SCHA
Schwab U.S. Small-Cap ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for SCHA (Schwab U.S. Small-Cap ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -27.6% (compared to the benchmark's drawdown of -42.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.1%, compared to a Buy-and-Hold benchmark return of 11.8%. The strategy executed 42 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
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.
SCHA Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 27.88% | 31.07% | 3.74% | 7.63% | 6.11% | 10.72% | 7.14% | 11.76% |
| Sharpe Ratio | 1.36 | 1.43 | 0.26 | 0.34 | 0.43 | 0.45 | 0.51 | 0.53 |
| Max Drawdown | -9.51% | -9.51% | -23.27% | -30.79% | -27.59% | -42.41% | -27.59% | -42.41% |
| % Time Invested | 100.0% | 100.0% | 85.2% | 100.0% | 88.8% | 100.0% | 91.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 3.4 | 0.0 | 3.1 | 0.0 | 2.8 | 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 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 Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net 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. Upgrade to Pro to Unlock | ||||||||
| 2025-05-21 | 2025-10-07 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.60% | Interest Income | |
| 2025-03-04 | 2025-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.61% | Interest Income | |
| 2025-04-30 | 2025-05-21 | Completed | 33.33% | $22.25 | $24.00 | 7.83% | Signal | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-26 | 2025-04-07 | Completed | 33.33% | $24.03 | $20.02 | -16.72% | Stop | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-04 | 2025-03-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-04-02 | 2025-03-11 | Completed | 33.33% | $23.40 | $23.14 | -1.14% | Stop | |
| 2024-07-29 | 2025-03-04 | Completed | 33.33% | $25.09 | $23.86 | -4.94% | Stop | |
| 2024-02-16 | 2025-03-04 | Completed | 33.33% | $22.86 | $23.86 | 4.32% | Stop | |
| 2024-07-05 | 2024-07-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-01-16 | 2024-07-05 | Completed | 33.33% | $21.92 | $22.91 | 4.47% | Signal | |
| 2022-09-20 | 2024-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.08 | 7.84% | Interest Income | |
| 2023-09-29 | 2024-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.06% | Interest Income | |
| 2023-10-30 | 2024-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.11% | Interest Income | |
| 2023-10-26 | 2023-10-30 | Completed | 33.33% | $18.57 | $18.53 | -0.28% | Signal | |
| 2023-10-04 | 2023-10-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-07-28 | 2023-10-04 | Completed | 33.33% | $21.84 | $19.33 | -11.56% | Stop | |
| 2023-09-21 | 2023-09-29 | Completed | 33.33% | $20.11 | $20.16 | 0.24% | Signal | |
| 2023-08-29 | 2023-09-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-04-05 | 2023-08-29 | Completed | 33.33% | $19.59 | $20.83 | 6.27% | Signal | |
| 2023-05-08 | 2023-07-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.18% | Interest Income | |
| 2023-04-05 | 2023-05-08 | Completed | 33.33% | $19.59 | $19.62 | 0.10% | Signal | |
| 2023-03-14 | 2023-04-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-02-23 | 2023-04-05 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.27% | Interest Income | |
| 2023-01-23 | 2023-03-14 | Completed | 33.33% | $20.57 | $19.79 | -3.85% | Stop | |
| 2022-11-10 | 2023-01-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2022-10-07 | 2022-11-10 | Completed | 33.33% | $18.72 | $19.78 | 5.57% | Signal | |
| 2022-01-20 | 2022-10-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.09% | Interest Income | |
| 2022-06-02 | 2022-09-20 | Completed | 33.33% | $20.18 | $19.43 | -3.74% | Signal | |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-02-15 | 2022-05-10 | Completed | 33.33% | $22.14 | $19.40 | -12.41% | Stop | |
| 2022-02-11 | 2022-02-23 | Completed | 33.33% | $22.34 | $21.60 | -3.33% | Signal | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-20 | 2022-02-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-02-04 | 2022-01-24 | Completed | 33.33% | $22.49 | $21.15 | -5.97% | Stop | |
| 2021-10-25 | 2022-01-20 | Completed | 33.33% | $24.53 | $22.42 | -8.65% | Stop | |
| 2020-10-01 | 2022-01-20 | Completed | 33.33% | $15.89 | $22.42 | 41.00% | Stop | |
| 2021-09-28 | 2021-10-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-06-29 | 2021-09-28 | Completed | 33.33% | $14.64 | $24.10 | 64.58% | Signal | |
| 2020-03-09 | 2021-02-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2020-04-09 | 2020-10-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2020-03-30 | 2020-06-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-03-24 | 2020-04-09 | Completed | 33.33% | $10.74 | $12.67 | 17.86% | Signal | |
| 2020-03-24 | 2020-03-30 | Completed | 33.33% | $10.74 | $11.75 | 9.30% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-12-26 | 2020-03-09 | Completed | 33.33% | $17.42 | $13.90 | -20.26% | Stop | |
| 2019-11-15 | 2020-03-02 | Completed | 33.33% | $16.63 | $15.48 | -7.00% | Stop | |
| 2019-07-10 | 2020-03-02 | Completed | 33.33% | $16.36 | $15.48 | -5.45% | Stop | |
| 2019-08-07 | 2019-12-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 2019-08-02 | 2019-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2019-01-17 | 2019-08-07 | Completed | 33.33% | $14.75 | $15.53 | 5.29% | Signal | |
| 2019-02-20 | 2019-08-02 | Completed | 33.33% | $16.09 | $16.11 | 0.11% | Signal | |
| 2019-06-03 | 2019-07-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2019-02-20 | 2019-06-03 | Completed | 33.33% | $16.09 | $15.18 | -5.68% | Stop | |
| 2018-12-20 | 2019-02-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2018-10-24 | 2019-02-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-20 | 2018-12-24 | Completed | 33.33% | $14.96 | $13.06 | -12.74% | Stop | |
| 2018-11-15 | 2018-12-20 | Completed | 33.33% | $15.11 | $13.64 | -9.74% | Stop | |
| 2018-10-29 | 2018-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-10-24 | 2018-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-11-15 | 2018-10-29 | Completed | 33.33% | $12.92 | $15.12 | 17.03% | Stop | |
| 2016-07-21 | 2018-10-24 | Completed | 33.33% | $12.25 | $15.37 | 25.38% | Stop | |
| 2016-05-04 | 2018-10-24 | Completed | 33.33% | $11.36 | $15.37 | 35.18% | Stop | |
| 2016-04-22 | 2016-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2015-11-10 | 2016-07-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2015-08-25 | 2016-05-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2016-02-09 | 2016-04-22 | Completed | 33.33% | $9.61 | $11.53 | 19.92% | Signal | |
| 2016-01-15 | 2016-02-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-15 | Completed | 33.33% | $11.65 | $9.95 | -14.67% | Stop | |
| 2015-09-17 | 2015-11-10 | Completed | 33.33% | $11.65 | $11.67 | 0.08% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-12-29 | 2015-08-25 | Completed | 33.33% | $11.87 | $11.39 | -4.03% | Stop | |
| 2012-06-27 | 2015-08-25 | Completed | 33.33% | $6.98 | $11.39 | 63.08% | Stop | |
| 2011-10-27 | 2015-08-25 | Completed | 33.33% | $6.87 | $11.39 | 65.72% | Stop | |
| 2014-10-17 | 2014-12-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-09-07 | 2014-10-17 | Completed | 33.33% | $7.73 | $10.71 | 38.48% | Signal | |
| 2012-06-05 | 2012-09-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2012-06-05 | 2012-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-03-21 | 2012-06-05 | Completed | 33.33% | $7.58 | $6.67 | -12.06% | Stop | |
| 2011-12-29 | 2012-06-05 | Completed | 33.33% | $6.65 | $6.67 | 0.22% | Stop | |
| 2011-10-25 | 2012-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-10-25 | 2011-12-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-25 | 2011-10-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |