SCHG Schwab U.S. Large-Cap Growth ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for SCHG (Schwab U.S. Large-Cap Growth ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -24.4% (compared to the benchmark's drawdown of -34.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 16.1%, compared to a Buy-and-Hold benchmark return of 17.8%. 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.
SCHG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 16.03% | 27.84% | 13.06% | 16.04% | 18.00% | 18.96% | 16.10% | 17.80% |
| Sharpe Ratio | 1.15 | 1.60 | 0.79 | 0.67 | 1.05 | 0.81 | 1.01 | 0.84 |
| Max Drawdown | -12.41% | -16.41% | -24.42% | -34.59% | -24.42% | -34.59% | -24.42% | -34.59% |
| % Time Invested | 96.8% | 100.0% | 91.7% | 100.0% | 94.7% | 100.0% | 95.4% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 3.6 | 0.0 | 3.1 | 0.0 | 2.8 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-04-22 | Open | Open | 33.33% | $32.60 | $35.12 | 7.73% | Mark-to-Market |
| 2026-04-15 | Open | Open | 33.33% | $31.65 | $35.12 | 10.96% | Mark-to-Market |
| 2026-04-10 | Open | Open | 33.33% | $30.53 | $35.12 | 15.03% | Mark-to-Market |
| 2026-03-30 | 2026-04-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2026-03-23 | 2026-04-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2026-03-03 | 2026-04-10 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2025-04-24 | 2026-03-30 | Completed | 33.33% | $24.22 | $28.42 | 17.34% | Stop |
| 2025-09-10 | 2026-03-23 | Completed | 33.33% | $31.18 | $29.73 | -4.64% | Stop |
| 2026-03-02 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2025-07-09 | 2026-03-02 | Completed | 33.33% | $29.19 | $30.31 | 3.85% | Signal |
| 2025-07-22 | 2025-09-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2025-05-01 | 2025-07-22 | Completed | 33.33% | $25.77 | $29.76 | 15.45% | Signal |
| 2025-06-03 | 2025-07-09 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-04-04 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2025-04-01 | 2025-04-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $24.78 | $23.50 | -5.14% | Stop |
| 2025-04-02 | 2025-04-04 | Completed | 33.33% | $24.78 | $23.17 | -6.47% | Signal |
| 2025-03-11 | 2025-04-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2025-03-11 | 2025-04-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-01-18 | 2025-04-01 | Completed | 33.33% | $14.47 | $24.84 | 71.67% | Stop |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $25.27 | $24.91 | -1.41% | Stop |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $25.27 | $24.91 | -1.41% | Stop |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2023-12-21 | 2024-08-06 | Completed | 33.33% | $20.47 | $23.17 | 13.19% | Stop |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $14.47 | $23.17 | 60.14% | Stop |
| 2023-11-29 | 2023-12-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2023-01-18 | 2023-11-29 | Completed | 33.33% | $14.47 | $19.82 | 37.01% | Signal |
| 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 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-11-08 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2022-10-19 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-03 | 2022-11-08 | Completed | 33.33% | $13.82 | $13.79 | -0.21% | Signal |
| 2022-10-17 | 2022-10-19 | Completed | 33.33% | $13.70 | $13.92 | 1.60% | Signal |
| 2022-10-04 | 2022-10-17 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-09-23 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.40% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-05-25 | 2022-09-23 | Completed | 33.33% | $14.36 | $14.21 | -1.04% | Stop |
| 2022-04-26 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-05-03 | 2022-05-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-02-16 | 2022-05-03 | Completed | 33.33% | $17.91 | $16.12 | -10.01% | Stop |
| 2022-02-15 | 2022-04-26 | Completed | 33.33% | $17.90 | $16.59 | -7.31% | Stop |
| 2022-02-24 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-02-15 | 2022-02-24 | Completed | 33.33% | $17.90 | $16.03 | -10.40% | Signal |
| 2022-01-25 | 2022-02-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-01-24 | 2022-02-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-01-24 | 2022-02-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-24 | 2022-01-25 | Completed | 33.33% | $8.84 | $17.29 | 95.56% | Stop |
| 2020-06-03 | 2022-01-24 | Completed | 33.33% | $12.08 | $17.14 | 41.89% | Stop |
| 2020-03-24 | 2022-01-24 | Completed | 33.33% | $8.84 | $17.14 | 93.85% | Stop |
| 2020-06-02 | 2020-06-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-04-24 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-03-24 | 2020-04-24 | Completed | 33.33% | $8.84 | $10.69 | 20.87% | 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 |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 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 |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-06-26 | 2020-03-02 | Completed | 33.33% | $9.97 | $10.93 | 9.62% | Stop |
| 2019-03-27 | 2020-03-02 | Completed | 33.33% | $9.48 | $10.93 | 15.30% | Stop |
| 2019-01-15 | 2020-03-02 | Completed | 33.33% | $8.57 | $10.93 | 27.59% | Stop |
| 2019-06-04 | 2019-06-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2019-04-08 | 2019-06-04 | Completed | 33.33% | $9.76 | $9.34 | -4.23% | Stop |
| 2019-03-04 | 2019-04-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2019-03-04 | 2019-03-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2019-02-20 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2019-01-17 | 2019-02-20 | Completed | 33.33% | $8.67 | $9.30 | 7.32% | Signal |
| 2018-12-24 | 2019-01-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-12-20 | 2019-01-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2018-11-21 | 2018-12-24 | Completed | 33.33% | $8.64 | $7.82 | -9.42% | Stop |
| 2017-01-09 | 2018-12-20 | Completed | 33.33% | $6.73 | $8.21 | 22.12% | Stop |
| 2018-11-29 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2018-11-21 | 2018-11-29 | Completed | 33.33% | $8.64 | $8.99 | 4.13% | Signal |
| 2018-11-02 | 2018-11-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2018-11-02 | 2018-11-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2018-10-30 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-10-30 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-07-27 | 2018-10-30 | Completed | 33.33% | $6.41 | $8.64 | 34.85% | Stop |
| 2016-05-10 | 2018-10-30 | Completed | 33.33% | $6.09 | $8.64 | 41.99% | Stop |
| 2016-11-02 | 2017-01-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2016-03-03 | 2016-11-02 | Completed | 33.33% | $5.87 | $6.26 | 6.59% | Signal |
| 2016-04-04 | 2016-07-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.72% | 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 | 2016-03-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2016-02-09 | 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 |
| 2015-09-17 | 2016-02-09 | Completed | 33.33% | $6.11 | $5.32 | -12.90% | Stop |
| 2016-01-21 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-12-16 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-12-24 | 2016-01-21 | Completed | 33.33% | $6.19 | $5.56 | -10.08% | Stop |
| 2015-11-03 | 2015-12-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2015-09-17 | 2015-12-16 | Completed | 33.33% | $6.11 | $6.19 | 1.41% | Signal |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | 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 |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 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 |
| 2012-09-07 | 2015-08-25 | Completed | 33.33% | $3.87 | $5.85 | 51.05% | Stop |
| 2012-01-12 | 2015-08-25 | Completed | 33.33% | $3.41 | $5.85 | 71.63% | Stop |
| 2011-12-27 | 2015-08-25 | Completed | 33.33% | $3.30 | $5.85 | 77.10% | Stop |
| 2012-07-10 | 2012-09-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2011-12-29 | 2012-07-10 | Completed | 33.33% | $3.27 | $3.64 | 11.26% | Signal |
| 2012-01-04 | 2012-01-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-12-22 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-12-22 | 2011-12-29 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-12-22 | 2011-12-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |