GS
Goldman Sachs Group Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for GS (Goldman Sachs Group Inc) using the Excess Return MMA* 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 10.4%, compared to a Buy-and-Hold benchmark return of 12.3%. The strategy executed 106 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
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
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 | 47.38% | 50.57% | 11.70% | 26.12% | 16.23% | 23.31% | 10.40% | 12.33% |
| Sharpe Ratio | 1.32 | 1.34 | 0.48 | 0.82 | 0.71 | 0.70 | 0.54 | 0.34 |
| Max Drawdown | -15.26% | -19.42% | -32.75% | -32.84% | -32.75% | -48.75% | -32.75% | -78.84% |
| % Time Invested | 95.6% | 100.0% | 89.4% | 100.0% | 89.8% | 100.0% | 84.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 5.0 | 0.0 | 4.6 | 0.0 | 4.2 | 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 | ||||||||
| 2026-03-10 | 2026-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-10 | 2026-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-03 | 2026-03-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-06-30 | 2026-03-10 | Completed | 33.33% | $700.18 | $831.02 | 18.63% | Stop | |
| 2025-04-30 | 2026-03-10 | Completed | 33.33% | $522.58 | $831.02 | 58.94% | Stop | |
| 2025-04-30 | 2026-03-03 | Completed | 33.33% | $522.58 | $832.33 | 59.19% | Stop | |
| 2025-05-14 | 2025-06-30 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2025-04-30 | 2025-05-14 | Completed | 33.33% | $522.58 | $588.95 | 12.64% | 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 | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-01 | 2025-04-07 | Completed | 33.33% | $529.89 | $435.91 | -17.78% | Stop | |
| 2025-04-01 | 2025-04-07 | Completed | 33.33% | $529.89 | $435.91 | -17.78% | Stop | |
| 2025-03-27 | 2025-04-07 | Completed | 33.33% | $551.10 | $435.91 | -20.94% | 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 | |
| 2023-12-15 | 2025-03-10 | Completed | 33.33% | $360.28 | $528.96 | 46.75% | Stop | |
| 2023-12-15 | 2025-03-10 | Completed | 33.33% | $360.28 | $528.96 | 46.75% | Stop | |
| 2024-08-28 | 2025-03-05 | Completed | 33.33% | $486.40 | $567.77 | 16.67% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-12-15 | 2024-08-06 | Completed | 33.33% | $360.28 | $442.63 | 22.79% | Stop | |
| 2023-10-25 | 2023-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income | |
| 2023-10-04 | 2023-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.10% | Interest Income | |
| 2023-07-17 | 2023-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.32% | Interest Income | |
| 2023-09-08 | 2023-10-25 | Completed | 33.33% | $302.58 | $280.66 | -7.29% | Signal | |
| 2023-04-18 | 2023-10-04 | Completed | 33.33% | $303.43 | $286.53 | -5.62% | Stop | |
| 2023-04-26 | 2023-09-08 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.97% | Interest Income | |
| 2023-04-10 | 2023-07-17 | Completed | 33.33% | $298.25 | $303.78 | 1.80% | Signal | |
| 2023-04-10 | 2023-04-26 | Completed | 33.33% | $298.25 | $312.30 | 4.66% | Signal | |
| 2023-01-24 | 2023-04-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.10% | Interest Income | |
| 2023-03-16 | 2023-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2023-03-16 | 2023-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-11-01 | 2023-03-16 | Completed | 33.33% | $314.95 | $285.86 | -9.28% | Stop | |
| 2022-09-22 | 2023-03-16 | Completed | 33.33% | $294.13 | $285.86 | -2.86% | Stop | |
| 2022-10-18 | 2023-01-24 | Completed | 33.33% | $293.54 | $312.30 | 6.34% | Signal | |
| 2022-08-30 | 2022-11-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-07-08 | 2022-09-26 | Completed | 33.33% | $272.16 | $272.85 | 0.20% | Stop | |
| 2022-08-30 | 2022-09-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2022-08-16 | 2022-08-30 | Completed | 33.33% | $319.70 | $303.41 | -5.14% | Stop | |
| 2022-08-16 | 2022-08-30 | Completed | 33.33% | $319.70 | $303.41 | -5.14% | Stop | |
| 2022-04-20 | 2022-08-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2022-01-24 | 2022-08-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-05-03 | 2022-06-14 | Completed | 33.33% | $280.43 | $257.52 | -8.22% | Stop | |
| 2022-04-08 | 2022-05-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2022-02-15 | 2022-04-20 | Completed | 33.33% | $325.83 | $304.35 | -6.64% | Signal | |
| 2022-02-15 | 2022-04-08 | Completed | 33.33% | $325.83 | $282.28 | -13.41% | Stop | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-13 | 2022-01-24 | Completed | 33.33% | $352.64 | $301.87 | -14.44% | Stop | |
| 2020-10-27 | 2022-01-24 | Completed | 33.33% | $174.94 | $301.87 | 72.47% | Stop | |
| 2020-07-10 | 2022-01-24 | Completed | 33.33% | $171.17 | $301.87 | 76.27% | Stop | |
| 2021-12-21 | 2022-01-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-11-24 | 2021-12-21 | Completed | 33.33% | $202.14 | $336.87 | 66.57% | Stop | |
| 2020-11-02 | 2020-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-10-13 | 2020-11-02 | Completed | 33.33% | $187.20 | $167.94 | -10.33% | Stop | |
| 2020-06-12 | 2020-10-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-09-21 | 2020-10-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-07-15 | 2020-09-21 | Completed | 33.33% | $195.08 | $166.11 | -14.89% | Stop | |
| 2019-09-25 | 2020-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 2020-04-20 | 2020-07-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-24 | 2020-06-12 | Completed | 33.33% | $124.70 | $174.43 | 39.81% | Signal | |
| 2020-03-24 | 2020-04-20 | Completed | 33.33% | $124.70 | $155.27 | 24.45% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-09-04 | 2020-03-02 | Completed | 33.33% | $172.07 | $174.03 | 1.09% | Stop | |
| 2019-04-15 | 2020-03-02 | Completed | 33.33% | $172.44 | $174.03 | 0.87% | Stop | |
| 2019-09-13 | 2019-09-25 | Completed | 33.33% | $188.17 | $177.59 | -5.67% | Stop | |
| 2019-03-21 | 2019-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.07% | Interest Income | |
| 2019-03-21 | 2019-09-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2019-03-21 | 2019-04-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2019-03-19 | 2019-03-21 | Completed | 33.33% | $173.09 | $162.97 | -5.89% | Stop | |
| 2019-03-19 | 2019-03-21 | Completed | 33.33% | $173.09 | $162.97 | -5.89% | Stop | |
| 2019-03-19 | 2019-03-21 | Completed | 33.33% | $173.09 | $162.97 | -5.89% | Stop | |
| 2019-01-22 | 2019-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2018-08-22 | 2019-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.31% | Interest Income | |
| 2018-08-14 | 2019-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.36% | Interest Income | |
| 2019-01-04 | 2019-01-22 | Completed | 33.33% | $145.56 | $168.71 | 15.84% | Signal | |
| 2018-12-11 | 2019-01-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-16 | 2018-12-11 | Completed | 33.33% | $170.07 | $153.27 | -9.92% | Stop | |
| 2018-10-25 | 2018-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-05-18 | 2018-10-25 | Completed | 33.33% | $198.18 | $177.06 | -10.70% | Stop | |
| 2018-07-19 | 2018-08-22 | Completed | 33.33% | $193.04 | $198.71 | 2.88% | Signal | |
| 2018-07-31 | 2018-08-14 | Completed | 33.33% | $200.05 | $189.90 | -5.12% | Stop | |
| 2018-06-01 | 2018-07-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2018-06-26 | 2018-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2017-12-13 | 2018-06-26 | Completed | 33.33% | $213.99 | $185.25 | -13.47% | Stop | |
| 2017-09-27 | 2018-06-01 | Completed | 33.33% | $193.67 | $190.78 | -1.54% | Signal | |
| 2018-04-26 | 2018-05-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2017-05-11 | 2018-04-26 | Completed | 33.33% | $184.38 | $199.15 | 7.96% | Stop | |
| 2017-11-06 | 2017-12-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2016-07-15 | 2017-11-06 | Completed | 33.33% | $132.56 | $201.47 | 51.91% | Signal | |
| 2017-06-06 | 2017-09-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2016-07-12 | 2017-06-06 | Completed | 33.33% | $125.35 | $175.23 | 39.72% | Signal | |
| 2017-04-19 | 2017-05-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-07-15 | 2017-04-19 | Completed | 33.33% | $132.56 | $177.41 | 33.76% | Stop | |
| 2016-06-17 | 2016-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-12-29 | 2016-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-10-02 | 2016-07-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2016-03-08 | 2016-06-17 | Completed | 33.33% | $124.84 | $119.35 | -4.44% | Stop | |
| 2016-02-12 | 2016-03-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-02-01 | 2016-02-12 | Completed | 33.33% | $129.47 | $116.03 | -10.43% | Stop | |
| 2016-01-07 | 2016-02-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-16 | 2016-01-07 | Completed | 33.33% | $151.19 | $134.53 | -11.07% | Stop | |
| 2015-09-17 | 2015-12-29 | Completed | 33.33% | $151.59 | $147.56 | -2.70% | Signal | |
| 2015-09-17 | 2015-10-02 | Completed | 33.33% | $151.59 | $138.47 | -8.70% | 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 | |
| 2015-08-24 | 2015-09-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-05-06 | 2015-08-25 | Completed | 33.33% | $158.03 | $149.01 | -5.75% | Stop | |
| 2012-11-23 | 2015-08-25 | Completed | 33.33% | $91.71 | $149.01 | 62.41% | Stop | |
| 2014-05-02 | 2015-08-24 | Completed | 33.33% | $126.59 | $143.06 | 12.95% | Stop | |
| 2015-04-14 | 2015-05-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-07-29 | 2015-04-14 | Completed | 33.33% | $139.46 | $157.41 | 12.81% | Signal | |
| 2014-04-25 | 2014-07-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-04-09 | 2014-05-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-09-25 | 2014-04-25 | Completed | 33.33% | $90.52 | $126.61 | 39.81% | Signal | |
| 2013-03-27 | 2014-04-09 | Completed | 33.33% | $113.60 | $123.95 | 9.06% | Stop | |
| 2011-05-27 | 2013-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2012-10-10 | 2012-11-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-06-07 | 2012-10-10 | Completed | 33.33% | $74.36 | $92.35 | 24.14% | Signal | |
| 2012-07-11 | 2012-09-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-06-06 | 2012-07-11 | Completed | 33.33% | $71.59 | $72.23 | 0.85% | Signal | |
| 2011-07-15 | 2012-06-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2012-05-14 | 2012-06-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-02-28 | 2012-05-14 | Completed | 33.33% | $88.83 | $77.23 | -13.10% | Stop | |
| 2011-04-26 | 2012-02-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2011-06-07 | 2011-07-15 | Completed | 33.33% | $101.89 | $99.56 | -2.33% | Signal | |
| 2011-05-13 | 2011-06-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-05-12 | 2011-05-27 | Completed | 33.33% | $110.41 | $103.31 | -6.48% | Signal | |
| 2010-12-30 | 2011-05-13 | Completed | 33.33% | $126.85 | $107.68 | -15.15% | Stop | |
| 2011-04-19 | 2011-05-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-10-11 | 2011-04-26 | Completed | 33.33% | $114.96 | $114.87 | -0.13% | Signal | |
| 2010-05-11 | 2011-04-19 | Completed | 33.33% | $106.69 | $118.04 | 10.59% | Stop | |
| 2010-06-02 | 2010-12-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2010-01-22 | 2010-10-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2010-05-19 | 2010-06-02 | Completed | 33.33% | $103.36 | $106.66 | 3.14% | Signal | |
| 2010-04-27 | 2010-05-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-04-19 | 2010-05-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-02-16 | 2010-04-27 | Completed | 33.33% | $116.10 | $112.57 | -3.08% | Stop | |
| 2010-01-26 | 2010-04-19 | Completed | 33.33% | $115.80 | $116.58 | 0.62% | Stop | |
| 2010-01-22 | 2010-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-08-21 | 2010-01-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2009-06-03 | 2010-01-22 | Completed | 33.33% | $105.63 | $118.63 | 12.25% | Stop | |
| 2009-03-16 | 2010-01-22 | Completed | 33.33% | $74.49 | $118.63 | 59.18% | Stop | |
| 2007-11-09 | 2009-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.91% | Interest Income | |
| 2008-08-22 | 2009-03-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2008-07-22 | 2008-08-22 | Completed | 33.33% | $131.12 | $117.78 | -10.22% | Stop | |
| 2008-08-05 | 2008-08-21 | Completed | 33.33% | $131.69 | $114.69 | -12.96% | Stop | |
| 2008-07-14 | 2008-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-03-03 | 2008-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2008-06-18 | 2008-07-14 | Completed | 33.33% | $129.80 | $123.38 | -4.99% | Stop | |
| 2008-05-27 | 2008-06-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2008-04-10 | 2008-05-27 | Completed | 33.33% | $127.53 | $126.20 | -1.10% | Stop | |
| 2008-03-18 | 2008-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2008-03-07 | 2008-03-18 | Completed | 33.33% | $115.14 | $120.98 | 5.02% | Stop | |
| 2008-02-13 | 2008-03-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2008-02-04 | 2008-03-03 | Completed | 33.33% | $152.43 | $124.15 | -18.59% | Stop | |
| 2008-01-14 | 2008-02-13 | Completed | 33.33% | $146.54 | $132.22 | -9.82% | Stop | |
| 2008-01-10 | 2008-02-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2007-12-19 | 2008-01-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2007-11-21 | 2008-01-10 | Completed | 33.33% | $156.24 | $138.62 | -11.32% | Stop | |
| 2007-11-29 | 2007-12-19 | Completed | 33.33% | $165.47 | $148.38 | -10.37% | Stop | |
| 2007-11-06 | 2007-11-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2007-08-28 | 2007-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.91% | Interest Income | |
| 2007-08-20 | 2007-11-09 | Completed | 33.33% | $128.66 | $148.30 | 15.21% | Stop | |
| 2007-08-16 | 2007-11-06 | Completed | 33.33% | $119.22 | $162.33 | 36.10% | Stop | |
| 2007-08-20 | 2007-08-28 | Completed | 33.33% | $128.66 | $127.92 | -0.62% | Signal | |
| 2007-07-27 | 2007-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2007-07-27 | 2007-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2007-07-25 | 2007-08-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2006-09-19 | 2007-07-27 | Completed | 33.33% | $118.37 | $142.29 | 20.15% | Stop | |
| 2006-07-10 | 2007-07-27 | Completed | 33.33% | $108.07 | $142.29 | 31.60% | Stop | |
| 2007-03-28 | 2007-07-25 | Completed | 33.33% | $151.68 | $145.78 | -3.93% | Stop | |
| 2007-03-06 | 2007-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2006-06-13 | 2007-03-06 | Completed | 33.33% | $104.64 | $141.25 | 34.93% | 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% | $108.07 | $108.52 | 0.36% | 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% | $82.48 | $101.67 | 23.20% | Stop | |
| 2005-01-26 | 2006-06-15 | Completed | 33.33% | $73.92 | $101.67 | 37.47% | 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% | $71.17 | $107.39 | 50.82% | 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% | $71.75 | $71.24 | -0.77% | Signal | |
| 2004-06-01 | 2005-05-16 | Completed | 33.33% | $66.66 | $70.38 | 5.51% | 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% | $63.96 | $65.78 | 2.79% | 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% | $62.08 | $63.25 | 1.83% | Stop | |
| 2003-05-22 | 2004-06-15 | Completed | 33.33% | $52.98 | $65.51 | 23.60% | 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% | $66.34 | $67.16 | 1.18% | 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% | $51.79 | $45.04 | -13.08% | 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% | $51.42 | $51.15 | -0.59% | 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% | $61.06 | $50.47 | -17.38% | Stop | |
| 2002-03-14 | 2002-04-23 | Completed | 33.33% | $61.27 | $58.62 | -4.38% | 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% | $65.35 | $54.65 | -16.42% | 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% | $45.65 | $61.98 | 35.70% | 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% | $57.47 | $53.64 | -6.71% | Stop | |
| 2001-07-13 | 2001-07-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |