IWB iShares Russell 1000 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for IWB (iShares Russell 1000 ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -19.6% (compared to the benchmark's drawdown of -55.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.7%, compared to a Buy-and-Hold benchmark return of 10.4%. The strategy executed 54 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.
IWB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 22.40% | 28.70% | 9.45% | 13.21% | 14.14% | 15.24% | 10.70% | 10.40% |
| Sharpe Ratio | 1.83 | 2.13 | 0.77 | 0.73 | 1.06 | 0.78 | 0.87 | 0.52 |
| Max Drawdown | -8.86% | -8.86% | -18.18% | -25.20% | -18.18% | -34.60% | -19.60% | -55.38% |
| % Time Invested | 100.0% | 100.0% | 91.6% | 100.0% | 94.9% | 100.0% | 89.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 2.1 | 0.0 | 2.2 | 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 / 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 |
|---|---|---|---|---|---|---|---|
| 2026-05-15 | Open | Open | 33.33% | $404.32 | $412.91 | 2.12% | Mark-to-Market |
| 2025-09-11 | Open | Open | 33.33% | $357.07 | $412.91 | 15.64% | Mark-to-Market |
| 2025-04-30 | Open | Open | 33.33% | $297.52 | $412.91 | 38.78% | Mark-to-Market |
| 2026-05-04 | 2026-05-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2026-04-07 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-05-01 | 2026-04-07 | Completed | 33.33% | $304.44 | $360.44 | 18.40% | Signal |
| 2025-07-17 | 2025-09-11 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2025-04-30 | 2025-07-17 | Completed | 33.33% | $297.52 | $340.32 | 14.38% | Signal |
| 2025-03-28 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | 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 |
| 2023-11-08 | 2025-04-07 | Completed | 33.33% | $233.00 | $265.34 | 13.88% | Stop |
| 2023-04-20 | 2025-04-07 | Completed | 33.33% | $217.81 | $265.34 | 21.82% | Stop |
| 2024-01-04 | 2025-03-28 | Completed | 33.33% | $251.37 | $307.18 | 22.20% | Signal |
| 2023-11-03 | 2024-01-04 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2023-06-02 | 2023-11-08 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.75% | Interest Income |
| 2023-01-30 | 2023-11-03 | Completed | 33.33% | $213.64 | $230.71 | 7.99% | Signal |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-04 | 2023-04-20 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 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 | 2023-01-30 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.40% | Interest Income |
| 2022-11-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.26% | 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 |
| 2022-10-24 | 2022-11-04 | Completed | 33.33% | $198.16 | $198.81 | 0.33% | Signal |
| 2022-10-04 | 2022-10-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2022-09-30 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | 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 |
| 2022-06-02 | 2022-09-30 | Completed | 33.33% | $214.20 | $191.02 | -10.82% | Stop |
| 2022-05-10 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-05-10 | 2022-06-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-03-21 | 2022-05-10 | Completed | 33.33% | $233.94 | $211.33 | -9.66% | Stop |
| 2020-04-01 | 2022-05-10 | Completed | 33.33% | $126.18 | $211.33 | 67.48% | Stop |
| 2022-03-02 | 2022-03-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-02-25 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2022-02-25 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-10-01 | 2022-02-25 | Completed | 33.33% | $175.70 | $225.52 | 28.36% | Stop |
| 2020-06-25 | 2022-02-25 | Completed | 33.33% | $156.48 | $225.52 | 44.12% | Stop |
| 2020-09-09 | 2020-10-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-08-31 | 2020-09-09 | Completed | 33.33% | $181.45 | $174.32 | -3.93% | Stop |
| 2020-06-24 | 2020-08-31 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2020-06-02 | 2020-06-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2020-03-24 | 2020-06-24 | Completed | 33.33% | $119.42 | $159.89 | 33.88% | Signal |
| 2020-04-08 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2020-03-24 | 2020-04-08 | Completed | 33.33% | $119.42 | $136.18 | 14.03% | Signal |
| 2020-03-10 | 2020-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 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 |
| 2019-01-16 | 2020-03-10 | Completed | 33.33% | $130.77 | $144.92 | 10.83% | Stop |
| 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 |
| 2019-06-19 | 2020-03-02 | Completed | 33.33% | $147.49 | $152.39 | 3.32% | Stop |
| 2019-03-28 | 2020-03-02 | Completed | 33.33% | $141.40 | $152.39 | 7.78% | Stop |
| 2019-03-04 | 2019-06-19 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2019-03-04 | 2019-03-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2019-02-07 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2019-01-11 | 2019-02-07 | Completed | 33.33% | $129.33 | $136.22 | 5.33% | Signal |
| 2018-12-21 | 2019-01-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-12-18 | 2019-01-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2015-09-17 | 2018-12-21 | Completed | 33.33% | $94.61 | $123.33 | 30.36% | Stop |
| 2016-07-06 | 2018-12-18 | Completed | 33.33% | $99.48 | $127.85 | 28.52% | Stop |
| 2018-11-30 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-07-10 | 2018-11-30 | Completed | 33.33% | $138.98 | $136.48 | -1.80% | Signal |
| 2018-05-21 | 2018-07-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2016-04-29 | 2018-05-21 | Completed | 33.33% | $98.64 | $135.35 | 37.22% | Signal |
| 2016-04-04 | 2016-07-06 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2016-04-04 | 2016-04-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 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 |
| 2016-02-17 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-12 | 2016-02-17 | Completed | 33.33% | $87.10 | $90.09 | 3.43% | Signal |
| 2016-02-02 | 2016-02-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-01-21 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-11-06 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2015-12-21 | 2016-01-21 | Completed | 33.33% | $95.53 | $88.01 | -7.87% | Stop |
| 2015-11-03 | 2015-12-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2015-09-17 | 2015-11-06 | Completed | 33.33% | $94.61 | $98.95 | 4.59% | Signal |
| 2015-09-02 | 2015-11-02 | 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 | 2015-09-17 | Interest (SHV) | 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 |
| 2015-08-25 | 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 |
| 2012-08-31 | 2015-08-25 | Completed | 33.33% | $62.27 | $92.33 | 48.27% | Stop |
| 2012-03-12 | 2015-08-25 | Completed | 33.33% | $60.37 | $92.33 | 52.94% | Stop |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $53.15 | $92.33 | 73.73% | Stop |
| 2012-07-10 | 2012-08-31 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2011-12-23 | 2012-07-10 | Completed | 33.33% | $54.97 | $59.98 | 9.12% | Signal |
| 2012-01-04 | 2012-03-12 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.81% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2011-12-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-10-17 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-08-05 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-08-30 | 2011-10-17 | Completed | 33.33% | $52.43 | $53.10 | 1.27% | Signal |
| 2011-08-09 | 2011-08-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-08 | 2011-08-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2011-08-09 | Completed | 33.33% | $45.86 | $49.30 | 7.49% | Stop |
| 2010-11-23 | 2011-08-08 | Completed | 33.33% | $50.93 | $50.65 | -0.55% | Stop |
| 2010-10-11 | 2011-08-05 | Completed | 33.33% | $49.83 | $52.85 | 6.05% | Signal |
| 2010-11-02 | 2010-11-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-10-14 | 2010-11-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-06-01 | 2010-10-14 | Completed | 33.33% | $45.86 | $50.28 | 9.63% | Signal |
| 2010-09-02 | 2010-10-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2010-07-19 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-06-01 | 2010-07-19 | Completed | 33.33% | $45.86 | $45.34 | -1.14% | Signal |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $39.26 | $47.54 | 21.12% | Stop |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $39.26 | $47.54 | 21.12% | Stop |
| 2009-05-27 | 2010-05-07 | Completed | 33.33% | $37.53 | $47.54 | 26.68% | Stop |
| 2009-07-02 | 2009-07-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-07-02 | 2009-07-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 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 |
| 2009-05-04 | 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 |
| 2009-05-04 | 2009-05-27 | Interest (BIL) | 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 |
| 2009-04-02 | 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 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | 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 |
| 2008-08-01 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2008-07-28 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-06-12 | 2008-08-01 | Completed | 33.33% | $54.36 | $51.26 | -5.70% | Signal |
| 2008-02-14 | 2008-07-28 | Completed | 33.33% | $54.56 | $50.68 | -7.11% | Signal |
| 2008-06-03 | 2008-06-12 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2008-01-08 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.27% | Interest Income |
| 2008-01-04 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2008-01-23 | 2008-02-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2003-12-26 | 2008-01-23 | Completed | 33.33% | $40.00 | $50.59 | 26.48% | Stop |
| 2006-11-24 | 2008-01-08 | Completed | 33.33% | $54.46 | $56.38 | 3.53% | Signal |
| 2007-12-03 | 2008-01-04 | Completed | 33.33% | $58.83 | $57.04 | -3.04% | Signal |
| 2007-09-14 | 2007-12-03 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2006-10-05 | 2007-09-14 | Completed | 33.33% | $52.15 | $58.11 | 11.44% | Signal |
| 2006-10-03 | 2006-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2006-06-23 | 2006-10-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2004-12-22 | 2006-10-03 | Completed | 33.33% | $44.83 | $51.40 | 14.64% | Signal |
| 2006-01-04 | 2006-06-23 | Completed | 33.33% | $48.66 | $48.16 | -1.02% | Signal |
| 2005-12-09 | 2006-01-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2005-12-07 | 2005-12-09 | Completed | 33.33% | $48.42 | $48.30 | -0.25% | Signal |
| 2005-11-14 | 2005-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2005-07-15 | 2005-11-14 | Completed | 33.33% | $46.51 | $47.25 | 1.60% | Signal |
| 2005-05-10 | 2005-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2004-11-04 | 2005-05-10 | Completed | 33.33% | $42.26 | $44.17 | 4.51% | Signal |
| 2004-10-20 | 2004-12-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2004-06-08 | 2004-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2003-06-09 | 2004-10-20 | Completed | 33.33% | $35.30 | $40.71 | 15.35% | Signal |
| 2003-05-20 | 2004-06-08 | Completed | 33.33% | $33.13 | $41.80 | 26.16% | Signal |
| 2002-05-17 | 2003-12-26 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.99% | Interest Income |
| 2002-05-17 | 2003-06-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.46% | Interest Income |
| 2003-03-20 | 2003-05-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2003-03-11 | 2003-03-20 | Completed | 33.33% | $28.93 | $30.78 | 6.39% | Signal |
| 2003-02-14 | 2003-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2003-01-02 | 2003-02-14 | Completed | 33.33% | $31.42 | $29.15 | -7.24% | Stop |
| 2002-05-17 | 2003-01-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.97% | Interest Income |