SCHF
Schwab International Equity ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-09
Executive Summary
The quantitative backtest for SCHF (Schwab International 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 -28.7% (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 8.5%. The strategy executed 11 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for SCHF:
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 Model
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Trading Horizon
Select risk profile & execution style for SCHF:
🛡️ Long-Term Investing Active Horizon
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 Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-28.7% (vs -34.9% B&H)
+6.2% shallower drawdown
Drawdown Shield
6.2% Cut
Protected capital vs -34.9% B&H
Capital Sheltered from Risk
27.0% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 SCHF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -11.48% | -11.48% | -19.08% | -28.81% | -26.60% | -34.87% | -28.68% | -34.87% |
| Sharpe Ratio | 1.38 | 1.38 | 0.69 | 0.59 | 0.60 | 0.57 | 0.37 | 0.48 |
| Sortino Ratio | 1.98 | 1.98 | 0.84 | 0.87 | 0.67 | 0.69 | 0.40 | 0.60 |
| CAGR | 27.07% | 27.07% | 9.42% | 10.26% | 7.71% | 10.25% | 4.65% | 8.53% |
| % Time Invested | 100.0% | 100.0% | 73.6% | 100.0% | 76.8% | 100.0% | 73.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.6 | 0.0 | 0.7 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for SCHF... Top Diversifiers for SCHF
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
| Loading top diversifier assets... | |||
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. Subscribe to Unlock | ||||||||
| 2024-12-27 | 2025-03-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2023-12-15 | 2024-12-27 | Completed | 100% | $16.81 | $17.86 | 6.17% | Signal | |
| 2023-10-16 | 2023-12-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.92% | Interest Income | |
| 2023-01-09 | 2023-10-16 | Completed | 100% | $15.21 | $15.40 | 1.20% | Signal | |
| 2022-01-21 | 2023-01-09 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.15% | Interest Income | |
| 2020-08-05 | 2022-01-21 | Completed | 100% | $13.17 | $16.77 | 27.21% | Signal | |
| 2020-03-10 | 2020-08-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2019-04-08 | 2020-03-10 | Completed | 100% | $12.90 | $11.92 | -7.62% | Stop | |
| 2018-12-10 | 2019-04-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2018-11-08 | 2018-12-10 | Completed | 100% | $12.37 | $11.66 | -5.78% | Stop | |
| 2018-10-12 | 2018-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2018-09-19 | 2018-10-12 | Completed | 100% | $13.06 | $12.37 | -5.32% | Stop | |
| 2018-07-12 | 2018-09-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2016-05-23 | 2018-07-12 | Completed | 100% | $10.10 | $13.00 | 28.61% | Signal | |
| 2015-12-14 | 2016-05-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2015-10-09 | 2015-12-14 | Completed | 100% | $10.66 | $10.11 | -5.14% | Stop | |
| 2015-08-25 | 2015-10-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-04-13 | 2015-08-25 | Completed | 100% | $11.34 | $10.22 | -9.97% | Stop | |
| 2014-10-13 | 2015-04-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-09-07 | 2014-10-13 | Completed | 100% | $8.69 | $10.45 | 20.27% | Signal | |
| 2012-06-01 | 2012-09-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2012-03-12 | 2012-06-01 | Completed | 100% | $8.70 | $7.54 | -13.34% | Stop | |
| 2011-10-25 | 2012-03-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |