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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -47.8% (compared to the benchmark's drawdown of -42.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.5%, compared to a Buy-and-Hold benchmark return of 11.8%. The strategy executed 12 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
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 Active
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.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
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SCHA Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 31.07% | 31.07% | 2.76% | 7.63% | 1.19% | 10.72% | 4.48% | 11.76% |
| Sharpe Ratio | 1.43 | 1.43 | 0.16 | 0.34 | 0.08 | 0.45 | 0.29 | 0.53 |
| Max Drawdown | -9.51% | -9.51% | -34.29% | -30.79% | -47.79% | -42.41% | -47.79% | -42.41% |
| % Time Invested | 100.0% | 100.0% | 64.5% | 100.0% | 64.5% | 100.0% | 73.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.9 | 0.0 | 0.8 | 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 | ||||||||
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-27 | 2025-04-08 | Completed | 100% | $23.73 | $21.39 | -9.88% | Stop | |
| 2025-03-05 | 2025-03-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-04-02 | 2025-03-05 | Completed | 100% | $23.40 | $23.88 | 2.01% | Stop | |
| 2022-09-22 | 2024-04-02 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.82% | Interest Income | |
| 2022-06-02 | 2022-09-22 | Completed | 100% | $20.18 | $19.00 | -5.90% | Signal | |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-02-14 | 2022-05-10 | Completed | 100% | $22.04 | $19.40 | -12.02% | Stop | |
| 2022-01-21 | 2022-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-02-05 | 2022-01-21 | Completed | 100% | $23.01 | $21.79 | -5.36% | Stop | |
| 2020-03-02 | 2021-02-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-12-26 | 2020-03-02 | Completed | 100% | $17.42 | $15.48 | -11.20% | Stop | |
| 2019-08-07 | 2019-12-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 2019-01-16 | 2019-08-07 | Completed | 100% | $14.71 | $15.53 | 5.55% | Signal | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-16 | 2018-12-21 | Completed | 100% | $15.30 | $13.51 | -11.76% | Stop | |
| 2018-10-25 | 2018-11-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-11-15 | 2018-10-25 | Completed | 100% | $12.92 | $14.89 | 15.20% | Stop | |
| 2016-04-25 | 2016-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2016-02-08 | 2016-04-25 | Completed | 100% | $9.84 | $11.61 | 17.99% | Signal | |
| 2016-01-14 | 2016-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-14 | Completed | 100% | $11.65 | $10.13 | -13.17% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-27 | 2015-08-25 | Completed | 100% | $6.87 | $11.39 | 65.72% | Stop | |
| 2011-10-25 | 2011-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |