SCHD
Schwab U.S. Dividend Equity ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-28
Executive Summary
The quantitative backtest for SCHD (Schwab U.S. Dividend Equity ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -15.6% (compared to the benchmark's drawdown of -33.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.1%, compared to a Buy-and-Hold benchmark return of 12.4%. The strategy executed 30 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.
SCHD Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 27.34% | 29.19% | 7.52% | 9.89% | 11.78% | 12.81% | 11.07% | 12.45% |
| Sharpe Ratio | 2.52 | 2.31 | 0.76 | 0.66 | 0.98 | 0.72 | 0.94 | 0.74 |
| Max Drawdown | -4.61% | -4.61% | -10.69% | -16.84% | -15.63% | -33.37% | -15.63% | -33.37% |
| % Time Invested | 100.0% | 100.0% | 90.0% | 100.0% | 94.0% | 100.0% | 94.8% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.2 | 0.0 | 2.2 | 0.0 | 2.3 | 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 | ||||||||
| 2025-12-09 | 2026-01-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2025-08-14 | 2025-12-09 | Completed | 33.33% | $26.31 | $26.85 | 1.98% | Signal | |
| 2025-05-21 | 2025-11-26 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.16% | Interest Income | |
| 2025-02-19 | 2025-08-14 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.09% | Interest Income | |
| 2025-05-01 | 2025-05-21 | Completed | 33.33% | $24.55 | $25.17 | 2.48% | Signal | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-05-13 | 2025-04-08 | Completed | 33.33% | $24.38 | $24.30 | -0.37% | Stop | |
| 2024-02-09 | 2025-04-08 | Completed | 33.33% | $23.42 | $24.30 | 3.72% | Stop | |
| 2024-07-29 | 2025-02-19 | Completed | 33.33% | $25.55 | $26.46 | 3.49% | Signal | |
| 2024-07-05 | 2024-07-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-01-22 | 2024-07-05 | Completed | 33.33% | $23.33 | $23.92 | 2.49% | Signal | |
| 2023-05-05 | 2024-05-13 | Interest (CASH) | 33.33% | $1.00 | $1.06 | 5.57% | Interest Income | |
| 2023-06-20 | 2024-02-09 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.51% | Interest Income | |
| 2023-11-02 | 2024-01-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income | |
| 2023-08-17 | 2023-11-02 | Completed | 33.33% | $21.97 | $20.64 | -6.07% | Signal | |
| 2023-04-14 | 2023-08-17 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.81% | Interest Income | |
| 2023-03-22 | 2023-06-20 | Completed | 33.33% | $21.23 | $21.60 | 1.72% | Signal | |
| 2023-04-04 | 2023-05-05 | Completed | 33.33% | $21.78 | $20.86 | -4.30% | Stop | |
| 2022-12-19 | 2023-04-14 | Completed | 33.33% | $21.98 | $21.82 | -0.80% | Signal | |
| 2023-01-13 | 2023-04-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.03% | Interest Income | |
| 2022-06-17 | 2023-03-22 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.81% | Interest Income | |
| 2022-10-19 | 2023-01-13 | Completed | 33.33% | $20.21 | $22.70 | 12.25% | Signal | |
| 2022-04-18 | 2022-12-19 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.82% | Interest Income | |
| 2022-09-27 | 2022-10-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2020-04-01 | 2022-09-27 | Completed | 33.33% | $11.61 | $19.73 | 69.83% | Stop | |
| 2020-09-23 | 2022-06-17 | Completed | 33.33% | $14.93 | $20.14 | 34.84% | Stop | |
| 2020-07-01 | 2022-04-18 | Completed | 33.33% | $14.03 | $22.43 | 59.75% | Signal | |
| 2020-05-26 | 2020-09-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-03-27 | 2020-07-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-03-24 | 2020-05-26 | Completed | 33.33% | $11.04 | $13.87 | 25.54% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-03-27 | Completed | 33.33% | $11.04 | $11.77 | 6.52% | 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 | |
| 2019-01-18 | 2020-03-10 | Completed | 33.33% | $12.53 | $13.27 | 5.82% | Stop | |
| 2019-06-11 | 2020-03-02 | Completed | 33.33% | $13.65 | $13.74 | 0.57% | Stop | |
| 2019-02-07 | 2020-03-02 | Completed | 33.33% | $12.88 | $13.74 | 6.56% | Stop | |
| 2019-03-18 | 2019-06-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2019-01-16 | 2019-03-18 | Completed | 33.33% | $12.38 | $13.42 | 8.33% | Signal | |
| 2018-12-18 | 2019-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-09-17 | 2018-12-26 | Completed | 33.33% | $8.53 | $11.39 | 33.50% | Stop | |
| 2018-05-29 | 2018-12-21 | Completed | 33.33% | $12.35 | $11.80 | -4.48% | Stop | |
| 2018-06-12 | 2018-12-18 | Completed | 33.33% | $12.79 | $12.24 | -4.37% | Signal | |
| 2018-04-27 | 2018-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2018-05-04 | 2018-05-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2016-03-17 | 2018-05-04 | Completed | 33.33% | $9.36 | $11.89 | 26.93% | Stop | |
| 2016-04-20 | 2018-04-27 | Completed | 33.33% | $9.61 | $12.23 | 27.19% | Signal | |
| 2016-03-29 | 2016-04-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-11-25 | 2016-03-29 | Completed | 33.33% | $9.16 | $9.39 | 2.48% | Signal | |
| 2016-01-11 | 2016-03-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2015-11-25 | 2016-01-11 | Completed | 33.33% | $9.16 | $8.67 | -5.43% | Stop | |
| 2015-08-25 | 2015-11-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-07-16 | 2015-11-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-10-17 | 2015-08-25 | Completed | 33.33% | $7.56 | $8.45 | 11.71% | Stop | |
| 2013-10-17 | 2015-08-25 | Completed | 33.33% | $7.56 | $8.45 | 11.71% | Stop | |
| 2013-10-17 | 2015-07-16 | Completed | 33.33% | $7.56 | $9.08 | 20.12% | Signal | |
| 2013-10-15 | 2013-10-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-10-15 | 2013-10-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-10-15 | 2013-10-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |