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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -28.2% (compared to the benchmark's drawdown of -34.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 17.4%, compared to a Buy-and-Hold benchmark return of 17.2%. 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.
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SCHG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -2.43% | 11.78% | 10.44% | 12.34% | 18.53% | 18.06% | 17.40% | 17.21% |
| Sharpe Ratio | -0.16 | 0.68 | 0.54 | 0.52 | 0.97 | 0.77 | 0.98 | 0.82 |
| Max Drawdown | -16.14% | -16.41% | -28.19% | -34.59% | -28.19% | -34.59% | -28.19% | -34.59% |
| % Time Invested | 93.7% | 100.0% | 87.8% | 100.0% | 90.9% | 100.0% | 92.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 0.9 | 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 | ||||||||
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-24 | 2026-03-30 | Completed | 100% | $24.19 | $28.39 | 17.28% | Stop | |
| 2025-04-01 | 2025-04-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-04-01 | Completed | 100% | $25.24 | $24.81 | -1.75% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-01-18 | 2024-08-06 | Completed | 100% | $14.45 | $23.15 | 60.06% | Stop | |
| 2022-10-25 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.97% | Interest Income | |
| 2022-10-17 | 2022-10-25 | Completed | 100% | $13.69 | $14.35 | 4.76% | Signal | |
| 2022-09-23 | 2022-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-05-20 | 2022-09-23 | Completed | 100% | $14.70 | $14.19 | -3.53% | Stop | |
| 2022-04-28 | 2022-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-04-28 | Completed | 100% | $17.89 | $16.35 | -8.67% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2022-01-25 | Completed | 100% | $8.83 | $17.27 | 95.46% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-11 | 2020-03-02 | Completed | 100% | $8.57 | $10.92 | 27.36% | Stop | |
| 2018-12-18 | 2019-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-01-06 | 2018-12-18 | Completed | 100% | $6.68 | $8.43 | 26.14% | Stop | |
| 2016-11-03 | 2017-01-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2016-02-12 | 2016-11-03 | Completed | 100% | $5.40 | $6.22 | 15.17% | Signal | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-21 | Completed | 100% | $6.10 | $5.56 | -8.90% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-12-27 | 2015-08-25 | Completed | 100% | $3.30 | $5.85 | 77.01% | Stop | |
| 2011-12-22 | 2011-12-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |