IEF iShares 7-10 Year Treasury Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for IEF (iShares 7-10 Year Treasury Bond ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -7.8% (compared to the benchmark's drawdown of -23.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.8%, compared to a Buy-and-Hold benchmark return of 3.3%. The strategy executed 52 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.
IEF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.15% | 4.29% | 1.63% | -0.99% | 2.42% | 0.79% | 3.80% | 3.31% |
| Sharpe Ratio | 1.06 | 0.88 | 0.52 | -0.13 | 0.62 | 0.12 | 0.74 | 0.48 |
| Max Drawdown | -2.45% | -4.07% | -5.74% | -21.40% | -6.60% | -23.92% | -7.75% | -23.92% |
| % Time Invested | 100.0% | 100.0% | 59.2% | 100.0% | 71.8% | 100.0% | 83.4% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.4 | 0.0 | 2.2 | 0.0 | 2.4 | 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 |
|---|---|---|---|---|---|---|---|
| Pending (2026-05-30) | — | Pending Buy | 33.33% | — | — | —% | Pending Next-Day Open |
| 2025-12-11 | Open | Open | 33.33% | $95.14 | $94.65 | -0.52% | Mark-to-Market |
| 2026-05-21 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2025-05-01 | 2026-05-21 | Completed | 33.33% | $92.29 | $93.47 | 1.28% | Signal |
| 2026-03-03 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2026-02-12 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2025-09-10 | 2026-02-12 | Completed | 33.33% | $94.64 | $95.49 | 0.90% | Signal |
| 2025-09-08 | 2025-12-11 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.34% | Interest Income |
| 2025-08-18 | 2025-09-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2025-04-29 | 2025-09-08 | Completed | 33.33% | $91.66 | $94.61 | 3.21% | Signal |
| 2025-04-23 | 2025-08-18 | Completed | 33.33% | $91.18 | $92.63 | 1.58% | Signal |
| 2025-03-03 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2025-01-08 | 2025-04-29 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.11% | Interest Income |
| 2024-12-16 | 2025-04-23 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.30% | Interest Income |
| 2024-08-05 | 2025-03-03 | Completed | 33.33% | $92.10 | $90.59 | -1.65% | Signal |
| 2024-08-05 | 2025-01-08 | Completed | 33.33% | $92.10 | $87.18 | -5.35% | Stop |
| 2024-08-05 | 2024-12-16 | Completed | 33.33% | $92.10 | $88.93 | -3.45% | Signal |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2024-05-01 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.50% | Interest Income |
| 2023-06-02 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.08 | 7.87% | Interest Income |
| 2023-06-02 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.08 | 7.87% | Interest Income |
| 2024-01-26 | 2024-05-01 | Completed | 33.33% | $87.21 | $84.82 | -2.75% | Signal |
| 2023-07-10 | 2024-01-26 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 3.71% | Interest Income |
| 2023-06-14 | 2023-07-10 | Completed | 33.33% | $87.10 | $85.54 | -1.79% | Signal |
| 2023-06-02 | 2023-06-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-05-22 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-02-21 | 2023-05-22 | Completed | 33.33% | $85.49 | $87.75 | 2.64% | Signal |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-02-21 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.95% | 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 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-02-11 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | 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 |
| 2021-11-08 | 2022-02-11 | Completed | 33.33% | $100.86 | $96.71 | -4.12% | Signal |
| 2021-11-23 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-11-02 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2021-07-30 | 2021-11-23 | Completed | 33.33% | $102.38 | $99.38 | -2.93% | Signal |
| 2021-11-02 | 2021-11-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-10-04 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2021-09-02 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2021-04-07 | 2021-10-04 | Completed | 33.33% | $98.69 | $100.69 | 2.03% | Signal |
| 2021-08-03 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-05-04 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2021-05-04 | 2021-07-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-04-05 | 2021-04-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-03-15 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-02-01 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2020-12-02 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-11-20 | 2021-03-15 | Completed | 33.33% | $84.77 | $98.96 | 16.74% | Stop |
| 2018-11-20 | 2021-02-01 | Completed | 33.33% | $84.77 | $102.91 | 21.39% | Signal |
| 2020-11-10 | 2020-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-03-02 | 2020-11-10 | Completed | 33.33% | $101.12 | $103.27 | 2.13% | Signal |
| 2020-01-09 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-20 | 2020-01-09 | Completed | 33.33% | $84.77 | $94.97 | 12.03% | Signal |
| 2018-11-02 | 2018-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-11-02 | 2018-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-11-02 | 2018-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-10-11 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-02-07 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.52% | Interest Income |
| 2017-07-10 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.70% | Interest Income |
| 2018-08-22 | 2018-10-11 | Completed | 33.33% | $85.61 | $83.67 | -2.27% | Signal |
| 2017-11-27 | 2018-08-22 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2017-08-23 | 2018-02-07 | Completed | 33.33% | $87.73 | $84.51 | -3.67% | Signal |
| 2017-05-10 | 2017-11-27 | Completed | 33.33% | $85.86 | $87.04 | 1.38% | Signal |
| 2017-05-02 | 2017-08-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2016-12-19 | 2017-07-10 | Completed | 33.33% | $83.74 | $86.12 | 2.84% | Signal |
| 2017-05-02 | 2017-05-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2017-04-04 | 2017-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2017-04-04 | 2017-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2016-12-30 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2016-11-14 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2016-12-19 | 2016-12-30 | Completed | 33.33% | $83.74 | $84.32 | 0.70% | Signal |
| 2016-11-25 | 2016-12-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2016-11-25 | 2016-12-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2015-12-09 | 2016-11-25 | Completed | 33.33% | $83.97 | $84.83 | 1.02% | Stop |
| 2014-11-03 | 2016-11-25 | Completed | 33.33% | $81.19 | $84.83 | 4.49% | Stop |
| 2015-10-01 | 2016-11-14 | Completed | 33.33% | $85.13 | $85.63 | 0.59% | Signal |
| 2015-11-03 | 2015-12-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2015-10-09 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2014-04-22 | 2015-10-09 | Completed | 33.33% | $77.80 | $84.68 | 8.84% | Signal |
| 2015-09-02 | 2015-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-07-02 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-06-24 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2013-12-12 | 2015-06-24 | Completed | 33.33% | $76.51 | $82.11 | 7.32% | Signal |
| 2014-10-02 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.20% | Interest Income |
| 2014-09-03 | 2014-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2014-05-02 | 2014-09-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2014-04-02 | 2014-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-04-02 | 2014-04-22 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-03-04 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-03-04 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-02-04 | 2014-03-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-02-04 | 2014-03-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-01-03 | 2014-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2014-01-03 | 2014-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2013-12-03 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2013-12-03 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2013-12-03 | 2013-12-12 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2013-11-07 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income |
| 2013-08-02 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2013-08-02 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2013-07-18 | 2013-11-07 | Completed | 33.33% | $77.47 | $77.56 | 0.13% | Signal |
| 2013-07-10 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2013-07-02 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2013-07-02 | 2013-07-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2013-05-09 | 2013-07-10 | Completed | 33.33% | $81.32 | $76.41 | -6.04% | Signal |
| 2013-06-25 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2013-05-20 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2011-01-07 | 2013-06-25 | Completed | 33.33% | $66.77 | $76.92 | 15.21% | Stop |
| 2011-08-01 | 2013-05-20 | Completed | 33.33% | $71.59 | $80.61 | 12.59% | Signal |
| 2013-02-22 | 2013-05-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2011-05-23 | 2013-02-22 | Completed | 33.33% | $69.44 | $79.74 | 14.83% | Signal |
| 2011-04-11 | 2011-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-04-04 | 2011-05-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-01-07 | 2011-04-11 | Completed | 33.33% | $66.77 | $66.39 | -0.58% | Signal |
| 2011-03-02 | 2011-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-01-14 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2011-01-07 | 2011-01-14 | Completed | 33.33% | $66.77 | $67.51 | 1.10% | Signal |
| 2011-01-04 | 2011-01-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-01-04 | 2011-01-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-01-04 | 2011-01-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-12-15 | 2011-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-12-15 | 2011-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-12-15 | 2011-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-04-28 | 2010-12-15 | Completed | 33.33% | $63.03 | $66.41 | 5.35% | Stop |
| 2009-11-16 | 2010-12-15 | Completed | 33.33% | $63.12 | $66.41 | 5.21% | Stop |
| 2009-06-17 | 2010-12-15 | Completed | 33.33% | $60.90 | $66.41 | 9.04% | Stop |
| 2010-04-05 | 2010-04-28 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-03-02 | 2010-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-03-01 | 2010-03-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2009-10-14 | 2010-03-01 | Completed | 33.33% | $62.80 | $63.13 | 0.53% | Signal |
| 2009-10-02 | 2009-11-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2009-10-02 | 2009-10-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-09-09 | 2009-10-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2009-07-02 | 2009-10-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-06-17 | 2009-09-09 | Completed | 33.33% | $60.90 | $62.01 | 1.82% | Signal |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-06-02 | 2009-06-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-06-02 | 2009-06-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-05-26 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2009-05-26 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2009-05-26 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2008-09-23 | 2009-05-26 | Completed | 33.33% | $58.63 | $61.98 | 5.72% | Stop |
| 2007-08-22 | 2009-05-26 | Completed | 33.33% | $52.31 | $61.98 | 18.50% | Stop |
| 2006-07-17 | 2009-05-26 | Completed | 33.33% | $48.28 | $61.98 | 28.38% | Stop |
| 2008-09-03 | 2008-09-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2008-07-01 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2007-08-22 | 2008-07-01 | Completed | 33.33% | $52.31 | $57.50 | 9.93% | Signal |
| 2007-06-18 | 2007-08-22 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2007-06-05 | 2007-08-22 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.44% | Interest Income |
| 2006-07-17 | 2007-06-18 | Completed | 33.33% | $48.28 | $50.05 | 3.67% | Signal |
| 2007-05-16 | 2007-06-05 | Completed | 33.33% | $51.39 | $50.66 | -1.43% | Signal |
| 2007-04-03 | 2007-05-16 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2007-03-13 | 2007-04-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2006-07-17 | 2007-03-13 | Completed | 33.33% | $48.28 | $51.63 | 6.94% | Signal |
| 2005-12-20 | 2006-07-17 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.60% | Interest Income |
| 2005-11-21 | 2006-07-17 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.91% | Interest Income |
| 2005-10-03 | 2006-07-17 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.46% | Interest Income |
| 2004-07-26 | 2005-12-20 | Completed | 33.33% | $46.41 | $48.86 | 5.28% | Signal |
| 2005-08-26 | 2005-11-21 | Completed | 33.33% | $49.29 | $48.64 | -1.33% | Signal |
| 2005-05-19 | 2005-10-03 | Completed | 33.33% | $49.27 | $48.90 | -0.75% | Signal |
| 2005-08-01 | 2005-08-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2004-11-02 | 2005-08-01 | Completed | 33.33% | $48.18 | $48.76 | 1.21% | Signal |
| 2005-02-22 | 2005-05-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2004-09-13 | 2005-02-22 | Completed | 33.33% | $47.72 | $48.06 | 0.70% | Signal |
| 2004-09-08 | 2004-11-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2004-07-22 | 2004-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2004-07-26 | 2004-09-08 | Completed | 33.33% | $46.41 | $47.32 | 1.97% | Signal |
| 2004-07-22 | 2004-07-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2004-07-22 | 2004-07-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |