QUAL iShares MSCI USA Quality Factor ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for QUAL (iShares MSCI USA Quality Factor ETF) using the Excess Return MMA CA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -21.4% (compared to the benchmark's drawdown of -34.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.5%, compared to a Buy-and-Hold benchmark return of 13.1%. The strategy executed 99 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.
Available in Investing Mode
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
Available in Investing Mode
QUAL Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 17.39% | 23.04% | 7.47% | 12.23% | 11.15% | 14.28% | 9.52% | 13.06% |
| Sharpe Ratio | 1.72 | 1.76 | 0.71 | 0.67 | 1.02 | 0.74 | 0.90 | 0.71 |
| Max Drawdown | -5.59% | -9.03% | -21.35% | -28.23% | -21.35% | -34.06% | -21.35% | -34.06% |
| % Time Invested | 100.0% | 100.0% | 91.1% | 100.0% | 94.1% | 100.0% | 94.1% | 100.0% |
| Trades / Year | 5.0 | 0.0 | 7.8 | 0.0 | 7.5 | 0.0 | 8.0 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-05-08 | Open | Open | 33.33% | $210.53 | $215.49 | 2.36% | Mark-to-Market |
| 2026-04-14 | Open | Open | 33.33% | $202.00 | $215.49 | 6.68% | Mark-to-Market |
| 2025-05-01 | Open | Open | 33.33% | $168.94 | $215.49 | 27.55% | Mark-to-Market |
| 2026-05-04 | 2026-05-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2026-03-19 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2026-03-11 | 2026-04-14 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-05-01 | 2026-03-19 | Completed | 33.33% | $168.94 | $192.58 | 13.99% | Signal |
| 2026-02-27 | 2026-03-11 | Completed | 33.33% | $202.77 | $199.62 | -1.55% | Signal |
| 2026-02-04 | 2026-02-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-12-10 | 2026-02-04 | Completed | 33.33% | $197.27 | $201.63 | 2.21% | Signal |
| 2025-11-17 | 2025-12-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-11-13 | 2025-11-17 | Completed | 33.33% | $195.33 | $192.60 | -1.40% | Signal |
| 2025-10-22 | 2025-11-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2025-09-05 | 2025-10-22 | Completed | 33.33% | $188.67 | $194.79 | 3.25% | Signal |
| 2025-08-13 | 2025-09-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-07-24 | 2025-08-13 | Completed | 33.33% | $184.84 | $186.35 | 0.82% | Signal |
| 2025-07-01 | 2025-07-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2025-04-25 | 2025-07-01 | Completed | 33.33% | $164.95 | $181.07 | 9.77% | Signal |
| 2025-03-13 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2025-03-12 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2025-02-28 | 2025-04-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2023-12-27 | 2025-03-13 | Completed | 33.33% | $144.13 | $168.74 | 17.07% | Signal |
| 2025-03-05 | 2025-03-12 | Completed | 33.33% | $175.14 | $170.49 | -2.66% | Signal |
| 2025-01-21 | 2025-03-05 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2025-01-23 | 2025-02-28 | Completed | 33.33% | $181.04 | $176.69 | -2.40% | Signal |
| 2024-12-23 | 2025-01-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2024-09-30 | 2025-01-21 | Completed | 33.33% | $175.63 | $179.34 | 2.11% | Signal |
| 2024-11-26 | 2024-12-23 | Completed | 33.33% | $181.42 | $177.52 | -2.15% | Signal |
| 2024-11-04 | 2024-11-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2024-10-07 | 2024-11-04 | Completed | 33.33% | $176.02 | $174.38 | -0.93% | Signal |
| 2024-10-02 | 2024-10-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2024-09-13 | 2024-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2024-09-06 | 2024-09-30 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2024-08-21 | 2024-09-13 | Completed | 33.33% | $173.22 | $173.13 | -0.06% | Signal |
| 2024-06-10 | 2024-09-06 | Completed | 33.33% | $164.60 | $169.94 | 3.25% | Signal |
| 2024-08-02 | 2024-08-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2024-07-30 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2024-05-08 | 2024-07-30 | Completed | 33.33% | $158.23 | $166.85 | 5.45% | Signal |
| 2024-05-14 | 2024-06-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2023-11-08 | 2024-05-14 | Completed | 33.33% | $132.70 | $159.62 | 20.29% | Signal |
| 2024-04-11 | 2024-05-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2024-02-08 | 2024-04-11 | Completed | 33.33% | $153.07 | $158.34 | 3.44% | Signal |
| 2024-01-17 | 2024-02-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2023-11-22 | 2024-01-17 | Completed | 33.33% | $137.45 | $143.71 | 4.55% | Signal |
| 2023-11-21 | 2023-12-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2023-10-31 | 2023-11-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2023-01-19 | 2023-11-21 | Completed | 33.33% | $112.65 | $136.86 | 21.49% | Signal |
| 2023-09-26 | 2023-11-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2023-10-13 | 2023-10-31 | Completed | 33.33% | $132.32 | $125.89 | -4.86% | Signal |
| 2023-09-21 | 2023-10-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-05-02 | 2023-09-26 | Completed | 33.33% | $122.12 | $128.39 | 5.14% | Signal |
| 2023-09-06 | 2023-09-21 | Completed | 33.33% | $134.58 | $130.04 | -3.37% | Signal |
| 2023-08-14 | 2023-09-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2023-05-30 | 2023-08-14 | Completed | 33.33% | $125.00 | $132.05 | 5.64% | Signal |
| 2023-05-05 | 2023-05-30 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2023-03-28 | 2023-05-05 | Completed | 33.33% | $116.30 | $119.44 | 2.70% | Signal |
| 2023-04-10 | 2023-05-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-11-25 | 2023-04-10 | Completed | 33.33% | $114.37 | $119.03 | 4.08% | Signal |
| 2023-02-27 | 2023-03-28 | Interest (FLOT) | 33.33% | $1.00 | $0.99 | -0.71% | Interest Income |
| 2023-01-13 | 2023-02-27 | Completed | 33.33% | $113.77 | $115.33 | 1.37% | Signal |
| 2022-12-02 | 2023-01-19 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2022-12-20 | 2023-01-13 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2022-10-26 | 2022-12-20 | Completed | 33.33% | $107.08 | $108.97 | 1.77% | Signal |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-11-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2022-10-04 | 2022-10-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-09-23 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.40% | 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 |
| 2022-08-11 | 2022-09-23 | Completed | 33.33% | $119.30 | $102.94 | -13.71% | Stop |
| 2022-09-01 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-07-08 | 2022-09-01 | Completed | 33.33% | $109.92 | $109.77 | -0.14% | Signal |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-05-17 | 2022-08-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-06-14 | 2022-07-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-06-01 | 2022-06-14 | Completed | 33.33% | $117.45 | $107.07 | -8.84% | Stop |
| 2022-04-19 | 2022-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-04-22 | 2022-05-17 | Completed | 33.33% | $123.77 | $115.79 | -6.44% | Signal |
| 2022-03-02 | 2022-04-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-03-23 | 2022-04-19 | Completed | 33.33% | $126.47 | $123.71 | -2.18% | Signal |
| 2022-03-02 | 2022-03-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-02-28 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2022-02-23 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2022-01-24 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-02-16 | 2022-02-28 | Completed | 33.33% | $124.76 | $122.31 | -1.96% | Signal |
| 2022-02-11 | 2022-02-23 | Completed | 33.33% | $126.60 | $121.16 | -4.30% | Signal |
| 2022-01-25 | 2022-02-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-01-18 | 2022-02-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2020-06-25 | 2022-01-25 | Completed | 33.33% | $87.95 | $123.75 | 40.71% | Stop |
| 2021-11-12 | 2022-01-24 | Completed | 33.33% | $136.84 | $123.36 | -9.85% | Signal |
| 2021-12-28 | 2022-01-18 | Completed | 33.33% | $139.37 | $130.99 | -6.01% | Signal |
| 2021-12-03 | 2021-12-28 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-10-19 | 2021-12-03 | Completed | 33.33% | $131.27 | $134.09 | 2.14% | Signal |
| 2021-11-02 | 2021-11-12 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-10-15 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2021-09-20 | 2021-10-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-05-11 | 2021-10-15 | Completed | 33.33% | $84.63 | $129.86 | 53.45% | Signal |
| 2021-06-15 | 2021-09-20 | Completed | 33.33% | $123.65 | $127.69 | 3.27% | Signal |
| 2021-05-21 | 2021-06-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-03-30 | 2021-05-21 | Completed | 33.33% | $114.77 | $120.60 | 5.09% | Signal |
| 2021-03-08 | 2021-03-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-03-02 | 2021-03-08 | Completed | 33.33% | $111.74 | $110.45 | -1.16% | Signal |
| 2021-02-05 | 2021-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-11-24 | 2021-02-05 | Completed | 33.33% | $104.80 | $110.50 | 5.44% | Signal |
| 2020-11-03 | 2020-11-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-11-02 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-10-12 | 2020-11-02 | Completed | 33.33% | $101.25 | $95.53 | -5.65% | Signal |
| 2020-09-18 | 2020-10-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-07-20 | 2020-09-18 | Completed | 33.33% | $92.70 | $97.02 | 4.65% | Signal |
| 2020-06-25 | 2020-07-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-06-02 | 2020-06-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2020-04-03 | 2020-06-25 | Completed | 33.33% | $73.58 | $87.95 | 19.52% | Signal |
| 2020-04-09 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-03 | 2020-05-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-03-24 | 2020-04-09 | Completed | 33.33% | $67.56 | $81.10 | 20.04% | Signal |
| 2020-03-03 | 2020-04-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 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 |
| 2020-02-07 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.14% | Interest Income |
| 2019-10-14 | 2020-03-02 | Completed | 33.33% | $84.92 | $85.97 | 1.24% | Stop |
| 2019-03-27 | 2020-03-02 | Completed | 33.33% | $79.95 | $85.97 | 7.53% | Stop |
| 2019-10-25 | 2020-02-07 | Completed | 33.33% | $86.02 | $95.97 | 11.56% | Signal |
| 2019-10-03 | 2019-10-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2019-09-10 | 2019-10-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2019-08-30 | 2019-10-03 | Completed | 33.33% | $83.72 | $82.32 | -1.66% | Signal |
| 2019-07-11 | 2019-09-10 | Completed | 33.33% | $85.19 | $84.61 | -0.68% | Signal |
| 2019-08-05 | 2019-08-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2019-06-13 | 2019-08-05 | Completed | 33.33% | $82.42 | $81.94 | -0.58% | Signal |
| 2019-06-17 | 2019-07-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2019-02-14 | 2019-06-17 | Completed | 33.33% | $77.01 | $82.35 | 6.93% | Signal |
| 2019-05-13 | 2019-06-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2019-01-10 | 2019-05-13 | Completed | 33.33% | $71.27 | $80.12 | 12.42% | Signal |
| 2019-03-04 | 2019-03-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2018-12-10 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2018-12-04 | 2019-02-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2018-12-04 | 2019-01-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2018-07-19 | 2018-12-10 | Completed | 33.33% | $77.25 | $72.60 | -6.03% | Signal |
| 2018-11-28 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-09 | 2018-11-28 | Completed | 33.33% | $77.75 | $74.29 | -4.45% | Signal |
| 2018-11-02 | 2018-11-09 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-11-01 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2018-10-11 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-05-14 | 2018-11-01 | Completed | 33.33% | $75.55 | $75.43 | -0.15% | Signal |
| 2018-07-24 | 2018-10-11 | Completed | 33.33% | $77.34 | $77.04 | -0.38% | Signal |
| 2018-06-29 | 2018-07-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-05-21 | 2018-07-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2018-05-25 | 2018-06-29 | Completed | 33.33% | $75.36 | $75.24 | -0.17% | Signal |
| 2018-05-03 | 2018-05-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2016-04-27 | 2018-05-21 | Completed | 33.33% | $57.00 | $75.60 | 32.62% | Signal |
| 2018-03-19 | 2018-05-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2018-04-20 | 2018-05-03 | Completed | 33.33% | $74.07 | $72.37 | -2.29% | Signal |
| 2018-03-28 | 2018-04-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2018-03-02 | 2018-03-28 | Completed | 33.33% | $73.36 | $72.82 | -0.74% | Signal |
| 2017-06-15 | 2018-03-19 | Completed | 33.33% | $65.61 | $76.08 | 15.96% | Signal |
| 2018-02-07 | 2018-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2017-09-06 | 2018-02-07 | Completed | 33.33% | $66.21 | $73.79 | 11.46% | Stop |
| 2017-08-11 | 2017-09-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2017-07-28 | 2017-08-11 | Completed | 33.33% | $66.51 | $65.42 | -1.63% | Signal |
| 2017-07-06 | 2017-07-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2017-06-16 | 2017-07-06 | Completed | 33.33% | $65.94 | $65.55 | -0.60% | Signal |
| 2017-05-24 | 2017-06-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2017-05-23 | 2017-06-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2017-04-28 | 2017-05-24 | Completed | 33.33% | $64.47 | $64.61 | 0.22% | Signal |
| 2016-12-05 | 2017-05-23 | Completed | 33.33% | $59.13 | $64.64 | 9.32% | Signal |
| 2017-04-04 | 2017-04-28 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2017-03-28 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.11% | Interest Income |
| 2017-02-07 | 2017-03-28 | Completed | 33.33% | $61.40 | $63.57 | 3.53% | Signal |
| 2017-01-13 | 2017-02-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2016-11-14 | 2017-01-13 | Completed | 33.33% | $58.76 | $60.76 | 3.40% | Signal |
| 2016-11-02 | 2016-12-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2016-11-02 | 2016-11-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2016-10-17 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-10-07 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-10-03 | 2016-10-17 | Completed | 33.33% | $58.47 | $57.76 | -1.20% | Signal |
| 2016-07-11 | 2016-10-07 | Completed | 33.33% | $57.93 | $58.36 | 0.75% | Signal |
| 2016-09-02 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-07-18 | 2016-09-02 | Completed | 33.33% | $58.59 | $58.86 | 0.46% | Signal |
| 2016-06-23 | 2016-07-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2016-06-16 | 2016-07-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2016-06-01 | 2016-06-23 | Completed | 33.33% | $56.62 | $56.97 | 0.62% | Signal |
| 2016-03-18 | 2016-06-16 | Completed | 33.33% | $56.29 | $55.83 | -0.82% | Signal |
| 2016-05-06 | 2016-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2016-02-05 | 2016-05-06 | Completed | 33.33% | $52.37 | $55.73 | 6.42% | Signal |
| 2016-04-04 | 2016-04-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-03-03 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-03-02 | 2016-03-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-11-25 | 2016-03-03 | Completed | 33.33% | $56.67 | $54.49 | -3.85% | Signal |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-02-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-01-15 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-12-17 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-10-28 | 2016-01-15 | Completed | 33.33% | $56.02 | $50.80 | -9.31% | Signal |
| 2015-12-15 | 2015-12-17 | Completed | 33.33% | $55.49 | $56.40 | 1.63% | Signal |
| 2015-11-20 | 2015-12-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2015-11-03 | 2015-11-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2015-10-27 | 2015-11-20 | Completed | 33.33% | $55.87 | $56.62 | 1.35% | Signal |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-10-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-10-05 | 2015-10-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2015-09-18 | 2015-10-05 | Completed | 33.33% | $52.32 | $52.80 | 0.93% | Signal |
| 2015-09-02 | 2015-09-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-11 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-08-10 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-01-16 | 2015-08-25 | Completed | 33.33% | $47.23 | $50.73 | 7.40% | Stop |
| 2015-08-04 | 2015-08-11 | Completed | 33.33% | $55.25 | $55.37 | 0.23% | Signal |
| 2015-07-30 | 2015-08-10 | Completed | 33.33% | $55.29 | $55.23 | -0.11% | Signal |
| 2015-07-13 | 2015-08-04 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2015-07-08 | 2015-07-30 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2014-12-03 | 2015-07-13 | Completed | 33.33% | $53.08 | $54.54 | 2.74% | Signal |
| 2015-07-01 | 2015-07-08 | Completed | 33.33% | $54.39 | $54.06 | -0.60% | Signal |
| 2015-06-09 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2015-05-05 | 2015-06-09 | Completed | 33.33% | $54.86 | $54.15 | -1.30% | Signal |
| 2015-04-13 | 2015-05-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2015-04-09 | 2015-04-13 | Completed | 33.33% | $54.29 | $54.78 | 0.89% | Signal |
| 2015-03-17 | 2015-04-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-02-10 | 2015-03-17 | Completed | 33.33% | $53.01 | $54.00 | 1.87% | Signal |
| 2015-02-03 | 2015-02-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2015-01-16 | 2015-02-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-01-13 | 2015-01-16 | Completed | 33.33% | $52.41 | $51.05 | -2.60% | Signal |
| 2015-01-05 | 2015-01-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-12-18 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-10-29 | 2014-12-18 | Completed | 33.33% | $50.73 | $52.36 | 3.20% | Signal |
| 2014-12-02 | 2014-12-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2014-11-10 | 2014-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-04-04 | 2014-11-10 | Completed | 33.33% | $47.79 | $51.89 | 8.58% | Signal |
| 2014-10-02 | 2014-10-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.14% | Interest Income |
| 2014-09-19 | 2014-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-08-27 | 2014-09-19 | Completed | 33.33% | $50.87 | $51.15 | 0.55% | Signal |
| 2014-08-05 | 2014-08-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-04-30 | 2014-08-05 | Completed | 33.33% | $47.32 | $48.57 | 2.64% | Signal |
| 2014-04-02 | 2014-04-30 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-04-02 | 2014-04-04 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-03-25 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2014-03-13 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2014-02-19 | 2014-03-25 | Completed | 33.33% | $47.02 | $47.66 | 1.36% | Signal |
| 2014-01-16 | 2014-03-13 | Completed | 33.33% | $47.23 | $47.70 | 0.99% | Signal |
| 2014-02-04 | 2014-02-19 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-01-27 | 2014-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2014-01-16 | 2014-01-27 | Completed | 33.33% | $47.23 | $45.84 | -2.94% | Signal |
| 2014-01-14 | 2014-01-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-01-14 | 2014-01-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-01-14 | 2014-01-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |