FSEC
Fidelity Investment Grade Securitized ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for FSEC (Fidelity Investment Grade Securitized ETF) using the Excess Return MMA CA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -5.8% (compared to the benchmark's drawdown of -17.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.0%, compared to a Buy-and-Hold benchmark return of 0.3%. The strategy executed 35 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
FSEC Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.47% | 4.88% | 1.94% | 0.29% | 1.99% | 0.28% |
| Sharpe Ratio | 1.25 | 1.02 | 0.48 | 0.04 | 0.49 | 0.04 |
| Max Drawdown | -2.14% | -2.52% | -5.84% | -17.97% | -5.84% | -17.70% |
| % Time Invested | 90.5% | 100.0% | 67.2% | 100.0% | 69.2% | 100.0% |
| Trades / Year | 8.0 | 0.0 | 7.0 | 0.0 | 7.2 | 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 | ||||||||
| 2025-08-28 | 2026-05-20 | Completed | 33.33% | $42.01 | $43.12 | 2.59% | Signal | |
| 2026-04-24 | 2026-05-15 | Completed | 33.33% | $43.81 | $43.35 | -1.11% | Signal | |
| 2026-03-31 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2026-03-20 | 2026-04-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2026-01-14 | 2026-03-31 | Completed | 33.33% | $43.46 | $43.50 | 0.04% | Signal | |
| 2026-01-20 | 2026-03-20 | Completed | 33.33% | $43.31 | $43.54 | 0.49% | Signal | |
| 2025-12-24 | 2026-01-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2025-12-08 | 2026-01-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2025-12-18 | 2025-12-24 | Completed | 33.33% | $43.43 | $43.28 | -0.40% | Signal | |
| 2025-11-18 | 2025-12-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2025-07-03 | 2025-12-08 | Completed | 33.33% | $41.44 | $43.12 | 4.01% | Signal | |
| 2025-08-25 | 2025-11-18 | Completed | 33.33% | $41.79 | $42.96 | 2.74% | Signal | |
| 2025-07-24 | 2025-08-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2025-08-01 | 2025-08-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2025-06-23 | 2025-08-01 | Completed | 33.33% | $41.35 | $41.60 | 0.55% | Signal | |
| 2025-02-28 | 2025-07-24 | Completed | 33.33% | $41.12 | $41.37 | 0.56% | Signal | |
| 2025-06-03 | 2025-07-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 2025-06-03 | 2025-06-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2025-05-07 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2025-02-26 | 2025-05-07 | Completed | 33.33% | $40.88 | $41.14 | 0.58% | Signal | |
| 2025-04-15 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income | |
| 2025-02-07 | 2025-04-15 | Completed | 33.33% | $40.09 | $40.61 | 1.24% | Signal | |
| 2024-12-26 | 2025-02-28 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2024-10-28 | 2025-02-26 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.79% | Interest Income | |
| 2024-12-31 | 2025-02-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2024-12-10 | 2024-12-31 | Completed | 33.33% | $40.92 | $40.24 | -1.71% | Signal | |
| 2024-08-05 | 2024-12-26 | Completed | 33.33% | $40.90 | $39.91 | -2.47% | Signal | |
| 2024-10-15 | 2024-12-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income | |
| 2024-06-06 | 2024-10-28 | Completed | 33.33% | $39.29 | $39.92 | 1.54% | Signal | |
| 2024-05-17 | 2024-10-15 | Completed | 33.33% | $38.63 | $40.76 | 5.47% | Signal | |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2024-05-09 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.33% | Interest Income | |
| 2024-02-21 | 2024-06-06 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.03% | Interest Income | |
| 2024-03-26 | 2024-05-17 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income | |
| 2024-01-23 | 2024-05-09 | Completed | 33.33% | $38.57 | $38.43 | -0.41% | Signal | |
| 2024-03-25 | 2024-03-26 | Completed | 33.33% | $41.40 | $38.79 | -6.35% | Stop | |
| 2024-01-30 | 2024-03-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income | |
| 2023-11-30 | 2024-02-21 | Completed | 33.33% | $37.55 | $38.26 | 1.85% | Signal | |
| 2023-11-16 | 2024-01-30 | Completed | 33.33% | $37.04 | $38.75 | 4.56% | Signal | |
| 2023-06-02 | 2024-01-23 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 4.21% | Interest Income | |
| 2023-06-02 | 2023-11-30 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 3.14% | Interest Income | |
| 2023-06-02 | 2023-11-16 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.93% | Interest Income | |
| 2023-05-24 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2023-05-15 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2023-05-03 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2023-04-17 | 2023-05-24 | Completed | 33.33% | $37.95 | $37.71 | -0.69% | Signal | |
| 2023-02-15 | 2023-05-15 | Completed | 33.33% | $37.71 | $38.17 | 1.18% | Signal | |
| 2023-03-29 | 2023-05-03 | Completed | 33.33% | $37.84 | $38.53 | 1.78% | Signal | |
| 2023-04-04 | 2023-04-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2023-03-06 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.33% | Interest Income | |
| 2023-02-23 | 2023-03-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.47% | Interest Income | |
| 2022-12-05 | 2023-03-06 | Completed | 33.33% | $37.44 | $37.09 | -0.99% | Signal | |
| 2023-02-09 | 2023-02-23 | Completed | 33.33% | $38.00 | $37.45 | -1.51% | Signal | |
| 2022-12-02 | 2023-02-15 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.63% | Interest Income | |
| 2023-01-18 | 2023-02-09 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2022-11-18 | 2023-01-18 | Completed | 33.33% | $36.86 | $38.48 | 4.35% | Signal | |
| 2022-12-02 | 2022-12-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-10-04 | 2022-11-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2022-09-15 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.20% | Interest Income | |
| 2022-09-13 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.28% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-08-01 | 2022-09-15 | Completed | 33.33% | $39.66 | $37.59 | -5.27% | Stop | |
| 2022-08-01 | 2022-09-13 | Completed | 33.33% | $39.66 | $37.72 | -4.95% | Signal | |
| 2022-08-31 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2022-07-20 | 2022-08-31 | Completed | 33.33% | $38.60 | $38.39 | -0.61% | Signal | |
| 2022-03-02 | 2022-08-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2022-03-02 | 2022-08-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2022-06-16 | 2022-07-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2022-06-02 | 2022-06-16 | Completed | 33.33% | $39.00 | $37.77 | -3.19% | Signal | |
| 2022-03-02 | 2022-06-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2022-01-06 | 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 | |
| 2021-12-30 | 2022-01-06 | Completed | 33.33% | $42.40 | $42.09 | -0.76% | Signal | |
| 2021-11-18 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2021-11-02 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2021-11-02 | 2021-12-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2021-09-16 | 2021-11-18 | Completed | 33.33% | $42.83 | $42.42 | -1.01% | Signal | |
| 2021-10-01 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income | |
| 2021-09-29 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income | |
| 2021-09-17 | 2021-10-01 | Completed | 33.33% | $42.79 | $42.68 | -0.31% | Signal | |
| 2021-09-16 | 2021-09-29 | Completed | 33.33% | $42.83 | $42.51 | -0.80% | Signal | |
| 2021-09-14 | 2021-09-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2021-09-14 | 2021-09-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-09-14 | 2021-09-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |