SCHF Schwab International Equity ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for SCHF (Schwab International Equity ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -21.4% (compared to the benchmark's drawdown of -34.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.5%, compared to a Buy-and-Hold benchmark return of 8.6%. The strategy executed 40 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
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.
SCHF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 33.39% | 33.39% | 6.76% | 10.01% | 8.60% | 10.36% | 6.45% | 8.55% |
| Sharpe Ratio | 1.84 | 1.84 | 0.57 | 0.58 | 0.74 | 0.57 | 0.58 | 0.48 |
| Max Drawdown | -11.48% | -11.48% | -17.01% | -29.14% | -19.66% | -34.87% | -21.44% | -34.87% |
| % Time Invested | 100.0% | 100.0% | 92.3% | 100.0% | 94.5% | 100.0% | 93.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 2.6 | 0.0 | 2.7 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-05-23 | Open | Open | 33.33% | $20.47 | $27.77 | 35.69% | Mark-to-Market |
| 2025-05-01 | Open | Open | 33.33% | $19.92 | $27.77 | 39.38% | Mark-to-Market |
| 2023-11-17 | Open | Open | 33.33% | $16.18 | $27.77 | 71.61% | Mark-to-Market |
| 2025-05-02 | 2025-05-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-02-26 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2025-03-26 | 2025-04-08 | Completed | 33.33% | $19.59 | $17.81 | -9.07% | Stop |
| 2024-12-19 | 2025-03-26 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2024-02-26 | 2025-02-26 | Completed | 33.33% | $17.71 | $19.36 | 9.33% | Signal |
| 2023-12-15 | 2024-12-19 | Completed | 33.33% | $16.91 | $17.93 | 6.00% | Signal |
| 2023-11-27 | 2024-02-26 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.90% | Interest Income |
| 2023-09-22 | 2023-12-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.44% | Interest Income |
| 2023-04-05 | 2023-11-27 | Completed | 33.33% | $15.86 | $16.35 | 3.04% | Signal |
| 2023-06-02 | 2023-11-17 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.97% | Interest Income |
| 2022-12-30 | 2023-09-22 | Completed | 33.33% | $14.69 | $15.91 | 8.25% | Signal |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-04 | 2023-04-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2023-03-14 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2023-03-14 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2023-01-18 | 2023-03-14 | Completed | 33.33% | $15.91 | $15.25 | -4.16% | Stop |
| 2023-01-18 | 2023-03-14 | Completed | 33.33% | $15.91 | $15.25 | -4.16% | Stop |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-12-02 | 2022-12-30 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-09-07 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.15% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-06-01 | 2022-09-07 | Completed | 33.33% | $15.49 | $13.43 | -13.32% | Signal |
| 2022-03-03 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-05-09 | 2022-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-04-01 | 2022-05-09 | Completed | 33.33% | $10.43 | $14.58 | 39.80% | Stop |
| 2020-10-05 | 2022-03-03 | Completed | 33.33% | $13.40 | $15.94 | 19.00% | Signal |
| 2022-01-21 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2022-01-12 | 2022-01-21 | Completed | 33.33% | $17.36 | $16.87 | -2.85% | Signal |
| 2022-01-04 | 2022-01-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2021-12-02 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-07-02 | 2021-12-02 | Completed | 33.33% | $12.74 | $16.49 | 29.39% | Signal |
| 2020-06-02 | 2020-10-05 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.11% | Interest Income |
| 2020-06-02 | 2020-07-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2020-04-30 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-03-26 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2020-03-24 | 2020-04-30 | Completed | 33.33% | $10.02 | $11.58 | 15.57% | Signal |
| 2020-03-10 | 2020-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-03-24 | 2020-03-26 | Completed | 33.33% | $10.02 | $10.58 | 5.60% | Signal |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2019-06-12 | 2020-03-10 | Completed | 33.33% | $12.86 | $12.00 | -6.73% | Stop |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-09-13 | 2020-03-02 | Completed | 33.33% | $13.16 | $12.62 | -4.06% | Stop |
| 2019-06-12 | 2020-03-02 | Completed | 33.33% | $12.86 | $12.62 | -1.85% | Stop |
| 2019-08-15 | 2019-09-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2019-03-27 | 2019-08-15 | Completed | 33.33% | $12.71 | $12.28 | -3.41% | Signal |
| 2019-03-04 | 2019-06-12 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2019-03-04 | 2019-06-12 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2019-03-04 | 2019-03-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2019-02-25 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2018-12-10 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2018-12-10 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2018-11-16 | 2019-02-25 | Completed | 33.33% | $12.11 | $12.69 | 4.78% | Signal |
| 2018-11-08 | 2018-12-10 | Completed | 33.33% | $12.44 | $11.73 | -5.73% | Stop |
| 2018-11-08 | 2018-12-10 | Completed | 33.33% | $12.44 | $11.73 | -5.73% | Stop |
| 2018-11-02 | 2018-11-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-11-02 | 2018-11-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2018-11-02 | 2018-11-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2018-10-25 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2018-10-12 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-10-12 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2017-03-29 | 2018-10-25 | Completed | 33.33% | $11.51 | $11.94 | 3.76% | Stop |
| 2018-09-19 | 2018-10-12 | Completed | 33.33% | $13.14 | $12.45 | -5.28% | Stop |
| 2018-09-19 | 2018-10-12 | Completed | 33.33% | $13.14 | $12.45 | -5.28% | Stop |
| 2018-08-14 | 2018-09-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2018-04-30 | 2018-09-19 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2016-08-10 | 2018-08-14 | Completed | 33.33% | $10.73 | $12.92 | 20.46% | Signal |
| 2017-02-06 | 2018-04-30 | Completed | 33.33% | $11.04 | $13.51 | 22.38% | Signal |
| 2016-11-02 | 2017-03-29 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2016-12-30 | 2017-02-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2016-05-10 | 2016-12-30 | Completed | 33.33% | $10.24 | $10.70 | 4.46% | Signal |
| 2016-10-04 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-04-04 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2016-04-04 | 2016-08-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2016-04-04 | 2016-05-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-12-14 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-12-14 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-10-09 | 2015-12-14 | Completed | 33.33% | $10.72 | $10.18 | -5.10% | Stop |
| 2015-10-09 | 2015-12-14 | Completed | 33.33% | $10.72 | $10.18 | -5.10% | Stop |
| 2015-10-30 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-17 | 2015-10-30 | Completed | 33.33% | $10.48 | $10.73 | 2.38% | Signal |
| 2015-09-02 | 2015-10-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-09-02 | 2015-10-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-24 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-19 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-04-29 | 2015-08-25 | Completed | 33.33% | $11.68 | $10.28 | -12.02% | Stop |
| 2012-12-07 | 2015-08-24 | Completed | 33.33% | $9.12 | $10.21 | 11.94% | Signal |
| 2015-03-23 | 2015-08-19 | Completed | 33.33% | $11.35 | $10.96 | -3.42% | Signal |
| 2015-03-03 | 2015-04-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2015-03-03 | 2015-03-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-02-03 | 2015-03-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2015-02-03 | 2015-03-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2015-01-05 | 2015-02-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-01-05 | 2015-02-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2014-12-16 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-12-02 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2014-11-07 | 2014-12-16 | Completed | 33.33% | $10.79 | $10.32 | -4.36% | Signal |
| 2014-11-04 | 2014-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-11-04 | 2014-11-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-10-16 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income |
| 2014-10-06 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2012-11-13 | 2014-10-16 | Completed | 33.33% | $8.66 | $10.17 | 17.43% | Stop |
| 2012-09-12 | 2014-10-06 | Completed | 33.33% | $8.84 | $10.86 | 22.81% | Signal |
| 2012-12-04 | 2012-12-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-07-03 | 2012-12-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2012-09-18 | 2012-11-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2012-05-16 | 2012-09-18 | Completed | 33.33% | $7.99 | $9.01 | 12.79% | Signal |
| 2012-07-03 | 2012-09-12 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2012-06-19 | 2012-07-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2012-06-04 | 2012-07-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2012-06-12 | 2012-06-19 | Completed | 33.33% | $7.83 | $8.01 | 2.39% | Signal |
| 2012-06-04 | 2012-06-12 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2012-05-18 | 2012-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2012-05-09 | 2012-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.26% | Interest Income |
| 2012-02-03 | 2012-05-18 | Completed | 33.33% | $8.69 | $7.84 | -9.77% | Stop |
| 2012-01-04 | 2012-05-16 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.03% | Interest Income |
| 2011-10-27 | 2012-05-09 | Completed | 33.33% | $8.73 | $8.21 | -6.04% | Signal |
| 2012-01-04 | 2012-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.01% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-10-25 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-10-25 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-10-25 | 2011-10-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |