SCHI Schwab 5-10 Year Corporate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for SCHI (Schwab 5-10 Year Corporate Bond ETF) using the Excess Return MMA CA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -5.7% (compared to the benchmark's drawdown of -20.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.3%, compared to a Buy-and-Hold benchmark return of 2.2%. The strategy executed 41 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.
Available in Investing Mode
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
Available in Investing Mode
SCHI Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.14% | 6.65% | 2.82% | 1.38% | 3.30% | 2.20% |
| Sharpe Ratio | 1.50 | 1.55 | 0.81 | 0.21 | 0.98 | 0.35 |
| Max Drawdown | -2.30% | -3.01% | -5.65% | -20.67% | -5.65% | -20.67% |
| % Time Invested | 88.9% | 100.0% | 72.5% | 100.0% | 76.5% | 100.0% |
| Trades / Year | 6.0 | 0.0 | 6.6 | 0.0 | 6.7 | 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 |
|---|---|---|---|---|---|---|---|
| Pending (2026-05-30) | — | Pending Buy | 33.33% | — | — | —% | Pending Next-Day Open |
| Pending (2026-05-30) | — | Pending Buy | 33.33% | — | — | —% | Pending Next-Day Open |
| 2026-05-18 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-04-23 | 2026-05-18 | Completed | 33.33% | $22.74 | $22.48 | -1.16% | Signal |
| 2026-03-26 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2026-03-24 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2026-03-19 | 2026-04-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2026-03-05 | 2026-03-26 | Completed | 33.33% | $22.77 | $22.38 | -1.70% | Signal |
| 2025-04-30 | 2026-03-24 | Completed | 33.33% | $21.26 | $22.35 | 5.17% | Signal |
| 2026-02-19 | 2026-03-19 | Completed | 33.33% | $22.85 | $22.41 | -1.89% | Signal |
| 2026-03-03 | 2026-03-05 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2026-02-10 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2026-01-27 | 2026-02-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2025-12-31 | 2026-02-10 | Completed | 33.33% | $22.63 | $22.77 | 0.62% | Signal |
| 2025-12-12 | 2026-01-27 | Completed | 33.33% | $22.50 | $22.64 | 0.61% | Signal |
| 2025-11-24 | 2025-12-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2025-11-17 | 2025-12-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2025-05-30 | 2025-11-24 | Completed | 33.33% | $21.30 | $22.52 | 5.75% | Signal |
| 2025-05-13 | 2025-11-17 | Completed | 33.33% | $21.11 | $22.36 | 5.96% | Signal |
| 2025-05-02 | 2025-05-30 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2025-05-02 | 2025-05-13 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2025-04-22 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2025-04-09 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.47% | Interest Income |
| 2024-12-31 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2025-02-26 | 2025-04-22 | Completed | 33.33% | $21.11 | $20.95 | -0.75% | Signal |
| 2025-02-07 | 2025-04-09 | Completed | 33.33% | $20.84 | $20.64 | -0.95% | Signal |
| 2024-10-29 | 2025-02-26 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.75% | Interest Income |
| 2024-12-31 | 2025-02-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2024-12-10 | 2024-12-31 | Completed | 33.33% | $21.00 | $20.70 | -1.43% | Signal |
| 2024-08-01 | 2024-12-31 | Completed | 33.33% | $20.69 | $20.70 | 0.05% | Signal |
| 2024-10-16 | 2024-12-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2024-06-06 | 2024-10-29 | Completed | 33.33% | $20.08 | $20.69 | 3.07% | Signal |
| 2024-05-20 | 2024-10-16 | Completed | 33.33% | $19.89 | $21.09 | 6.04% | Signal |
| 2024-05-16 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.24% | Interest Income |
| 2024-02-23 | 2024-06-06 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.89% | Interest Income |
| 2024-04-09 | 2024-05-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2024-01-11 | 2024-05-16 | Completed | 33.33% | $19.83 | $19.98 | 0.74% | Signal |
| 2024-03-25 | 2024-04-09 | Completed | 33.33% | $19.93 | $19.80 | -0.65% | Signal |
| 2024-01-30 | 2024-03-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income |
| 2023-11-29 | 2024-02-23 | Completed | 33.33% | $19.23 | $19.69 | 2.42% | Signal |
| 2023-11-15 | 2024-01-30 | Completed | 33.33% | $18.79 | $19.89 | 5.90% | Signal |
| 2023-07-10 | 2024-01-11 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 3.30% | Interest Income |
| 2023-06-02 | 2023-11-29 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 3.08% | Interest Income |
| 2023-08-11 | 2023-11-15 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.60% | Interest Income |
| 2023-08-02 | 2023-08-11 | Completed | 33.33% | $18.87 | $18.81 | -0.32% | Signal |
| 2023-06-02 | 2023-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2023-06-20 | 2023-07-10 | Completed | 33.33% | $18.96 | $18.72 | -1.29% | Signal |
| 2023-06-02 | 2023-06-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2023-05-30 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2023-05-25 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2023-05-10 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-04-13 | 2023-05-30 | Completed | 33.33% | $19.22 | $18.88 | -1.79% | Signal |
| 2023-02-03 | 2023-05-25 | Completed | 33.33% | $19.16 | $18.82 | -1.80% | Signal |
| 2023-03-28 | 2023-05-10 | Completed | 33.33% | $18.92 | $19.13 | 1.14% | Signal |
| 2023-04-04 | 2023-04-13 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2023-03-08 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.39% | Interest Income |
| 2023-02-24 | 2023-03-28 | Interest (FLOT) | 33.33% | $1.00 | $0.99 | -0.69% | Interest Income |
| 2022-11-30 | 2023-03-08 | Completed | 33.33% | $18.28 | $18.50 | 1.21% | Signal |
| 2023-02-07 | 2023-02-24 | Completed | 33.33% | $18.98 | $18.49 | -2.54% | Signal |
| 2023-01-13 | 2023-02-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2022-12-02 | 2023-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.45% | Interest Income |
| 2022-11-16 | 2023-01-13 | Completed | 33.33% | $18.30 | $19.01 | 3.87% | Signal |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-11-30 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2022-10-04 | 2022-11-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2022-09-15 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.20% | 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 |
| 2022-08-03 | 2022-09-15 | Completed | 33.33% | $19.08 | $18.35 | -3.83% | Signal |
| 2022-07-21 | 2022-09-02 | Completed | 33.33% | $18.73 | $18.56 | -0.90% | Signal |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-03-02 | 2022-08-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-06-16 | 2022-07-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-06-07 | 2022-06-16 | Completed | 33.33% | $18.95 | $18.22 | -3.85% | Signal |
| 2022-03-02 | 2022-06-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-01-12 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-01-11 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-12-22 | 2022-01-12 | Completed | 33.33% | $21.29 | $21.03 | -1.24% | Signal |
| 2022-01-05 | 2022-01-11 | Completed | 33.33% | $21.20 | $20.98 | -1.05% | Signal |
| 2022-01-04 | 2022-01-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2021-11-24 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-11-02 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2021-11-02 | 2021-12-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2021-07-16 | 2021-11-24 | Completed | 33.33% | $21.56 | $21.04 | -2.41% | Signal |
| 2021-10-01 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2021-09-29 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2021-09-21 | 2021-10-01 | Completed | 33.33% | $21.66 | $21.45 | -0.99% | Signal |
| 2021-05-07 | 2021-09-29 | Completed | 33.33% | $21.22 | $21.47 | 1.21% | Signal |
| 2021-09-02 | 2021-09-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2021-08-27 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-04-20 | 2021-08-27 | Completed | 33.33% | $21.03 | $21.55 | 2.48% | Signal |
| 2021-05-04 | 2021-07-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-05-04 | 2021-05-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-04-05 | 2021-04-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-03-30 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2021-02-11 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2021-01-27 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-06-03 | 2021-03-30 | Completed | 33.33% | $20.61 | $20.81 | 0.96% | Signal |
| 2020-11-06 | 2021-02-11 | Completed | 33.33% | $21.40 | $21.60 | 0.91% | Signal |
| 2020-10-26 | 2021-01-27 | Completed | 33.33% | $21.29 | $21.61 | 1.50% | Signal |
| 2020-11-03 | 2020-11-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-09-30 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-09-03 | 2020-10-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-05-01 | 2020-09-30 | Completed | 33.33% | $19.90 | $21.23 | 6.67% | Signal |
| 2020-04-24 | 2020-09-03 | Completed | 33.33% | $19.90 | $21.40 | 7.52% | Signal |
| 2020-06-02 | 2020-06-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-05-01 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-04-24 | 2020-05-01 | Completed | 33.33% | $19.90 | $19.90 | -0.02% | Signal |
| 2020-04-22 | 2020-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-04-22 | 2020-04-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-04-22 | 2020-04-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |