KKR KKR & Co. Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for KKR (KKR & Co. Inc) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -43.7% (compared to the benchmark's drawdown of -53.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 20.2%, compared to a Buy-and-Hold benchmark return of 18.6%. The strategy executed 75 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.
KKR Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -0.04% | -21.06% | 18.73% | 12.45% | 28.28% | 23.75% | 20.22% | 18.55% |
| Sharpe Ratio | -0.00 | -0.64 | 0.66 | 0.30 | 0.97 | 0.58 | 0.75 | 0.49 |
| Max Drawdown | -18.30% | -44.62% | -32.83% | -49.42% | -32.83% | -49.42% | -43.73% | -53.10% |
| % Time Invested | 72.6% | 100.0% | 84.2% | 100.0% | 89.4% | 100.0% | 87.8% | 100.0% |
| Trades / Year | 7.0 | 0.0 | 6.6 | 0.0 | 5.5 | 0.0 | 5.5 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-04-14 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2026-03-04 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2026-03-03 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2026-03-18 | 2026-04-14 | Completed | 33.33% | $87.88 | $98.81 | 12.44% | Signal |
| 2026-03-03 | 2026-03-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2026-02-19 | 2026-03-04 | Completed | 33.33% | $102.44 | $91.32 | -10.85% | Signal |
| 2026-02-24 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2025-11-26 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.07% | Interest Income |
| 2026-02-12 | 2026-02-24 | Completed | 33.33% | $106.53 | $92.09 | -13.55% | Stop |
| 2026-01-27 | 2026-02-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2026-01-21 | 2026-02-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-12-01 | 2026-01-27 | Completed | 33.33% | $120.04 | $119.15 | -0.74% | Stop |
| 2025-10-23 | 2026-01-21 | Completed | 33.33% | $122.96 | $123.97 | 0.82% | Stop |
| 2025-07-09 | 2025-12-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.04% | Interest Income |
| 2025-10-27 | 2025-11-26 | Completed | 33.33% | $122.31 | $120.65 | -1.35% | Signal |
| 2025-10-03 | 2025-10-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-10-01 | 2025-10-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2025-07-22 | 2025-10-03 | Completed | 33.33% | $143.38 | $126.25 | -11.95% | Stop |
| 2025-04-29 | 2025-10-01 | Completed | 33.33% | $112.76 | $127.58 | 13.14% | Stop |
| 2025-06-03 | 2025-07-22 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2025-04-30 | 2025-07-09 | Completed | 33.33% | $109.36 | $138.05 | 26.24% | Signal |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-04-07 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.61% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-04-04 | 2025-04-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2025-03-17 | 2025-04-07 | Completed | 33.33% | $110.32 | $89.05 | -19.28% | Stop |
| 2025-03-17 | 2025-04-07 | Completed | 33.33% | $110.32 | $89.05 | -19.28% | Stop |
| 2025-03-07 | 2025-04-04 | Completed | 33.33% | $115.32 | $95.96 | -16.79% | Stop |
| 2025-02-21 | 2025-03-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2025-02-21 | 2025-03-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2025-02-12 | 2025-03-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2024-08-28 | 2025-02-21 | Completed | 33.33% | $120.98 | $134.75 | 11.39% | Stop |
| 2024-08-28 | 2025-02-21 | Completed | 33.33% | $120.98 | $134.75 | 11.39% | Stop |
| 2025-01-17 | 2025-02-12 | Completed | 33.33% | $154.17 | $139.30 | -9.64% | Stop |
| 2024-12-23 | 2025-01-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2024-08-28 | 2024-12-23 | Completed | 33.33% | $120.98 | $145.62 | 20.37% | Stop |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2023-07-03 | 2024-08-06 | Completed | 33.33% | $54.84 | $106.19 | 93.63% | Stop |
| 2023-06-12 | 2024-08-06 | Completed | 33.33% | $54.36 | $106.19 | 95.34% | Stop |
| 2023-04-18 | 2024-08-06 | Completed | 33.33% | $51.64 | $106.19 | 105.62% | Stop |
| 2023-06-02 | 2023-07-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2023-06-02 | 2023-06-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-06-01 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2023-04-05 | 2023-06-01 | Completed | 33.33% | $49.20 | $50.10 | 1.82% | Signal |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-04 | 2023-04-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | 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 |
| 2023-01-30 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2023-01-25 | 2023-03-14 | Completed | 33.33% | $50.93 | $50.35 | -1.15% | Stop |
| 2022-12-23 | 2023-01-30 | Completed | 33.33% | $45.29 | $53.30 | 17.69% | Signal |
| 2022-12-02 | 2023-01-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2022-12-02 | 2022-12-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2022-12-01 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | 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 |
| 2022-09-22 | 2022-12-01 | Completed | 33.33% | $44.64 | $50.83 | 13.85% | 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 |
| 2022-09-02 | 2022-09-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-08-30 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-06-03 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2022-03-21 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-07-08 | 2022-08-30 | Completed | 33.33% | $46.80 | $50.14 | 7.14% | Stop |
| 2022-06-14 | 2022-07-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-05-17 | 2022-06-14 | Completed | 33.33% | $50.75 | $45.54 | -10.28% | Stop |
| 2022-05-19 | 2022-06-03 | Completed | 33.33% | $48.21 | $53.60 | 11.18% | Signal |
| 2022-04-27 | 2022-05-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-04-25 | 2022-05-17 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-03-15 | 2022-04-27 | Completed | 33.33% | $49.15 | $48.89 | -0.53% | Stop |
| 2022-03-30 | 2022-04-25 | Completed | 33.33% | $59.04 | $49.70 | -15.82% | Stop |
| 2022-03-08 | 2022-03-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2022-03-15 | 2022-03-21 | Completed | 33.33% | $49.15 | $57.34 | 16.64% | Signal |
| 2022-03-02 | 2022-03-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-03-02 | 2022-03-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-02-16 | 2022-03-08 | Completed | 33.33% | $59.79 | $50.19 | -16.06% | Stop |
| 2022-02-18 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2022-02-18 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2022-02-01 | 2022-02-18 | Completed | 33.33% | $68.97 | $57.04 | -17.31% | Stop |
| 2022-02-01 | 2022-02-18 | Completed | 33.33% | $68.97 | $57.04 | -17.31% | Stop |
| 2022-01-25 | 2022-02-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-01-07 | 2022-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2022-01-07 | 2022-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-12-30 | 2022-01-25 | Completed | 33.33% | $72.00 | $61.36 | -14.77% | Stop |
| 2020-06-30 | 2022-01-07 | Completed | 33.33% | $28.52 | $67.73 | 137.47% | Stop |
| 2020-03-24 | 2022-01-07 | Completed | 33.33% | $18.82 | $67.73 | 259.82% | Stop |
| 2021-12-07 | 2021-12-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-04-27 | 2021-12-07 | Completed | 33.33% | $22.49 | $73.69 | 227.59% | Stop |
| 2020-06-02 | 2020-06-30 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2020-04-24 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-04-02 | 2020-04-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-03-24 | 2020-04-24 | Completed | 33.33% | $18.82 | $21.93 | 16.50% | Signal |
| 2020-03-23 | 2020-04-02 | Completed | 33.33% | $17.23 | $20.31 | 17.86% | Stop |
| 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 |
| 2020-03-03 | 2020-03-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | 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 |
| 2020-02-28 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2019-07-18 | 2020-03-02 | Completed | 33.33% | $23.60 | $27.16 | 15.09% | Stop |
| 2019-04-08 | 2020-03-02 | Completed | 33.33% | $21.93 | $27.16 | 23.84% | Stop |
| 2019-10-25 | 2020-02-28 | Completed | 33.33% | $25.92 | $26.13 | 0.80% | Stop |
| 2019-10-03 | 2019-10-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-12-14 | 2019-10-03 | Completed | 33.33% | $18.85 | $23.59 | 25.19% | Stop |
| 2019-03-25 | 2019-07-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2019-03-04 | 2019-04-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2019-01-15 | 2019-03-25 | Completed | 33.33% | $19.07 | $21.84 | 14.55% | Signal |
| 2018-12-13 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2018-12-20 | 2019-01-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2018-11-15 | 2018-12-20 | Completed | 33.33% | $20.47 | $17.65 | -13.79% | Stop |
| 2018-12-04 | 2018-12-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2018-11-15 | 2018-12-13 | Completed | 33.33% | $20.47 | $19.54 | -4.58% | Signal |
| 2018-11-20 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-11-02 | 2018-11-20 | Completed | 33.33% | $22.75 | $19.00 | -16.48% | Stop |
| 2018-11-02 | 2018-11-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2018-11-02 | 2018-11-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2018-10-11 | 2018-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | 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 |
| 2018-04-25 | 2018-10-24 | Completed | 33.33% | $18.99 | $21.06 | 10.89% | Stop |
| 2018-04-25 | 2018-10-24 | Completed | 33.33% | $18.99 | $21.06 | 10.89% | Stop |
| 2018-04-25 | 2018-10-11 | Completed | 33.33% | $18.99 | $22.27 | 17.29% | Stop |
| 2018-04-03 | 2018-04-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2018-04-03 | 2018-04-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2018-04-03 | 2018-04-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2018-03-02 | 2018-04-03 | Completed | 33.33% | $19.23 | $18.07 | -6.05% | Stop |
| 2016-08-26 | 2018-04-03 | Completed | 33.33% | $12.54 | $18.07 | 44.08% | Stop |
| 2016-07-25 | 2018-04-03 | Completed | 33.33% | $12.04 | $18.07 | 50.13% | Stop |
| 2018-02-07 | 2018-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2016-07-25 | 2018-02-07 | Completed | 33.33% | $12.04 | $19.67 | 63.42% | Stop |
| 2016-08-04 | 2016-08-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2016-07-22 | 2016-08-04 | Completed | 33.33% | $11.70 | $12.20 | 4.28% | Signal |
| 2016-04-04 | 2016-07-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2016-04-04 | 2016-07-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2016-06-29 | 2016-07-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2016-06-20 | 2016-06-29 | Completed | 33.33% | $10.68 | $10.31 | -3.48% | Signal |
| 2016-04-04 | 2016-06-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.60% | 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 |
| 2016-03-02 | 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 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-12-04 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-11-03 | 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 |
| 2015-10-21 | 2015-12-04 | Completed | 33.33% | $13.78 | $13.50 | -2.06% | Stop |
| 2015-10-16 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2015-10-14 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2015-09-29 | 2015-10-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-09-16 | 2015-10-16 | Completed | 33.33% | $15.24 | $14.39 | -5.57% | Signal |
| 2015-10-09 | 2015-10-14 | Completed | 33.33% | $15.28 | $14.56 | -4.76% | Stop |
| 2015-09-02 | 2015-10-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-09-15 | 2015-09-29 | Completed | 33.33% | $14.91 | $13.42 | -9.98% | Stop |
| 2015-09-02 | 2015-09-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2015-09-02 | 2015-09-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2015-08-24 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-24 | 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 |
| 2015-07-31 | 2015-08-24 | Completed | 33.33% | $19.47 | $14.34 | -26.37% | Stop |
| 2015-02-09 | 2015-08-24 | Completed | 33.33% | $18.94 | $14.34 | -24.29% | Stop |
| 2014-10-27 | 2015-08-21 | Completed | 33.33% | $16.91 | $16.12 | -4.62% | Stop |
| 2015-07-09 | 2015-07-31 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2015-01-23 | 2015-07-09 | Completed | 33.33% | $18.41 | $17.97 | -2.37% | Signal |
| 2015-02-03 | 2015-02-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2015-01-15 | 2015-02-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-01-05 | 2015-01-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-11-05 | 2015-01-15 | Completed | 33.33% | $16.51 | $17.92 | 8.56% | Signal |
| 2014-12-02 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2014-11-21 | 2014-12-02 | Completed | 33.33% | $17.66 | $16.63 | -5.83% | Stop |
| 2014-11-04 | 2014-11-21 | 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 |
| 2014-10-03 | 2014-10-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.18% | Interest Income |
| 2014-07-07 | 2014-10-14 | Completed | 33.33% | $18.13 | $15.07 | -16.88% | Stop |
| 2013-07-18 | 2014-10-14 | Completed | 33.33% | $13.56 | $15.07 | 11.14% | Stop |
| 2014-05-07 | 2014-10-03 | Completed | 33.33% | $16.62 | $16.33 | -1.74% | Stop |
| 2014-05-09 | 2014-07-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2013-07-18 | 2014-05-09 | Completed | 33.33% | $13.56 | $15.96 | 17.73% | Signal |
| 2014-05-02 | 2014-05-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2014-04-14 | 2014-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-02-27 | 2014-04-14 | Completed | 33.33% | $17.14 | $15.82 | -7.67% | Stop |
| 2014-02-04 | 2014-02-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2013-06-28 | 2014-02-04 | Completed | 33.33% | $13.31 | $16.09 | 20.90% | Stop |
| 2013-07-02 | 2013-07-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2013-07-02 | 2013-07-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2013-06-25 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2013-06-25 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2013-06-06 | 2013-06-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.16% | Interest Income |
| 2012-09-26 | 2013-06-25 | Completed | 33.33% | $9.39 | $12.30 | 30.96% | Stop |
| 2012-09-26 | 2013-06-25 | Completed | 33.33% | $9.39 | $12.30 | 30.96% | Stop |
| 2012-12-31 | 2013-06-06 | Completed | 33.33% | $9.59 | $12.52 | 30.61% | Stop |
| 2012-12-06 | 2012-12-31 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2012-09-26 | 2012-12-06 | Completed | 33.33% | $9.39 | $8.80 | -6.31% | Stop |
| 2012-09-24 | 2012-09-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2012-09-24 | 2012-09-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2012-09-24 | 2012-09-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |