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DASHBOARDS: Portfolio Hub Market Pulse Performance Compare Studio

MBB

iShares MBS ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-09
Executive Summary
The quantitative backtest for MBB (iShares MBS ETF) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -4.3% (compared to the benchmark's drawdown of -17.6%). 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 2.5%. The strategy executed 115 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

🛡️ MBB Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-4.3% (vs -17.6% B&H)
+13.3% shallower drawdown
Downside Efficiency
0.96 Sortino
+0.27 vs 0.69 B&H
Capital Sheltered from Risk
36.0% 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.

📊 MBB Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-2.52%-2.94%-3.66%-17.15%-4.32%-17.65%-4.32%-17.65%
Sharpe Ratio0.500.270.740.010.740.210.850.55
Sortino Ratio0.620.420.850.010.760.270.960.69
CAGR1.52%1.19%2.43%0.06%2.23%1.13%2.44%2.55%
% Time Invested65.0%100.0%42.6%100.0%53.0%100.0%64.0%100.0%
Trades / Year5.00.06.00.06.20.06.10.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of MBB under the Excess Return MMA strategy (Trading) versus Buy & Hold. The strategy produced a 2.4% CAGR with a -4.3% Max Drawdown across 115 trade signals (compared to Buy & Hold's 2.5% CAGR and -17.6% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for MBB under Excess Return MMA strategy in Trading context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for MBB under Excess Return MMA (Trading). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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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 DateExit DateTypeAllocationEntry PriceExit PriceNet 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.
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2026-05-14 2026-06-18 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2026-03-30 2026-06-01 Interest (CASH) 33.33% $1.00 $1.01 0.62% Interest Income
2025-08-25 2026-05-18 Completed 33.33% $89.59 $92.33 3.00% Signal
2026-04-23 2026-05-14 Completed 33.33% $93.58 $93.21 -0.45% Signal
2026-03-23 2026-04-23 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2026-01-13 2026-03-30 Completed 33.33% $93.07 $92.64 -0.51% Signal
2026-01-21 2026-03-23 Completed 33.33% $92.68 $92.40 -0.35% Signal
2025-12-26 2026-01-21 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2025-12-09 2026-01-13 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2025-12-17 2025-12-26 Completed 33.33% $92.25 $92.82 0.56% Signal
2025-11-19 2025-12-17 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
2025-06-27 2025-12-09 Completed 33.33% $88.67 $92.10 3.81% Signal
2025-08-22 2025-11-19 Completed 33.33% $89.47 $91.90 2.67% Signal
2025-07-29 2025-08-25 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2025-07-31 2025-08-22 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-06-23 2025-07-31 Completed 33.33% $88.09 $88.71 0.65% Signal
2025-04-23 2025-07-29 Completed 33.33% $87.57 $88.50 1.02% Signal
2025-05-05 2025-06-27 Interest (CASH) 33.33% $1.00 $1.01 0.63% Interest Income
2025-04-14 2025-06-23 Interest (CASH) 33.33% $1.00 $1.01 0.80% Interest Income
2025-02-26 2025-05-05 Completed 33.33% $87.45 $87.59 0.11% Signal
2024-12-20 2025-04-23 Interest (CASH) 33.33% $1.00 $1.01 1.39% Interest Income
2025-02-07 2025-04-14 Completed 33.33% $86.26 $86.79 0.57% Signal
2024-10-23 2025-02-26 Interest (CASH) 33.33% $1.00 $1.01 1.46% Interest Income
2024-12-30 2025-02-07 Interest (CASH) 33.33% $1.00 $1.00 0.44% Interest Income
2024-12-10 2024-12-30 Completed 33.33% $86.94 $85.21 -2.03% Signal
2024-08-05 2024-12-20 Completed 33.33% $87.70 $85.29 -2.79% Signal
2024-10-11 2024-12-10 Interest (CASH) 33.33% $1.00 $1.01 0.74% Interest Income
2024-06-10 2024-10-23 Completed 33.33% $82.98 $85.54 3.02% Signal
2024-05-20 2024-10-11 Completed 33.33% $82.85 $87.09 5.06% Signal
2024-05-08 2024-08-05 Interest (CASH) 33.33% $1.00 $1.01 1.27% Interest Income
2024-02-20 2024-06-10 Interest (CASH) 33.33% $1.00 $1.02 1.64% Interest Income
2024-04-08 2024-05-20 Interest (CASH) 33.33% $1.00 $1.01 0.63% Interest Income
2024-01-24 2024-05-08 Completed 33.33% $83.32 $82.46 -1.08% Signal
2024-03-25 2024-04-08 Completed 33.33% $83.31 $82.40 -1.14% Signal
2024-01-29 2024-03-25 Interest (CASH) 33.33% $1.00 $1.01 0.82% Interest Income
2023-11-30 2024-02-20 Completed 33.33% $81.09 $82.46 1.64% Signal
2023-11-15 2024-01-29 Completed 33.33% $79.48 $83.32 4.77% Signal
2023-05-12 2024-01-24 Interest (CASH) 33.33% $1.00 $1.04 3.79% Interest Income
2023-05-23 2023-11-30 Interest (CASH) 33.33% $1.00 $1.03 2.86% Interest Income
2023-05-03 2023-11-15 Interest (CASH) 33.33% $1.00 $1.03 2.93% Interest Income
2023-04-14 2023-05-23 Completed 33.33% $82.61 $81.49 -1.39% Signal
2023-02-13 2023-05-12 Completed 33.33% $81.84 $83.14 1.54% Signal
2023-03-28 2023-05-03 Completed 33.33% $81.91 $82.99 1.27% Signal
2023-03-03 2023-04-14 Interest (CASH) 33.33% $1.00 $1.01 0.55% Interest Income
2023-02-23 2023-03-28 Interest (CASH) 33.33% $1.00 $1.00 0.43% Interest Income
2022-12-02 2023-03-03 Completed 33.33% $81.08 $80.22 -1.12% Signal
2023-02-08 2023-02-23 Completed 33.33% $82.36 $80.85 -1.88% Signal
2021-11-16 2023-02-13 Interest (CASH) 33.33% $1.00 $1.03 2.61% Interest Income
2023-01-17 2023-02-08 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2022-11-17 2023-01-17 Completed 33.33% $79.78 $82.48 3.33% Signal
2022-09-13 2022-12-02 Interest (CASH) 33.33% $1.00 $1.01 0.87% Interest Income
2022-08-30 2022-11-17 Interest (CASH) 33.33% $1.00 $1.01 0.80% Interest Income
2022-08-01 2022-09-13 Completed 33.33% $85.86 $81.11 -5.58% Signal
2022-07-19 2022-08-30 Completed 33.33% $83.63 $83.14 -0.63% Signal
2021-10-04 2022-08-01 Interest (CASH) 33.33% $1.00 $1.01 0.54% Interest Income
2022-06-17 2022-07-19 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2022-05-31 2022-06-17 Completed 33.33% $84.32 $81.67 -3.18% Signal
2021-10-01 2022-05-31 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2021-08-24 2021-11-16 Completed 33.33% $91.76 $90.92 -0.97% Signal
2021-07-26 2021-10-04 Completed 33.33% $91.81 $91.66 -0.20% Signal
2021-09-23 2021-10-01 Completed 33.33% $91.69 $91.60 -0.15% Signal
2021-08-31 2021-09-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-07-27 2021-08-31 Completed 33.33% $91.75 $91.88 0.10% Signal
2021-03-25 2021-08-24 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-07-02 2021-07-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-06-17 2021-07-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-06-30 2021-07-02 Completed 33.33% $91.42 $91.41 -0.06% Signal
2021-05-27 2021-06-30 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-05-12 2021-06-17 Completed 33.33% $91.25 $91.24 -0.07% Signal
2021-04-26 2021-05-27 Completed 33.33% $91.55 $91.43 -0.18% Signal
2021-03-03 2021-05-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-02-26 2021-04-26 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2018-12-06 2021-03-25 Completed 33.33% $82.52 $91.31 10.59% Signal
2020-12-07 2021-03-03 Completed 33.33% $92.10 $91.88 -0.29% Signal
2020-10-27 2021-02-26 Completed 33.33% $92.01 $91.48 -0.63% Signal
2020-11-12 2020-12-07 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-11-09 2020-11-12 Completed 33.33% $91.99 $92.03 -0.00% Signal
2020-10-05 2020-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-09-17 2020-10-27 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-08-12 2020-10-05 Completed 33.33% $91.99 $92.05 0.02% Signal
2020-07-30 2020-09-17 Completed 33.33% $91.96 $91.97 -0.04% Signal
2020-07-21 2020-08-12 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-07-02 2020-07-30 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2019-12-11 2020-07-21 Completed 33.33% $88.48 $91.93 3.84% Signal
2020-04-24 2020-07-02 Completed 33.33% $91.28 $91.90 0.63% Signal
2020-04-01 2020-04-24 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2019-11-27 2020-04-01 Completed 33.33% $88.46 $90.99 2.81% Signal
2019-11-18 2019-12-11 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-11-05 2019-11-27 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2018-12-06 2019-11-18 Completed 33.33% $82.52 $88.46 7.14% Signal
2019-10-23 2019-11-05 Completed 33.33% $88.15 $88.33 0.15% Signal
2019-10-01 2019-10-23 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2019-05-28 2019-10-01 Completed 33.33% $85.89 $88.11 2.53% Signal
2019-05-03 2019-05-28 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-11-30 2019-05-03 Completed 33.33% $81.97 $85.26 3.97% Signal
2018-10-10 2018-12-06 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2018-09-21 2018-12-06 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
2018-09-19 2018-11-30 Interest (CASH) 33.33% $1.00 $1.00 0.46% Interest Income
2018-08-23 2018-10-10 Completed 33.33% $82.34 $81.05 -1.61% Signal
2018-06-27 2018-09-21 Completed 33.33% $81.82 $81.58 -0.34% Signal
2018-08-29 2018-09-19 Completed 33.33% $82.18 $81.60 -0.76% Signal
2018-08-07 2018-08-29 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2017-12-21 2018-08-23 Interest (CASH) 33.33% $1.00 $1.01 1.19% Interest Income
2018-06-08 2018-08-07 Completed 33.33% $81.40 $81.87 0.52% Signal
2018-05-08 2018-06-27 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2018-04-27 2018-06-08 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2018-04-19 2018-05-08 Completed 33.33% $81.38 $81.23 -0.24% Signal
2018-04-02 2018-04-27 Completed 33.33% $81.58 $81.13 -0.61% Signal
2017-10-19 2018-04-19 Interest (CASH) 33.33% $1.00 $1.01 0.72% Interest Income
2017-10-04 2018-04-02 Interest (CASH) 33.33% $1.00 $1.01 0.68% Interest Income
2017-05-11 2017-12-21 Completed 33.33% $81.45 $82.47 1.20% Signal
2017-08-17 2017-10-19 Completed 33.33% $82.60 $82.81 0.20% Signal
2017-08-03 2017-10-04 Completed 33.33% $82.47 $82.82 0.37% Signal
2017-07-26 2017-08-17 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-07-06 2017-08-03 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2017-04-13 2017-07-26 Completed 33.33% $81.86 $82.09 0.23% Signal
2017-04-05 2017-07-06 Completed 33.33% $81.40 $81.85 0.50% Signal
2016-12-02 2017-05-11 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
2017-03-20 2017-04-13 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2017-03-14 2017-04-05 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2017-02-07 2017-03-20 Completed 33.33% $81.04 $80.74 -0.42% Signal
2017-01-18 2017-03-14 Completed 33.33% $80.92 $80.15 -1.00% Signal
2016-11-07 2017-02-07 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2016-10-24 2017-01-18 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2015-10-02 2016-12-02 Completed 33.33% $80.48 $80.76 0.29% Signal
2016-01-11 2016-11-07 Completed 33.33% $80.37 $82.43 2.51% Signal
2016-04-11 2016-10-24 Completed 33.33% $81.49 $82.54 1.24% Signal
2016-03-17 2016-04-11 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-01-28 2016-03-17 Completed 33.33% $80.78 $81.17 0.43% Signal
2016-01-05 2016-01-28 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-11-25 2016-01-11 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2015-12-16 2016-01-05 Completed 33.33% $79.78 $79.99 0.22% Signal
2015-11-11 2015-12-16 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-08-07 2015-11-25 Completed 33.33% $79.60 $79.95 0.39% Signal
2015-07-23 2015-11-11 Completed 33.33% $79.32 $79.75 0.50% Signal
2015-07-14 2015-10-02 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-05-28 2015-08-07 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-05-12 2015-07-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-11-20 2015-07-14 Completed 33.33% $75.23 $79.09 5.07% Signal
2014-01-31 2015-05-28 Completed 33.33% $75.66 $79.74 5.34% Signal
2015-03-24 2015-05-12 Completed 33.33% $79.82 $79.42 -0.55% Signal
2015-03-02 2015-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-16 2015-03-02 Completed 33.33% $78.67 $79.68 1.22% Signal
2014-09-24 2014-10-16 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-04-17 2014-09-24 Completed 33.33% $76.17 $77.47 1.66% Signal
2014-03-26 2014-04-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-01-21 2014-03-26 Completed 33.33% $75.07 $75.49 0.51% Signal
2013-12-11 2014-01-31 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-11-26 2014-01-21 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-10-03 2013-12-11 Completed 33.33% $74.77 $74.67 -0.18% Signal
2013-09-26 2013-11-26 Completed 33.33% $74.76 $74.99 0.25% Signal
2013-06-12 2013-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2013-05-30 2013-10-03 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-08-23 2013-09-26 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-08-06 2013-08-23 Completed 33.33% $74.09 $73.16 -1.30% Signal
2013-05-17 2013-08-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-04-08 2013-06-12 Completed 33.33% $76.20 $74.77 -1.93% Signal
2013-03-28 2013-05-30 Completed 33.33% $75.87 $75.10 -1.06% Signal
2013-03-08 2013-05-17 Completed 33.33% $75.55 $75.77 0.23% Signal
2013-01-07 2013-04-08 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2013-02-08 2013-03-28 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-02-04 2013-03-08 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-01-28 2013-02-08 Completed 33.33% $75.54 $75.55 -0.04% Signal
2013-01-07 2013-02-04 Completed 33.33% $75.88 $75.62 -0.39% Signal
2012-11-09 2013-01-28 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-10-23 2013-01-07 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2011-04-29 2013-01-07 Completed 33.33% $71.29 $75.88 6.39% Signal
2011-12-01 2012-11-09 Completed 33.33% $73.90 $75.87 2.61% Signal
2012-09-18 2012-10-23 Completed 33.33% $76.15 $76.03 -0.21% Signal
2012-08-24 2012-09-18 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-04-13 2012-08-24 Completed 33.33% $75.09 $75.93 1.06% Signal
2012-03-21 2012-04-13 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-11-11 2012-03-21 Completed 33.33% $73.71 $74.53 1.06% Signal
2011-10-21 2011-12-01 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-10-12 2011-11-11 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-03-28 2011-10-21 Completed 33.33% $70.44 $73.43 4.19% Signal
2011-05-09 2011-10-12 Completed 33.33% $71.67 $73.33 2.26% Signal
2011-04-14 2011-05-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-02-01 2011-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2011-03-09 2011-04-14 Completed 33.33% $70.35 $70.72 0.48% Signal
2011-03-04 2011-03-28 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-02-10 2011-03-09 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-03-01 2011-03-04 Completed 33.33% $70.24 $70.16 -0.16% Signal
2010-12-15 2011-03-01 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2011-01-19 2011-02-10 Completed 33.33% $70.21 $69.18 -1.52% Signal
2008-09-30 2011-02-01 Completed 33.33% $61.26 $70.26 14.64% Signal
2010-12-01 2011-01-19 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2010-10-20 2010-12-15 Completed 33.33% $70.80 $69.68 -1.64% Signal
2010-10-13 2010-12-01 Completed 33.33% $70.71 $70.61 -0.19% Signal
2010-09-21 2010-10-20 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-09-01 2010-10-13 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2010-02-10 2010-09-21 Completed 33.33% $67.65 $70.05 3.50% Signal
2010-05-06 2010-09-01 Completed 33.33% $68.29 $70.39 3.03% Signal
2010-04-14 2010-05-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-01-28 2010-04-14 Completed 33.33% $67.39 $67.85 0.62% Signal
2010-01-15 2010-02-10 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-12-29 2010-01-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-07-13 2010-01-15 Completed 33.33% $65.25 $67.21 2.96% Signal
2009-07-08 2009-12-29 Completed 33.33% $65.00 $66.53 2.31% Signal
2009-06-09 2009-07-13 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2009-05-28 2009-07-08 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2009-03-25 2009-06-09 Completed 33.33% $64.32 $63.90 -0.70% Signal
2009-03-06 2009-05-28 Completed 33.33% $63.87 $64.36 0.72% Signal
2009-03-03 2009-03-25 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-02-09 2009-03-06 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2008-11-26 2009-03-03 Completed 33.33% $62.48 $63.85 2.13% Signal
2008-11-11 2009-02-09 Completed 33.33% $61.36 $63.23 2.99% Signal
2008-11-03 2008-11-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2008-10-15 2008-11-11 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2008-08-28 2008-11-03 Completed 33.33% $60.33 $60.13 -0.38% Signal
2008-08-28 2008-10-15 Completed 33.33% $60.33 $61.66 2.16% Signal
2008-07-09 2008-09-30 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2008-08-06 2008-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2008-06-02 2008-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.43% Interest Income
2008-07-16 2008-08-06 Completed 33.33% $60.05 $59.02 -1.76% Signal
2008-06-06 2008-07-16 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
2007-10-10 2008-07-09 Completed 33.33% $57.32 $59.87 4.41% Signal
2008-05-27 2008-06-06 Completed 33.33% $60.25 $59.81 -0.78% Signal
2008-04-07 2008-06-02 Completed 33.33% $60.25 $59.95 -0.55% Signal
2008-05-02 2008-05-27 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2008-03-24 2008-05-02 Completed 33.33% $60.09 $60.16 0.07% Signal
2008-03-12 2008-04-07 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2008-02-22 2008-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2007-09-26 2008-03-12 Completed 33.33% $57.06 $59.40 4.05% Signal
2007-11-07 2008-02-22 Completed 33.33% $57.74 $59.28 2.61% Signal
2007-10-16 2007-11-07 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
2007-09-26 2007-10-16 Completed 33.33% $57.06 $57.37 0.49% Signal
2007-09-24 2007-10-10 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2007-09-24 2007-09-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2007-09-24 2007-09-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where MBB ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

📊 View Full 40-Asset Backtest Matrix → 🛠️ Build Custom Portfolio with MBB → ⚖️ Compare MBB vs Non-Correlated Assets →