SCHB
Schwab U.S. Broad Market ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for SCHB (Schwab U.S. Broad Market ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -18.6% (compared to the benchmark's drawdown of -35.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.5%, compared to a Buy-and-Hold benchmark return of 14.5%. The strategy executed 29 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.
SCHB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 13.50% | 18.01% | 7.26% | 11.47% | 13.20% | 14.47% | 12.54% | 14.48% |
| Sharpe Ratio | 1.03 | 1.29 | 0.59 | 0.63 | 0.98 | 0.74 | 0.97 | 0.79 |
| Max Drawdown | -8.91% | -8.91% | -18.64% | -25.41% | -18.64% | -35.27% | -18.64% | -35.27% |
| % Time Invested | 100.0% | 100.0% | 91.5% | 100.0% | 94.8% | 100.0% | 96.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 2.0 | 0.0 | 2.0 | 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 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 | ||||||||
| 2026-04-09 | 2026-05-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2025-07-11 | 2026-04-09 | Completed | 33.33% | $23.78 | $25.99 | 9.25% | Signal | |
| 2025-07-01 | 2025-09-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.88% | Interest Income | |
| 2025-03-27 | 2025-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income | |
| 2025-04-30 | 2025-07-01 | Completed | 33.33% | $20.78 | $23.50 | 13.04% | Signal | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-11-08 | 2025-04-07 | Completed | 33.33% | $16.35 | $18.51 | 13.19% | Stop | |
| 2023-04-20 | 2025-04-07 | Completed | 33.33% | $15.32 | $18.51 | 20.76% | Stop | |
| 2024-01-04 | 2025-03-27 | Completed | 33.33% | $17.68 | $21.56 | 21.88% | Signal | |
| 2023-11-03 | 2024-01-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 2022-11-01 | 2023-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 5.18% | Interest Income | |
| 2023-01-30 | 2023-11-03 | Completed | 33.33% | $15.12 | $16.17 | 6.92% | Signal | |
| 2022-05-10 | 2023-04-20 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.34% | Interest Income | |
| 2022-02-25 | 2023-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.38% | Interest Income | |
| 2022-10-20 | 2022-11-01 | Completed | 33.33% | $13.69 | $14.54 | 6.15% | Signal | |
| 2022-09-28 | 2022-10-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2022-06-01 | 2022-09-28 | Completed | 33.33% | $15.30 | $13.53 | -11.61% | Stop | |
| 2022-05-09 | 2022-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-03-21 | 2022-05-10 | Completed | 33.33% | $16.52 | $14.88 | -9.97% | Stop | |
| 2020-04-01 | 2022-05-09 | Completed | 33.33% | $8.90 | $14.96 | 68.03% | Stop | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-08-11 | 2022-02-25 | Completed | 33.33% | $12.30 | $15.95 | 29.65% | Stop | |
| 2020-06-25 | 2022-02-25 | Completed | 33.33% | $11.03 | $15.95 | 44.61% | Stop | |
| 2020-06-16 | 2020-08-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-08 | 2020-06-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-24 | 2020-06-16 | Completed | 33.33% | $8.38 | $11.46 | 36.70% | Signal | |
| 2020-03-24 | 2020-04-08 | Completed | 33.33% | $8.38 | $9.57 | 14.21% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 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 | |
| 2019-01-16 | 2020-03-10 | Completed | 33.33% | $9.34 | $10.23 | 9.47% | Stop | |
| 2019-06-20 | 2020-03-02 | Completed | 33.33% | $10.62 | $10.78 | 1.45% | Stop | |
| 2019-03-28 | 2020-03-02 | Completed | 33.33% | $10.08 | $10.78 | 6.95% | Stop | |
| 2019-02-04 | 2019-06-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 2018-11-29 | 2019-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income | |
| 2019-01-11 | 2019-02-04 | Completed | 33.33% | $9.23 | $9.69 | 4.89% | Signal | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-18 | 2019-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-09-01 | 2018-12-21 | Completed | 33.33% | $7.44 | $8.78 | 17.93% | Stop | |
| 2016-07-12 | 2018-12-18 | Completed | 33.33% | $7.32 | $9.12 | 24.51% | Stop | |
| 2018-07-03 | 2018-11-29 | Completed | 33.33% | $9.77 | $9.74 | -0.40% | Signal | |
| 2018-05-23 | 2018-07-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2016-05-03 | 2018-05-23 | Completed | 33.33% | $7.01 | $9.65 | 37.55% | Signal | |
| 2016-07-13 | 2016-09-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2015-09-17 | 2016-07-13 | Completed | 33.33% | $6.80 | $7.34 | 7.91% | Signal | |
| 2015-11-05 | 2016-07-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2016-01-21 | 2016-05-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2015-12-23 | 2016-01-21 | Completed | 33.33% | $6.95 | $6.29 | -9.56% | Stop | |
| 2015-08-25 | 2015-12-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-09-17 | 2015-11-05 | Completed | 33.33% | $6.80 | $7.13 | 4.78% | 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 | |
| 2012-09-04 | 2015-08-25 | Completed | 33.33% | $4.47 | $6.66 | 48.99% | Stop | |
| 2012-03-13 | 2015-08-25 | Completed | 33.33% | $4.37 | $6.66 | 52.42% | Stop | |
| 2011-10-27 | 2015-08-25 | Completed | 33.33% | $4.02 | $6.66 | 65.78% | Stop | |
| 2012-07-09 | 2012-09-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-12-23 | 2012-07-09 | Completed | 33.33% | $3.96 | $4.30 | 8.59% | Signal | |
| 2011-10-25 | 2012-03-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-10-25 | 2011-12-23 | 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 | |