IWM iShares Russell 2000 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for IWM (iShares Russell 2000 ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -27.0% (compared to the benchmark's drawdown of -58.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.9%, compared to a Buy-and-Hold benchmark return of 9.1%. The strategy executed 73 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.
IWM Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 31.14% | 42.46% | 1.88% | 6.26% | 6.71% | 11.13% | 6.86% | 9.11% |
| Sharpe Ratio | 1.58 | 1.86 | 0.13 | 0.27 | 0.46 | 0.46 | 0.47 | 0.37 |
| Max Drawdown | -11.03% | -11.03% | -27.02% | -31.91% | -27.02% | -41.13% | -27.02% | -58.64% |
| % Time Invested | 100.0% | 100.0% | 80.4% | 100.0% | 86.5% | 100.0% | 87.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 3.6 | 0.0 | 3.3 | 0.0 | 3.0 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-10-07 | Open | Open | 33.33% | $246.10 | $290.43 | 18.02% | Mark-to-Market |
| 2025-07-18 | Open | Open | 33.33% | $223.50 | $290.43 | 29.94% | Mark-to-Market |
| 2025-04-01 | Open | Open | 33.33% | $196.87 | $290.43 | 47.52% | Mark-to-Market |
| 2025-06-03 | 2025-10-07 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.96% | Interest Income |
| 2025-06-03 | 2025-07-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2025-05-13 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-04-30 | 2025-05-13 | Completed | 33.33% | $191.08 | $206.70 | 8.18% | Signal |
| 2025-03-04 | 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 |
| 2025-03-26 | 2025-04-07 | Completed | 33.33% | $205.74 | $172.46 | -16.18% | Stop |
| 2025-03-10 | 2025-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2025-03-04 | 2025-03-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2024-04-19 | 2025-03-10 | Completed | 33.33% | $187.74 | $200.82 | 6.97% | Stop |
| 2024-07-31 | 2025-03-04 | Completed | 33.33% | $219.43 | $203.28 | -7.36% | Stop |
| 2024-03-12 | 2025-03-04 | Completed | 33.33% | $200.15 | $203.28 | 1.56% | Stop |
| 2024-07-09 | 2024-07-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2024-01-18 | 2024-07-09 | Completed | 33.33% | $186.07 | $198.05 | 6.44% | Signal |
| 2023-06-02 | 2024-04-19 | Interest (FLOT) | 33.33% | $1.00 | $1.06 | 6.10% | Interest Income |
| 2023-06-02 | 2024-03-12 | Interest (FLOT) | 33.33% | $1.00 | $1.05 | 5.26% | Interest Income |
| 2023-10-04 | 2024-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.79% | Interest Income |
| 2023-07-27 | 2023-10-04 | Completed | 33.33% | $191.22 | $166.24 | -13.06% | Stop |
| 2023-06-02 | 2023-07-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2023-05-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2023-05-02 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-14 | 2023-05-04 | Completed | 33.33% | $172.07 | $165.30 | -3.93% | Signal |
| 2023-04-05 | 2023-05-02 | Completed | 33.33% | $168.13 | $168.27 | 0.09% | Signal |
| 2023-04-04 | 2023-04-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2023-04-04 | 2023-04-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2023-03-14 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.23% | 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 |
| 2023-01-27 | 2023-03-14 | Completed | 33.33% | $180.71 | $171.69 | -4.99% | Stop |
| 2022-12-02 | 2023-01-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2022-11-14 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-11-10 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-11-10 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-09-29 | 2022-11-14 | Completed | 33.33% | $160.55 | $177.78 | 10.73% | Signal |
| 2022-11-01 | 2022-11-10 | Completed | 33.33% | $177.26 | $174.01 | -1.83% | Stop |
| 2022-11-01 | 2022-11-10 | Completed | 33.33% | $177.26 | $174.01 | -1.83% | Stop |
| 2022-10-04 | 2022-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-10-04 | 2022-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-09-12 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.30% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-09-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2022-06-02 | 2022-09-12 | Completed | 33.33% | $175.26 | $179.54 | 2.44% | Signal |
| 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 |
| 2022-05-10 | 2022-06-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-02-14 | 2022-05-10 | Completed | 33.33% | $191.07 | $168.60 | -11.76% | Stop |
| 2022-01-31 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-01-28 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-01-21 | 2022-02-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2022-01-12 | 2022-01-31 | Completed | 33.33% | $207.07 | $184.21 | -11.04% | Stop |
| 2022-01-12 | 2022-01-28 | Completed | 33.33% | $207.07 | $181.66 | -12.27% | Signal |
| 2021-01-26 | 2022-01-21 | Completed | 33.33% | $203.04 | $189.30 | -6.77% | Stop |
| 2022-01-04 | 2022-01-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2022-01-04 | 2022-01-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2021-12-20 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-12-20 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-11-03 | 2021-12-20 | Completed | 33.33% | $221.21 | $200.98 | -9.15% | Stop |
| 2020-10-02 | 2021-12-20 | Completed | 33.33% | $139.82 | $200.98 | 43.74% | Stop |
| 2021-11-02 | 2021-11-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-09-21 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-06-30 | 2021-09-21 | Completed | 33.33% | $131.14 | $206.06 | 57.13% | Signal |
| 2020-12-02 | 2021-01-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2020-11-03 | 2020-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-06-02 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2020-06-02 | 2020-10-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income |
| 2020-06-02 | 2020-06-30 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2020-04-21 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-03-31 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-03 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-03-24 | 2020-04-21 | Completed | 33.33% | $97.52 | $109.10 | 11.87% | Signal |
| 2020-03-24 | 2020-03-31 | Completed | 33.33% | $97.52 | $106.47 | 9.18% | 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 |
| 2020-02-26 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.20% | Interest Income |
| 2019-11-14 | 2020-03-02 | Completed | 33.33% | $145.63 | $136.95 | -5.96% | Stop |
| 2019-07-23 | 2020-03-02 | Completed | 33.33% | $141.77 | $136.95 | -3.40% | Stop |
| 2019-12-26 | 2020-02-26 | Completed | 33.33% | $154.40 | $145.35 | -5.86% | Stop |
| 2019-08-02 | 2019-12-26 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2019-07-25 | 2019-11-14 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.95% | Interest Income |
| 2019-01-17 | 2019-08-02 | Completed | 33.33% | $131.50 | $140.91 | 7.16% | Signal |
| 2019-02-20 | 2019-07-25 | Completed | 33.33% | $143.07 | $144.43 | 0.95% | Signal |
| 2019-05-30 | 2019-07-23 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2019-02-20 | 2019-05-30 | Completed | 33.33% | $143.07 | $136.21 | -4.80% | Stop |
| 2018-12-20 | 2019-02-20 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2018-12-04 | 2019-02-20 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2018-12-24 | 2019-01-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-11-20 | 2018-12-24 | Completed | 33.33% | $134.03 | $116.65 | -12.97% | Stop |
| 2018-11-15 | 2018-12-20 | Completed | 33.33% | $135.16 | $122.04 | -9.71% | Stop |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-11-02 | 2018-11-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2018-10-29 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-10-24 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-10-24 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2016-11-15 | 2018-10-29 | Completed | 33.33% | $114.26 | $135.74 | 18.80% | Stop |
| 2016-07-28 | 2018-10-24 | Completed | 33.33% | $106.90 | $137.83 | 28.94% | Stop |
| 2016-05-10 | 2018-10-24 | Completed | 33.33% | $98.21 | $137.83 | 40.35% | Stop |
| 2016-11-02 | 2016-11-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2016-10-04 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-04-22 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2016-04-04 | 2016-07-28 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2016-04-04 | 2016-05-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2016-02-08 | 2016-04-22 | Completed | 33.33% | $85.06 | $99.37 | 16.81% | 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 | 2016-02-08 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-01-14 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2015-11-06 | 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 |
| 2015-10-22 | 2016-01-14 | Completed | 33.33% | $99.89 | $88.44 | -11.46% | Stop |
| 2015-09-17 | 2015-11-06 | Completed | 33.33% | $101.79 | $103.03 | 1.22% | Signal |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-30 | 2015-10-22 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2011-10-27 | 2015-09-30 | Completed | 33.33% | $61.78 | $94.71 | 53.31% | Stop |
| 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 |
| 2014-12-29 | 2015-08-25 | Completed | 33.33% | $104.26 | $99.29 | -4.76% | Stop |
| 2014-11-05 | 2015-08-25 | Completed | 33.33% | $100.46 | $99.29 | -1.16% | Stop |
| 2014-12-02 | 2014-12-29 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-11-04 | 2014-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-11-04 | 2014-11-05 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-10-14 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2014-10-14 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2014-08-14 | 2014-10-14 | Completed | 33.33% | $97.48 | $90.61 | -7.05% | Signal |
| 2012-06-27 | 2014-10-14 | Completed | 33.33% | $63.52 | $90.61 | 42.64% | Stop |
| 2014-06-10 | 2014-08-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2012-09-06 | 2014-06-10 | Completed | 33.33% | $68.64 | $99.77 | 45.36% | Signal |
| 2012-07-03 | 2012-09-06 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2012-06-05 | 2012-07-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2012-06-05 | 2012-06-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-03-22 | 2012-06-05 | Completed | 33.33% | $67.68 | $60.59 | -10.48% | Stop |
| 2011-12-29 | 2012-06-05 | Completed | 33.33% | $60.79 | $60.59 | -0.33% | Stop |
| 2012-01-04 | 2012-03-22 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.10% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2011-12-29 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-10-04 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-08-03 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-10-05 | 2011-10-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-30 | 2011-10-05 | Completed | 33.33% | $58.77 | $53.15 | -9.55% | Stop |
| 2011-08-26 | 2011-10-04 | Completed | 33.33% | $54.97 | $49.49 | -9.97% | Stop |
| 2011-08-08 | 2011-08-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-04 | 2011-08-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-06-18 | 2011-08-08 | Completed | 33.33% | $53.90 | $56.40 | 4.65% | Stop |
| 2010-06-01 | 2011-08-04 | Completed | 33.33% | $52.80 | $62.18 | 17.76% | Stop |
| 2010-10-19 | 2011-08-03 | Completed | 33.33% | $56.70 | $62.68 | 10.55% | Signal |
| 2010-09-02 | 2010-10-19 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-08-02 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2010-08-02 | Completed | 33.33% | $52.80 | $53.43 | 1.20% | Signal |
| 2010-05-26 | 2010-06-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | 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 |
| 2010-02-19 | 2010-05-26 | Completed | 33.33% | $50.37 | $51.86 | 2.97% | Stop |
| 2009-08-14 | 2010-05-07 | Completed | 33.33% | $45.87 | $53.69 | 17.05% | Stop |
| 2009-05-28 | 2010-05-07 | Completed | 33.33% | $39.40 | $53.69 | 36.28% | Stop |
| 2010-02-02 | 2010-02-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-10-29 | 2010-02-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2009-09-15 | 2009-10-29 | Completed | 33.33% | $47.87 | $45.84 | -4.24% | Stop |
| 2009-07-02 | 2009-09-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-07-02 | 2009-08-14 | 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 | 2009-06-01 | 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 | 2009-05-28 | 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 |
| 2008-09-12 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | 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 |
| 2008-06-10 | 2008-09-12 | Completed | 33.33% | $57.08 | $55.97 | -1.95% | Signal |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-06-03 | 2008-06-10 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2008-05-28 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2007-11-14 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.02 | 1.88% | Interest Income |
| 2007-08-17 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.03 | 3.09% | Interest Income |
| 2008-02-01 | 2008-05-28 | Completed | 33.33% | $55.67 | $57.57 | 3.41% | Signal |
| 2008-01-09 | 2008-02-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2003-06-02 | 2008-01-09 | Completed | 33.33% | $32.81 | $54.58 | 66.36% | Stop |
| 2007-09-11 | 2007-11-14 | Completed | 33.33% | $59.89 | $61.59 | 2.83% | Signal |
| 2007-08-17 | 2007-09-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2007-01-05 | 2007-08-17 | Completed | 33.33% | $60.31 | $61.47 | 1.91% | Stop |
| 2006-10-23 | 2007-08-17 | Completed | 33.33% | $58.00 | $61.47 | 5.97% | Stop |
| 2006-10-10 | 2007-01-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2006-06-14 | 2006-10-23 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.78% | Interest Income |
| 2006-07-07 | 2006-10-10 | Completed | 33.33% | $54.83 | $57.04 | 4.04% | Signal |
| 2006-06-14 | 2006-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2006-01-11 | 2006-06-14 | Completed | 33.33% | $54.05 | $51.15 | -5.37% | Stop |
| 2004-12-02 | 2006-06-14 | Completed | 33.33% | $48.11 | $51.15 | 6.32% | Stop |
| 2005-12-06 | 2006-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2005-07-20 | 2005-12-06 | Completed | 33.33% | $50.29 | $52.24 | 3.88% | Signal |
| 2005-04-22 | 2005-07-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2004-11-02 | 2005-04-22 | Completed | 33.33% | $44.07 | $45.04 | 2.20% | Signal |
| 2004-10-01 | 2004-12-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2004-06-10 | 2004-11-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2004-08-31 | 2004-10-01 | Completed | 33.33% | $40.79 | $43.06 | 5.55% | Signal |
| 2004-08-09 | 2004-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2003-06-02 | 2004-08-09 | Completed | 33.33% | $32.81 | $38.95 | 18.73% | Stop |
| 2003-05-20 | 2004-06-10 | Completed | 33.33% | $30.22 | $42.61 | 41.00% | Signal |
| 2002-09-11 | 2003-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2002-05-24 | 2003-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2003-03-13 | 2003-05-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2003-01-09 | 2003-03-13 | Completed | 33.33% | $28.76 | $25.80 | -10.29% | Stop |
| 2002-07-05 | 2003-01-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2002-07-29 | 2002-09-11 | Completed | 33.33% | $28.65 | $29.27 | 2.17% | Signal |
| 2002-07-05 | 2002-07-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-05-29 | 2002-07-05 | Completed | 33.33% | $35.72 | $31.52 | -11.77% | Stop |
| 2002-05-29 | 2002-07-05 | Completed | 33.33% | $35.72 | $31.52 | -11.77% | Stop |
| 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 |