JPIE
J.P. Morgan Income ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for JPIE (J.P. Morgan Income ETF) using the Excess Return MMA CA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -3.8% (compared to the benchmark's drawdown of -6.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.6%, compared to a Buy-and-Hold benchmark return of 5.0%. The strategy executed 29 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for JPIE:
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active Model
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
🎯 Trading Horizon
Select risk profile & execution style for JPIE:
🛡️ Long-Term Investing
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading Active Horizon
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
🛡️ JPIE Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-3.8% (vs -6.0% B&H)
+2.2% shallower drawdown
Downside Efficiency
2.15 Sortino
+0.29 vs 1.86 B&H
Capital Sheltered from Risk
34.1% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 JPIE Quality Metrics & KPI Summary
| Metric | 1Y | Full | ||
|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -0.82% | -1.15% | -3.81% | -5.98% |
| Sharpe Ratio | 2.06 | 1.97 | 1.85 | 1.44 |
| Sortino Ratio | 2.67 | 2.71 | 2.15 | 1.86 |
| CAGR | 2.39% | 3.32% | 4.60% | 5.01% |
| % Time Invested | 68.7% | 100.0% | 65.9% | 100.0% |
| Trades / Year | 7.0 | 0.0 | 6.7 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for JPIE... Top Diversifiers for JPIE
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
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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. Subscribe to Unlock | ||||||||
| 2026-06-16 | 2026-07-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2026-05-20 | 2026-06-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2026-05-11 | 2026-06-16 | Completed | 33.33% | $45.21 | $45.41 | 0.41% | Signal | |
| 2025-02-24 | 2026-05-26 | Completed | 33.33% | $42.10 | $45.13 | 7.15% | Signal | |
| 2026-04-09 | 2026-05-20 | Completed | 33.33% | $44.96 | $44.98 | -0.01% | Signal | |
| 2026-05-04 | 2026-05-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2026-03-26 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2026-03-17 | 2026-04-09 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2025-11-26 | 2026-03-26 | Completed | 33.33% | $44.35 | $44.68 | 0.71% | Signal | |
| 2025-12-15 | 2026-03-17 | Completed | 33.33% | $44.46 | $44.88 | 0.89% | Signal | |
| 2025-11-20 | 2025-12-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2025-11-04 | 2025-11-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2025-11-04 | 2025-11-20 | Completed | 33.33% | $44.11 | $44.21 | 0.19% | Signal | |
| 2025-10-10 | 2025-11-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2025-05-27 | 2025-11-04 | Completed | 33.33% | $42.63 | $44.11 | 3.41% | Signal | |
| 2025-05-12 | 2025-10-10 | Completed | 33.33% | $42.45 | $43.92 | 3.40% | Signal | |
| 2025-05-02 | 2025-05-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-05-02 | 2025-05-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2025-04-16 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income | |
| 2024-12-05 | 2025-04-16 | Completed | 33.33% | $41.54 | $41.97 | 0.99% | Signal | |
| 2025-02-04 | 2025-04-08 | Completed | 33.33% | $41.90 | $41.94 | 0.03% | Signal | |
| 2025-01-30 | 2025-02-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2025-01-10 | 2025-02-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2024-07-12 | 2025-01-30 | Completed | 33.33% | $40.24 | $41.89 | 4.05% | Signal | |
| 2024-12-05 | 2025-01-10 | Completed | 33.33% | $41.54 | $41.67 | 0.25% | Signal | |
| 2024-11-05 | 2024-12-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2024-10-22 | 2024-12-05 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income | |
| 2024-06-03 | 2024-11-05 | Completed | 33.33% | $39.67 | $41.14 | 3.65% | Signal | |
| 2024-05-16 | 2024-10-22 | Completed | 33.33% | $39.69 | $41.26 | 3.91% | Signal | |
| 2024-06-06 | 2024-07-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2023-11-06 | 2024-06-06 | Completed | 33.33% | $37.70 | $39.82 | 5.57% | Signal | |
| 2024-03-05 | 2024-06-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.65% | Interest Income | |
| 2024-04-16 | 2024-05-16 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2024-03-26 | 2024-04-16 | Completed | 33.33% | $39.37 | $39.07 | -0.81% | Signal | |
| 2024-02-27 | 2024-03-26 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2023-11-06 | 2024-03-05 | Completed | 33.33% | $37.70 | $39.16 | 3.82% | Signal | |
| 2023-11-06 | 2024-02-27 | Completed | 33.33% | $37.70 | $39.02 | 3.44% | Signal | |
| 2023-08-11 | 2023-11-06 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.46% | Interest Income | |
| 2023-06-30 | 2023-11-06 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.10% | Interest Income | |
| 2023-06-08 | 2023-11-06 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.57% | Interest Income | |
| 2023-08-01 | 2023-08-11 | Completed | 33.33% | $37.51 | $37.37 | -0.43% | Signal | |
| 2023-06-02 | 2023-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.16% | Interest Income | |
| 2023-06-23 | 2023-06-30 | Completed | 33.33% | $37.40 | $37.36 | -0.16% | Signal | |
| 2023-06-02 | 2023-06-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2023-04-18 | 2023-06-08 | Completed | 33.33% | $37.36 | $37.39 | 0.05% | Signal | |
| 2023-05-31 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2023-05-26 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-07-26 | 2023-05-31 | Completed | 33.33% | $36.74 | $37.37 | 1.66% | Signal | |
| 2023-03-30 | 2023-05-26 | Completed | 33.33% | $37.12 | $37.13 | -0.03% | Signal | |
| 2023-04-04 | 2023-04-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2023-03-07 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.41% | Interest Income | |
| 2023-02-23 | 2023-03-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.21% | Interest Income | |
| 2022-12-01 | 2023-03-07 | Completed | 33.33% | $36.43 | $36.79 | 0.96% | Signal | |
| 2022-11-14 | 2023-02-23 | Completed | 33.33% | $35.88 | $36.76 | 2.42% | Signal | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income | |
| 2022-10-04 | 2022-11-14 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2022-09-21 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.24% | Interest Income | |
| 2022-09-07 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.15% | Interest Income | |
| 2022-07-26 | 2022-09-21 | Completed | 33.33% | $36.74 | $36.17 | -1.58% | Signal | |
| 2022-07-26 | 2022-09-07 | Completed | 33.33% | $36.74 | $36.39 | -0.99% | Signal | |
| 2022-05-12 | 2022-07-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2022-05-12 | 2022-07-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2022-05-12 | 2022-07-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |