FNDX
Schwab Fundamental U.S. Large Company ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for FNDX (Schwab Fundamental U.S. Large Company ETF) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -20.1% (compared to the benchmark's drawdown of -37.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.4%, compared to a Buy-and-Hold benchmark return of 13.4%. The strategy executed 7 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA Active
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.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
Switch to MMA to enable
FNDX Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 27.79% | 27.79% | 8.90% | 13.61% | 14.57% | 14.08% | 13.41% | 13.38% |
| Sharpe Ratio | 2.40 | 2.40 | 0.66 | 0.85 | 0.97 | 0.75 | 0.88 | 0.72 |
| Max Drawdown | -6.06% | -6.06% | -20.10% | -19.06% | -20.10% | -37.72% | -20.10% | -37.72% |
| % Time Invested | 100.0% | 100.0% | 77.7% | 100.0% | 86.2% | 100.0% | 85.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-12-21 | 2025-04-08 | Completed | 100% | $19.56 | $21.43 | 9.47% | Stop | |
| 2023-01-20 | 2023-12-21 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.88% | Interest Income | |
| 2022-10-25 | 2023-01-20 | Completed | 100% | $16.08 | $17.06 | 6.05% | Signal | |
| 2022-10-03 | 2022-10-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2022-07-13 | 2022-10-03 | Completed | 100% | $15.65 | $15.06 | -3.79% | Stop | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2020-03-24 | 2022-06-17 | Completed | 100% | $8.40 | $15.44 | 83.84% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-15 | 2020-03-02 | Completed | 100% | $10.05 | $11.11 | 10.50% | Stop | |
| 2018-12-20 | 2019-01-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-09-13 | 2018-12-20 | Completed | 100% | $8.35 | $9.68 | 15.90% | Stop | |
| 2016-05-03 | 2016-09-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2015-08-11 | 2016-05-03 | Completed | 100% | $7.90 | $8.06 | 1.96% | Signal | |
| 2015-08-07 | 2015-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |