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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -22.3% (compared to the benchmark's drawdown of -34.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.7%, compared to a Buy-and-Hold benchmark return of 17.2%. 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.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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 | 2.40% | 11.78% | 9.10% | 12.34% | 16.53% | 18.06% | 14.71% | 17.21% |
| Sharpe Ratio | 0.16 | 0.68 | 0.58 | 0.52 | 0.98 | 0.77 | 0.94 | 0.82 |
| Max Drawdown | -12.98% | -16.41% | -21.56% | -34.59% | -21.56% | -34.59% | -22.32% | -34.59% |
| % Time Invested | 93.7% | 100.0% | 73.6% | 100.0% | 82.0% | 100.0% | 83.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.7 | 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 | ||||||||
| 2026-03-25 | 2026-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-06-30 | 2026-03-25 | Completed | 100% | $29.07 | $29.64 | 1.91% | Signal | |
| 2025-04-01 | 2025-06-30 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.04% | 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 | |
| 2022-03-01 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.23% | Interest Income | |
| 2022-02-16 | 2022-03-01 | Completed | 100% | $17.89 | $17.48 | -2.35% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-06-03 | 2022-01-25 | Completed | 100% | $12.07 | $17.27 | 43.07% | Stop | |
| 2020-04-16 | 2020-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-04-16 | Completed | 100% | $8.83 | $10.60 | 19.98% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-03-27 | 2020-03-02 | Completed | 100% | $9.47 | $10.92 | 15.24% | Stop | |
| 2018-12-11 | 2019-03-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 2016-05-09 | 2018-12-11 | Completed | 100% | $6.03 | $8.82 | 46.01% | Signal | |
| 2016-01-12 | 2016-05-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2015-12-17 | 2016-01-12 | Completed | 100% | $6.25 | $5.80 | -7.29% | Signal | |
| 2015-09-28 | 2015-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2015-09-28 | Completed | 100% | $6.10 | $5.84 | -4.26% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-01-12 | 2015-08-25 | Completed | 100% | $3.41 | $5.85 | 71.54% | Stop | |
| 2011-12-22 | 2012-01-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |