IWD iShares Russell 1000 Value ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for IWD (iShares Russell 1000 Value ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -18.2% (compared to the benchmark's drawdown of -60.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.1%, compared to a Buy-and-Hold benchmark return of 8.7%. 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.
IWD Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 24.40% | 28.49% | 5.85% | 10.16% | 9.63% | 11.19% | 9.06% | 8.65% |
| Sharpe Ratio | 2.22 | 2.34 | 0.54 | 0.66 | 0.82 | 0.61 | 0.78 | 0.43 |
| Max Drawdown | -6.79% | -6.79% | -12.25% | -19.04% | -14.88% | -38.51% | -18.25% | -60.10% |
| % Time Invested | 100.0% | 100.0% | 91.5% | 100.0% | 94.8% | 100.0% | 90.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.0 | 0.0 | 2.3 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-09-30 | Open | Open | 33.33% | $201.19 | $237.96 | 18.28% | Mark-to-Market |
| 2025-07-18 | Open | Open | 33.33% | $194.11 | $237.96 | 22.59% | Mark-to-Market |
| 2025-05-01 | Open | Open | 33.33% | $178.98 | $237.96 | 32.95% | Mark-to-Market |
| 2025-06-05 | 2025-09-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.76% | Interest Income |
| 2025-06-03 | 2025-07-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2025-04-30 | 2025-06-05 | Completed | 33.33% | $177.75 | $186.34 | 4.83% | Signal |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-03-07 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2024-03-20 | 2025-04-08 | Completed | 33.33% | $167.84 | $171.20 | 2.00% | Stop |
| 2023-12-26 | 2025-04-07 | Completed | 33.33% | $158.05 | $163.17 | 3.24% | Stop |
| 2024-01-18 | 2025-03-07 | Completed | 33.33% | $155.49 | $183.88 | 18.26% | Signal |
| 2023-10-30 | 2024-03-20 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.77% | Interest Income |
| 2023-10-27 | 2024-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2023-10-09 | 2023-12-26 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2023-04-04 | 2023-10-30 | Completed | 33.33% | $144.81 | $137.93 | -4.75% | Stop |
| 2023-07-27 | 2023-10-27 | Completed | 33.33% | $155.58 | $139.01 | -10.65% | Signal |
| 2023-04-04 | 2023-10-09 | Completed | 33.33% | $144.81 | $142.47 | -1.61% | Signal |
| 2023-06-02 | 2023-07-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2023-04-27 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2023-01-04 | 2023-04-27 | Completed | 33.33% | $143.18 | $143.10 | -0.06% | Signal |
| 2022-12-05 | 2023-04-04 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-04-04 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-01-04 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2022-11-07 | 2022-12-05 | Completed | 33.33% | $139.43 | $147.43 | 5.74% | Signal |
| 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 |
| 2022-10-14 | 2022-11-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-07-13 | 2022-10-14 | Completed | 33.33% | $133.42 | $132.15 | -0.95% | Stop |
| 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 |
| 2022-06-14 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2022-04-12 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2022-06-17 | 2022-07-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2021-02-10 | 2022-06-17 | Completed | 33.33% | $130.44 | $131.34 | 0.69% | Stop |
| 2020-10-28 | 2022-06-14 | Completed | 33.33% | $105.37 | $135.67 | 28.75% | Stop |
| 2020-07-10 | 2022-04-12 | Completed | 33.33% | $99.51 | $153.14 | 53.90% | Signal |
| 2020-12-02 | 2021-02-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2020-11-13 | 2020-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-04-01 | 2020-11-13 | Completed | 33.33% | $85.08 | $115.53 | 35.80% | Signal |
| 2020-06-02 | 2020-10-28 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.11% | Interest Income |
| 2020-06-02 | 2020-07-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2020-05-04 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-03-27 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-03-24 | 2020-05-04 | Completed | 33.33% | $79.72 | $94.30 | 18.29% | Signal |
| 2020-03-10 | 2020-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-03-24 | 2020-03-27 | Completed | 33.33% | $79.72 | $87.11 | 9.27% | 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 |
| 2019-01-17 | 2020-03-10 | Completed | 33.33% | $99.26 | $100.37 | 1.12% | 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 |
| 2019-06-24 | 2020-03-02 | Completed | 33.33% | $110.47 | $107.07 | -3.08% | Stop |
| 2019-03-29 | 2020-03-02 | Completed | 33.33% | $106.71 | $107.07 | 0.34% | Stop |
| 2019-03-04 | 2019-06-24 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2019-03-04 | 2019-03-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2019-01-22 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2018-12-06 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2019-01-15 | 2019-01-22 | Completed | 33.33% | $98.43 | $101.12 | 2.73% | Signal |
| 2018-12-24 | 2019-01-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-12-20 | 2019-01-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2016-10-05 | 2018-12-24 | Completed | 33.33% | $85.56 | $92.06 | 7.59% | Stop |
| 2016-06-30 | 2018-12-20 | Completed | 33.33% | $82.11 | $94.99 | 15.68% | Stop |
| 2018-07-30 | 2018-12-06 | Completed | 33.33% | $105.76 | $101.90 | -3.65% | Signal |
| 2018-04-27 | 2018-07-30 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2016-04-27 | 2018-04-27 | Completed | 33.33% | $81.97 | $102.28 | 24.77% | Signal |
| 2016-10-04 | 2016-10-05 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-04-07 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income |
| 2016-04-04 | 2016-06-30 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2016-04-04 | 2016-04-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-02-12 | 2016-04-07 | Completed | 33.33% | $70.71 | $78.89 | 11.58% | Signal |
| 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 |
| 2016-02-02 | 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 |
| 2016-02-02 | 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 |
| 2016-01-21 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-10-08 | 2016-01-21 | Completed | 33.33% | $77.52 | $70.77 | -8.70% | Stop |
| 2011-08-31 | 2016-01-21 | Completed | 33.33% | $44.54 | $70.77 | 58.90% | Stop |
| 2015-10-01 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2015-09-02 | 2015-10-08 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-09-17 | 2015-10-01 | Completed | 33.33% | $76.77 | $74.41 | -3.07% | Signal |
| 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 |
| 2015-08-21 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2012-03-16 | 2015-08-25 | Completed | 33.33% | $51.68 | $74.19 | 43.56% | Stop |
| 2012-08-27 | 2015-08-21 | Completed | 33.33% | $52.31 | $78.15 | 49.39% | Signal |
| 2012-07-03 | 2012-08-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2011-12-27 | 2012-07-03 | Completed | 33.33% | $46.74 | $50.56 | 8.18% | Signal |
| 2012-01-04 | 2012-03-16 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.79% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2011-12-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2011-10-11 | 2011-12-01 | Interest (BIL) | 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 |
| 2011-08-29 | 2011-10-11 | Completed | 33.33% | $43.40 | $43.11 | -0.66% | Signal |
| 2011-08-09 | 2011-08-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-05 | 2011-08-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2011-08-09 | Completed | 33.33% | $39.95 | $41.27 | 3.30% | Stop |
| 2010-11-30 | 2011-08-05 | Completed | 33.33% | $42.82 | $44.40 | 3.67% | Stop |
| 2010-10-13 | 2011-08-02 | Completed | 33.33% | $43.31 | $46.92 | 8.32% | Signal |
| 2010-11-02 | 2010-11-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-10-18 | 2010-11-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-06-01 | 2010-10-18 | Completed | 33.33% | $39.95 | $42.97 | 7.56% | Signal |
| 2010-09-02 | 2010-10-13 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-07-21 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2010-07-21 | Completed | 33.33% | $39.95 | $40.18 | 0.58% | 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 |
| 2010-03-29 | 2010-05-07 | Completed | 33.33% | $43.02 | $41.48 | -3.58% | Stop |
| 2009-08-25 | 2010-05-07 | Completed | 33.33% | $37.54 | $41.48 | 10.50% | Stop |
| 2009-06-02 | 2010-05-07 | Completed | 33.33% | $33.56 | $41.48 | 23.62% | Stop |
| 2010-03-02 | 2010-03-29 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2010-02-02 | 2010-03-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2009-10-02 | 2010-02-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2009-07-02 | 2009-10-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-07-02 | 2009-08-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | 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 | 2009-06-02 | 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 | 2009-06-01 | 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 |
| 2009-04-02 | 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 |
| 2008-07-11 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2008-06-18 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-06-17 | 2008-07-11 | Completed | 33.33% | $49.29 | $44.24 | -10.26% | Signal |
| 2008-02-12 | 2008-06-18 | Completed | 33.33% | $49.64 | $48.38 | -2.53% | Signal |
| 2008-06-03 | 2008-06-17 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2007-11-26 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.02 | 1.61% | Interest Income |
| 2007-09-05 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.03 | 2.90% | Interest Income |
| 2008-01-18 | 2008-02-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2003-03-24 | 2008-01-18 | Completed | 33.33% | $26.40 | $48.82 | 84.90% | Stop |
| 2003-03-24 | 2007-11-26 | Completed | 33.33% | $26.40 | $52.27 | 97.98% | Signal |
| 2006-09-13 | 2007-09-05 | Completed | 33.33% | $48.60 | $54.92 | 13.01% | Signal |
| 2006-07-24 | 2006-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2006-01-10 | 2006-07-24 | Completed | 33.33% | $45.10 | $46.51 | 3.11% | Signal |
| 2005-11-14 | 2006-01-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2005-07-15 | 2005-11-14 | Completed | 33.33% | $42.78 | $43.08 | 0.70% | Signal |
| 2005-06-06 | 2005-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2004-08-26 | 2005-06-06 | Completed | 33.33% | $36.42 | $41.50 | 13.96% | Signal |
| 2004-06-14 | 2004-08-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2003-05-27 | 2004-06-14 | Completed | 33.33% | $28.81 | $36.11 | 25.34% | Signal |
| 2003-04-02 | 2003-05-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2003-03-11 | 2003-04-02 | Completed | 33.33% | $24.79 | $26.61 | 7.35% | Signal |
| 2002-08-08 | 2003-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2002-05-24 | 2003-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2003-02-14 | 2003-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2003-01-06 | 2003-02-14 | Completed | 33.33% | $27.87 | $25.12 | -9.86% | Stop |
| 2002-07-01 | 2003-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2002-08-05 | 2002-08-08 | Completed | 33.33% | $26.21 | $26.50 | 1.11% | Signal |
| 2002-07-12 | 2002-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-05-29 | 2002-07-12 | Completed | 33.33% | $32.47 | $28.61 | -11.91% | Stop |
| 2002-05-29 | 2002-07-01 | Completed | 33.33% | $32.47 | $30.48 | -6.13% | Signal |
| 2002-05-24 | 2002-05-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2002-05-24 | 2002-05-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |