SCHD
Schwab U.S. Dividend Equity ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-12
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 -19.1% (compared to the benchmark's drawdown of -33.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.9%, compared to a Buy-and-Hold benchmark return of 12.2%. 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 | 23.19% | 26.18% | 3.25% | 8.87% | 8.79% | 12.93% | 7.94% | 12.22% |
| Sharpe Ratio | 2.17 | 2.14 | 0.28 | 0.59 | 0.71 | 0.73 | 0.66 | 0.73 |
| Max Drawdown | -4.61% | -4.61% | -19.15% | -16.84% | -19.15% | -33.37% | -19.15% | -33.37% |
| % Time Invested | 80.6% | 100.0% | 73.2% | 100.0% | 80.5% | 100.0% | 81.0% | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-08-22 | Open | Open | 100% | $26.86 | $32.82 | 22.17% | Mark-to-Market |
| 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% | $23.29 | $24.49 | 5.19% | 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% | $22.27 | $21.22 | -4.73% | 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% | $22.57 | $21.62 | -4.21% | 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% | $14.84 | $20.30 | 36.78% | 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% | $11.13 | $11.62 | 4.41% | 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% | $12.99 | $13.85 | 6.62% | 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% | $12.62 | $11.90 | -5.71% | 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% | $9.51 | $12.62 | 32.67% | 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% | $9.24 | $8.68 | -6.05% | 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% | $7.62 | $8.97 | 17.76% | Signal |
| 2013-10-15 | 2013-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |