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 Moving Average (50/200)* 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 2.7%, compared to a Buy-and-Hold benchmark return of 0.9%. The strategy executed 2 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.
Switch to MMA to enable
SCHI Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.30% | 3.30% | 2.61% | 0.72% | 2.72% | 0.93% |
| Sharpe Ratio | 0.79 | 0.79 | 0.56 | 0.11 | 0.58 | 0.14 |
| Max Drawdown | -3.01% | -3.01% | -4.80% | -20.67% | -4.80% | -19.75% |
| % Time Invested | 100.0% | 100.0% | 67.8% | 100.0% | 70.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.4 | 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 | ||||||||
| 2023-09-15 | 2023-12-26 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.51% | Interest Income | |
| 2023-01-25 | 2023-09-15 | Completed | 100% | $18.94 | $18.59 | -1.89% | Signal | |
| 2021-12-08 | 2023-01-25 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.36% | Interest Income | |
| 2021-10-06 | 2021-12-08 | Completed | 100% | $21.25 | $21.12 | -0.64% | Signal | |
| 2021-10-04 | 2021-10-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |