LQD iShares iBoxx $ Investment Grade Corporate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for LQD (iShares iBoxx $ Investment Grade Corporate Bond ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -14.2% (compared to the benchmark's drawdown of -24.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.0%, compared to a Buy-and-Hold benchmark return of 4.1%. The strategy executed 51 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.
LQD Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.85% | 6.46% | 1.49% | 0.11% | 2.86% | 2.66% | 3.03% | 4.14% |
| Sharpe Ratio | 1.22 | 1.17 | 0.37 | 0.01 | 0.58 | 0.30 | 0.61 | 0.48 |
| Max Drawdown | -2.16% | -3.34% | -6.74% | -24.95% | -10.93% | -24.95% | -14.25% | -24.95% |
| % Time Invested | 100.0% | 100.0% | 75.5% | 100.0% | 85.5% | 100.0% | 88.4% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.0 | 0.0 | 2.3 | 0.0 | 2.3 | 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 |
|---|---|---|---|---|---|---|---|
| Pending (2026-05-30) | — | Pending Buy | 33.33% | — | — | —% | Pending Next-Day Open |
| 2024-08-05 | Open | Open | 33.33% | $102.25 | $109.36 | 6.95% | Mark-to-Market |
| 2026-05-28 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2025-09-16 | 2026-05-28 | Completed | 33.33% | $108.97 | $108.99 | 0.02% | Signal |
| 2026-03-03 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2026-02-06 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2025-07-23 | 2026-02-06 | Completed | 33.33% | $104.74 | $109.21 | 4.27% | Signal |
| 2025-06-03 | 2025-09-16 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.62% | Interest Income |
| 2025-06-03 | 2025-07-23 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-03-24 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2024-12-27 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.31% | Interest Income |
| 2024-03-28 | 2025-03-24 | Completed | 33.33% | $98.85 | $103.05 | 4.25% | Signal |
| 2024-08-05 | 2024-12-27 | Completed | 33.33% | $102.25 | $100.66 | -1.56% | Signal |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2024-05-13 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.27% | Interest Income |
| 2023-06-02 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.08 | 7.87% | Interest Income |
| 2024-01-12 | 2024-05-13 | Completed | 33.33% | $99.64 | $97.49 | -2.16% | Signal |
| 2023-09-21 | 2024-03-28 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 3.56% | Interest Income |
| 2023-06-02 | 2024-01-12 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 4.05% | Interest Income |
| 2023-05-05 | 2023-09-21 | Completed | 33.33% | $95.21 | $91.82 | -3.56% | Signal |
| 2023-05-19 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-02-01 | 2023-05-19 | Completed | 33.33% | $96.16 | $93.50 | -2.77% | Signal |
| 2023-04-04 | 2023-05-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.41% | 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 |
| 2022-12-02 | 2023-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.34% | 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 |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 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 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-03-25 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 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 |
| 2022-03-02 | 2022-03-25 | Completed | 33.33% | $104.45 | $100.79 | -3.50% | Signal |
| 2022-02-07 | 2022-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2022-02-07 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-09-15 | 2022-02-07 | Completed | 33.33% | $113.09 | $105.24 | -6.94% | Stop |
| 2021-04-13 | 2022-02-07 | Completed | 33.33% | $107.63 | $105.24 | -2.22% | Stop |
| 2021-12-08 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-07-13 | 2021-12-08 | Completed | 33.33% | $111.81 | $111.51 | -0.27% | Signal |
| 2021-09-02 | 2021-09-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-08-03 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-05-11 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-05-04 | 2021-07-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2021-04-13 | 2021-05-11 | Completed | 33.33% | $107.63 | $107.78 | 0.14% | Signal |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-04-05 | 2021-04-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-04-05 | 2021-04-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-03-19 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2021-03-19 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2021-03-19 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2020-06-24 | 2021-03-19 | Completed | 33.33% | $107.61 | $105.63 | -1.84% | Stop |
| 2020-04-03 | 2021-03-19 | Completed | 33.33% | $97.99 | $105.63 | 7.80% | Stop |
| 2020-04-03 | 2021-03-19 | Completed | 33.33% | $97.99 | $105.63 | 7.80% | Stop |
| 2020-06-02 | 2020-06-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2020-05-13 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-04-03 | 2020-05-13 | Completed | 33.33% | $97.99 | $102.47 | 4.58% | Signal |
| 2020-03-12 | 2020-04-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-03-12 | 2020-04-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-03-12 | 2020-04-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2018-12-13 | 2020-03-12 | Completed | 33.33% | $86.54 | $97.27 | 12.39% | Stop |
| 2018-12-13 | 2020-03-12 | Completed | 33.33% | $86.54 | $97.27 | 12.39% | Stop |
| 2018-12-13 | 2020-03-12 | Completed | 33.33% | $86.54 | $97.27 | 12.39% | Stop |
| 2018-12-04 | 2018-12-13 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-12-04 | 2018-12-13 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-12-04 | 2018-12-13 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-11-07 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-09-14 | 2018-11-07 | Completed | 33.33% | $87.45 | $86.19 | -1.44% | Signal |
| 2018-09-13 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-04-04 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2018-02-15 | 2018-09-14 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2016-05-31 | 2018-09-13 | Completed | 33.33% | $83.84 | $87.63 | 4.52% | Signal |
| 2017-06-05 | 2018-04-04 | Completed | 33.33% | $87.73 | $87.44 | -0.34% | Signal |
| 2017-04-21 | 2018-02-15 | Completed | 33.33% | $86.56 | $87.28 | 0.83% | Signal |
| 2017-05-02 | 2017-06-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2017-04-04 | 2017-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2017-04-04 | 2017-04-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2017-02-21 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2016-12-02 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2016-03-17 | 2017-02-21 | Completed | 33.33% | $82.04 | $84.85 | 3.43% | Signal |
| 2016-03-31 | 2016-12-02 | Completed | 33.33% | $82.95 | $83.38 | 0.52% | Signal |
| 2016-04-04 | 2016-05-31 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2016-03-28 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-03-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-04-14 | 2016-03-28 | Completed | 33.33% | $77.39 | $82.64 | 6.78% | Signal |
| 2016-03-02 | 2016-03-17 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-02-03 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-10-29 | 2016-02-03 | Completed | 33.33% | $80.54 | $79.31 | -1.53% | Signal |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-10-29 | 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 |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-02-27 | 2015-08-24 | Completed | 33.33% | $76.57 | $80.00 | 4.48% | Signal |
| 2015-07-02 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-06-17 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2013-11-27 | 2015-06-17 | Completed | 33.33% | $74.13 | $79.23 | 6.89% | Signal |
| 2014-04-02 | 2014-04-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-03-17 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2013-07-16 | 2014-03-17 | Completed | 33.33% | $73.14 | $76.19 | 4.17% | Signal |
| 2014-02-04 | 2014-02-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2014-01-03 | 2014-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2013-12-03 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2013-08-02 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2013-08-02 | 2013-11-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2013-07-02 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2013-07-02 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2013-07-02 | 2013-07-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2013-06-24 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2013-06-21 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2013-06-21 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2013-05-08 | 2013-06-24 | Completed | 33.33% | $76.80 | $70.93 | -7.64% | Stop |
| 2009-09-28 | 2013-06-21 | Completed | 33.33% | $57.90 | $72.10 | 24.53% | Stop |
| 2009-04-20 | 2013-06-21 | Completed | 33.33% | $51.25 | $72.10 | 40.66% | Stop |
| 2013-03-12 | 2013-05-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2011-04-27 | 2013-03-12 | Completed | 33.33% | $64.26 | $75.06 | 16.79% | Signal |
| 2011-04-04 | 2011-04-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2011-03-02 | 2011-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-01-24 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-06-19 | 2011-01-24 | Completed | 33.33% | $52.23 | $62.75 | 20.14% | Signal |
| 2009-07-02 | 2009-09-28 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-06-02 | 2009-06-19 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-05-28 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2009-03-23 | 2009-05-28 | Completed | 33.33% | $49.32 | $51.28 | 3.97% | Signal |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-04-02 | 2009-04-20 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2009-02-26 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2009-02-26 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2009-02-27 | 2009-03-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2009-01-02 | 2009-02-27 | Completed | 33.33% | $52.80 | $49.57 | -6.13% | Stop |
| 2009-01-02 | 2009-02-26 | Completed | 33.33% | $52.80 | $49.89 | -5.52% | Stop |
| 2009-01-02 | 2009-02-26 | Completed | 33.33% | $52.80 | $49.89 | -5.52% | Stop |
| 2008-10-13 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2008-10-09 | 2008-10-13 | Completed | 33.33% | $46.11 | $40.81 | -11.49% | Stop |
| 2008-09-17 | 2008-10-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-11-02 | 2008-09-17 | Completed | 33.33% | $49.57 | $47.55 | -4.07% | Stop |
| 2008-07-30 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2008-06-05 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2008-01-17 | 2008-07-30 | Completed | 33.33% | $52.30 | $50.74 | -2.98% | Signal |
| 2007-11-01 | 2008-06-05 | Completed | 33.33% | $51.40 | $51.76 | 0.70% | Signal |
| 2007-07-12 | 2008-01-17 | Interest (SHV) | 33.33% | $1.00 | $1.03 | 2.75% | Interest Income |
| 2007-06-04 | 2007-11-01 | Interest (SHV) | 33.33% | $1.00 | $1.02 | 2.18% | Interest Income |
| 2006-11-02 | 2007-07-12 | Completed | 33.33% | $49.57 | $49.68 | 0.22% | Signal |
| 2006-09-22 | 2007-06-04 | Completed | 33.33% | $49.10 | $50.07 | 1.96% | Signal |
| 2006-01-25 | 2006-11-02 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.76% | Interest Income |
| 2005-10-14 | 2006-11-02 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 4.89% | Interest Income |
| 2005-10-18 | 2006-09-22 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 4.27% | Interest Income |
| 2004-07-26 | 2006-01-25 | Completed | 33.33% | $45.03 | $48.08 | 6.77% | Signal |
| 2005-07-18 | 2005-10-18 | Completed | 33.33% | $48.02 | $47.32 | -1.46% | Signal |
| 2005-10-10 | 2005-10-14 | Completed | 33.33% | $47.75 | $47.43 | -0.67% | Signal |
| 2005-07-21 | 2005-10-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2004-11-01 | 2005-07-21 | Completed | 33.33% | $47.17 | $47.92 | 1.59% | Signal |
| 2005-04-18 | 2005-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2004-09-14 | 2005-04-18 | Completed | 33.33% | $46.47 | $47.04 | 1.22% | Signal |
| 2004-09-15 | 2004-11-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2004-07-26 | 2004-09-15 | Completed | 33.33% | $45.03 | $46.54 | 3.36% | Signal |
| 2004-07-22 | 2004-09-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2004-07-22 | 2004-07-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2004-07-22 | 2004-07-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |