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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -17.2% (compared to the benchmark's drawdown of -33.4%). 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 12.4%. The strategy executed 7 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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SCHD Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 29.19% | 29.19% | 7.63% | 9.89% | 13.02% | 12.81% | 12.52% | 12.45% |
| Sharpe Ratio | 2.31 | 2.31 | 0.60 | 0.66 | 0.90 | 0.72 | 0.89 | 0.74 |
| Max Drawdown | -4.61% | -4.61% | -17.07% | -16.84% | -17.19% | -33.37% | -17.19% | -33.37% |
| % Time Invested | 100.0% | 100.0% | 73.6% | 100.0% | 85.6% | 100.0% | 88.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.5 | 0.0 | 0.5 | 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 | |
| 2024-05-13 | 2025-04-08 | Completed | 100% | $24.38 | $24.30 | -0.37% | Stop | |
| 2023-05-05 | 2024-05-13 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.57% | Interest Income | |
| 2023-04-04 | 2023-05-05 | Completed | 100% | $21.78 | $20.86 | -4.30% | Stop | |
| 2023-02-01 | 2023-04-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 2022-10-18 | 2023-02-01 | Completed | 100% | $20.41 | $22.54 | 10.37% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2020-03-24 | 2022-09-26 | Completed | 100% | $11.04 | $19.71 | 78.38% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-18 | 2020-03-02 | Completed | 100% | $12.53 | $13.74 | 9.55% | Stop | |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-09-17 | 2018-12-26 | Completed | 100% | $8.53 | $11.39 | 33.50% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-10-17 | 2015-08-25 | Completed | 100% | $7.56 | $8.45 | 11.71% | Stop | |
| 2013-10-15 | 2013-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |