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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -19.3% (compared to the benchmark's drawdown of -33.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.1%, compared to a Buy-and-Hold benchmark return of 12.4%. The strategy executed 10 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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 | 27.50% | 29.19% | 4.15% | 9.89% | 8.60% | 12.81% | 8.11% | 12.45% |
| Sharpe Ratio | 2.29 | 2.31 | 0.36 | 0.66 | 0.70 | 0.72 | 0.68 | 0.74 |
| Max Drawdown | -4.61% | -4.61% | -19.31% | -16.84% | -19.31% | -33.37% | -19.31% | -33.37% |
| % Time Invested | 92.5% | 100.0% | 73.2% | 100.0% | 80.5% | 100.0% | 81.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.7 | 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 | 2025-08-22 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.61% | Interest Income | |
| 2023-12-26 | 2025-04-08 | Completed | 100% | $23.10 | $24.30 | 5.14% | Stop | |
| 2023-10-20 | 2023-12-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.96% | Interest Income | |
| 2023-08-15 | 2023-10-20 | Completed | 100% | $22.10 | $21.05 | -4.78% | Signal | |
| 2023-05-01 | 2023-08-15 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.54% | Interest Income | |
| 2022-12-15 | 2023-05-01 | Completed | 100% | $22.39 | $21.45 | -4.26% | Signal | |
| 2022-06-17 | 2022-12-15 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.60% | Interest Income | |
| 2020-08-04 | 2022-06-17 | Completed | 100% | $14.72 | $20.14 | 36.71% | Signal | |
| 2020-03-26 | 2020-08-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2020-03-24 | 2020-03-26 | Completed | 100% | $11.04 | $11.53 | 4.36% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-02-07 | 2020-03-02 | Completed | 100% | $12.88 | $13.74 | 6.56% | Stop | |
| 2018-12-21 | 2019-02-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2018-06-26 | 2018-12-21 | Completed | 100% | $12.52 | $11.80 | -5.76% | Signal | |
| 2018-06-04 | 2018-06-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2016-03-22 | 2018-06-04 | Completed | 100% | $9.44 | $12.52 | 32.60% | Signal | |
| 2016-02-08 | 2016-03-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2015-11-25 | 2016-02-08 | Completed | 100% | $9.16 | $8.61 | -6.10% | Signal | |
| 2015-07-29 | 2015-11-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2013-10-17 | 2015-07-29 | Completed | 100% | $7.56 | $8.90 | 17.70% | Signal | |
| 2013-10-15 | 2013-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |