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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -29.4% (compared to the benchmark's drawdown of -34.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.7%, compared to a Buy-and-Hold benchmark return of 8.3%. The strategy executed 12 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.
Switch to MMA to enable
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% | 5.40% | 9.82% | 7.52% | 10.12% | 4.72% | 8.30% |
| Sharpe Ratio | 1.27 | 1.27 | 0.37 | 0.57 | 0.53 | 0.57 | 0.35 | 0.47 |
| Max Drawdown | -11.48% | -11.48% | -29.37% | -29.14% | -29.37% | -34.87% | -29.37% | -34.87% |
| % Time Invested | 100.0% | 100.0% | 77.0% | 100.0% | 76.9% | 100.0% | 74.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.8 | 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 | ||||||||
| 2023-03-14 | 2023-11-14 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.60% | Interest Income | |
| 2023-01-18 | 2023-03-14 | Completed | 100% | $15.82 | $15.16 | -4.21% | Stop | |
| 2022-09-13 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.39% | Interest Income | |
| 2022-07-11 | 2022-09-13 | Completed | 100% | $13.73 | $13.85 | 0.82% | Signal | |
| 2022-06-15 | 2022-07-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-03-30 | 2022-06-15 | Completed | 100% | $16.38 | $14.00 | -14.56% | Stop | |
| 2022-03-08 | 2022-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-05-29 | 2022-03-08 | Completed | 100% | $12.04 | $14.90 | 23.72% | Stop | |
| 2020-05-05 | 2020-05-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-01 | 2020-05-05 | Completed | 100% | $10.37 | $11.24 | 8.33% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-06-12 | 2020-03-10 | Completed | 100% | $12.78 | $11.92 | -6.77% | Stop | |
| 2019-02-27 | 2019-06-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 2018-11-15 | 2019-02-27 | Completed | 100% | $11.99 | $12.62 | 5.17% | Signal | |
| 2018-10-24 | 2018-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-03-28 | 2018-10-24 | Completed | 100% | $11.45 | $12.05 | 5.21% | Stop | |
| 2015-12-14 | 2017-03-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2015-10-09 | 2015-12-14 | Completed | 100% | $10.66 | $10.11 | -5.14% | Stop | |
| 2015-08-24 | 2015-10-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-12-07 | 2015-08-24 | Completed | 100% | $9.07 | $10.15 | 11.89% | Signal | |
| 2012-05-09 | 2012-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2011-12-19 | 2012-05-09 | Completed | 100% | $7.68 | $8.16 | 6.09% | Signal | |
| 2011-11-25 | 2011-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-27 | 2011-11-25 | Completed | 100% | $8.68 | $7.38 | -15.05% | Stop | |
| 2011-10-25 | 2011-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |