SCHF
Schwab International Equity ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for SCHF (Schwab International Equity ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -22.0% (compared to the benchmark's drawdown of -34.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.8%, compared to a Buy-and-Hold benchmark return of 8.3%. The strategy executed 40 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.
SCHF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 24.33% | 24.33% | 6.33% | 9.82% | 7.99% | 10.12% | 5.83% | 8.30% |
| Sharpe Ratio | 1.27 | 1.27 | 0.52 | 0.57 | 0.68 | 0.57 | 0.52 | 0.47 |
| Max Drawdown | -11.48% | -11.48% | -16.36% | -29.14% | -20.38% | -34.87% | -22.02% | -34.87% |
| % Time Invested | 100.0% | 100.0% | 92.3% | 100.0% | 94.5% | 100.0% | 93.1% | 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 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 | ||||||||
| 2025-02-26 | 2025-05-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.03% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-26 | 2025-04-08 | Completed | 33.33% | $19.47 | $17.70 | -9.12% | Stop | |
| 2024-12-19 | 2025-03-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.08% | Interest Income | |
| 2024-02-26 | 2025-02-26 | Completed | 33.33% | $17.60 | $19.25 | 9.28% | Signal | |
| 2023-12-15 | 2024-12-19 | Completed | 33.33% | $16.81 | $17.82 | 5.95% | Signal | |
| 2023-11-27 | 2024-02-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.29% | Interest Income | |
| 2023-09-22 | 2023-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.27% | Interest Income | |
| 2023-04-05 | 2023-11-27 | Completed | 33.33% | $15.77 | $16.25 | 2.99% | Signal | |
| 2023-03-14 | 2023-11-17 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.67% | Interest Income | |
| 2022-12-30 | 2023-09-22 | Completed | 33.33% | $14.61 | $15.81 | 8.20% | Signal | |
| 2023-03-14 | 2023-04-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2023-01-18 | 2023-03-14 | Completed | 33.33% | $15.82 | $15.16 | -4.21% | Stop | |
| 2023-01-18 | 2023-03-14 | Completed | 33.33% | $15.82 | $15.16 | -4.21% | Stop | |
| 2022-09-07 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.44% | Interest Income | |
| 2022-03-03 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.23% | Interest Income | |
| 2022-01-21 | 2022-12-30 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.06% | Interest Income | |
| 2022-06-01 | 2022-09-07 | Completed | 33.33% | $15.40 | $13.35 | -13.36% | Signal | |
| 2022-05-09 | 2022-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2020-04-01 | 2022-05-09 | Completed | 33.33% | $10.37 | $14.49 | 39.73% | Stop | |
| 2020-10-05 | 2022-03-03 | Completed | 33.33% | $13.32 | $15.85 | 18.94% | Signal | |
| 2022-01-12 | 2022-01-21 | Completed | 33.33% | $17.26 | $16.77 | -2.90% | Signal | |
| 2021-12-02 | 2022-01-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-07-02 | 2021-12-02 | Completed | 33.33% | $12.67 | $16.39 | 29.33% | Signal | |
| 2020-04-30 | 2020-10-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2020-03-26 | 2020-07-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-03-24 | 2020-04-30 | Completed | 33.33% | $9.96 | $11.51 | 15.52% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-03-26 | Completed | 33.33% | $9.96 | $10.51 | 5.54% | 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 | |
| 2019-06-12 | 2020-03-10 | Completed | 33.33% | $12.78 | $11.92 | -6.77% | Stop | |
| 2019-09-13 | 2020-03-02 | Completed | 33.33% | $13.08 | $12.55 | -4.11% | Stop | |
| 2019-06-12 | 2020-03-02 | Completed | 33.33% | $12.78 | $12.55 | -1.90% | Stop | |
| 2019-08-15 | 2019-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2019-03-27 | 2019-08-15 | Completed | 33.33% | $12.64 | $12.21 | -3.46% | Signal | |
| 2019-02-25 | 2019-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2018-12-10 | 2019-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.20% | Interest Income | |
| 2018-12-10 | 2019-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2018-11-16 | 2019-02-25 | Completed | 33.33% | $12.04 | $12.61 | 4.73% | Signal | |
| 2018-11-08 | 2018-12-10 | Completed | 33.33% | $12.37 | $11.66 | -5.78% | Stop | |
| 2018-11-08 | 2018-12-10 | Completed | 33.33% | $12.37 | $11.66 | -5.78% | Stop | |
| 2018-10-25 | 2018-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-10-12 | 2018-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2018-10-12 | 2018-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2017-03-29 | 2018-10-25 | Completed | 33.33% | $11.44 | $11.87 | 3.71% | Stop | |
| 2018-09-19 | 2018-10-12 | Completed | 33.33% | $13.06 | $12.37 | -5.32% | Stop | |
| 2018-09-19 | 2018-10-12 | Completed | 33.33% | $13.06 | $12.37 | -5.32% | Stop | |
| 2018-08-14 | 2018-09-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2018-04-30 | 2018-09-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2016-08-10 | 2018-08-14 | Completed | 33.33% | $10.66 | $12.84 | 20.40% | Signal | |
| 2017-02-06 | 2018-04-30 | Completed | 33.33% | $10.97 | $13.42 | 22.32% | Signal | |
| 2015-12-14 | 2017-03-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2016-12-30 | 2017-02-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-05-10 | 2016-12-30 | Completed | 33.33% | $10.18 | $10.63 | 4.41% | Signal | |
| 2015-10-30 | 2016-08-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2015-12-14 | 2016-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2015-10-09 | 2015-12-14 | Completed | 33.33% | $10.66 | $10.11 | -5.14% | Stop | |
| 2015-10-09 | 2015-12-14 | Completed | 33.33% | $10.66 | $10.11 | -5.14% | Stop | |
| 2015-09-17 | 2015-10-30 | Completed | 33.33% | $10.42 | $10.67 | 2.33% | Signal | |
| 2015-08-24 | 2015-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-19 | 2015-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-04-29 | 2015-08-25 | Completed | 33.33% | $11.61 | $10.22 | -12.07% | Stop | |
| 2012-12-07 | 2015-08-24 | Completed | 33.33% | $9.07 | $10.15 | 11.89% | Signal | |
| 2015-03-23 | 2015-08-19 | Completed | 33.33% | $11.28 | $10.89 | -3.47% | Signal | |
| 2014-12-16 | 2015-04-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-10-06 | 2015-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-11-07 | 2014-12-16 | Completed | 33.33% | $10.72 | $10.25 | -4.41% | Signal | |
| 2014-10-16 | 2014-11-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-11-13 | 2014-10-16 | Completed | 33.33% | $8.61 | $10.11 | 17.37% | Stop | |
| 2012-09-12 | 2014-10-06 | Completed | 33.33% | $8.79 | $10.80 | 22.75% | Signal | |
| 2012-05-09 | 2012-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2012-09-18 | 2012-11-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-05-16 | 2012-09-18 | Completed | 33.33% | $7.94 | $8.95 | 12.74% | Signal | |
| 2012-06-19 | 2012-09-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-06-12 | 2012-06-19 | Completed | 33.33% | $7.78 | $7.96 | 2.33% | Signal | |
| 2012-05-18 | 2012-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-02-03 | 2012-05-18 | Completed | 33.33% | $8.64 | $7.79 | -9.81% | Stop | |
| 2011-10-25 | 2012-05-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2011-10-27 | 2012-05-09 | Completed | 33.33% | $8.68 | $8.16 | -6.09% | Signal | |
| 2011-10-25 | 2012-02-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-10-25 | 2011-10-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |