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DASHBOARDS: Portfolio Hub Market Pulse Performance

SCHP

Schwab U.S. TIPS ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-08-04
Executive Summary
The quantitative backtest for SCHP (Schwab U.S. TIPS ETF) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -8.1% (compared to the benchmark's drawdown of -14.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 1.6%, compared to a Buy-and-Hold benchmark return of 2.9%. The strategy executed 104 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

SCHP Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR1.80%1.85%1.00%0.36%1.44%2.44%1.65%2.88%
Sharpe Ratio0.880.570.350.060.450.430.480.52
Max Drawdown-1.13%-1.93%-7.77%-14.26%-8.05%-14.26%-8.05%-14.26%
% Time Invested87.7%100.0%76.1%100.0%82.9%100.0%83.8%100.0%
Trades / Year6.00.06.40.06.90.06.70.0

Cumulative Growth Performance

Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of SCHP under the Excess Return MMA strategy (Trading) versus Buy & Hold. The strategy produced a 1.6% CAGR with a -8.1% Max Drawdown across 104 trade signals (compared to Buy & Hold's 2.9% CAGR and -14.3% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for SCHP under Excess Return MMA strategy in Trading context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for SCHP under Excess Return MMA (Trading). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.

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 DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2026-01-23 2026-06-01 Interest (CASH) 33.33% $1.00 $1.01 1.28% Interest Income
2026-04-24 2026-05-26 Completed 33.33% $26.11 $26.06 -0.25% Signal
2026-04-02 2026-05-12 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2026-03-25 2026-04-24 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2026-02-20 2026-04-02 Completed 33.33% $26.07 $25.89 -0.73% Signal
2026-02-27 2026-03-25 Completed 33.33% $26.21 $25.79 -1.64% Signal
2026-02-04 2026-02-27 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2025-11-13 2026-02-20 Interest (CASH) 33.33% $1.00 $1.01 0.96% Interest Income
2026-01-30 2026-02-04 Completed 33.33% $25.87 $25.81 -0.28% Signal
2025-11-14 2026-01-30 Interest (CASH) 33.33% $1.00 $1.01 0.74% Interest Income
2025-04-16 2026-01-23 Completed 33.33% $24.70 $25.77 4.28% Signal
2025-11-05 2025-11-14 Completed 33.33% $25.78 $25.85 0.21% Signal
2025-07-07 2025-11-13 Completed 33.33% $25.11 $25.81 2.75% Signal
2025-10-14 2025-11-05 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2025-06-26 2025-10-14 Completed 33.33% $25.13 $25.90 2.99% Signal
2025-05-12 2025-07-07 Interest (CASH) 33.33% $1.00 $1.01 0.63% Interest Income
2025-05-22 2025-06-26 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2025-05-19 2025-05-22 Completed 33.33% $24.79 $24.69 -0.47% Signal
2025-04-17 2025-05-19 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2025-02-21 2025-05-12 Completed 33.33% $24.57 $24.81 0.91% Signal
2025-02-04 2025-04-17 Completed 33.33% $24.37 $24.74 1.49% Signal
2024-12-23 2025-04-16 Interest (CASH) 33.33% $1.00 $1.01 1.31% Interest Income
2024-10-29 2025-02-21 Interest (CASH) 33.33% $1.00 $1.01 1.34% Interest Income
2024-12-26 2025-02-04 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2024-12-13 2024-12-26 Completed 33.33% $24.37 $24.02 -1.46% Signal
2024-08-02 2024-12-23 Completed 33.33% $24.37 $24.06 -1.33% Signal
2024-10-17 2024-12-13 Interest (CASH) 33.33% $1.00 $1.01 0.72% Interest Income
2024-06-06 2024-10-29 Completed 33.33% $23.84 $24.25 1.66% Signal
2024-05-21 2024-10-17 Completed 33.33% $23.66 $24.56 3.75% Signal
2024-05-01 2024-08-02 Interest (CASH) 33.33% $1.00 $1.01 1.36% Interest Income
2024-02-15 2024-06-06 Interest (CASH) 33.33% $1.00 $1.02 1.64% Interest Income
2024-04-05 2024-05-21 Interest (CASH) 33.33% $1.00 $1.01 0.68% Interest Income
2024-01-29 2024-05-01 Completed 33.33% $23.54 $23.26 -1.24% Signal
2024-03-22 2024-04-05 Completed 33.33% $23.63 $23.50 -0.61% Signal
2024-01-29 2024-03-22 Interest (CASH) 33.33% $1.00 $1.01 0.80% Interest Income
2023-11-30 2024-02-15 Completed 33.33% $23.07 $23.40 1.37% Signal
2023-11-13 2024-01-29 Completed 33.33% $22.66 $23.54 3.84% Signal
2023-07-07 2024-01-29 Interest (CASH) 33.33% $1.00 $1.03 3.05% Interest Income
2023-05-26 2023-11-30 Interest (CASH) 33.33% $1.00 $1.03 2.79% Interest Income
2023-05-09 2023-11-13 Interest (CASH) 33.33% $1.00 $1.03 2.80% Interest Income
2023-03-23 2023-07-07 Completed 33.33% $23.48 $22.94 -2.37% Signal
2023-04-06 2023-05-26 Completed 33.33% $23.76 $23.15 -2.63% Signal
2023-03-24 2023-05-09 Completed 33.33% $23.59 $23.53 -0.32% Signal
2023-03-01 2023-04-06 Interest (CASH) 33.33% $1.00 $1.00 0.49% Interest Income
2023-02-23 2023-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2022-02-17 2023-03-23 Interest (CASH) 33.33% $1.00 $1.03 3.10% Interest Income
2022-12-06 2023-03-01 Completed 33.33% $23.23 $22.83 -1.78% Signal
2023-01-31 2023-02-23 Completed 33.33% $23.27 $22.86 -1.79% Signal
2023-01-06 2023-01-31 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2022-11-16 2023-01-06 Completed 33.33% $22.77 $22.86 0.32% Signal
2022-09-19 2022-12-06 Interest (CASH) 33.33% $1.00 $1.01 0.85% Interest Income
2022-09-06 2022-11-16 Interest (CASH) 33.33% $1.00 $1.01 0.74% Interest Income
2022-08-12 2022-09-19 Completed 33.33% $24.21 $23.24 -4.06% Signal
2022-07-29 2022-09-06 Completed 33.33% $24.49 $23.78 -2.96% Signal
2022-04-19 2022-08-12 Interest (CASH) 33.33% $1.00 $1.01 0.51% Interest Income
2022-04-07 2022-07-29 Interest (CASH) 33.33% $1.00 $1.00 0.43% Interest Income
2022-03-18 2022-04-19 Completed 33.33% $25.51 $24.49 -4.02% Signal
2022-03-08 2022-04-07 Completed 33.33% $25.92 $24.65 -4.97% Signal
2022-01-04 2022-03-18 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2021-12-15 2022-03-08 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2021-06-09 2022-02-17 Completed 33.33% $24.74 $24.87 0.46% Signal
2021-11-17 2022-01-04 Completed 33.33% $25.85 $25.72 -0.56% Signal
2021-10-29 2021-12-15 Completed 33.33% $25.45 $25.50 0.11% Signal
2021-10-26 2021-11-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-10-07 2021-10-29 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-04-28 2021-10-26 Completed 33.33% $24.40 $25.65 5.06% Signal
2021-04-09 2021-10-07 Completed 33.33% $24.09 $25.34 5.13% Signal
2021-05-17 2021-06-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-04-03 2021-05-17 Completed 33.33% $22.96 $24.65 7.31% Signal
2021-03-04 2021-04-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-02-25 2021-04-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-12-11 2021-03-04 Completed 33.33% $24.25 $24.09 -0.71% Signal
2020-12-04 2021-02-25 Completed 33.33% $24.13 $24.00 -0.58% Signal
2020-11-09 2020-12-11 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-11-05 2020-12-04 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-04-23 2020-11-09 Completed 33.33% $23.03 $23.79 3.24% Signal
2020-11-03 2020-11-05 Completed 33.33% $23.91 $23.96 0.15% Signal
2020-10-12 2020-11-03 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-04-09 2020-10-12 Completed 33.33% $22.90 $24.04 4.93% Signal
2020-03-12 2020-04-23 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-12 2020-04-09 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-12 2020-04-03 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2019-12-12 2020-03-12 Completed 33.33% $22.03 $21.42 -2.82% Stop
2019-11-26 2020-03-12 Completed 33.33% $22.00 $21.42 -2.70% Stop
2019-03-11 2020-03-12 Completed 33.33% $20.65 $21.42 3.67% Stop
2019-10-11 2019-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2019-09-24 2019-11-26 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2018-12-27 2019-10-11 Completed 33.33% $20.28 $21.81 7.51% Signal
2018-12-10 2019-09-24 Completed 33.33% $20.32 $21.96 8.02% Signal
2018-10-08 2019-03-11 Interest (CASH) 33.33% $1.00 $1.01 0.98% Interest Income
2018-08-16 2018-12-27 Interest (CASH) 33.33% $1.00 $1.01 0.82% Interest Income
2018-09-20 2018-12-10 Interest (CASH) 33.33% $1.00 $1.01 0.50% Interest Income
2018-07-18 2018-10-08 Completed 33.33% $20.56 $20.20 -1.84% Signal
2018-08-28 2018-09-20 Completed 33.33% $20.61 $20.37 -1.21% Signal
2018-08-02 2018-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-06-28 2018-08-16 Completed 33.33% $20.61 $20.56 -0.28% Signal
2018-06-13 2018-08-02 Completed 33.33% $20.40 $20.43 0.10% Signal
2018-02-09 2018-07-18 Interest (CASH) 33.33% $1.00 $1.01 0.79% Interest Income
2018-05-22 2018-06-28 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
2018-05-09 2018-06-13 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2018-04-12 2018-05-22 Completed 33.33% $20.48 $20.28 -1.06% Signal
2018-03-23 2018-05-09 Completed 33.33% $20.31 $20.33 0.07% Signal
2018-01-24 2018-04-12 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2018-01-25 2018-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2017-08-24 2018-02-09 Completed 33.33% $20.36 $20.17 -1.02% Signal
2018-01-19 2018-01-25 Completed 33.33% $20.45 $20.44 -0.07% Signal
2017-12-01 2018-01-24 Completed 33.33% $20.45 $20.43 -0.13% Signal
2017-12-26 2018-01-19 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2017-11-15 2017-12-26 Completed 33.33% $20.49 $20.44 -0.31% Signal
2017-10-19 2017-12-01 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2017-10-06 2017-11-15 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2017-08-21 2017-10-19 Completed 33.33% $20.35 $20.37 0.07% Signal
2017-08-04 2017-10-06 Completed 33.33% $20.29 $20.29 -0.06% Signal
2017-08-02 2017-08-24 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-07-10 2017-08-21 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2017-06-30 2017-08-04 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2017-02-27 2017-08-02 Completed 33.33% $20.42 $20.27 -0.76% Signal
2017-06-26 2017-07-10 Completed 33.33% $20.33 $20.06 -1.39% Signal
2017-06-07 2017-06-30 Completed 33.33% $20.36 $20.21 -0.79% Signal
2017-06-02 2017-06-26 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2017-05-12 2017-06-07 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2017-04-18 2017-06-02 Completed 33.33% $20.38 $20.38 -0.07% Signal
2017-04-05 2017-05-12 Completed 33.33% $20.29 $20.16 -0.68% Signal
2017-03-22 2017-04-18 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2017-03-10 2017-04-05 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2017-01-31 2017-03-22 Completed 33.33% $20.15 $20.17 0.02% Signal
2017-01-13 2017-03-10 Completed 33.33% $20.14 $19.97 -0.90% Signal
2016-12-08 2017-02-27 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2016-11-15 2017-01-31 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2016-11-10 2017-01-13 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2016-03-10 2016-12-08 Completed 33.33% $19.58 $20.01 2.14% Signal
2016-11-09 2016-11-15 Completed 33.33% $20.39 $20.05 -1.70% Signal
2016-10-11 2016-11-10 Completed 33.33% $20.40 $20.26 -0.76% Signal
2016-10-18 2016-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-10-07 2016-10-18 Completed 33.33% $20.40 $20.42 0.04% Signal
2016-09-19 2016-10-11 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-09-15 2016-10-07 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-09-06 2016-09-19 Completed 33.33% $20.37 $20.28 -0.53% Signal
2016-02-03 2016-09-15 Completed 33.33% $19.44 $20.22 3.94% Signal
2016-08-12 2016-09-06 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-01-25 2016-08-12 Completed 33.33% $19.18 $20.42 6.40% Signal
2015-06-30 2016-03-10 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2015-11-18 2016-02-03 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2015-12-23 2016-01-25 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-12-14 2015-12-23 Completed 33.33% $19.15 $19.04 -0.61% Signal
2015-11-10 2015-12-14 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-10-27 2015-11-18 Completed 33.33% $19.39 $19.14 -1.36% Signal
2015-10-12 2015-11-10 Completed 33.33% $19.39 $19.11 -1.46% Signal
2015-08-27 2015-10-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-08-04 2015-10-12 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-08-06 2015-08-27 Completed 33.33% $19.34 $19.28 -0.35% Signal
2015-05-29 2015-08-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-07-09 2015-08-04 Completed 33.33% $19.54 $19.51 -0.20% Signal
2015-05-13 2015-07-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-03-06 2015-06-30 Completed 33.33% $19.51 $19.43 -0.47% Signal
2015-04-20 2015-05-29 Completed 33.33% $20.00 $19.60 -2.08% Signal
2015-04-02 2015-05-13 Completed 33.33% $19.83 $19.54 -1.53% Signal
2015-03-16 2015-04-20 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-02-27 2015-04-02 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-01-26 2015-03-16 Completed 33.33% $19.84 $19.40 -2.31% Signal
2014-11-11 2015-03-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-01-16 2015-02-27 Completed 33.33% $19.85 $19.73 -0.65% Signal
2014-12-05 2015-01-26 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-11-14 2015-01-16 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-11-10 2014-12-05 Completed 33.33% $19.68 $19.50 -0.96% Signal
2014-10-20 2014-11-14 Completed 33.33% $19.78 $19.53 -1.34% Signal
2014-04-03 2014-11-11 Completed 33.33% $19.01 $19.60 3.08% Signal
2014-09-17 2014-11-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-09-09 2014-10-20 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-02-05 2014-09-17 Completed 33.33% $19.14 $19.52 1.93% Signal
2014-04-25 2014-09-09 Completed 33.33% $19.37 $19.70 1.61% Signal
2014-04-02 2014-04-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-01-28 2014-04-03 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2014-01-22 2014-04-02 Completed 33.33% $18.93 $19.02 0.42% Signal
2013-12-05 2014-02-05 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-12-12 2014-01-28 Completed 33.33% $18.82 $19.03 1.04% Signal
2013-11-21 2014-01-22 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-03-12 2013-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2013-10-14 2013-12-05 Completed 33.33% $19.09 $18.84 -1.37% Signal
2013-10-01 2013-11-21 Completed 33.33% $19.15 $18.90 -1.35% Signal
2013-05-24 2013-10-14 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-08-22 2013-10-01 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-08-01 2013-08-22 Completed 33.33% $19.08 $18.61 -2.53% Signal
2013-05-14 2013-08-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-03-20 2013-05-24 Completed 33.33% $20.38 $19.99 -1.95% Signal
2013-03-19 2013-05-14 Completed 33.33% $20.40 $20.26 -0.75% Signal
2013-01-17 2013-03-20 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2013-01-04 2013-03-19 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2011-04-27 2013-03-12 Completed 33.33% $17.67 $20.26 14.62% Signal
2012-10-03 2013-01-17 Completed 33.33% $20.57 $20.45 -0.65% Signal
2012-11-29 2013-01-04 Completed 33.33% $20.58 $20.30 -1.42% Signal
2012-11-06 2012-11-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-09-14 2012-11-06 Completed 33.33% $20.52 $20.50 -0.15% Signal
2012-09-11 2012-10-03 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-08-21 2012-09-14 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-04-30 2012-09-11 Completed 33.33% $19.81 $20.35 2.65% Signal
2012-04-18 2012-08-21 Completed 33.33% $19.73 $19.90 0.84% Signal
2012-04-02 2012-04-30 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-03-16 2012-04-18 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-11-09 2012-04-02 Completed 33.33% $19.41 $19.50 0.39% Signal
2011-11-03 2012-03-16 Completed 33.33% $19.32 $19.37 0.20% Signal
2011-10-18 2011-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-09-20 2011-11-03 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-03-14 2011-10-18 Completed 33.33% $17.34 $18.81 8.42% Signal
2011-03-08 2011-09-20 Completed 33.33% $17.25 $18.97 9.87% Signal
2011-02-11 2011-04-27 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2011-02-11 2011-03-14 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-02-11 2011-03-08 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income