SCHG
Schwab U.S. Large-Cap Growth ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for SCHG (Schwab U.S. Large-Cap Growth ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -24.5% (compared to the benchmark's drawdown of -34.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 15.3%, compared to a Buy-and-Hold benchmark return of 17.2%. The strategy executed 41 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.
SCHG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.25% | 11.78% | 9.30% | 12.34% | 17.00% | 18.06% | 15.33% | 17.21% |
| Sharpe Ratio | 0.23 | 0.68 | 0.57 | 0.52 | 0.99 | 0.77 | 0.97 | 0.82 |
| Max Drawdown | -12.44% | -16.41% | -24.49% | -34.59% | -24.49% | -34.59% | -24.49% | -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 | 3.8 | 0.0 | 3.2 | 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 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 | ||||||||
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-23 | 2026-04-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-02 | 2026-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2025-04-24 | 2026-03-30 | Completed | 33.33% | $24.19 | $28.39 | 17.28% | Stop | |
| 2025-09-10 | 2026-03-23 | Completed | 33.33% | $31.15 | $29.70 | -4.69% | Stop | |
| 2025-07-09 | 2026-03-02 | Completed | 33.33% | $29.16 | $30.28 | 3.80% | Signal | |
| 2025-07-22 | 2025-09-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2025-05-01 | 2025-07-22 | Completed | 33.33% | $25.75 | $29.73 | 15.40% | Signal | |
| 2025-04-04 | 2025-07-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.09% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-01 | 2025-04-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $24.75 | $23.48 | -5.19% | Stop | |
| 2025-04-02 | 2025-04-04 | Completed | 33.33% | $24.75 | $23.15 | -6.52% | Signal | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-01-18 | 2025-04-01 | Completed | 33.33% | $14.45 | $24.81 | 71.58% | Stop | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $25.24 | $24.89 | -1.45% | Stop | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $25.24 | $24.89 | -1.45% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-12-21 | 2024-08-06 | Completed | 33.33% | $20.45 | $23.15 | 13.13% | Stop | |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $14.45 | $23.15 | 60.06% | Stop | |
| 2023-11-29 | 2023-12-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-01-18 | 2023-11-29 | Completed | 33.33% | $14.45 | $19.80 | 36.94% | Signal | |
| 2022-11-08 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 2022-10-19 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.04% | Interest Income | |
| 2022-04-26 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.14% | Interest Income | |
| 2022-10-03 | 2022-11-08 | Completed | 33.33% | $13.81 | $13.78 | -0.26% | Signal | |
| 2022-10-17 | 2022-10-19 | Completed | 33.33% | $13.69 | $13.91 | 1.55% | Signal | |
| 2022-09-23 | 2022-10-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-02-24 | 2022-10-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2022-05-25 | 2022-09-23 | Completed | 33.33% | $14.34 | $14.19 | -1.09% | Stop | |
| 2022-05-03 | 2022-05-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-05-03 | Completed | 33.33% | $17.89 | $16.10 | -10.05% | Stop | |
| 2022-02-15 | 2022-04-26 | Completed | 33.33% | $17.88 | $16.57 | -7.36% | Stop | |
| 2022-02-15 | 2022-02-24 | Completed | 33.33% | $17.88 | $16.02 | -10.44% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2022-01-25 | Completed | 33.33% | $8.83 | $17.27 | 95.46% | Stop | |
| 2020-06-03 | 2022-01-24 | Completed | 33.33% | $12.07 | $17.12 | 41.82% | Stop | |
| 2020-03-24 | 2022-01-24 | Completed | 33.33% | $8.83 | $17.12 | 93.76% | Stop | |
| 2020-04-24 | 2020-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-04-24 | Completed | 33.33% | $8.83 | $10.68 | 20.81% | 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 | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-06-26 | 2020-03-02 | Completed | 33.33% | $9.96 | $10.92 | 9.56% | Stop | |
| 2019-03-27 | 2020-03-02 | Completed | 33.33% | $9.47 | $10.92 | 15.24% | Stop | |
| 2019-01-15 | 2020-03-02 | Completed | 33.33% | $8.56 | $10.92 | 27.52% | Stop | |
| 2019-06-04 | 2019-06-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2019-04-08 | 2019-06-04 | Completed | 33.33% | $9.75 | $9.33 | -4.28% | Stop | |
| 2019-02-20 | 2019-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2018-11-29 | 2019-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income | |
| 2019-01-17 | 2019-02-20 | Completed | 33.33% | $8.66 | $9.29 | 7.26% | Signal | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-20 | 2019-01-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-21 | 2018-12-24 | Completed | 33.33% | $8.63 | $7.82 | -9.46% | Stop | |
| 2017-01-09 | 2018-12-20 | Completed | 33.33% | $6.72 | $8.21 | 22.06% | Stop | |
| 2018-11-21 | 2018-11-29 | Completed | 33.33% | $8.63 | $8.99 | 4.08% | Signal | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-07-27 | 2018-10-30 | Completed | 33.33% | $6.40 | $8.64 | 34.79% | Stop | |
| 2016-05-10 | 2018-10-30 | Completed | 33.33% | $6.08 | $8.64 | 41.92% | Stop | |
| 2016-11-02 | 2017-01-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2016-03-03 | 2016-11-02 | Completed | 33.33% | $5.87 | $6.25 | 6.54% | Signal | |
| 2015-12-16 | 2016-07-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2016-01-21 | 2016-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2016-02-09 | 2016-03-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-02-09 | Completed | 33.33% | $6.10 | $5.31 | -12.94% | Stop | |
| 2015-12-24 | 2016-01-21 | Completed | 33.33% | $6.18 | $5.56 | -10.13% | Stop | |
| 2015-08-25 | 2015-12-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-09-17 | 2015-12-16 | Completed | 33.33% | $6.10 | $6.18 | 1.36% | Signal | |
| 2015-08-25 | 2015-09-17 | 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 | |
| 2012-09-07 | 2015-08-25 | Completed | 33.33% | $3.87 | $5.85 | 50.98% | Stop | |
| 2012-01-12 | 2015-08-25 | Completed | 33.33% | $3.41 | $5.85 | 71.54% | Stop | |
| 2011-12-27 | 2015-08-25 | Completed | 33.33% | $3.30 | $5.85 | 77.01% | Stop | |
| 2012-07-10 | 2012-09-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-12-29 | 2012-07-10 | Completed | 33.33% | $3.26 | $3.63 | 11.21% | Signal | |
| 2011-12-22 | 2012-01-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-12-22 | 2011-12-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-12-22 | 2011-12-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |