DASHBOARDS: Portfolio Hub Market Pulse Performance

SCHP

Schwab U.S. TIPS ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-19
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
CAGR3.11%3.89%1.60%1.04%1.59%2.63%1.65%2.91%
Sharpe Ratio1.291.160.550.170.490.470.480.52
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%83.6%100.0%
Trades / Year8.00.06.40.06.90.06.80.0

Cumulative Growth Performance

Return Distribution Analysis

Return Distribution

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 DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
2026-06-01 Open Open 33.33% $26.61 $26.40 -0.79% Mark-to-Market
2026-06-15 Open Interest (CASH) 33.33% $1.00 $1.00 0.06% Mark-to-Market
2026-05-26 Open Interest (CASH) 33.33% $1.00 $1.00 0.26% Mark-to-Market
2026-05-12 2026-06-15 Completed 33.33% $26.63 $26.57 -0.26% Signal
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% $26.55 $26.50 -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% $26.50 $26.32 -0.73% Signal
2026-02-27 2026-03-25 Completed 33.33% $26.65 $26.23 -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% $26.31 $26.25 -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% $25.12 $26.21 4.28% Signal
2025-11-05 2025-11-14 Completed 33.33% $26.22 $26.29 0.21% Signal
2025-07-07 2025-11-13 Completed 33.33% $25.53 $26.25 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% $25.56 $26.33 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% $25.21 $25.10 -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% $24.99 $25.23 0.91% Signal
2025-02-04 2025-04-17 Completed 33.33% $24.78 $25.16 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% $24.78 $24.43 -1.46% Signal
2024-08-02 2024-12-23 Completed 33.33% $24.78 $24.46 -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% $24.24 $24.66 1.66% Signal
2024-05-21 2024-10-17 Completed 33.33% $24.06 $24.98 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% $23.94 $23.65 -1.24% Signal
2024-03-22 2024-04-05 Completed 33.33% $24.03 $23.89 -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% $23.46 $23.79 1.37% Signal
2023-11-13 2024-01-29 Completed 33.33% $23.04 $23.94 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% $23.88 $23.32 -2.37% Signal
2023-04-06 2023-05-26 Completed 33.33% $24.16 $23.54 -2.63% Signal
2023-03-24 2023-05-09 Completed 33.33% $23.99 $23.92 -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% $23.62 $23.21 -1.78% Signal
2023-01-31 2023-02-23 Completed 33.33% $23.66 $23.25 -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% $23.15 $23.24 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% $24.62 $23.63 -4.06% Signal
2022-07-29 2022-09-06 Completed 33.33% $24.91 $24.18 -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% $25.94 $24.91 -4.02% Signal
2022-03-08 2022-04-07 Completed 33.33% $26.36 $25.06 -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% $25.16 $25.29 0.46% Signal
2021-11-17 2022-01-04 Completed 33.33% $26.28 $26.15 -0.56% Signal
2021-10-29 2021-12-15 Completed 33.33% $25.88 $25.92 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% $24.81 $26.08 5.06% Signal
2021-04-09 2021-10-07 Completed 33.33% $24.50 $25.77 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% $23.34 $25.06 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% $24.66 $24.50 -0.71% Signal
2020-12-04 2021-02-25 Completed 33.33% $24.54 $24.41 -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% $23.42 $24.19 3.24% Signal
2020-11-03 2020-11-05 Completed 33.33% $24.31 $24.36 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% $23.29 $24.45 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% $22.40 $21.78 -2.82% Stop
2019-11-26 2020-03-12 Completed 33.33% $22.37 $21.78 -2.70% Stop
2019-03-11 2020-03-12 Completed 33.33% $21.00 $21.78 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% $20.62 $22.18 7.51% Signal
2018-12-10 2019-09-24 Completed 33.33% $20.66 $22.33 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% $20.91 $20.54 -1.84% Signal
2018-08-28 2018-09-20 Completed 33.33% $20.96 $20.72 -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% $20.95 $20.91 -0.28% Signal
2018-06-13 2018-08-02 Completed 33.33% $20.75 $20.78 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% $20.83 $20.62 -1.06% Signal
2018-03-23 2018-05-09 Completed 33.33% $20.65 $20.67 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% $20.71 $20.51 -1.02% Signal
2018-01-19 2018-01-25 Completed 33.33% $20.79 $20.79 -0.07% Signal
2017-12-01 2018-01-24 Completed 33.33% $20.79 $20.78 -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% $20.83 $20.78 -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% $20.69 $20.71 0.07% Signal
2017-08-04 2017-10-06 Completed 33.33% $20.63 $20.63 -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% $20.76 $20.61 -0.76% Signal
2017-06-26 2017-07-10 Completed 33.33% $20.68 $20.40 -1.39% Signal
2017-06-07 2017-06-30 Completed 33.33% $20.70 $20.55 -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% $20.72 $20.72 -0.07% Signal
2017-04-05 2017-05-12 Completed 33.33% $20.63 $20.50 -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% $20.49 $20.51 0.02% Signal
2017-01-13 2017-03-10 Completed 33.33% $20.48 $20.30 -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% $19.91 $20.35 2.14% Signal
2016-11-09 2016-11-15 Completed 33.33% $20.73 $20.39 -1.70% Signal
2016-10-11 2016-11-10 Completed 33.33% $20.74 $20.60 -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% $20.74 $20.76 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% $20.72 $20.62 -0.53% Signal
2016-02-03 2016-09-15 Completed 33.33% $19.77 $20.56 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% $19.50 $20.76 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% $19.47 $19.36 -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% $19.72 $19.46 -1.36% Signal
2015-10-12 2015-11-10 Completed 33.33% $19.71 $19.43 -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% $19.66 $19.61 -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% $19.87 $19.84 -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% $19.84 $19.76 -0.47% Signal
2015-04-20 2015-05-29 Completed 33.33% $20.34 $19.93 -2.08% Signal
2015-04-02 2015-05-13 Completed 33.33% $20.16 $19.86 -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% $20.18 $19.72 -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% $20.18 $20.06 -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% $20.01 $19.83 -0.96% Signal
2014-10-20 2014-11-14 Completed 33.33% $20.12 $19.86 -1.34% Signal
2014-04-03 2014-11-11 Completed 33.33% $19.32 $19.93 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% $19.46 $19.84 1.93% Signal
2014-04-25 2014-09-09 Completed 33.33% $19.70 $20.03 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% $19.25 $19.34 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% $19.14 $19.35 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% $19.41 $19.16 -1.37% Signal
2013-10-01 2013-11-21 Completed 33.33% $19.47 $19.22 -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% $19.40 $18.92 -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% $20.72 $20.33 -1.95% Signal
2013-03-19 2013-05-14 Completed 33.33% $20.74 $20.60 -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% $17.96 $20.60 14.62% Signal
2012-10-03 2013-01-17 Completed 33.33% $20.92 $20.79 -0.65% Signal
2012-11-29 2013-01-04 Completed 33.33% $20.93 $20.64 -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% $20.87 $20.85 -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% $20.14 $20.69 2.65% Signal
2012-04-18 2012-08-21 Completed 33.33% $20.06 $20.24 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% $19.74 $19.82 0.39% Signal
2011-11-03 2012-03-16 Completed 33.33% $19.65 $19.69 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% $17.63 $19.13 8.42% Signal
2011-03-08 2011-09-20 Completed 33.33% $17.54 $19.29 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