GS Goldman Sachs Group Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for GS (Goldman Sachs Group Inc) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -32.8% (compared to the benchmark's drawdown of -78.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.8%, compared to a Buy-and-Hold benchmark return of 12.2%. The strategy executed 106 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.
GS Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 60.51% | 73.13% | 11.15% | 24.74% | 16.18% | 22.92% | 10.81% | 12.24% |
| Sharpe Ratio | 1.88 | 2.04 | 0.47 | 0.80 | 0.73 | 0.70 | 0.57 | 0.34 |
| Max Drawdown | -15.21% | -19.42% | -32.75% | -32.84% | -32.75% | -48.75% | -32.75% | -78.84% |
| % Time Invested | 95.6% | 100.0% | 89.4% | 100.0% | 89.2% | 100.0% | 84.7% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 5.0 | 0.0 | 4.9 | 0.0 | 4.3 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-04-01 | Open | Open | 33.33% | $859.95 | $1,025.56 | 19.26% | Mark-to-Market |
| 2026-04-01 | Open | Open | 33.33% | $859.95 | $1,025.56 | 19.26% | Mark-to-Market |
| 2026-03-25 | Open | Open | 33.33% | $845.01 | $1,025.56 | 21.37% | Mark-to-Market |
| 2026-03-10 | 2026-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2026-03-10 | 2026-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2026-03-03 | 2026-03-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2025-06-30 | 2026-03-10 | Completed | 33.33% | $703.26 | $834.68 | 18.69% | Stop |
| 2025-04-30 | 2026-03-10 | Completed | 33.33% | $524.89 | $834.68 | 59.02% | Stop |
| 2025-04-30 | 2026-03-03 | Completed | 33.33% | $524.89 | $836.00 | 59.27% | Stop |
| 2025-06-03 | 2025-06-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2025-05-14 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2025-04-30 | 2025-05-14 | Completed | 33.33% | $524.89 | $591.55 | 12.70% | Signal |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-04-01 | 2025-04-07 | Completed | 33.33% | $532.22 | $437.83 | -17.74% | Stop |
| 2025-04-01 | 2025-04-07 | Completed | 33.33% | $532.22 | $437.83 | -17.74% | Stop |
| 2025-03-27 | 2025-04-07 | Completed | 33.33% | $553.53 | $437.83 | -20.90% | Stop |
| 2025-03-10 | 2025-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2025-03-10 | 2025-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2025-03-05 | 2025-03-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2023-12-15 | 2025-03-10 | Completed | 33.33% | $361.87 | $531.29 | 46.82% | Stop |
| 2023-12-15 | 2025-03-10 | Completed | 33.33% | $361.87 | $531.29 | 46.82% | Stop |
| 2024-08-28 | 2025-03-05 | Completed | 33.33% | $488.54 | $570.28 | 16.73% | Stop |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2023-12-15 | 2024-08-06 | Completed | 33.33% | $361.87 | $444.58 | 22.86% | Stop |
| 2023-10-25 | 2023-12-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2023-10-04 | 2023-12-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2023-07-17 | 2023-12-15 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.77% | Interest Income |
| 2023-09-08 | 2023-10-25 | Completed | 33.33% | $303.91 | $281.90 | -7.24% | Signal |
| 2023-04-18 | 2023-10-04 | Completed | 33.33% | $304.77 | $287.80 | -5.57% | Stop |
| 2023-06-02 | 2023-09-08 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.78% | Interest Income |
| 2023-04-10 | 2023-07-17 | Completed | 33.33% | $299.57 | $305.12 | 1.85% | Signal |
| 2023-04-26 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2023-04-10 | 2023-04-26 | Completed | 33.33% | $299.57 | $313.67 | 4.71% | Signal |
| 2023-04-04 | 2023-04-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 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 |
| 2023-01-24 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2022-11-01 | 2023-03-16 | Completed | 33.33% | $316.33 | $287.12 | -9.24% | Stop |
| 2022-09-22 | 2023-03-16 | Completed | 33.33% | $295.43 | $287.12 | -2.81% | Stop |
| 2022-10-18 | 2023-01-24 | Completed | 33.33% | $294.83 | $313.67 | 6.39% | Signal |
| 2022-10-04 | 2022-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-10-04 | 2022-10-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-09-26 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.40% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-07-08 | 2022-09-26 | Completed | 33.33% | $273.36 | $274.05 | 0.25% | Stop |
| 2022-09-02 | 2022-09-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-08-30 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-08-30 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-08-16 | 2022-08-30 | Completed | 33.33% | $321.11 | $304.75 | -5.10% | Stop |
| 2022-08-16 | 2022-08-30 | Completed | 33.33% | $321.11 | $304.75 | -5.10% | Stop |
| 2022-04-20 | 2022-08-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2022-03-02 | 2022-08-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2022-06-14 | 2022-07-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-05-03 | 2022-06-14 | Completed | 33.33% | $281.66 | $258.65 | -8.17% | Stop |
| 2022-04-08 | 2022-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-02-15 | 2022-04-20 | Completed | 33.33% | $327.27 | $305.70 | -6.59% | Signal |
| 2022-02-15 | 2022-04-08 | Completed | 33.33% | $327.27 | $283.53 | -13.37% | Stop |
| 2022-01-24 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-01-24 | 2022-02-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-01-24 | 2022-02-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-01-13 | 2022-01-24 | Completed | 33.33% | $354.20 | $303.20 | -14.40% | Stop |
| 2020-10-27 | 2022-01-24 | Completed | 33.33% | $175.71 | $303.20 | 72.56% | Stop |
| 2020-07-10 | 2022-01-24 | Completed | 33.33% | $171.92 | $303.20 | 76.36% | Stop |
| 2022-01-04 | 2022-01-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-12-21 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-11-24 | 2021-12-21 | Completed | 33.33% | $203.04 | $338.36 | 66.65% | Stop |
| 2020-11-03 | 2020-11-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-11-02 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-10-13 | 2020-11-02 | Completed | 33.33% | $188.02 | $168.68 | -10.28% | Stop |
| 2020-06-12 | 2020-10-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2020-09-21 | 2020-10-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-07-15 | 2020-09-21 | Completed | 33.33% | $195.94 | $166.84 | -14.85% | Stop |
| 2020-06-02 | 2020-07-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2020-06-02 | 2020-07-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2020-03-24 | 2020-06-12 | Completed | 33.33% | $125.25 | $175.20 | 39.88% | Signal |
| 2020-04-20 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-03-03 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-03-24 | 2020-04-20 | Completed | 33.33% | $125.25 | $155.95 | 24.51% | Signal |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-09-25 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2019-09-04 | 2020-03-02 | Completed | 33.33% | $172.83 | $174.79 | 1.14% | Stop |
| 2019-04-15 | 2020-03-02 | Completed | 33.33% | $173.20 | $174.79 | 0.92% | Stop |
| 2019-09-13 | 2019-09-25 | Completed | 33.33% | $189.00 | $178.38 | -5.62% | Stop |
| 2019-03-21 | 2019-09-13 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.59% | Interest Income |
| 2019-03-21 | 2019-09-04 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.46% | Interest Income |
| 2019-03-21 | 2019-04-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2019-03-19 | 2019-03-21 | Completed | 33.33% | $173.85 | $163.69 | -5.85% | Stop |
| 2019-03-19 | 2019-03-21 | Completed | 33.33% | $173.85 | $163.69 | -5.85% | Stop |
| 2019-03-19 | 2019-03-21 | Completed | 33.33% | $173.85 | $163.69 | -5.85% | Stop |
| 2019-03-04 | 2019-03-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2019-03-04 | 2019-03-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2019-03-04 | 2019-03-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2019-01-22 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2019-01-04 | 2019-01-22 | Completed | 33.33% | $146.20 | $169.45 | 15.90% | Signal |
| 2018-12-11 | 2019-01-04 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2018-11-16 | 2018-12-11 | Completed | 33.33% | $170.82 | $153.94 | -9.88% | Stop |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 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 |
| 2018-08-22 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2018-08-14 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2018-05-18 | 2018-10-25 | Completed | 33.33% | $199.05 | $177.84 | -10.66% | Stop |
| 2018-07-19 | 2018-08-22 | Completed | 33.33% | $193.89 | $199.58 | 2.93% | Signal |
| 2018-07-31 | 2018-08-14 | Completed | 33.33% | $200.93 | $190.74 | -5.07% | Stop |
| 2018-06-01 | 2018-07-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2018-06-26 | 2018-07-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2017-12-13 | 2018-06-26 | Completed | 33.33% | $214.93 | $186.07 | -13.43% | Stop |
| 2017-09-27 | 2018-06-01 | Completed | 33.33% | $194.53 | $191.62 | -1.49% | Signal |
| 2018-04-26 | 2018-05-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2017-05-11 | 2018-04-26 | Completed | 33.33% | $185.19 | $200.03 | 8.01% | Stop |
| 2017-11-06 | 2017-12-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2016-07-15 | 2017-11-06 | Completed | 33.33% | $133.15 | $202.36 | 51.98% | Signal |
| 2017-06-06 | 2017-09-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2016-07-12 | 2017-06-06 | Completed | 33.33% | $125.90 | $176.01 | 39.79% | Signal |
| 2017-05-02 | 2017-05-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2017-04-19 | 2017-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-07-15 | 2017-04-19 | Completed | 33.33% | $133.15 | $178.19 | 33.83% | Stop |
| 2016-06-17 | 2016-07-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2016-04-04 | 2016-07-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2016-04-04 | 2016-07-12 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2016-03-08 | 2016-06-17 | Completed | 33.33% | $125.39 | $119.88 | -4.40% | Stop |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-03-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-02-12 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-01 | 2016-02-12 | Completed | 33.33% | $130.04 | $116.54 | -10.39% | Stop |
| 2016-01-07 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.14% | Interest Income |
| 2015-12-29 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-09-16 | 2016-01-07 | Completed | 33.33% | $151.86 | $135.12 | -11.02% | Stop |
| 2015-09-17 | 2015-12-29 | Completed | 33.33% | $152.25 | $148.21 | -2.66% | Signal |
| 2015-10-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2015-09-17 | 2015-10-02 | Completed | 33.33% | $152.25 | $139.08 | -8.65% | Signal |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-24 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-05-06 | 2015-08-25 | Completed | 33.33% | $158.72 | $149.67 | -5.70% | Stop |
| 2012-11-23 | 2015-08-25 | Completed | 33.33% | $92.11 | $149.67 | 62.49% | Stop |
| 2014-05-02 | 2015-08-24 | Completed | 33.33% | $127.15 | $143.69 | 13.00% | Stop |
| 2015-04-14 | 2015-05-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2014-07-29 | 2015-04-14 | Completed | 33.33% | $140.08 | $158.11 | 12.87% | Signal |
| 2014-05-02 | 2014-07-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2014-04-09 | 2014-05-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2014-04-25 | 2014-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-09-25 | 2014-04-25 | Completed | 33.33% | $90.92 | $127.17 | 39.88% | Signal |
| 2013-03-27 | 2014-04-09 | Completed | 33.33% | $114.10 | $124.50 | 9.12% | Stop |
| 2013-01-03 | 2013-03-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2012-12-04 | 2013-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2012-07-03 | 2012-12-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2012-10-10 | 2012-11-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2012-06-07 | 2012-10-10 | Completed | 33.33% | $74.68 | $92.76 | 24.20% | Signal |
| 2012-07-11 | 2012-09-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.12% | Interest Income |
| 2012-06-06 | 2012-07-11 | Completed | 33.33% | $71.90 | $72.55 | 0.90% | Signal |
| 2012-06-04 | 2012-07-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2012-06-04 | 2012-06-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2012-06-04 | 2012-06-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-05-14 | 2012-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.26% | Interest Income |
| 2012-01-04 | 2012-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2012-01-04 | 2012-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2012-02-28 | 2012-05-14 | Completed | 33.33% | $89.22 | $77.57 | -13.05% | Stop |
| 2012-01-04 | 2012-02-28 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.11% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-08-02 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-08-02 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-08-02 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-07-15 | 2011-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2011-05-27 | 2011-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-04-26 | 2011-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2011-06-07 | 2011-07-15 | Completed | 33.33% | $102.34 | $100.00 | -2.28% | Signal |
| 2011-05-13 | 2011-06-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2011-05-12 | 2011-05-27 | Completed | 33.33% | $110.89 | $103.76 | -6.43% | Signal |
| 2010-12-30 | 2011-05-13 | Completed | 33.33% | $127.41 | $108.16 | -15.11% | Stop |
| 2011-04-19 | 2011-05-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-10-11 | 2011-04-26 | Completed | 33.33% | $115.47 | $115.37 | -0.08% | Signal |
| 2010-05-11 | 2011-04-19 | Completed | 33.33% | $107.16 | $118.56 | 10.64% | Stop |
| 2010-11-02 | 2010-12-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-09-02 | 2010-11-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2010-09-02 | 2010-10-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2010-06-02 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-04-05 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-05-19 | 2010-06-02 | Completed | 33.33% | $103.81 | $107.13 | 3.19% | Signal |
| 2010-04-27 | 2010-05-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-04-19 | 2010-05-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2010-02-16 | 2010-04-27 | Completed | 33.33% | $116.61 | $113.07 | -3.03% | Stop |
| 2010-01-26 | 2010-04-19 | Completed | 33.33% | $116.31 | $117.09 | 0.67% | Stop |
| 2010-03-02 | 2010-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-02-02 | 2010-03-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-02-02 | 2010-02-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-01-22 | 2010-02-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2010-01-22 | 2010-02-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2009-10-02 | 2010-01-26 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2009-06-03 | 2010-01-22 | Completed | 33.33% | $106.10 | $119.15 | 12.31% | Stop |
| 2009-03-16 | 2010-01-22 | Completed | 33.33% | $74.82 | $119.15 | 59.26% | Stop |
| 2009-07-02 | 2009-10-01 | Interest (BIL) | 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 | 2009-06-03 | 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 |
| 2009-04-02 | 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 | 2009-03-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.14% | 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 |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-08-22 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2008-08-21 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-07-22 | 2008-08-22 | Completed | 33.33% | $131.70 | $118.30 | -10.18% | Stop |
| 2008-08-05 | 2008-08-21 | Completed | 33.33% | $132.27 | $115.19 | -12.91% | Stop |
| 2008-07-14 | 2008-08-05 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2008-06-03 | 2008-07-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2008-06-18 | 2008-07-14 | Completed | 33.33% | $130.37 | $123.92 | -4.95% | Stop |
| 2008-06-03 | 2008-06-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2008-05-27 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2008-03-03 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2007-11-09 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.02 | 1.89% | Interest Income |
| 2008-04-10 | 2008-05-27 | Completed | 33.33% | $128.10 | $126.76 | -1.05% | Stop |
| 2008-03-18 | 2008-04-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2008-03-07 | 2008-03-18 | Completed | 33.33% | $115.65 | $121.51 | 5.07% | Stop |
| 2008-02-13 | 2008-03-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2008-02-04 | 2008-03-03 | Completed | 33.33% | $153.10 | $124.70 | -18.55% | Stop |
| 2008-01-14 | 2008-02-13 | Completed | 33.33% | $147.19 | $132.80 | -9.77% | Stop |
| 2008-01-10 | 2008-02-04 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2007-12-19 | 2008-01-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2007-11-21 | 2008-01-10 | Completed | 33.33% | $156.92 | $139.23 | -11.27% | Stop |
| 2007-11-29 | 2007-12-19 | Completed | 33.33% | $166.20 | $149.03 | -10.33% | Stop |
| 2007-11-06 | 2007-11-29 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2007-08-28 | 2007-11-21 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.39% | Interest Income |
| 2007-08-20 | 2007-11-09 | Completed | 33.33% | $129.23 | $148.95 | 15.26% | Stop |
| 2007-08-16 | 2007-11-06 | Completed | 33.33% | $119.74 | $163.05 | 36.17% | Stop |
| 2007-08-20 | 2007-08-28 | Completed | 33.33% | $129.23 | $128.49 | -0.57% | Signal |
| 2007-07-27 | 2007-08-20 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2007-07-27 | 2007-08-20 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2007-07-25 | 2007-08-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2006-09-19 | 2007-07-27 | Completed | 33.33% | $118.90 | $142.92 | 20.21% | Stop |
| 2006-07-10 | 2007-07-27 | Completed | 33.33% | $108.55 | $142.92 | 31.66% | Stop |
| 2007-03-28 | 2007-07-25 | Completed | 33.33% | $152.34 | $146.42 | -3.89% | Stop |
| 2007-03-06 | 2007-03-28 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2006-06-13 | 2007-03-06 | Completed | 33.33% | $105.10 | $141.87 | 34.99% | Stop |
| 2006-08-10 | 2006-09-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2006-07-10 | 2006-08-10 | Completed | 33.33% | $108.55 | $109.00 | 0.41% | Signal |
| 2006-06-15 | 2006-07-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2006-06-15 | 2006-07-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2005-09-07 | 2006-06-15 | Completed | 33.33% | $82.84 | $102.11 | 23.26% | Stop |
| 2005-01-26 | 2006-06-15 | Completed | 33.33% | $74.24 | $102.11 | 37.54% | Stop |
| 2006-05-19 | 2006-06-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2005-06-08 | 2006-05-19 | Completed | 33.33% | $71.48 | $107.86 | 50.90% | Stop |
| 2005-06-07 | 2005-09-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2005-05-16 | 2005-06-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2004-11-08 | 2005-06-07 | Completed | 33.33% | $72.07 | $71.55 | -0.72% | Signal |
| 2004-06-01 | 2005-05-16 | Completed | 33.33% | $66.96 | $70.69 | 5.57% | Stop |
| 2004-09-08 | 2005-01-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2004-06-15 | 2004-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2004-07-13 | 2004-09-08 | Completed | 33.33% | $64.25 | $66.07 | 2.84% | Signal |
| 2004-06-18 | 2004-07-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2003-06-09 | 2004-06-18 | Completed | 33.33% | $62.36 | $63.53 | 1.88% | Stop |
| 2003-05-22 | 2004-06-15 | Completed | 33.33% | $53.21 | $65.80 | 23.66% | Signal |
| 2004-05-07 | 2004-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2003-11-17 | 2004-05-07 | Completed | 33.33% | $66.64 | $67.46 | 1.23% | Stop |
| 2001-12-05 | 2003-11-17 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.69% | Interest Income |
| 2002-07-10 | 2003-06-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.22% | Interest Income |
| 2003-03-07 | 2003-05-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2003-01-14 | 2003-03-07 | Completed | 33.33% | $52.02 | $45.24 | -13.03% | Signal |
| 2002-04-23 | 2003-01-14 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2002-07-08 | 2002-07-10 | Completed | 33.33% | $51.65 | $51.37 | -0.54% | Signal |
| 2002-06-13 | 2002-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-04-02 | 2002-06-13 | Completed | 33.33% | $61.33 | $50.69 | -17.34% | Stop |
| 2002-03-14 | 2002-04-23 | Completed | 33.33% | $61.54 | $58.88 | -4.33% | Signal |
| 2001-07-13 | 2002-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.56% | Interest Income |
| 2002-02-20 | 2002-03-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2001-12-20 | 2002-02-20 | Completed | 33.33% | $65.64 | $54.89 | -16.38% | Stop |
| 2001-07-13 | 2001-12-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.08% | Interest Income |
| 2001-09-21 | 2001-12-05 | Completed | 33.33% | $45.85 | $62.26 | 35.77% | Signal |
| 2001-08-23 | 2001-09-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2001-07-17 | 2001-08-23 | Completed | 33.33% | $57.72 | $53.88 | -6.66% | Stop |
| 2001-07-13 | 2001-07-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |