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DASHBOARDS: Portfolio Hub Market Pulse Performance Compare Studio

C

Citigroup Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-09
Executive Summary
The quantitative backtest for C (Citigroup Inc) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -47.6% (compared to the benchmark's drawdown of -98.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.4%, compared to a Buy-and-Hold benchmark return of 6.7%. The strategy executed 241 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

🛡️ C Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-47.6% (vs -98.0% B&H)
+50.4% shallower drawdown
Downside Efficiency
0.40 Sortino
+0.21 vs 0.19 B&H
Capital Sheltered from Risk
39.6% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.

📊 C Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-13.12%-14.76%-33.27%-42.95%-40.03%-56.51%-47.64%-98.00%
Sharpe Ratio1.351.270.370.580.340.410.330.16
Sortino Ratio1.961.810.390.840.390.530.400.19
CAGR46.55%44.60%8.07%18.33%7.14%14.72%7.37%6.72%
% Time Invested97.9%100.0%57.3%100.0%60.1%100.0%60.4%100.0%
Trades / Year0.00.04.40.04.50.05.10.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of C under the Excess Return MMA strategy (Investing) versus Buy & Hold. The strategy produced a 7.4% CAGR with a -47.6% Max Drawdown across 241 trade signals (compared to Buy & Hold's 6.7% CAGR and -98.0% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for C under Excess Return MMA strategy in Investing context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for C under Excess Return MMA (Investing). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.

Diversifier Asset Category 1Y Correlation (r) Action
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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 DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2026-02-25 2026-03-19 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2025-04-29 2026-02-25 Completed 33.33% $65.66 $110.24 67.80% Stop
2025-05-23 2025-06-30 Interest (CASH) 33.33% $1.00 $1.00 0.41% Interest Income
2025-04-30 2025-05-23 Completed 33.33% $65.16 $69.71 6.93% Signal
2025-04-07 2025-04-30 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-04-07 2025-04-30 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-04-04 2025-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-04-01 2025-04-07 Completed 33.33% $67.93 $54.20 -20.24% Stop
2025-04-01 2025-04-07 Completed 33.33% $67.93 $54.20 -20.24% Stop
2025-03-27 2025-04-04 Completed 33.33% $70.45 $58.15 -17.50% Stop
2025-03-10 2025-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-03-10 2025-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-03-05 2025-03-27 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2024-11-15 2025-03-10 Completed 33.33% $65.18 $66.10 1.37% Stop
2024-08-28 2025-03-10 Completed 33.33% $58.29 $66.10 13.35% Stop
2024-08-27 2025-03-05 Completed 33.33% $58.82 $70.07 19.07% Stop
2024-10-16 2024-11-15 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2024-08-28 2024-10-16 Completed 33.33% $58.29 $60.27 3.35% Signal
2024-08-06 2024-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2024-08-06 2024-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2024-08-05 2024-08-27 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2024-02-26 2024-08-06 Completed 33.33% $52.21 $53.58 2.57% Stop
2023-12-27 2024-08-06 Completed 33.33% $47.26 $53.58 13.31% Stop
2024-05-17 2024-08-05 Completed 33.33% $60.58 $51.38 -15.23% Stop
2023-03-23 2024-05-17 Interest (CASH) 33.33% $1.00 $1.06 6.28% Interest Income
2023-08-09 2024-02-26 Interest (CASH) 33.33% $1.00 $1.03 2.96% Interest Income
2023-05-25 2023-12-27 Interest (CASH) 33.33% $1.00 $1.03 3.20% Interest Income
2023-06-14 2023-08-09 Completed 33.33% $44.04 $41.07 -6.78% Signal
2023-03-23 2023-06-14 Interest (CASH) 33.33% $1.00 $1.01 1.15% Interest Income
2023-04-19 2023-05-25 Completed 33.33% $44.36 $39.95 -9.99% Signal
2023-03-27 2023-04-19 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2023-01-05 2023-03-27 Completed 33.33% $41.25 $39.30 -4.77% Stop
2023-01-05 2023-03-23 Completed 33.33% $41.25 $39.53 -4.23% Stop
2023-01-05 2023-03-23 Completed 33.33% $41.25 $39.53 -4.23% Stop
2022-09-21 2023-01-05 Interest (CASH) 33.33% $1.00 $1.01 1.17% Interest Income
2021-12-13 2023-01-05 Interest (CASH) 33.33% $1.00 $1.02 2.12% Interest Income
2021-09-08 2023-01-05 Interest (CASH) 33.33% $1.00 $1.02 2.13% Interest Income
2022-08-05 2022-09-21 Completed 33.33% $44.64 $41.26 -7.62% Stop
2022-07-14 2022-08-05 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2022-06-07 2022-07-14 Completed 33.33% $44.13 $38.46 -12.88% Stop
2022-05-13 2022-06-07 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2022-05-03 2022-05-13 Completed 33.33% $42.66 $40.48 -5.16% Stop
2022-04-08 2022-05-03 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2022-03-21 2022-04-08 Completed 33.33% $49.50 $42.66 -13.86% Stop
2022-02-25 2022-03-21 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2021-12-21 2022-02-25 Completed 33.33% $49.88 $52.47 5.14% Stop
2021-11-29 2021-12-21 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-08-11 2021-12-13 Completed 33.33% $61.80 $51.37 -16.92% Stop
2021-07-02 2021-11-29 Completed 33.33% $59.42 $56.04 -5.74% Stop
2021-08-11 2021-09-08 Completed 33.33% $61.80 $59.75 -3.36% Signal
2021-07-20 2021-08-11 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-07-20 2021-08-11 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-01-14 2021-07-20 Completed 33.33% $55.64 $54.54 -2.01% Stop
2020-12-24 2021-07-20 Completed 33.33% $50.21 $54.54 8.58% Stop
2020-06-12 2021-07-02 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2020-05-12 2021-01-14 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2020-11-09 2020-12-24 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-10-14 2020-11-09 Completed 33.33% $35.42 $38.62 8.98% Signal
2020-09-22 2020-10-14 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-07-27 2020-09-22 Completed 33.33% $41.47 $35.64 -14.09% Stop
2020-04-03 2020-07-27 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2020-06-01 2020-06-12 Completed 33.33% $38.79 $41.42 6.72% Stop
2020-05-07 2020-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-04-28 2020-05-12 Completed 33.33% $39.02 $35.77 -8.38% Signal
2020-04-27 2020-05-07 Completed 33.33% $35.22 $35.07 -0.48% Stop
2020-04-03 2020-04-28 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-04-02 2020-04-27 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-23 2020-04-03 Completed 33.33% $29.94 $31.10 3.81% Stop
2020-03-23 2020-04-03 Completed 33.33% $29.94 $31.10 3.81% Stop
2020-03-19 2020-04-02 Completed 33.33% $28.28 $30.58 8.09% Stop
2020-02-28 2020-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2020-02-28 2020-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2020-02-26 2020-03-19 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2019-01-18 2020-02-28 Completed 33.33% $48.41 $49.43 2.06% Stop
2019-01-18 2020-02-28 Completed 33.33% $48.41 $49.43 2.06% Stop
2020-02-07 2020-02-26 Completed 33.33% $62.29 $55.83 -10.42% Stop
2019-04-05 2020-02-07 Interest (CASH) 33.33% $1.00 $1.02 1.62% Interest Income
2019-01-04 2019-04-05 Completed 33.33% $41.60 $51.13 22.87% Signal
2018-12-07 2019-01-18 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2018-07-24 2019-01-18 Interest (CASH) 33.33% $1.00 $1.01 1.10% Interest Income
2018-12-11 2019-01-04 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-11-15 2018-12-11 Completed 33.33% $48.50 $44.80 -7.67% Stop
2018-09-21 2018-12-07 Completed 33.33% $57.35 $45.99 -19.84% Stop
2018-10-24 2018-11-15 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-04-18 2018-10-24 Completed 33.33% $52.81 $50.03 -5.31% Stop
2018-04-27 2018-09-21 Interest (CASH) 33.33% $1.00 $1.01 0.80% Interest Income
2018-07-20 2018-07-24 Completed 33.33% $52.29 $53.51 2.29% Signal
2018-06-27 2018-07-20 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2016-10-17 2018-06-27 Completed 33.33% $35.97 $50.33 39.87% Stop
2016-06-07 2018-04-27 Completed 33.33% $33.96 $52.20 53.65% Signal
2018-03-26 2018-04-18 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2017-04-20 2018-03-26 Completed 33.33% $43.33 $52.28 20.62% Stop
2016-05-20 2017-04-20 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2016-01-14 2016-10-17 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2015-10-23 2016-06-07 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2016-03-08 2016-05-20 Completed 33.33% $31.06 $33.50 7.82% Signal
2016-02-12 2016-03-08 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-02-02 2016-02-12 Completed 33.33% $30.84 $26.55 -13.97% Stop
2016-01-08 2016-02-02 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-09-17 2016-01-14 Completed 33.33% $38.68 $33.42 -13.63% Stop
2015-09-17 2016-01-08 Completed 33.33% $38.68 $35.86 -7.34% Stop
2015-09-17 2015-10-23 Completed 33.33% $38.68 $38.97 0.69% Signal
2015-08-25 2015-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-08-25 2015-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-08-25 2015-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-04-17 2015-08-25 Completed 33.33% $39.27 $38.74 -1.39% Stop
2015-02-09 2015-08-25 Completed 33.33% $35.86 $38.74 8.00% Stop
2014-11-03 2015-08-25 Completed 33.33% $39.20 $38.74 -1.20% Stop
2015-03-05 2015-04-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-08-15 2015-03-05 Completed 33.33% $36.16 $39.42 8.96% Signal
2015-01-15 2015-02-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-02-24 2015-01-15 Completed 33.33% $35.44 $35.26 -0.55% Stop
2014-04-14 2014-11-03 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2014-04-03 2014-08-15 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-11-27 2014-04-14 Completed 33.33% $26.03 $34.76 33.48% Stop
2013-12-11 2014-04-03 Completed 33.33% $37.84 $35.15 -7.16% Signal
2014-01-30 2014-02-24 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-07-17 2014-01-30 Completed 33.33% $38.10 $35.53 -6.78% Stop
2013-11-12 2013-12-11 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-09-28 2013-11-12 Completed 33.33% $23.97 $36.66 52.86% Signal
2013-06-24 2013-07-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-03-12 2013-06-24 Completed 33.33% $34.69 $33.54 -3.34% Stop
2012-05-15 2013-03-12 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2012-10-04 2012-11-27 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-06-06 2012-10-04 Completed 33.33% $19.26 $25.20 30.77% Signal
2012-07-11 2012-09-28 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-05-31 2012-07-11 Completed 33.33% $19.18 $19.00 -0.97% Signal
2012-05-14 2012-06-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-05-08 2012-05-31 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-01-27 2012-05-15 Completed 33.33% $21.99 $20.78 -5.58% Stop
2012-01-27 2012-05-14 Completed 33.33% $21.99 $21.15 -3.88% Stop
2012-01-27 2012-05-08 Completed 33.33% $21.99 $22.75 3.41% Stop
2011-12-02 2012-01-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-05 2012-01-27 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-05-13 2012-01-27 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2011-11-25 2011-12-02 Completed 33.33% $17.29 $20.28 17.25% Signal
2011-11-02 2011-11-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-10-17 2011-11-02 Completed 33.33% $21.08 $22.12 4.91% Stop
2011-09-23 2011-10-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-09-13 2011-09-23 Completed 33.33% $19.86 $17.20 -13.41% Stop
2011-08-19 2011-09-13 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-10 2011-08-19 Completed 33.33% $22.68 $20.05 -11.65% Stop
2011-07-19 2011-08-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-06-07 2011-08-05 Completed 33.33% $28.11 $25.57 -9.07% Stop
2011-06-16 2011-07-19 Completed 33.33% $27.56 $27.66 0.29% Stop
2011-05-24 2011-06-16 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-05-13 2011-06-07 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-04-07 2011-05-24 Completed 33.33% $33.77 $29.40 -12.99% Stop
2010-11-08 2011-05-13 Completed 33.33% $33.04 $30.90 -6.53% Stop
2010-08-09 2011-05-13 Completed 33.33% $29.82 $30.90 3.55% Stop
2011-03-16 2011-04-07 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-11-24 2011-03-16 Completed 33.33% $30.26 $32.75 8.16% Stop
2010-04-28 2010-11-24 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2010-08-27 2010-11-08 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2010-05-28 2010-08-27 Completed 33.33% $29.38 $27.05 -8.01% Signal
2010-07-13 2010-08-09 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-07-07 2010-07-13 Completed 33.33% $27.92 $30.63 9.63% Signal
2010-06-14 2010-07-07 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-05-28 2010-06-14 Completed 33.33% $29.38 $28.65 -2.54% Signal
2010-05-06 2010-05-28 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-05-06 2010-05-28 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-04-13 2010-05-06 Completed 33.33% $33.77 $30.70 -9.14% Stop
2010-01-12 2010-05-06 Completed 33.33% $26.24 $30.70 16.93% Stop
2010-04-13 2010-04-28 Completed 33.33% $33.77 $32.31 -4.38% Stop
2010-02-08 2010-04-13 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2009-08-12 2010-04-13 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2010-01-12 2010-02-08 Completed 33.33% $26.24 $23.61 -10.07% Signal
2009-12-17 2010-01-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-12-17 2010-01-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-11-20 2009-12-17 Completed 33.33% $30.63 $23.03 -24.86% Stop
2009-11-20 2009-12-17 Completed 33.33% $30.63 $23.03 -24.86% Stop
2009-10-29 2009-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-10-29 2009-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-10-08 2009-10-29 Completed 33.33% $34.43 $30.63 -11.08% Stop
2009-09-08 2009-10-29 Completed 33.33% $36.40 $30.63 -15.91% Stop
2009-09-16 2009-10-08 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-07-29 2009-09-16 Completed 33.33% $21.93 $31.21 42.26% Stop
2009-08-12 2009-09-08 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-08-11 2009-08-12 Completed 33.33% $28.73 $27.56 -4.12% Stop
2009-08-11 2009-08-12 Completed 33.33% $28.73 $27.56 -4.12% Stop
2009-03-31 2009-08-11 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2009-03-31 2009-08-11 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2009-07-07 2009-07-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-06-09 2009-07-07 Completed 33.33% $25.00 $20.54 -17.88% Stop
2009-03-31 2009-06-09 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2009-03-17 2009-03-31 Completed 33.33% $18.86 $18.64 -1.21% Stop
2009-03-17 2009-03-31 Completed 33.33% $18.86 $18.64 -1.21% Stop
2009-03-17 2009-03-31 Completed 33.33% $18.86 $18.64 -1.21% Stop
2008-01-04 2009-03-17 Interest (CASH) 33.33% $1.00 $1.01 1.41% Interest Income
2007-08-17 2009-03-17 Interest (CASH) 33.33% $1.00 $1.03 2.80% Interest Income
2007-08-08 2009-03-17 Interest (CASH) 33.33% $1.00 $1.03 2.92% Interest Income
2007-12-14 2008-01-04 Completed 33.33% $211.71 $197.68 -6.67% Signal
2007-11-21 2007-12-14 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2007-11-13 2007-11-21 Completed 33.33% $238.86 $213.71 -10.57% Stop
2007-10-22 2007-11-13 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2007-08-20 2007-10-22 Completed 33.33% $334.20 $287.14 -14.12% Stop
2007-07-27 2007-08-20 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2005-11-11 2007-08-17 Completed 33.33% $303.08 $340.34 12.24% Stop
2007-07-10 2007-08-08 Completed 33.33% $345.65 $332.57 -3.83% Signal
2007-04-09 2007-07-27 Completed 33.33% $345.75 $321.65 -7.02% Stop
2007-05-15 2007-07-10 Interest (CASH) 33.33% $1.00 $1.01 0.71% Interest Income
2006-10-11 2007-05-15 Completed 33.33% $329.53 $357.52 8.44% Signal
2007-03-15 2007-04-09 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2005-11-11 2007-03-15 Completed 33.33% $303.08 $327.73 8.08% Stop
2006-09-19 2006-10-11 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2006-05-18 2006-09-19 Completed 33.33% $316.30 $324.55 2.56% Signal
2006-04-18 2006-05-18 Interest (CASH) 33.33% $1.00 $1.00 0.41% Interest Income
2005-11-11 2006-04-18 Completed 33.33% $303.08 $310.62 2.44% Signal
2005-08-25 2005-11-11 Interest (CASH) 33.33% $1.00 $1.01 0.79% Interest Income
2005-07-25 2005-11-11 Interest (CASH) 33.33% $1.00 $1.01 1.11% Interest Income
2005-05-20 2005-11-11 Interest (CASH) 33.33% $1.00 $1.02 1.65% Interest Income
2005-03-04 2005-08-25 Completed 33.33% $296.93 $271.25 -8.69% Signal
2004-06-03 2005-07-25 Completed 33.33% $284.90 $277.15 -2.77% Signal
2005-01-05 2005-05-20 Completed 33.33% $293.50 $297.68 1.37% Signal
2004-09-09 2005-03-04 Interest (CASH) 33.33% $1.00 $1.01 1.04% Interest Income
2004-12-13 2005-01-05 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2004-11-19 2004-12-13 Completed 33.33% $281.41 $282.45 0.32% Signal
2004-06-23 2004-11-19 Interest (CASH) 33.33% $1.00 $1.01 0.68% Interest Income
2003-03-21 2004-09-09 Completed 33.33% $207.16 $284.60 37.32% Signal
2003-05-20 2004-06-23 Completed 33.33% $222.22 $281.78 26.74% Signal
2004-05-11 2004-06-03 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2003-03-21 2004-05-11 Completed 33.33% $207.16 $274.10 32.25% Stop
2003-04-28 2003-05-20 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2003-03-07 2003-04-28 Completed 33.33% $185.07 $224.62 21.31% Signal
2002-05-08 2003-03-21 Interest (CASH) 33.33% $1.00 $1.01 1.28% Interest Income
2002-03-20 2003-03-21 Interest (CASH) 33.33% $1.00 $1.02 1.52% Interest Income
2003-02-12 2003-03-07 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2002-11-25 2003-02-12 Completed 33.33% $223.64 $185.30 -17.18% Stop
2002-04-23 2002-11-25 Interest (CASH) 33.33% $1.00 $1.01 0.98% Interest Income
2001-10-03 2002-05-08 Completed 33.33% $219.28 $231.10 5.34% Stop
2002-03-14 2002-04-23 Completed 33.33% $256.21 $239.93 -6.40% Signal
2002-02-25 2002-03-20 Completed 33.33% $226.98 $263.45 16.01% Signal
2002-02-20 2002-03-14 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-01-31 2002-02-25 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-01-03 2002-02-20 Completed 33.33% $267.04 $224.07 -16.13% Stop
2001-09-18 2002-01-31 Completed 33.33% $207.84 $252.24 21.30% Stop
2001-09-18 2002-01-03 Interest (CASH) 33.33% $1.00 $1.01 0.58% Interest Income
2001-04-11 2001-10-03 Interest (CASH) 33.33% $1.00 $1.02 1.60% Interest Income
2001-08-20 2001-09-18 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2001-07-13 2001-09-18 Completed 33.33% $255.94 $207.84 -18.84% Stop
2001-04-17 2001-08-20 Completed 33.33% $244.70 $245.00 0.07% Stop
2000-12-19 2001-07-13 Interest (CASH) 33.33% $1.00 $1.02 2.42% Interest Income
2001-03-23 2001-04-17 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2001-03-20 2001-04-11 Completed 33.33% $244.96 $242.61 -1.01% Signal
2001-03-16 2001-03-23 Completed 33.33% $240.26 $216.52 -9.93% Stop
2001-02-26 2001-03-20 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2001-02-22 2001-03-16 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2000-11-03 2001-02-26 Completed 33.33% $280.38 $253.04 -9.80% Stop
2000-12-15 2001-02-22 Completed 33.33% $259.24 $252.78 -2.54% Stop
2000-11-03 2000-12-19 Completed 33.33% $280.38 $257.29 -8.28% Signal
2000-11-22 2000-12-15 Interest (CASH) 33.33% $1.00 $1.00 0.38% Interest Income
2000-10-20 2000-11-22 Completed 33.33% $266.00 $251.44 -5.52% Stop
2000-10-12 2000-11-03 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2000-10-12 2000-11-03 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2000-09-28 2000-10-20 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2000-03-20 2000-10-12 Completed 33.33% $217.35 $254.32 16.95% Stop
2000-03-20 2000-10-12 Completed 33.33% $217.35 $254.32 16.95% Stop
2000-03-15 2000-09-28 Completed 33.33% $190.97 $272.81 42.79% Stop
2000-02-25 2000-03-20 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2000-02-25 2000-03-20 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2000-02-22 2000-03-15 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
1999-11-11 2000-02-25 Completed 33.33% $203.23 $191.21 -5.96% Stop
1999-06-18 2000-02-25 Completed 33.33% $180.24 $191.21 6.03% Stop
2000-01-28 2000-02-22 Completed 33.33% $222.06 $198.95 -10.45% Stop
2000-01-05 2000-01-28 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
1999-08-30 2000-01-05 Completed 33.33% $182.46 $196.47 7.63% Stop
1999-10-06 1999-11-11 Interest (CASH) 33.33% $1.00 $1.01 0.51% Interest Income
1999-06-18 1999-10-06 Completed 33.33% $180.24 $175.96 -2.42% Signal
1999-08-06 1999-08-30 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1999-06-17 1999-08-06 Completed 33.33% $174.72 $167.77 -4.02% Stop
1999-05-26 1999-06-18 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1999-05-26 1999-06-18 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1999-05-25 1999-06-17 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1999-04-13 1999-05-26 Completed 33.33% $189.06 $161.28 -14.74% Stop
1999-01-13 1999-05-26 Completed 33.33% $133.57 $161.28 20.68% Stop
1999-02-08 1999-05-25 Completed 33.33% $138.49 $165.60 19.52% Stop
1998-11-18 1999-04-13 Interest (CASH) 33.33% $1.00 $1.02 1.73% Interest Income
1999-01-14 1999-02-08 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
1999-01-08 1999-01-14 Completed 33.33% $150.11 $132.46 -11.80% Stop
1998-09-11 1999-01-13 Interest (CASH) 33.33% $1.00 $1.01 1.47% Interest Income
1998-12-15 1999-01-08 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
1998-10-23 1998-12-15 Completed 33.33% $113.55 $117.83 3.72% Stop
1998-10-26 1998-11-18 Completed 33.33% $119.09 $116.40 -2.31% Signal
1998-10-02 1998-10-26 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
1998-10-01 1998-10-23 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
1998-09-03 1998-10-02 Completed 33.33% $107.22 $89.95 -16.14% Stop
1998-09-24 1998-10-01 Completed 33.33% $108.64 $91.85 -15.49% Stop
1998-09-01 1998-09-24 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
1998-09-03 1998-09-11 Completed 33.33% $107.22 $98.82 -7.87% Signal
1998-08-12 1998-09-03 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1998-08-12 1998-09-03 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1998-08-27 1998-09-01 Completed 33.33% $132.71 $111.81 -15.79% Stop
1998-08-05 1998-08-27 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1998-05-20 1998-08-12 Completed 33.33% $163.13 $153.62 -5.88% Stop
1998-05-20 1998-08-12 Completed 33.33% $163.13 $153.62 -5.88% Stop
1998-05-11 1998-08-05 Completed 33.33% $151.59 $158.05 4.21% Stop
1998-04-28 1998-05-20 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1998-04-28 1998-05-20 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1998-04-17 1998-05-11 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1998-02-05 1998-04-28 Completed 33.33% $134.56 $156.48 16.24% Stop
1998-02-05 1998-04-28 Completed 33.33% $134.56 $156.48 16.24% Stop
1998-02-04 1998-04-17 Completed 33.33% $133.14 $161.53 21.26% Stop
1998-01-13 1998-02-05 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1998-01-13 1998-02-05 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1998-01-12 1998-02-04 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1997-04-23 1998-01-13 Completed 33.33% $83.77 $123.38 47.21% Stop
1997-04-23 1998-01-13 Completed 33.33% $83.77 $123.38 47.21% Stop
1997-11-19 1998-01-12 Completed 33.33% $121.18 $113.94 -6.02% Stop
1997-10-28 1997-11-19 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-04-10 1997-10-28 Completed 33.33% $82.10 $108.88 32.55% Stop
1997-04-01 1997-04-23 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-04-01 1997-04-23 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-03-18 1997-04-10 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1996-08-16 1997-04-01 Completed 33.33% $55.79 $79.60 42.62% Stop
1996-05-30 1997-04-01 Completed 33.33% $51.56 $79.60 54.30% Stop
1996-08-05 1997-03-18 Completed 33.33% $56.10 $87.52 55.94% Stop
1996-06-14 1996-08-16 Interest (CASH) 33.33% $1.00 $1.01 0.90% Interest Income
1996-07-12 1996-08-05 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1996-05-30 1996-07-12 Completed 33.33% $51.56 $50.79 -1.55% Stop
1996-05-30 1996-06-14 Completed 33.33% $51.56 $54.20 5.05% Signal
1996-05-07 1996-05-30 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1996-05-07 1996-05-30 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1996-05-07 1996-05-30 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1996-04-04 1996-05-07 Completed 33.33% $54.51 $47.38 -13.12% Stop
1995-02-02 1996-05-07 Completed 33.33% $29.43 $47.38 60.94% Stop
1995-02-02 1996-05-07 Completed 33.33% $29.43 $47.38 60.94% Stop
1996-03-13 1996-04-04 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1995-07-10 1996-03-13 Completed 33.33% $37.27 $50.91 36.55% Stop
1995-01-27 1995-07-10 Interest (CASH) 33.33% $1.00 $1.03 2.55% Interest Income
1994-12-08 1995-02-02 Interest (CASH) 33.33% $1.00 $1.01 0.86% Interest Income
1994-04-28 1995-02-02 Interest (CASH) 33.33% $1.00 $1.04 3.78% Interest Income
1995-01-06 1995-01-27 Completed 33.33% $26.76 $28.86 7.81% Signal
1994-12-13 1995-01-06 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
1994-10-18 1994-12-13 Completed 33.33% $25.95 $25.16 -3.09% Stop
1994-10-20 1994-12-08 Completed 33.33% $27.04 $25.96 -4.06% Signal
1994-01-14 1994-10-20 Interest (CASH) 33.33% $1.00 $1.03 3.15% Interest Income
1994-09-26 1994-10-18 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1994-07-28 1994-09-26 Completed 33.33% $26.33 $25.75 -2.26% Stop
1994-07-06 1994-07-28 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
1994-06-02 1994-07-06 Completed 33.33% $26.43 $25.04 -5.31% Stop
1994-05-10 1994-06-02 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
1994-03-21 1994-05-10 Completed 33.33% $28.69 $26.63 -7.23% Stop
1994-03-25 1994-04-28 Completed 33.33% $29.77 $27.80 -6.69% Signal
1994-03-03 1994-03-25 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
1994-02-25 1994-03-21 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
1993-11-29 1994-03-03 Completed 33.33% $31.76 $27.90 -12.21% Stop
1993-11-18 1994-02-25 Completed 33.33% $31.95 $29.38 -8.11% Stop
1993-11-29 1994-01-14 Completed 33.33% $31.76 $31.26 -1.60% Signal
1993-11-04 1993-11-29 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
1993-11-04 1993-11-29 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
1993-10-27 1993-11-18 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
1992-08-18 1993-11-04 Completed 33.33% $16.60 $31.95 92.37% Stop
1991-07-18 1993-11-04 Completed 33.33% $11.90 $31.95 168.39% Stop
1993-04-27 1993-10-27 Completed 33.33% $24.62 $34.03 38.15% Stop
1993-04-02 1993-04-27 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
1992-05-04 1993-04-02 Completed 33.33% $16.04 $26.08 62.53% Stop
1992-06-29 1992-08-18 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
1991-08-29 1992-06-29 Completed 33.33% $13.00 $14.55 11.87% Signal
1992-04-09 1992-05-04 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
1991-11-22 1992-04-09 Completed 33.33% $13.47 $14.18 5.23% Stop
1991-07-05 1991-11-22 Interest (CASH) 33.33% $1.00 $1.02 2.06% Interest Income
1991-08-07 1991-08-29 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
1991-07-18 1991-08-07 Completed 33.33% $11.90 $12.52 5.16% Signal
1991-06-25 1991-07-18 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
1991-06-25 1991-07-18 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
1991-06-07 1991-07-05 Completed 33.33% $11.57 $10.34 -10.70% Signal
1991-02-07 1991-06-25 Completed 33.33% $10.82 $10.48 -3.22% Stop
1991-02-06 1991-06-25 Completed 33.33% $10.54 $10.48 -0.61% Stop
1991-05-15 1991-06-07 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
1991-04-15 1991-05-15 Completed 33.33% $12.38 $10.86 -12.34% Stop
1991-03-21 1991-04-15 Interest (CASH) 33.33% $1.00 $1.00 0.37% Interest Income
1990-11-23 1991-03-21 Completed 33.33% $8.00 $11.29 41.11% Stop
1990-12-07 1991-02-07 Interest (CASH) 33.33% $1.00 $1.01 1.06% Interest Income
1990-12-07 1991-02-06 Interest (CASH) 33.33% $1.00 $1.01 1.04% Interest Income
1990-12-06 1990-12-07 Completed 33.33% $9.98 $9.32 -6.65% Stop
1990-12-06 1990-12-07 Completed 33.33% $9.98 $9.32 -6.65% Stop
1990-11-12 1990-12-06 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
1990-09-19 1990-12-06 Interest (CASH) 33.33% $1.00 $1.02 1.56% Interest Income
1990-10-31 1990-11-23 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
1990-10-11 1990-11-12 Completed 33.33% $6.93 $7.43 7.28% Signal
1990-10-12 1990-10-31 Completed 33.33% $6.97 $6.92 -0.86% Stop
1990-09-20 1990-10-12 Interest (CASH) 33.33% $1.00 $1.00 0.46% Interest Income
1990-09-19 1990-10-11 Interest (CASH) 33.33% $1.00 $1.00 0.46% Interest Income
1990-09-18 1990-09-20 Completed 33.33% $9.27 $7.86 -15.19% Stop
1990-08-28 1990-09-19 Completed 33.33% $10.30 $8.75 -15.04% Stop
1990-08-28 1990-09-19 Completed 33.33% $10.30 $8.75 -15.04% Stop
1990-08-24 1990-09-18 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
1990-08-06 1990-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
1990-08-06 1990-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
1990-08-15 1990-08-24 Completed 33.33% $11.37 $10.30 -9.51% Stop
1990-07-24 1990-08-15 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
1990-05-21 1990-08-06 Completed 33.33% $11.80 $11.42 -3.30% Stop
1989-10-11 1990-08-06 Completed 33.33% $10.87 $11.42 5.02% Stop
1990-06-04 1990-07-24 Completed 33.33% $12.27 $12.36 0.71% Stop
1988-02-03 1990-06-04 Interest (CASH) 33.33% $1.00 $1.19 19.36% Interest Income
1990-02-12 1990-05-21 Interest (CASH) 33.33% $1.00 $1.02 2.11% Interest Income
1989-07-26 1990-02-12 Completed 33.33% $9.50 $9.91 4.23% Signal
1989-01-16 1989-10-11 Interest (CASH) 33.33% $1.00 $1.06 5.75% Interest Income
1988-12-19 1989-07-26 Interest (CASH) 33.33% $1.00 $1.05 4.62% Interest Income
1989-01-12 1989-01-16 Completed 33.33% $8.21 $8.25 0.51% Signal
1988-12-19 1989-01-12 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1988-11-08 1988-12-19 Completed 33.33% $10.64 $8.02 -24.61% Stop
1988-09-08 1988-12-19 Completed 33.33% $10.40 $8.02 -22.89% Stop
1987-08-13 1988-11-08 Interest (CASH) 33.33% $1.00 $1.10 9.85% Interest Income
1988-06-30 1988-09-08 Interest (CASH) 33.33% $1.00 $1.01 1.45% Interest Income
1988-05-10 1988-06-30 Completed 33.33% $8.91 $9.62 7.95% Signal
1988-04-18 1988-05-10 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1988-03-28 1988-04-18 Completed 33.33% $10.77 $8.69 -19.36% Stop
1987-11-30 1988-03-28 Interest (CASH) 33.33% $1.00 $1.02 2.48% Interest Income
1987-12-29 1988-02-03 Completed 33.33% $8.38 $10.06 19.97% Signal
1987-12-04 1987-12-29 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-11-11 1987-12-04 Completed 33.33% $9.34 $8.13 -13.01% Stop
1987-11-11 1987-11-30 Completed 33.33% $9.34 $8.90 -4.68% Signal
1987-10-20 1987-11-11 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-10-20 1987-11-11 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-09-02 1987-10-20 Completed 33.33% $15.69 $12.10 -22.89% Stop
1987-06-05 1987-10-20 Completed 33.33% $13.88 $12.10 -12.85% Stop
1987-06-08 1987-09-02 Interest (CASH) 33.33% $1.00 $1.02 1.84% Interest Income
1987-05-08 1987-08-13 Completed 33.33% $13.58 $16.59 22.06% Signal
1987-05-08 1987-06-08 Completed 33.33% $13.58 $14.01 3.07% Signal
1987-05-13 1987-06-05 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-04-23 1987-05-13 Completed 33.33% $14.52 $12.56 -13.49% Stop
1987-04-15 1987-05-08 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-04-15 1987-05-08 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-03-31 1987-04-23 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1986-01-06 1987-04-15 Completed 33.33% $10.27 $14.90 44.97% Stop
1985-01-14 1987-04-15 Completed 33.33% $8.44 $14.90 76.43% Stop
1986-10-07 1987-03-31 Completed 33.33% $13.98 $16.33 16.81% Stop
1986-09-15 1986-10-07 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1986-06-06 1986-09-15 Completed 33.33% $12.61 $13.09 3.79% Stop
1986-05-14 1986-06-06 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1985-10-29 1986-05-14 Completed 33.33% $9.24 $11.70 26.59% Stop
1985-10-28 1986-01-06 Interest (CASH) 33.33% $1.00 $1.01 1.42% Interest Income
1985-10-07 1985-10-29 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1984-09-20 1985-10-28 Completed 33.33% $8.10 $9.32 15.01% Signal
1984-08-17 1985-10-07 Completed 33.33% $8.10 $8.59 5.92% Stop
1984-07-31 1985-01-14 Interest (CASH) 33.33% $1.00 $1.04 3.50% Interest Income
1984-05-07 1984-09-20 Interest (CASH) 33.33% $1.00 $1.03 2.88% Interest Income
1984-07-26 1984-08-17 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1984-05-03 1984-07-31 Completed 33.33% $7.53 $7.22 -4.24% Signal
1984-06-13 1984-07-26 Completed 33.33% $7.32 $6.90 -5.79% Stop
1984-05-21 1984-06-13 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1984-03-15 1984-05-21 Completed 33.33% $8.06 $7.24 -10.23% Stop
1984-05-03 1984-05-07 Completed 33.33% $7.53 $7.37 -2.28% Signal
1984-04-10 1984-05-03 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1984-04-10 1984-05-03 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1983-11-21 1984-04-10 Completed 33.33% $8.02 $7.58 -5.56% Stop
1982-11-30 1984-04-10 Completed 33.33% $5.18 $7.58 46.27% Stop
1984-02-22 1984-03-15 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1983-08-09 1984-02-22 Completed 33.33% $6.69 $7.87 17.55% Stop
1983-10-24 1983-11-21 Interest (CASH) 33.33% $1.00 $1.01 0.60% Interest Income
1983-03-28 1983-10-24 Completed 33.33% $5.77 $7.22 25.12% Signal
1983-07-18 1983-08-09 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1983-05-12 1983-07-18 Completed 33.33% $7.35 $6.86 -6.64% Stop
1982-05-21 1983-05-12 Interest (CASH) 33.33% $1.00 $1.08 7.67% Interest Income
1983-02-23 1983-03-28 Interest (CASH) 33.33% $1.00 $1.01 0.69% Interest Income
1982-08-30 1983-02-23 Completed 33.33% $5.14 $5.41 5.28% Signal
1981-12-28 1982-11-30 Interest (CASH) 33.33% $1.00 $1.07 7.25% Interest Income
1981-09-23 1982-08-30 Interest (CASH) 33.33% $1.00 $1.07 7.32% Interest Income
1982-03-23 1982-05-21 Completed 33.33% $4.57 $4.50 -1.43% Signal
1982-03-01 1982-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1982-02-02 1982-03-01 Completed 33.33% $5.20 $4.44 -14.62% Stop
1982-01-11 1982-02-02 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1980-12-29 1982-01-11 Completed 33.33% $5.07 $5.20 2.44% Stop
1981-10-20 1981-12-28 Completed 33.33% $5.54 $5.62 1.47% Signal
1981-09-28 1981-10-20 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1981-08-13 1981-09-28 Completed 33.33% $6.19 $5.01 -19.09% Stop
1981-08-13 1981-09-23 Completed 33.33% $6.19 $5.37 -13.31% Signal
1981-07-22 1981-08-13 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1981-07-22 1981-08-13 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1980-12-29 1981-07-22 Completed 33.33% $5.07 $6.15 21.10% Stop
1980-12-29 1981-07-22 Completed 33.33% $5.07 $6.15 21.10% Stop
1980-11-11 1980-12-29 Interest (CASH) 33.33% $1.00 $1.01 0.96% Interest Income
1980-09-29 1980-12-29 Interest (CASH) 33.33% $1.00 $1.02 1.87% Interest Income
1980-09-29 1980-12-29 Interest (CASH) 33.33% $1.00 $1.02 1.87% Interest Income
1980-07-25 1980-11-11 Completed 33.33% $5.30 $5.11 -3.62% Signal
1980-09-10 1980-09-29 Completed 33.33% $5.72 $5.37 -6.30% Stop
1980-09-10 1980-09-29 Completed 33.33% $5.72 $5.37 -6.30% Stop
1979-11-29 1980-09-10 Interest (CASH) 33.33% $1.00 $1.06 6.07% Interest Income
1979-03-14 1980-09-10 Interest (CASH) 33.33% $1.00 $1.12 11.94% Interest Income
1979-10-18 1980-07-25 Interest (CASH) 33.33% $1.00 $1.06 5.98% Interest Income
1979-09-05 1979-11-29 Completed 33.33% $6.65 $6.02 -9.54% Signal
1979-05-07 1979-10-18 Completed 33.33% $6.42 $5.94 -7.59% Signal
1979-03-14 1979-09-05 Interest (CASH) 33.33% $1.00 $1.04 3.66% Interest Income
1979-03-14 1979-05-07 Interest (CASH) 33.33% $1.00 $1.01 1.08% Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where C ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

📊 View Full 40-Asset Backtest Matrix → 🛠️ Build Custom Portfolio with C → ⚖️ Compare C vs Non-Correlated Assets →