JCPB
J.P. Morgan Core Plus Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for JCPB (J.P. Morgan Core Plus Bond ETF) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -7.6% (compared to the benchmark's drawdown of -16.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.4%, compared to a Buy-and-Hold benchmark return of 1.9%. The strategy executed 49 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.
Available in Investing Mode
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
Available in Investing Mode
JCPB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.19% | 4.00% | 2.62% | 0.72% | 2.35% | 1.88% |
| Sharpe Ratio | 1.45 | 1.06 | 0.93 | 0.13 | 0.73 | 0.36 |
| Max Drawdown | -2.23% | -2.71% | -3.39% | -16.67% | -7.59% | -16.67% |
| % Time Invested | 94.0% | 100.0% | 75.3% | 100.0% | 80.3% | 100.0% |
| Trades / Year | 8.0 | 0.0 | 6.8 | 0.0 | 7.2 | 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 | ||||||||
| 2026-04-24 | 2026-05-15 | Completed | 33.33% | $46.59 | $46.16 | -0.99% | Signal | |
| 2026-03-23 | 2026-04-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2025-04-23 | 2026-04-17 | Completed | 33.33% | $43.80 | $46.79 | 6.77% | Signal | |
| 2026-01-22 | 2026-03-31 | Completed | 33.33% | $46.29 | $46.31 | -0.01% | Signal | |
| 2026-03-05 | 2026-03-23 | Completed | 33.33% | $46.80 | $46.13 | -1.48% | Signal | |
| 2026-02-10 | 2026-03-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-01-20 | 2026-02-10 | Completed | 33.33% | $46.22 | $46.69 | 0.96% | Signal | |
| 2025-12-08 | 2026-01-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2025-12-24 | 2026-01-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-16 | 2025-12-24 | Completed | 33.33% | $46.05 | $46.25 | 0.39% | Signal | |
| 2025-11-18 | 2025-12-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2025-06-27 | 2025-12-08 | Completed | 33.33% | $44.50 | $46.11 | 3.56% | Signal | |
| 2025-08-22 | 2025-11-18 | Completed | 33.33% | $44.94 | $46.00 | 2.30% | Signal | |
| 2025-07-31 | 2025-08-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-06-20 | 2025-07-31 | Completed | 33.33% | $44.11 | $44.63 | 1.13% | Signal | |
| 2025-04-25 | 2025-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income | |
| 2025-04-11 | 2025-06-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.80% | Interest Income | |
| 2025-02-26 | 2025-04-25 | Completed | 33.33% | $43.86 | $43.92 | 0.08% | Signal | |
| 2024-12-24 | 2025-04-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.36% | Interest Income | |
| 2025-02-07 | 2025-04-11 | Completed | 33.33% | $43.28 | $43.17 | -0.32% | Signal | |
| 2024-10-25 | 2025-02-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.42% | Interest Income | |
| 2024-12-31 | 2025-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2024-12-10 | 2024-12-31 | Completed | 33.33% | $43.58 | $42.95 | -1.50% | Signal | |
| 2024-08-01 | 2024-12-24 | Completed | 33.33% | $43.08 | $42.61 | -1.14% | Signal | |
| 2024-10-14 | 2024-12-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 2024-06-07 | 2024-10-25 | Completed | 33.33% | $41.60 | $43.21 | 3.82% | Signal | |
| 2024-05-20 | 2024-10-14 | Completed | 33.33% | $41.38 | $43.29 | 4.58% | Signal | |
| 2024-05-14 | 2024-08-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.15% | Interest Income | |
| 2024-02-21 | 2024-06-07 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.59% | Interest Income | |
| 2024-04-09 | 2024-05-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2024-01-18 | 2024-05-14 | Completed | 33.33% | $41.16 | $41.28 | 0.24% | Signal | |
| 2024-03-22 | 2024-04-09 | Completed | 33.33% | $41.48 | $41.21 | -0.70% | Signal | |
| 2024-01-29 | 2024-03-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.80% | Interest Income | |
| 2023-11-30 | 2024-02-21 | Completed | 33.33% | $40.05 | $41.04 | 2.42% | Signal | |
| 2023-11-15 | 2024-01-29 | Completed | 33.33% | $39.32 | $41.28 | 4.93% | Signal | |
| 2023-07-06 | 2024-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.92% | Interest Income | |
| 2023-05-26 | 2023-11-30 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.79% | Interest Income | |
| 2023-05-08 | 2023-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.87% | Interest Income | |
| 2023-02-14 | 2023-07-06 | Completed | 33.33% | $39.75 | $39.67 | -0.24% | Signal | |
| 2023-04-12 | 2023-05-26 | Completed | 33.33% | $40.63 | $39.71 | -2.32% | Signal | |
| 2023-03-27 | 2023-05-08 | Completed | 33.33% | $40.22 | $40.46 | 0.55% | Signal | |
| 2023-03-07 | 2023-04-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2023-02-24 | 2023-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2022-12-06 | 2023-03-07 | Completed | 33.33% | $39.40 | $39.27 | -0.38% | Signal | |
| 2023-02-07 | 2023-02-24 | Completed | 33.33% | $39.99 | $39.24 | -1.94% | Signal | |
| 2021-12-15 | 2023-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.62% | Interest Income | |
| 2023-01-13 | 2023-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2022-11-21 | 2023-01-13 | Completed | 33.33% | $38.69 | $40.13 | 3.68% | Signal | |
| 2022-09-14 | 2022-12-06 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.89% | Interest Income | |
| 2022-08-31 | 2022-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2022-08-03 | 2022-09-14 | Completed | 33.33% | $40.64 | $39.28 | -3.38% | Signal | |
| 2022-07-20 | 2022-08-31 | Completed | 33.33% | $40.13 | $39.93 | -0.56% | Signal | |
| 2022-01-14 | 2022-08-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2022-06-15 | 2022-07-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2022-06-13 | 2022-06-15 | Completed | 33.33% | $39.46 | $39.13 | -0.87% | Signal | |
| 2022-01-11 | 2022-06-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2021-12-06 | 2022-01-14 | Completed | 33.33% | $44.95 | $44.04 | -2.07% | Signal | |
| 2021-12-30 | 2022-01-11 | Completed | 33.33% | $44.49 | $43.96 | -1.25% | Signal | |
| 2021-12-07 | 2021-12-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-06-14 | 2021-12-15 | Completed | 33.33% | $44.17 | $44.49 | 0.67% | Signal | |
| 2021-11-10 | 2021-12-07 | Completed | 33.33% | $44.78 | $44.58 | -0.51% | Signal | |
| 2021-10-11 | 2021-12-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-10-05 | 2021-11-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-05-05 | 2021-10-11 | Completed | 33.33% | $43.82 | $44.18 | 0.77% | Signal | |
| 2021-09-23 | 2021-10-05 | Completed | 33.33% | $44.80 | $44.49 | -0.75% | Signal | |
| 2021-08-31 | 2021-09-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-19 | 2021-08-31 | Completed | 33.33% | $43.85 | $44.75 | 2.01% | Signal | |
| 2021-03-29 | 2021-06-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-02-10 | 2021-05-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-01-26 | 2021-04-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-16 | 2021-03-29 | Completed | 33.33% | $44.09 | $43.52 | -1.34% | Signal | |
| 2020-11-18 | 2021-02-10 | Completed | 33.33% | $44.38 | $44.58 | 0.38% | Signal | |
| 2020-11-05 | 2021-01-26 | Completed | 33.33% | $44.35 | $44.64 | 0.59% | Signal | |
| 2020-09-21 | 2020-11-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-10-08 | 2020-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-09-29 | 2020-10-08 | Completed | 33.33% | $44.13 | $44.04 | -0.25% | Signal | |
| 2020-08-31 | 2020-09-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-14 | 2020-09-21 | Completed | 33.33% | $42.72 | $44.15 | 3.29% | Signal | |
| 2020-04-16 | 2020-08-31 | Completed | 33.33% | $44.09 | $44.11 | -0.00% | Signal | |
| 2020-03-24 | 2020-04-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-20 | 2020-04-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-20 | 2020-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-09-20 | 2020-03-24 | Completed | 33.33% | $40.70 | $40.44 | -0.67% | Stop | |
| 2019-12-26 | 2020-03-20 | Completed | 33.33% | $41.07 | $41.39 | 0.74% | Stop | |
| 2019-12-05 | 2020-03-20 | Completed | 33.33% | $41.03 | $41.39 | 0.84% | Stop | |
| 2019-10-23 | 2019-12-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2019-11-04 | 2019-12-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2019-10-18 | 2019-11-04 | Completed | 33.33% | $40.95 | $40.96 | -0.01% | Signal | |
| 2019-09-20 | 2019-10-23 | Completed | 33.33% | $40.70 | $40.97 | 0.62% | Signal | |
| 2019-09-26 | 2019-10-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2019-09-20 | 2019-09-26 | Completed | 33.33% | $40.70 | $41.00 | 0.69% | Signal | |
| 2019-09-18 | 2019-09-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-09-18 | 2019-09-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-09-18 | 2019-09-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |