MDY S&P Midcap 400 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for MDY (S&P Midcap 400 ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -24.8% (compared to the benchmark's drawdown of -55.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.8%, compared to a Buy-and-Hold benchmark return of 10.9%. The strategy executed 93 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.
MDY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 21.15% | 25.04% | 3.71% | 7.61% | 7.04% | 11.00% | 7.76% | 10.90% |
| Sharpe Ratio | 1.40 | 1.45 | 0.28 | 0.37 | 0.53 | 0.49 | 0.55 | 0.47 |
| Max Drawdown | -8.82% | -8.82% | -19.49% | -24.03% | -21.03% | -42.22% | -24.84% | -55.33% |
| % Time Invested | 100.0% | 100.0% | 90.8% | 100.0% | 92.6% | 100.0% | 90.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 3.4 | 0.0 | 3.4 | 0.0 | 3.2 | 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 / 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 |
|---|---|---|---|---|---|---|---|
| 2025-10-13 | Open | Open | 33.33% | $581.34 | $680.61 | 17.08% | Mark-to-Market |
| 2025-07-18 | Open | Open | 33.33% | $577.29 | $680.61 | 17.90% | Mark-to-Market |
| 2025-04-29 | Open | Open | 33.33% | $512.01 | $680.61 | 32.93% | Mark-to-Market |
| 2025-06-03 | 2025-10-13 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.86% | Interest Income |
| 2025-06-03 | 2025-07-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2025-05-19 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-04-30 | 2025-05-19 | Completed | 33.33% | $508.96 | $550.90 | 8.24% | Signal |
| 2025-03-05 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.49% | 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 |
| 2025-03-27 | 2025-04-07 | Completed | 33.33% | $537.64 | $460.25 | -14.40% | Stop |
| 2024-02-20 | 2025-04-04 | Completed | 33.33% | $499.43 | $484.35 | -3.02% | Stop |
| 2025-03-05 | 2025-03-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2024-02-05 | 2025-03-05 | Completed | 33.33% | $487.82 | $537.15 | 10.11% | Stop |
| 2024-01-17 | 2025-03-05 | Completed | 33.33% | $476.29 | $537.15 | 12.78% | Stop |
| 2023-06-02 | 2024-02-20 | Interest (FLOT) | 33.33% | $1.00 | $1.05 | 4.81% | Interest Income |
| 2024-01-09 | 2024-02-05 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2023-10-24 | 2024-01-17 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.47% | Interest Income |
| 2024-01-02 | 2024-01-09 | Completed | 33.33% | $490.62 | $483.48 | -1.46% | Signal |
| 2023-12-07 | 2024-01-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2023-11-17 | 2023-12-07 | Completed | 33.33% | $448.67 | $463.37 | 3.28% | Signal |
| 2023-10-13 | 2023-11-17 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2023-07-27 | 2023-10-24 | Completed | 33.33% | $484.23 | $422.37 | -12.77% | Stop |
| 2023-03-16 | 2023-10-13 | Completed | 33.33% | $416.75 | $436.47 | 4.73% | Signal |
| 2023-06-02 | 2023-07-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2023-05-09 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-10 | 2023-05-09 | Completed | 33.33% | $428.25 | $429.73 | 0.34% | Signal |
| 2023-04-04 | 2023-04-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2023-03-16 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.99% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2023-01-04 | 2023-03-16 | Completed | 33.33% | $427.10 | $416.75 | -2.42% | Stop |
| 2022-12-02 | 2023-03-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2022-12-02 | 2023-01-04 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2022-11-10 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-10-25 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-11 | 2022-11-10 | Completed | 33.33% | $392.97 | $430.78 | 9.62% | Signal |
| 2022-10-19 | 2022-10-25 | Completed | 33.33% | $405.30 | $406.33 | 0.25% | Signal |
| 2022-10-04 | 2022-10-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-10-04 | 2022-10-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2022-09-27 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.30% | 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 |
| 2022-06-02 | 2022-09-27 | Completed | 33.33% | $433.93 | $388.81 | -10.40% | Stop |
| 2022-05-04 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-05-10 | 2022-06-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2021-02-10 | 2022-05-10 | Completed | 33.33% | $434.44 | $420.35 | -3.24% | Stop |
| 2022-02-16 | 2022-05-04 | Completed | 33.33% | $463.90 | $441.03 | -4.93% | Signal |
| 2022-02-22 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2022-02-16 | 2022-02-22 | Completed | 33.33% | $463.90 | $453.22 | -2.30% | Signal |
| 2022-01-25 | 2022-02-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-01-25 | 2022-02-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2021-10-19 | 2022-01-25 | Completed | 33.33% | $476.21 | $450.01 | -5.50% | Stop |
| 2020-10-05 | 2022-01-25 | Completed | 33.33% | $327.74 | $450.01 | 37.30% | Stop |
| 2021-09-24 | 2021-10-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2020-06-29 | 2021-09-24 | Completed | 33.33% | $295.30 | $463.16 | 56.85% | Signal |
| 2020-12-02 | 2021-02-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2020-11-03 | 2020-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-10-30 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-09-01 | 2020-10-30 | Completed | 33.33% | $328.17 | $325.45 | -0.83% | Signal |
| 2020-06-02 | 2020-10-05 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.11% | Interest Income |
| 2020-06-02 | 2020-09-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2020-06-02 | 2020-06-29 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2020-04-23 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-04-16 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-03-26 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2020-03-31 | 2020-04-23 | Completed | 33.33% | $246.12 | $258.33 | 4.96% | Signal |
| 2020-03-24 | 2020-04-16 | Completed | 33.33% | $217.98 | $256.84 | 17.83% | Signal |
| 2020-03-09 | 2020-03-31 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-03-24 | 2020-03-26 | Completed | 33.33% | $217.98 | $238.16 | 9.26% | Signal |
| 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 |
| 2020-01-02 | 2020-03-09 | Completed | 33.33% | $349.84 | $282.42 | -19.27% | Stop |
| 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 |
| 2019-11-06 | 2020-03-02 | Completed | 33.33% | $336.27 | $308.86 | -8.15% | Stop |
| 2019-06-12 | 2020-03-02 | Completed | 33.33% | $318.57 | $308.86 | -3.05% | Stop |
| 2019-08-07 | 2020-01-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2019-10-03 | 2019-11-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2019-09-03 | 2019-10-03 | Completed | 33.33% | $313.28 | $314.53 | 0.40% | Signal |
| 2019-08-06 | 2019-09-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2019-01-11 | 2019-08-07 | Completed | 33.33% | $291.87 | $312.46 | 7.05% | Signal |
| 2019-03-28 | 2019-08-06 | Completed | 33.33% | $313.66 | $313.79 | 0.04% | Signal |
| 2019-03-04 | 2019-06-12 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2019-03-04 | 2019-03-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2018-12-21 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-12-18 | 2019-01-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-11-20 | 2018-12-21 | Completed | 33.33% | $301.66 | $274.50 | -9.00% | Stop |
| 2016-11-14 | 2018-12-18 | Completed | 33.33% | $254.77 | $283.72 | 11.36% | Stop |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-10-29 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-10-29 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-06-01 | 2018-10-29 | Completed | 33.33% | $323.11 | $300.87 | -6.88% | Stop |
| 2016-07-07 | 2018-10-29 | Completed | 33.33% | $240.57 | $300.87 | 25.07% | Stop |
| 2018-05-01 | 2018-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2016-04-26 | 2018-05-01 | Completed | 33.33% | $236.56 | $307.80 | 30.11% | Signal |
| 2016-11-02 | 2016-11-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2016-10-04 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-05-24 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2016-04-04 | 2016-07-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2016-02-12 | 2016-05-24 | Completed | 33.33% | $200.25 | $233.81 | 16.76% | Signal |
| 2016-04-04 | 2016-04-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | 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 | 2016-02-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-01-21 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-11-06 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-09-17 | 2016-01-21 | Completed | 33.33% | $229.06 | $201.41 | -12.07% | Stop |
| 2015-09-17 | 2015-11-06 | Completed | 33.33% | $229.06 | $233.08 | 1.75% | Signal |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-20 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-03-22 | 2015-08-25 | Completed | 33.33% | $150.54 | $222.63 | 47.89% | Stop |
| 2011-10-27 | 2015-08-25 | Completed | 33.33% | $137.26 | $222.63 | 62.20% | Stop |
| 2014-12-29 | 2015-08-20 | Completed | 33.33% | $231.42 | $235.04 | 1.57% | Signal |
| 2014-12-02 | 2014-12-29 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-11-21 | 2014-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-11-19 | 2014-11-21 | Completed | 33.33% | $225.92 | $229.25 | 1.47% | Signal |
| 2014-11-04 | 2014-11-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-10-28 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2012-09-14 | 2014-10-28 | Completed | 33.33% | $156.66 | $217.60 | 38.90% | Signal |
| 2012-07-03 | 2012-09-14 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2012-07-02 | 2012-07-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-01-03 | 2012-07-02 | Completed | 33.33% | $136.66 | $145.15 | 6.21% | Signal |
| 2012-01-04 | 2012-03-22 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.10% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-10-04 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-08-05 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-10-05 | 2011-10-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-30 | 2011-10-05 | Completed | 33.33% | $130.76 | $117.97 | -9.78% | Stop |
| 2011-08-29 | 2011-10-04 | Completed | 33.33% | $128.32 | $112.14 | -12.61% | Stop |
| 2011-08-08 | 2011-08-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-05 | 2011-08-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2011-08-08 | Completed | 33.33% | $113.10 | $123.42 | 9.13% | Stop |
| 2010-10-11 | 2011-08-05 | Completed | 33.33% | $121.72 | $131.53 | 8.07% | Stop |
| 2010-06-01 | 2011-08-05 | Completed | 33.33% | $113.10 | $131.53 | 16.30% | Stop |
| 2010-09-02 | 2010-10-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2010-07-30 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-06-01 | 2010-07-30 | Completed | 33.33% | $113.10 | $112.01 | -0.96% | Signal |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-09-15 | 2010-05-07 | Completed | 33.33% | $101.97 | $115.37 | 13.14% | Stop |
| 2009-08-04 | 2010-05-07 | Completed | 33.33% | $94.49 | $115.37 | 22.10% | Stop |
| 2009-05-12 | 2010-05-07 | Completed | 33.33% | $85.23 | $115.37 | 35.36% | Stop |
| 2009-07-02 | 2009-09-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-07-02 | 2009-08-04 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2009-05-04 | 2009-05-12 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.13% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2008-09-05 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-07-30 | 2008-09-05 | Completed | 33.33% | $117.49 | $113.35 | -3.53% | Signal |
| 2008-08-18 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2008-07-16 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2008-02-12 | 2008-08-18 | Completed | 33.33% | $116.37 | $120.36 | 3.43% | Signal |
| 2008-07-08 | 2008-07-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2008-04-09 | 2008-07-16 | Completed | 33.33% | $118.82 | $112.87 | -5.01% | Stop |
| 2008-04-09 | 2008-07-08 | Completed | 33.33% | $118.82 | $113.65 | -4.35% | Stop |
| 2007-12-21 | 2008-04-09 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2007-08-17 | 2008-04-09 | Interest (SHV) | 33.33% | $1.00 | $1.03 | 2.96% | Interest Income |
| 2008-01-18 | 2008-02-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2003-06-02 | 2008-01-18 | Completed | 33.33% | $66.54 | $110.65 | 66.29% | Stop |
| 2007-09-11 | 2007-12-21 | Completed | 33.33% | $122.96 | $125.79 | 2.31% | Signal |
| 2007-08-17 | 2007-09-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2007-01-26 | 2007-08-17 | Completed | 33.33% | $117.63 | $121.33 | 3.15% | Stop |
| 2006-09-06 | 2007-08-17 | Completed | 33.33% | $107.54 | $121.33 | 12.82% | Stop |
| 2007-01-11 | 2007-01-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2006-09-26 | 2007-01-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.43% | Interest Income |
| 2004-12-16 | 2006-09-26 | Completed | 33.33% | $92.21 | $107.16 | 16.22% | Signal |
| 2006-06-29 | 2006-09-06 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2005-06-30 | 2006-06-29 | Completed | 33.33% | $97.59 | $105.85 | 8.46% | Signal |
| 2005-06-08 | 2005-06-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2004-11-05 | 2005-06-08 | Completed | 33.33% | $87.45 | $96.03 | 9.81% | Signal |
| 2004-11-23 | 2004-12-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2004-11-18 | 2004-11-23 | Completed | 33.33% | $89.41 | $88.99 | -0.47% | Signal |
| 2004-10-14 | 2004-11-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2004-07-02 | 2004-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2003-06-02 | 2004-10-14 | Completed | 33.33% | $66.54 | $82.59 | 24.12% | Signal |
| 2003-05-27 | 2004-07-02 | Completed | 33.33% | $62.95 | $84.11 | 33.62% | Signal |
| 2002-09-18 | 2003-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2001-12-10 | 2003-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.21% | Interest Income |
| 2003-03-13 | 2003-05-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2003-01-08 | 2003-03-13 | Completed | 33.33% | $60.98 | $54.22 | -11.08% | Stop |
| 2002-06-26 | 2003-01-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2002-07-19 | 2002-09-18 | Completed | 33.33% | $59.08 | $58.83 | -0.41% | Signal |
| 2002-06-26 | 2002-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-03-28 | 2002-06-26 | Completed | 33.33% | $74.31 | $64.87 | -12.71% | Stop |
| 2002-01-03 | 2002-06-26 | Completed | 33.33% | $69.68 | $64.87 | -6.91% | Stop |
| 2001-03-19 | 2002-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.78% | Interest Income |
| 2001-09-18 | 2002-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2001-10-10 | 2001-12-10 | Completed | 33.33% | $59.91 | $68.90 | 15.00% | Signal |
| 2001-09-18 | 2001-10-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2001-06-27 | 2001-09-18 | Completed | 33.33% | $69.19 | $60.83 | -12.08% | Stop |
| 2001-04-10 | 2001-09-18 | Completed | 33.33% | $62.46 | $60.83 | -2.61% | Stop |
| 2000-12-11 | 2001-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.41% | Interest Income |
| 2001-03-19 | 2001-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2000-11-10 | 2001-03-19 | Completed | 33.33% | $69.42 | $62.84 | -9.49% | Stop |
| 1998-11-02 | 2001-03-19 | Completed | 33.33% | $45.44 | $62.84 | 38.28% | Stop |
| 2000-11-10 | 2000-12-11 | Completed | 33.33% | $69.42 | $71.65 | 3.20% | Signal |
| 2000-10-19 | 2000-11-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2000-10-19 | 2000-11-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2000-05-10 | 2000-10-19 | Completed | 33.33% | $64.51 | $67.90 | 5.24% | Stop |
| 2000-05-10 | 2000-10-19 | Completed | 33.33% | $64.51 | $67.90 | 5.24% | Stop |
| 2000-04-17 | 2000-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-04-17 | 2000-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1999-11-09 | 2000-04-17 | Completed | 33.33% | $56.60 | $57.36 | 1.34% | Stop |
| 1999-11-05 | 2000-04-17 | Completed | 33.33% | $56.60 | $57.36 | 1.34% | Stop |
| 1999-10-18 | 1999-11-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 1999-10-08 | 1999-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 1999-03-17 | 1999-10-18 | Completed | 33.33% | $48.91 | $50.78 | 3.83% | Stop |
| 1998-12-15 | 1999-10-08 | Completed | 33.33% | $46.19 | $52.28 | 13.19% | Signal |
| 1999-02-08 | 1999-03-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 1999-01-05 | 1999-02-08 | Completed | 33.33% | $52.47 | $49.60 | -5.47% | Stop |
| 1998-10-08 | 1999-01-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income |
| 1998-08-03 | 1998-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.68% | Interest Income |
| 1998-10-09 | 1998-11-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 1998-09-16 | 1998-10-09 | Completed | 33.33% | $41.81 | $38.00 | -9.12% | Stop |
| 1998-08-27 | 1998-10-08 | Completed | 33.33% | $41.56 | $37.63 | -9.46% | Stop |
| 1998-08-24 | 1998-09-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 1998-08-05 | 1998-08-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 1997-04-25 | 1998-08-24 | Completed | 33.33% | $33.49 | $44.12 | 31.74% | Stop |
| 1997-11-20 | 1998-08-05 | Completed | 33.33% | $43.01 | $44.40 | 3.22% | Stop |
| 1998-03-03 | 1998-08-03 | Completed | 33.33% | $47.01 | $45.98 | -2.20% | Signal |
| 1998-01-16 | 1998-03-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 1997-11-20 | 1998-01-16 | Completed | 33.33% | $43.01 | $42.64 | -0.87% | Signal |
| 1997-10-29 | 1997-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1997-10-29 | 1997-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1997-06-13 | 1997-10-29 | Completed | 33.33% | $38.38 | $42.40 | 10.47% | Stop |
| 1997-04-25 | 1997-10-29 | Completed | 33.33% | $33.49 | $42.40 | 26.62% | Stop |
| 1997-05-02 | 1997-06-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 1997-04-25 | 1997-05-02 | Completed | 33.33% | $33.49 | $34.36 | 2.61% | Signal |
| 1997-04-23 | 1997-04-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 1997-04-23 | 1997-04-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 1997-04-23 | 1997-04-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |