OEF iShares S&P 100 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for OEF (iShares S&P 100 ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -17.4% (compared to the benchmark's drawdown of -54.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.1%, compared to a Buy-and-Hold benchmark return of 11.4%. The strategy executed 61 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.
OEF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 27.43% | 31.88% | 12.57% | 16.09% | 15.58% | 16.82% | 10.13% | 11.43% |
| Sharpe Ratio | 2.13 | 2.19 | 0.97 | 0.85 | 1.10 | 0.84 | 0.82 | 0.59 |
| Max Drawdown | -9.76% | -11.06% | -17.38% | -26.47% | -17.38% | -31.44% | -17.38% | -54.11% |
| % Time Invested | 100.0% | 100.0% | 91.9% | 100.0% | 95.0% | 100.0% | 92.1% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.2 | 0.0 | 2.2 | 0.0 | 2.6 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-04-13 | Open | Open | 33.33% | $332.25 | $377.33 | 13.57% | Mark-to-Market |
| 2025-09-04 | Open | Open | 33.33% | $317.90 | $377.33 | 18.69% | Mark-to-Market |
| 2025-04-30 | Open | Open | 33.33% | $263.06 | $377.33 | 43.44% | Mark-to-Market |
| 2026-03-19 | 2026-04-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2025-07-10 | 2026-03-19 | Completed | 33.33% | $304.99 | $321.43 | 5.39% | Signal |
| 2025-07-25 | 2025-09-04 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2025-04-29 | 2025-07-25 | Completed | 33.33% | $264.08 | $310.94 | 17.74% | Signal |
| 2025-06-03 | 2025-07-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-04-03 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | 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 |
| 2023-11-08 | 2025-04-07 | Completed | 33.33% | $202.20 | $232.78 | 15.12% | Stop |
| 2023-05-03 | 2025-04-04 | Completed | 33.33% | $183.12 | $249.98 | 36.52% | Stop |
| 2023-12-29 | 2025-04-03 | Completed | 33.33% | $218.88 | $259.95 | 18.76% | Signal |
| 2023-11-09 | 2023-12-29 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2023-02-08 | 2023-11-09 | Completed | 33.33% | $179.36 | $202.61 | 12.96% | Signal |
| 2023-09-27 | 2023-11-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2023-07-20 | 2023-09-27 | Completed | 33.33% | $205.83 | $195.38 | -5.08% | Stop |
| 2023-06-02 | 2023-07-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.90% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-04 | 2023-05-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.33% | 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 | 2023-02-08 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.57% | Interest Income |
| 2022-11-17 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.15% | 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 |
| 2022-10-24 | 2022-11-17 | Completed | 33.33% | $164.16 | $168.60 | 2.70% | Signal |
| 2022-10-04 | 2022-10-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2022-09-30 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | 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 |
| 2022-05-25 | 2022-09-30 | Completed | 33.33% | $169.45 | $158.45 | -6.49% | Stop |
| 2022-05-31 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-05-25 | 2022-05-31 | Completed | 33.33% | $169.45 | $178.75 | 5.49% | Signal |
| 2022-05-03 | 2022-05-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-05-03 | 2022-05-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-03-21 | 2022-05-03 | Completed | 33.33% | $194.88 | $180.58 | -7.34% | Stop |
| 2020-04-01 | 2022-05-03 | Completed | 33.33% | $106.33 | $180.58 | 69.83% | Stop |
| 2022-03-02 | 2022-03-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-02-25 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2022-02-25 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-08-31 | 2022-02-25 | Completed | 33.33% | $153.05 | $187.95 | 22.80% | Stop |
| 2020-06-24 | 2022-02-25 | Completed | 33.33% | $133.51 | $187.95 | 40.77% | Stop |
| 2020-07-29 | 2020-08-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2020-03-24 | 2020-07-29 | Completed | 33.33% | $101.65 | $138.06 | 35.82% | Signal |
| 2020-06-02 | 2020-06-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2020-04-14 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-03-24 | 2020-04-14 | Completed | 33.33% | $101.65 | $119.87 | 17.92% | Signal |
| 2020-03-10 | 2020-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2019-01-16 | 2020-03-10 | Completed | 33.33% | $105.13 | $118.84 | 13.03% | 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 |
| 2019-04-08 | 2020-03-02 | Completed | 33.33% | $115.90 | $123.97 | 6.96% | Stop |
| 2019-03-29 | 2020-03-02 | Completed | 33.33% | $113.85 | $123.97 | 8.88% | Stop |
| 2019-03-04 | 2019-04-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2019-03-04 | 2019-03-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2019-02-28 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-12-12 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2019-01-11 | 2019-02-28 | Completed | 33.33% | $103.68 | $111.47 | 7.51% | Signal |
| 2018-12-21 | 2019-01-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-12-18 | 2019-01-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2015-09-17 | 2018-12-21 | Completed | 33.33% | $74.32 | $99.32 | 33.63% | Stop |
| 2016-06-14 | 2018-12-18 | Completed | 33.33% | $78.94 | $103.15 | 30.68% | Stop |
| 2018-07-16 | 2018-12-12 | Completed | 33.33% | $110.95 | $107.30 | -3.29% | Signal |
| 2018-05-07 | 2018-07-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2016-05-02 | 2018-05-07 | Completed | 33.33% | $78.74 | $104.99 | 33.34% | Signal |
| 2016-05-20 | 2016-06-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-04-11 | 2016-05-20 | Completed | 33.33% | $78.18 | $78.05 | -0.16% | Signal |
| 2016-04-04 | 2016-05-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2016-04-04 | 2016-04-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | 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 |
| 2016-03-01 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-12-08 | 2016-03-01 | Completed | 33.33% | $78.29 | $74.10 | -5.35% | Signal |
| 2015-12-02 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-11-03 | 2015-12-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-09-17 | 2015-12-02 | Completed | 33.33% | $74.32 | $79.73 | 7.27% | 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 |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2013-02-14 | 2015-08-25 | Completed | 33.33% | $54.84 | $71.10 | 29.65% | Stop |
| 2012-02-10 | 2015-08-25 | Completed | 33.33% | $47.62 | $71.10 | 49.31% | Stop |
| 2011-09-01 | 2015-08-25 | Completed | 33.33% | $42.65 | $71.10 | 66.70% | Stop |
| 2013-01-23 | 2013-02-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2012-08-14 | 2013-01-23 | Completed | 33.33% | $51.52 | $54.04 | 4.90% | Signal |
| 2012-07-18 | 2012-08-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2011-12-21 | 2012-07-18 | Completed | 33.33% | $44.06 | $49.52 | 12.39% | Signal |
| 2012-01-04 | 2012-02-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2011-12-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-10-12 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-08-02 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-08-31 | 2011-10-12 | Completed | 33.33% | $42.71 | $42.57 | -0.34% | Signal |
| 2011-08-10 | 2011-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-09 | 2011-08-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-07-27 | 2011-08-10 | Completed | 33.33% | $38.60 | $40.61 | 5.20% | Stop |
| 2010-12-08 | 2011-08-09 | Completed | 33.33% | $42.17 | $40.33 | -4.37% | Stop |
| 2011-07-29 | 2011-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2010-10-11 | 2011-07-29 | Completed | 33.33% | $40.31 | $44.94 | 11.48% | Signal |
| 2010-11-02 | 2010-12-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-09-24 | 2010-11-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-09-02 | 2010-10-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2010-06-01 | 2010-09-24 | Completed | 33.33% | $37.09 | $39.36 | 6.11% | Signal |
| 2010-07-09 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-07-02 | 2010-07-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-06-01 | 2010-07-09 | Completed | 33.33% | $37.09 | $36.98 | -0.32% | Signal |
| 2009-08-27 | 2010-07-02 | Completed | 33.33% | $35.73 | $35.50 | -0.65% | Stop |
| 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 |
| 2009-08-21 | 2010-05-07 | Completed | 33.33% | $35.30 | $38.89 | 10.18% | Stop |
| 2009-06-02 | 2010-05-07 | Completed | 33.33% | $32.33 | $38.89 | 20.28% | Stop |
| 2009-07-02 | 2009-08-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-07-02 | 2009-08-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | 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 | 2009-06-02 | 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 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | 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 |
| 2008-09-03 | 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 |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-08-01 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2008-07-21 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-02-14 | 2008-08-01 | Completed | 33.33% | $45.35 | $42.43 | -6.44% | Signal |
| 2008-06-20 | 2008-07-21 | Completed | 33.33% | $43.63 | $42.17 | -3.35% | Signal |
| 2008-06-03 | 2008-06-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2008-02-14 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2008-01-07 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.22% | Interest Income |
| 2008-02-12 | 2008-02-14 | Completed | 33.33% | $44.62 | $45.35 | 1.65% | Signal |
| 2008-01-23 | 2008-02-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2008-01-18 | 2008-02-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2006-10-04 | 2008-01-23 | Completed | 33.33% | $43.33 | $42.97 | -0.83% | Stop |
| 2006-03-29 | 2008-01-18 | Completed | 33.33% | $40.62 | $45.15 | 11.15% | Stop |
| 2007-11-07 | 2008-01-07 | Completed | 33.33% | $50.01 | $47.42 | -5.18% | Signal |
| 2007-10-11 | 2007-11-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2007-06-04 | 2007-10-11 | Completed | 33.33% | $49.67 | $52.04 | 4.78% | Signal |
| 2007-05-10 | 2007-06-04 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2006-09-20 | 2007-05-10 | Completed | 33.33% | $42.71 | $48.74 | 14.12% | Signal |
| 2006-08-04 | 2006-10-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2006-06-28 | 2006-09-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2004-01-05 | 2006-08-04 | Completed | 33.33% | $36.72 | $41.26 | 12.38% | Signal |
| 2006-01-13 | 2006-06-28 | Completed | 33.33% | $40.12 | $39.50 | -1.53% | Signal |
| 2006-03-07 | 2006-03-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-02-28 | 2006-03-07 | Completed | 33.33% | $40.30 | $39.91 | -0.97% | Signal |
| 2005-09-12 | 2006-02-28 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.83% | Interest Income |
| 2005-10-21 | 2006-01-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2005-08-04 | 2005-10-21 | Completed | 33.33% | $39.44 | $37.65 | -4.53% | Signal |
| 2004-12-17 | 2005-09-12 | Completed | 33.33% | $38.57 | $39.20 | 1.63% | Signal |
| 2005-05-06 | 2005-08-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2004-11-15 | 2005-05-06 | Completed | 33.33% | $38.23 | $38.12 | -0.29% | Signal |
| 2004-10-01 | 2004-12-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2004-05-28 | 2004-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2003-06-05 | 2004-10-01 | Completed | 33.33% | $32.45 | $36.25 | 11.73% | Signal |
| 2003-05-21 | 2004-05-28 | Completed | 33.33% | $30.40 | $36.63 | 20.47% | Signal |
| 2003-04-01 | 2004-01-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2003-04-01 | 2003-06-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2003-03-20 | 2003-05-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2003-03-21 | 2003-04-01 | Completed | 33.33% | $29.70 | $28.33 | -4.61% | Stop |
| 2003-03-21 | 2003-04-01 | Completed | 33.33% | $29.70 | $28.33 | -4.61% | Stop |
| 2002-10-25 | 2003-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2002-10-25 | 2003-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2003-03-11 | 2003-03-20 | Completed | 33.33% | $27.04 | $29.04 | 7.38% | Signal |
| 2003-02-14 | 2003-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2002-12-24 | 2003-02-14 | Completed | 33.33% | $29.64 | $27.16 | -8.35% | Stop |
| 2002-10-25 | 2002-12-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |