PM Philip Morris International Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for PM (Philip Morris International Inc) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -24.4% (compared to the benchmark's drawdown of -42.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.4%, compared to a Buy-and-Hold benchmark return of 14.3%. The strategy executed 63 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.
PM Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -5.60% | 3.26% | 10.27% | 18.41% | 7.61% | 11.43% | 10.36% | 14.29% |
| Sharpe Ratio | -0.28 | 0.12 | 0.52 | 0.75 | 0.41 | 0.44 | 0.59 | 0.61 |
| Max Drawdown | -21.75% | -20.64% | -22.34% | -22.78% | -24.42% | -42.87% | -24.42% | -42.87% |
| % Time Invested | 93.2% | 100.0% | 87.1% | 100.0% | 90.2% | 100.0% | 93.5% | 100.0% |
| Trades / Year | 5.0 | 0.0 | 5.0 | 0.0 | 4.5 | 0.0 | 3.9 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-05-14 | Open | Open | 33.33% | $188.23 | $177.38 | -5.76% | Mark-to-Market |
| 2026-04-27 | Open | Open | 33.33% | $163.05 | $177.38 | 8.79% | Mark-to-Market |
| 2026-04-07 | Open | Open | 33.33% | $160.38 | $177.38 | 10.60% | Mark-to-Market |
| 2026-05-04 | 2026-05-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2026-03-03 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2026-04-02 | 2026-04-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2026-03-13 | 2026-04-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2026-01-20 | 2026-04-02 | Completed | 33.33% | $169.42 | $157.35 | -7.12% | Stop |
| 2025-11-13 | 2026-03-13 | Completed | 33.33% | $152.92 | $171.96 | 12.46% | Stop |
| 2026-01-30 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2025-11-13 | 2026-01-30 | Completed | 33.33% | $152.92 | $176.27 | 15.27% | Signal |
| 2025-12-08 | 2026-01-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2025-11-12 | 2025-12-08 | Completed | 33.33% | $153.47 | $144.93 | -5.56% | Stop |
| 2025-10-22 | 2025-11-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2025-10-22 | 2025-11-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2025-10-09 | 2025-11-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2025-08-20 | 2025-10-22 | Completed | 33.33% | $165.42 | $149.17 | -9.83% | Stop |
| 2024-05-10 | 2025-10-22 | Completed | 33.33% | $92.06 | $149.17 | 62.03% | Stop |
| 2024-05-10 | 2025-10-09 | Completed | 33.33% | $92.06 | $152.52 | 65.67% | Signal |
| 2025-07-29 | 2025-08-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2024-05-10 | 2025-07-29 | Completed | 33.33% | $92.06 | $154.20 | 67.50% | Stop |
| 2024-04-15 | 2024-05-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2024-04-15 | 2024-05-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2024-04-12 | 2024-05-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2024-03-13 | 2024-04-15 | Completed | 33.33% | $86.61 | $82.51 | -4.73% | Stop |
| 2024-03-13 | 2024-04-15 | Completed | 33.33% | $86.61 | $82.51 | -4.73% | Stop |
| 2024-03-13 | 2024-04-12 | Completed | 33.33% | $86.61 | $82.37 | -4.89% | Signal |
| 2024-01-11 | 2024-03-13 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.37% | Interest Income |
| 2023-10-16 | 2024-03-13 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.91% | Interest Income |
| 2023-09-18 | 2024-03-13 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 3.35% | Interest Income |
| 2023-12-21 | 2024-01-11 | Completed | 33.33% | $84.13 | $85.99 | 2.21% | Signal |
| 2023-06-20 | 2023-12-21 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 3.02% | Interest Income |
| 2023-09-12 | 2023-10-16 | Completed | 33.33% | $84.03 | $83.64 | -0.46% | Signal |
| 2023-04-04 | 2023-09-18 | Completed | 33.33% | $85.36 | $85.44 | 0.09% | Signal |
| 2023-06-02 | 2023-09-12 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.95% | Interest Income |
| 2023-04-18 | 2023-06-20 | Completed | 33.33% | $87.37 | $83.79 | -4.10% | Signal |
| 2023-05-16 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-11-25 | 2023-05-16 | Completed | 33.33% | $83.56 | $82.87 | -0.82% | Signal |
| 2023-04-04 | 2023-04-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2022-12-02 | 2023-04-04 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2023-03-24 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2022-10-20 | 2023-03-24 | Completed | 33.33% | $72.47 | $79.38 | 9.54% | Stop |
| 2022-11-16 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2022-10-04 | 2022-11-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2022-10-21 | 2022-11-16 | Completed | 33.33% | $72.59 | $81.21 | 11.87% | Signal |
| 2022-10-04 | 2022-10-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-10-04 | 2022-10-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-09-29 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.13% | Interest Income |
| 2022-09-28 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.24% | Interest Income |
| 2022-09-08 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.22% | Interest Income |
| 2022-04-04 | 2022-09-29 | Completed | 33.33% | $79.68 | $74.27 | -6.79% | Stop |
| 2022-08-03 | 2022-09-28 | Completed | 33.33% | $82.96 | $74.41 | -10.31% | Stop |
| 2022-04-04 | 2022-09-08 | Completed | 33.33% | $79.68 | $79.33 | -0.44% | Signal |
| 2022-07-12 | 2022-08-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-03-30 | 2022-07-12 | Completed | 33.33% | $77.77 | $78.41 | 0.81% | Stop |
| 2022-03-11 | 2022-04-04 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-03-11 | 2022-04-04 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-03-08 | 2022-03-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2022-01-18 | 2022-03-11 | Completed | 33.33% | $84.54 | $75.57 | -10.61% | Stop |
| 2021-12-23 | 2022-03-11 | Completed | 33.33% | $76.17 | $75.57 | -0.78% | Stop |
| 2021-12-14 | 2022-03-08 | Completed | 33.33% | $73.88 | $77.15 | 4.42% | Stop |
| 2022-01-04 | 2022-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-12-01 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-12-01 | 2021-12-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-11-19 | 2021-12-14 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2020-12-04 | 2021-12-01 | Completed | 33.33% | $60.24 | $70.28 | 16.68% | Stop |
| 2020-08-21 | 2021-12-01 | Completed | 33.33% | $59.13 | $70.28 | 18.86% | Stop |
| 2020-11-20 | 2021-11-19 | Completed | 33.33% | $59.13 | $74.21 | 25.51% | Stop |
| 2020-12-02 | 2020-12-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-11-03 | 2020-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-11-03 | 2020-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-10-29 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-07-01 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2020-06-09 | 2020-10-29 | Completed | 33.33% | $57.28 | $53.43 | -6.72% | Stop |
| 2020-06-02 | 2020-08-21 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2020-04-06 | 2020-07-01 | Completed | 33.33% | $56.03 | $52.96 | -5.48% | Signal |
| 2020-06-02 | 2020-06-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2020-05-15 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-04-23 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-04-06 | 2020-05-15 | Completed | 33.33% | $56.03 | $51.02 | -8.94% | Stop |
| 2020-04-06 | 2020-04-23 | Completed | 33.33% | $56.03 | $54.30 | -3.08% | Signal |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2019-10-18 | 2020-03-13 | Completed | 33.33% | $57.58 | $54.85 | -4.74% | Stop |
| 2019-09-20 | 2020-03-13 | Completed | 33.33% | $50.46 | $54.85 | 8.71% | Stop |
| 2019-01-17 | 2020-03-13 | Completed | 33.33% | $48.67 | $54.85 | 12.70% | Stop |
| 2019-08-08 | 2019-10-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2019-08-28 | 2019-09-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2019-07-03 | 2019-08-28 | Completed | 33.33% | $56.67 | $50.96 | -10.08% | Stop |
| 2019-04-09 | 2019-08-08 | Completed | 33.33% | $59.49 | $57.70 | -3.02% | Signal |
| 2019-06-11 | 2019-07-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2019-01-17 | 2019-06-11 | Completed | 33.33% | $48.67 | $53.87 | 10.67% | Signal |
| 2019-03-04 | 2019-04-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2019-01-25 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2019-01-15 | 2019-01-25 | Completed | 33.33% | $47.80 | $49.68 | 3.94% | Signal |
| 2018-12-04 | 2019-01-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2018-12-04 | 2019-01-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2018-12-20 | 2019-01-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2018-10-18 | 2018-12-20 | Completed | 33.33% | $58.39 | $49.28 | -15.60% | Stop |
| 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 |
| 2018-08-27 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2018-01-29 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.67% | Interest Income |
| 2017-10-25 | 2018-10-18 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.09% | Interest Income |
| 2018-05-14 | 2018-08-27 | Completed | 33.33% | $53.63 | $53.55 | -0.15% | Signal |
| 2018-04-20 | 2018-05-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2017-11-22 | 2018-04-20 | Completed | 33.33% | $66.85 | $56.57 | -15.38% | Stop |
| 2017-03-31 | 2018-01-29 | Completed | 33.33% | $72.09 | $71.58 | -0.70% | Signal |
| 2017-10-31 | 2017-11-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2016-12-07 | 2017-10-31 | Completed | 33.33% | $54.93 | $67.72 | 23.29% | Stop |
| 2017-01-26 | 2017-10-25 | Completed | 33.33% | $60.75 | $70.09 | 15.37% | Signal |
| 2017-02-01 | 2017-03-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2015-09-17 | 2017-02-01 | Completed | 33.33% | $48.46 | $60.15 | 24.13% | Signal |
| 2016-11-02 | 2017-01-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2016-11-14 | 2016-12-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2015-04-08 | 2016-11-14 | Completed | 33.33% | $45.19 | $55.48 | 22.76% | Stop |
| 2016-10-24 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-06-19 | 2016-10-24 | Completed | 33.33% | $48.18 | $60.20 | 24.95% | Signal |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 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 |
| 2015-07-02 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-04-10 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2015-03-03 | 2015-06-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2014-08-25 | 2015-04-10 | Completed | 33.33% | $47.62 | $45.42 | -4.62% | Signal |
| 2015-03-03 | 2015-04-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2015-02-23 | 2015-03-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2015-02-03 | 2015-03-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2014-11-10 | 2015-02-23 | Completed | 33.33% | $49.82 | $47.54 | -4.58% | Signal |
| 2015-01-05 | 2015-02-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2014-12-16 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-10-27 | 2014-12-16 | Completed | 33.33% | $49.87 | $46.63 | -6.51% | Stop |
| 2014-11-04 | 2014-11-10 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-10-10 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2014-10-02 | 2014-10-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.20% | Interest Income |
| 2014-05-28 | 2014-10-10 | Completed | 33.33% | $48.20 | $47.86 | -0.70% | Signal |
| 2014-09-03 | 2014-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-06-27 | 2014-09-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2014-08-01 | 2014-08-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2014-06-02 | 2014-08-01 | Completed | 33.33% | $49.01 | $45.97 | -6.19% | Stop |
| 2014-02-24 | 2014-06-27 | Completed | 33.33% | $43.20 | $48.31 | 11.82% | Signal |
| 2014-05-02 | 2014-06-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2014-05-02 | 2014-05-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2014-04-02 | 2014-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-04-02 | 2014-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-03-04 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-03-04 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-02-05 | 2014-03-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2014-02-04 | 2014-03-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-02-04 | 2014-02-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2013-12-11 | 2014-02-05 | Completed | 33.33% | $46.64 | $41.98 | -10.00% | Signal |
| 2014-01-30 | 2014-02-03 | Interest (FLOT) | 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 |
| 2013-09-23 | 2014-01-30 | Completed | 33.33% | $48.36 | $43.65 | -9.74% | Stop |
| 2013-12-03 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2013-12-03 | 2013-12-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2013-11-19 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2013-08-13 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2010-06-01 | 2013-11-19 | Completed | 33.33% | $20.75 | $49.59 | 139.05% | Signal |
| 2013-08-29 | 2013-09-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2011-10-26 | 2013-08-29 | Completed | 33.33% | $35.33 | $44.56 | 26.10% | Stop |
| 2013-03-11 | 2013-08-13 | Completed | 33.33% | $47.86 | $47.34 | -1.09% | Signal |
| 2013-01-03 | 2013-03-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2011-11-28 | 2013-01-03 | Completed | 33.33% | $36.52 | $45.77 | 25.33% | Signal |
| 2011-11-03 | 2011-11-28 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-09-02 | 2011-11-03 | Completed | 33.33% | $25.43 | $35.55 | 39.82% | Signal |
| 2011-10-04 | 2011-10-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2011-10-04 | Completed | 33.33% | $20.75 | $30.99 | 49.36% | Stop |
| 2010-07-01 | 2010-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-06-01 | 2010-07-01 | Completed | 33.33% | $20.75 | $21.97 | 5.90% | Signal |
| 2010-05-27 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-05-27 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-05-27 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |