SCHI
Schwab 5-10 Year Corporate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for SCHI (Schwab 5-10 Year Corporate Bond ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -4.8% (compared to the benchmark's drawdown of -19.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.2%, compared to a Buy-and-Hold benchmark return of 0.9%. The strategy executed 10 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.
SCHI Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.39% | 3.30% | 2.09% | 0.72% | 2.18% | 0.93% |
| Sharpe Ratio | 0.92 | 0.79 | 0.65 | 0.11 | 0.66 | 0.14 |
| Max Drawdown | -2.83% | -3.01% | -4.85% | -20.67% | -4.85% | -19.75% |
| % Time Invested | 100.0% | 100.0% | 72.0% | 100.0% | 75.0% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.0 | 0.0 | 2.1 | 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 | ||||||||
| 2026-03-23 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2025-04-30 | 2026-03-23 | Completed | 33.33% | $21.08 | $22.19 | 5.21% | Signal | |
| 2025-06-03 | 2025-08-06 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income | |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2025-04-07 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.61% | Interest Income | |
| 2024-12-30 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.29% | Interest Income | |
| 2024-03-26 | 2025-04-07 | Completed | 33.33% | $19.75 | $21.01 | 6.31% | Signal | |
| 2024-08-01 | 2024-12-30 | Completed | 33.33% | $20.52 | $20.50 | -0.14% | Signal | |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2024-05-16 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.24% | Interest Income | |
| 2023-06-02 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.08 | 7.87% | Interest Income | |
| 2024-01-11 | 2024-05-16 | Completed | 33.33% | $19.67 | $19.81 | 0.69% | Signal | |
| 2023-09-25 | 2024-03-26 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 3.37% | Interest Income | |
| 2023-07-11 | 2024-01-11 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 3.26% | Interest Income | |
| 2023-05-05 | 2023-09-25 | Completed | 33.33% | $19.03 | $18.40 | -3.33% | Signal | |
| 2023-02-02 | 2023-07-11 | Completed | 33.33% | $19.21 | $18.66 | -2.90% | Signal | |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2023-04-04 | 2023-05-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income | |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income | |
| 2022-12-02 | 2023-02-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.43% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-03-11 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2021-10-06 | 2022-03-11 | Completed | 33.33% | $21.25 | $19.83 | -6.74% | Stop | |
| 2022-02-11 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-10-06 | 2022-02-11 | Completed | 33.33% | $21.25 | $20.24 | -4.77% | Signal | |
| 2021-11-24 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2021-10-06 | 2021-11-24 | Completed | 33.33% | $21.25 | $20.87 | -1.83% | Signal | |
| 2021-10-04 | 2021-10-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2021-10-04 | 2021-10-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2021-10-04 | 2021-10-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |