 | -4.86% | Stop |
| 2020-11-20 | 2022-09-27 | Completed | 33.33% | $136.25 | $168.16 | 23.42% | Stop |
| 2022-07-22 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2020-07-30 | 2022-07-22 | Completed | 33.33% | $119.13 | $175.69 | 47.48% | Signal |
| 2022-06-21 | 2022-07-14 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-06-01 | 2022-06-21 | Completed | 33.33% | $160.12 | $184.40 | 15.16% | Stop |
| 2021-05-04 | 2021-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-12-02 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-11-03 | 2020-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-11-03 | 2020-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-10-20 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2020-06-02 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2020-10-08 | 2020-10-20 | Completed | 33.33% | $110.56 | $109.51 | -0.94% | Signal |
| 2020-09-16 | 2020-10-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-07-07 | 2020-09-16 | Completed | 33.33% | $117.13 | $108.49 | -7.38% | Stop |
| 2020-06-02 | 2020-07-30 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2020-06-12 | 2020-07-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-05-15 | 2020-06-12 | Completed | 33.33% | $89.11 | $115.72 | 29.87% | Stop |
| 2020-04-07 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-03-12 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2020-04-23 | 2020-05-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-03-24 | 2020-04-23 | Completed | 33.33% | $90.16 | $97.97 | 8.67% | Stop |
| 2020-04-01 | 2020-04-07 | Completed | 33.33% | $96.71 | $107.11 | 10.76% | Signal |
| 2020-03-10 | 2020-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-02-26 | 2020-03-12 | Completed | 33.33% | $143.34 | $112.33 | -21.63% | Stop |
| 2019-04-01 | 2020-03-10 | Completed | 33.33% | $125.53 | $125.99 | 0.36% | Stop |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-04-01 | 2020-03-02 | Completed | 33.33% | $125.53 | $131.48 | 4.73% | Stop |
| 2020-01-07 | 2020-02-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2019-03-22 | 2020-01-07 | Completed | 33.33% | $120.84 | $139.62 | 15.54% | Signal |
| 2019-03-04 | 2019-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2019-03-04 | 2019-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2019-03-04 | 2019-03-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-12-18 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2018-12-07 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-11-16 | 2018-12-18 | Completed | 33.33% | $114.53 | $113.25 | -1.12% | Signal |
| 2018-09-27 | 2018-12-07 | Completed | 33.33% | $118.11 | $116.02 | -1.77% | Signal |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-11-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-10-25 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2018-08-16 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2018-04-18 | 2018-10-25 | Completed | 33.33% | $119.14 | $111.18 | -6.68% | Stop |
| 2018-08-16 | 2018-09-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2018-07-31 | 2018-08-16 | Completed | 33.33% | $122.99 | $116.90 | -4.95% | Stop |
| 2018-07-31 | 2018-08-16 | Completed | 33.33% | $122.99 | $116.90 | -4.95% | Stop |
| 2018-05-09 | 2018-07-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2018-03-19 | 2018-07-31 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2015-12-30 | 2018-05-09 | Completed | 33.33% | $99.39 | $116.46 | 17.18% | Signal |
| 2018-03-26 | 2018-04-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2015-09-17 | 2018-03-26 | Completed | 33.33% | $83.87 | $118.21 | 40.96% | Stop |
| 2016-12-14 | 2018-03-19 | Completed | 33.33% | $112.84 | $122.31 | 8.39% | Signal |
| 2016-11-17 | 2016-12-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-10-27 | 2016-11-17 | Completed | 33.33% | $95.00 | $106.10 | 11.69% | Signal |
| 2015-11-03 | 2015-12-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-10-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-08-27 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-09-11 | 2015-08-27 | Completed | 33.33% | $36.60 | $84.65 | 131.30% | Signal |
| 2015-07-22 | 2015-08-25 | Completed | 33.33% | $87.34 | $85.88 | -1.67% | Stop |
| 2015-07-02 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-07-02 | 2015-07-22 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-06-29 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2015-05-13 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-08-31 | 2015-06-29 | Completed | 33.33% | $48.22 | $84.67 | 75.58% | Stop |
| 2014-05-07 | 2015-05-13 | Completed | 33.33% | $81.63 | $87.52 | 7.22% | Signal |
| 2014-05-02 | 2014-05-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2014-04-14 | 2014-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-09-18 | 2014-04-14 | Completed | 33.33% | $58.53 | $79.68 | 36.14% | Signal |
| 2012-08-14 | 2012-09-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2011-11-22 | 2012-08-14 | Completed | 33.33% | $49.76 | $55.64 | 11.81% | Signal |
| 2011-09-13 | 2011-11-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-04-20 | 2011-09-13 | Completed | 33.33% | $38.04 | $46.31 | 21.72% | Signal |
| 2011-08-09 | 2011-08-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-05 | 2011-08-09 | Completed | 33.33% | $37.44 | $44.89 | 19.89% | Stop |
| 2010-04-05 | 2010-05-05 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-04-05 | 2010-04-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-03-02 | 2010-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-03-02 | 2010-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-02-03 | 2010-03-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-02-02 | 2010-03-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2009-06-16 | 2010-02-03 | Completed | 33.33% | $31.37 | $36.48 | 16.30% | Signal |
| 2009-11-20 | 2010-02-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2009-10-02 | 2009-11-20 | Completed | 33.33% | $38.17 | $35.82 | -6.14% | Stop |
| 2009-07-02 | 2009-10-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-07-02 | 2009-09-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-06-02 | 2009-06-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2008-09-23 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-07-25 | 2008-09-23 | Completed | 33.33% | $34.14 | $41.76 | 22.32% | Stop |
| 2008-07-16 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-07-02 | 2008-07-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2008-06-20 | 2008-07-16 | Completed | 33.33% | $40.38 | $31.95 | -20.88% | Stop |
| 2008-04-10 | 2008-07-02 | Completed | 33.33% | $39.80 | $38.49 | -3.29% | Stop |
| 2008-06-03 | 2008-06-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2008-03-06 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2008-01-03 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.25% | Interest Income |
| 2008-03-18 | 2008-04-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2008-02-14 | 2008-03-18 | Completed | 33.33% | $39.18 | $38.07 | -2.85% | Stop |
| 2007-12-21 | 2008-03-06 | Completed | 33.33% | $42.51 | $37.47 | -11.86% | Signal |
| 2008-01-23 | 2008-02-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2007-08-28 | 2008-01-23 | Completed | 33.33% | $39.87 | $39.00 | -2.20% | Stop |
| 2006-12-18 | 2008-01-03 | Completed | 33.33% | $41.14 | $42.24 | 2.67% | Signal |
| 2007-09-27 | 2007-12-21 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2007-06-13 | 2007-09-27 | Completed | 33.33% | $42.32 | $40.48 | -4.35% | Signal |
| 2007-08-06 | 2007-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2007-04-09 | 2007-08-06 | Completed | 33.33% | $38.97 | $37.67 | -3.35% | Stop |
| 2007-04-10 | 2007-06-13 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.92% | Interest Income |
| 2006-10-03 | 2007-04-10 | Completed | 33.33% | $36.51 | $39.12 | 7.15% | Signal |
| 2007-04-03 | 2007-04-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2007-03-15 | 2007-04-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2006-06-29 | 2007-03-15 | Completed | 33.33% | $33.10 | $36.51 | 10.31% | Stop |
| 2006-09-06 | 2006-12-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2006-05-08 | 2006-10-03 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.00% | Interest Income |
| 2005-03-11 | 2006-09-06 | Completed | 33.33% | $29.47 | $35.87 | 21.72% | Signal |
| 2006-06-07 | 2006-06-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2005-04-26 | 2006-06-07 | Completed | 33.33% | $26.08 | $33.12 | 27.01% | Stop |
| 2005-07-20 | 2006-05-08 | Completed | 33.33% | $30.43 | $36.44 | 19.75% | Signal |
| 2005-06-10 | 2005-07-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2005-04-26 | 2005-06-10 | Completed | 33.33% | $26.08 | $29.35 | 12.54% | Signal |
| 2005-04-04 | 2005-04-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2005-04-04 | 2005-04-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2005-01-05 | 2005-04-04 | Completed | 33.33% | $27.53 | $26.25 | -4.66% | Stop |
| 2004-11-08 | 2005-04-04 | Completed | 33.33% | $25.43 | $26.25 | 3.21% | Stop |
| 2004-10-18 | 2005-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2004-07-08 | 2005-01-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.90% | Interest Income |
| 2004-10-15 | 2004-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2004-09-28 | 2004-10-18 | Completed | 33.33% | $24.76 | $22.70 | -8.33% | Stop |
| 2004-06-16 | 2004-10-15 | Completed | 33.33% | $27.03 | $23.03 | -14.82% | Stop |
| 2004-09-03 | 2004-09-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2003-03-24 | 2004-09-03 | Completed | 33.33% | $18.78 | $24.78 | 31.95% | Stop |
| 2003-11-17 | 2004-07-08 | Completed | 33.33% | $21.80 | $26.61 | 22.08% | Signal |
| 2004-05-21 | 2004-06-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2003-03-24 | 2004-05-21 | Completed | 33.33% | $18.78 | $25.68 | 36.77% | Stop |
| 2003-10-14 | 2003-11-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2003-03-24 | 2003-10-14 | Completed | 33.33% | $18.78 | $22.14 | 17.91% | Signal |
| 2003-01-27 | 2003-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2002-09-17 | 2003-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2002-09-04 | 2003-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2002-10-31 | 2003-01-27 | Completed | 33.33% | $20.12 | $17.52 | -12.94% | Stop |
| 2002-08-06 | 2002-10-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2002-07-23 | 2002-09-17 | Completed | 33.33% | $15.18 | $20.86 | 37.43% | Signal |
| 2002-07-23 | 2002-09-04 | Completed | 33.33% | $15.18 | $18.77 | 23.63% | Signal |
| 2002-08-02 | 2002-08-06 | Completed | 33.33% | $19.73 | $19.17 | -2.82% | Stop |
| 2002-06-24 | 2002-08-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2002-06-28 | 2002-07-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-06-28 | 2002-07-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-05-28 | 2002-06-28 | Completed | 33.33% | $21.87 | $18.80 | -14.04% | Stop |
| 2002-05-24 | 2002-06-28 | Completed | 33.33% | $21.78 | $18.80 | -13.67% | Stop |
| 2002-05-28 | 2002-06-24 | Completed | 33.33% | $21.87 | $20.33 | -7.03% | Signal |
| 2002-05-03 | 2002-05-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-05-03 | 2002-05-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-05-02 | 2002-05-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-02-12 | 2002-05-03 | Completed | 33.33% | $24.27 | $22.45 | -7.49% | Stop |
| 2001-12-14 | 2002-05-03 | Completed | 33.33% | $22.80 | $22.45 | -1.54% | Stop |
| 2002-02-15 | 2002-05-02 | Completed | 33.33% | $26.59 | $23.39 | -12.01% | Stop |
| 2002-01-24 | 2002-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2001-07-12 | 2002-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2001-10-10 | 2002-01-24 | Completed | 33.33% | $21.99 | $22.68 | 3.14% | Stop |
| 2001-09-18 | 2001-12-14 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2001-09-18 | 2001-10-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2001-08-09 | 2001-09-18 | Completed | 33.33% | $21.54 | $17.31 | -19.66% | Stop |
| 2001-07-19 | 2001-09-18 | Completed | 33.33% | $20.94 | $17.31 | -17.33% | Stop |
| 2001-07-18 | 2001-08-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2001-03-23 | 2001-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2001-04-11 | 2001-07-18 | Completed | 33.33% | $20.49 | $21.76 | 6.21% | Stop |
| 2001-04-17 | 2001-07-12 | Completed | 33.33% | $19.33 | $21.65 | 12.02% | Signal |
| 2001-03-23 | 2001-04-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2001-03-20 | 2001-04-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2001-01-30 | 2001-03-23 | Completed | 33.33% | $23.47 | $20.32 | -13.39% | Stop |
| 2001-01-30 | 2001-03-23 | Completed | 33.33% | $23.47 | $20.32 | -13.39% | Stop |
| 2001-01-11 | 2001-03-20 | Completed | 33.33% | $21.68 | $21.74 | 0.28% | Stop |
| 2001-01-05 | 2001-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2001-01-05 | 2001-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2000-12-18 | 2001-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2000-06-08 | 2001-01-05 | Completed | 33.33% | $17.97 | $22.28 | 23.97% | Stop |
| 2000-04-03 | 2001-01-05 | Completed | 33.33% | $13.54 | $22.28 | 64.50% | Stop |
| 2000-12-06 | 2000-12-18 | Completed | 33.33% | $24.61 | $23.41 | -4.88% | Stop |
| 1999-07-19 | 2000-12-06 | Interest (CASH) | 33.33% | $1.00 | $1.08 | 8.02% | Interest Income |
| 1998-12-07 | 2000-06-08 | Interest (CASH) | 33.33% | $1.00 | $1.08 | 7.70% | Interest Income |
| 1999-07-29 | 2000-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.58% | Interest Income |
| 1999-07-23 | 1999-07-29 | Completed | 33.33% | $14.50 | $13.44 | -7.30% | Signal |
| 1999-06-30 | 1999-07-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1999-06-17 | 1999-07-19 | Completed | 33.33% | $17.10 | $15.16 | -11.35% | Stop |
| 1999-05-19 | 1999-06-30 | Completed | 33.33% | $18.88 | $16.66 | -11.79% | Stop |
| 1999-05-25 | 1999-06-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1999-05-07 | 1999-05-25 | Completed | 33.33% | $17.86 | $18.23 | 2.04% | Stop |
| 1998-09-15 | 1999-05-19 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.99% | Interest Income |
| 1999-04-15 | 1999-05-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 1999-02-18 | 1999-04-15 | Completed | 33.33% | $16.29 | $16.52 | 1.40% | Stop |
| 1999-01-26 | 1999-02-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 1999-01-08 | 1999-01-26 | Completed | 33.33% | $18.87 | $16.80 | -10.96% | Stop |
| 1998-12-15 | 1999-01-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 1998-12-04 | 1998-12-15 | Completed | 33.33% | $18.48 | $16.25 | -12.06% | Stop |
| 1998-10-29 | 1998-12-07 | Completed | 33.33% | $19.20 | $18.16 | -5.46% | Signal |
| 1998-11-11 | 1998-12-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 1998-10-29 | 1998-11-11 | Completed | 33.33% | $19.20 | $16.93 | -11.86% | Stop |
| 1998-10-07 | 1998-10-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 1998-10-07 | 1998-10-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 1998-09-24 | 1998-10-07 | Completed | 33.33% | $18.10 | $15.62 | -13.70% | Stop |
| 1998-08-28 | 1998-10-07 | Completed | 33.33% | $17.82 | $15.62 | -12.30% | Stop |
| 1998-09-01 | 1998-09-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-08-28 | 1998-09-15 | Completed | 33.33% | $17.82 | $17.53 | -1.62% | Signal |
| 1998-08-25 | 1998-09-01 | Completed | 33.33% | $19.37 | $16.37 | -15.46% | Stop |
| 1998-08-06 | 1998-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 1998-08-06 | 1998-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 1998-08-03 | 1998-08-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 1996-08-23 | 1998-08-06 | Completed | 33.33% | $8.82 | $20.20 | 128.97% | Stop |
| 1995-06-07 | 1998-08-06 | Completed | 33.33% | $4.68 | $20.20 | 331.34% | Stop |
| 1998-05-19 | 1998-08-03 | Completed | 33.33% | $21.16 | $21.21 | 0.23% | Stop |
| 1998-04-27 | 1998-05-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 1996-08-07 | 1998-04-27 | Completed | 33.33% | $8.37 | $20.40 | 143.65% | Stop |
| 1996-08-01 | 1996-08-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 1996-07-16 | 1996-08-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1995-06-07 | 1996-08-01 | Completed | 33.33% | $4.68 | $8.28 | 76.82% | Signal |
| 1996-05-31 | 1996-07-16 | Completed | 33.33% | $9.18 | $8.00 | -12.91% | Stop |
| 1996-05-08 | 1996-05-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 1995-09-11 | 1996-05-08 | Completed | 33.33% | $6.16 | $7.78 | 26.16% | Stop |
| 1995-06-05 | 1995-09-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.46% | Interest Income |
| 1995-06-05 | 1995-06-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 1995-06-05 | 1995-06-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |