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DASHBOARDS: Portfolio Hub Market Pulse Performance

SCHR

Schwab Intermediate-term U.S. Treasury ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for SCHR (Schwab Intermediate-term U.S. Treasury ETF) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -4.0% (compared to the benchmark's drawdown of -16.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.0%, compared to a Buy-and-Hold benchmark return of 2.1%. The strategy executed 105 total trades.

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

SCHR Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR3.52%2.23%2.02%-0.20%2.25%1.11%2.03%2.06%
Sharpe Ratio1.730.650.79-0.040.950.250.780.48
Max Drawdown-1.40%-2.79%-3.97%-15.07%-3.97%-16.11%-3.97%-16.11%
% Time Invested74.2%100.0%68.3%100.0%72.6%100.0%80.5%100.0%
Trades / Year7.00.06.60.06.50.06.80.0

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 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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2026-04-29 2026-05-12 Completed 33.33% $24.59 $24.52 -0.33% Signal
2026-03-23 2026-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.38% Interest Income
2026-02-27 2026-03-31 Completed 33.33% $24.99 $24.60 -1.61% Signal
2026-02-19 2026-03-23 Completed 33.33% $24.81 $24.48 -1.38% Signal
2025-12-05 2026-02-27 Interest (CASH) 33.33% $1.00 $1.01 0.80% Interest Income
2025-04-21 2026-02-24 Completed 33.33% $23.62 $24.90 5.37% Signal
2025-12-23 2026-02-19 Interest (CASH) 33.33% $1.00 $1.01 0.55% Interest Income
2025-12-12 2025-12-23 Completed 33.33% $24.52 $24.53 -0.01% Signal
2025-11-17 2025-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-06-27 2025-12-05 Completed 33.33% $23.94 $24.59 2.66% Signal
2025-11-04 2025-11-17 Completed 33.33% $24.48 $24.49 -0.01% Signal
2025-10-13 2025-11-04 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2025-08-20 2025-10-13 Completed 33.33% $24.10 $24.48 1.54% Signal
2025-07-29 2025-08-20 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-06-24 2025-07-29 Completed 33.33% $23.83 $23.88 0.14% Signal
2025-05-21 2025-06-27 Interest (CASH) 33.33% $1.00 $1.00 0.43% Interest Income
2025-05-16 2025-06-24 Interest (CASH) 33.33% $1.00 $1.00 0.43% Interest Income
2025-02-27 2025-05-21 Completed 33.33% $23.35 $23.51 0.63% Signal
2025-02-07 2025-05-16 Completed 33.33% $23.09 $23.63 2.28% Signal
2024-12-18 2025-04-21 Interest (CASH) 33.33% $1.00 $1.01 1.39% Interest Income
2024-10-22 2025-02-27 Interest (CASH) 33.33% $1.00 $1.01 1.50% Interest Income
2024-12-31 2025-02-07 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2024-12-12 2024-12-31 Completed 33.33% $23.12 $22.95 -0.80% Signal
2024-08-05 2024-12-18 Completed 33.33% $23.52 $23.02 -2.19% Signal
2024-10-11 2024-12-12 Interest (CASH) 33.33% $1.00 $1.01 0.77% Interest Income
2024-06-12 2024-10-22 Completed 33.33% $22.56 $23.16 2.60% Signal
2024-05-21 2024-10-11 Completed 33.33% $22.34 $23.22 3.92% Signal
2024-04-29 2024-08-05 Interest (CASH) 33.33% $1.00 $1.01 1.42% Interest Income
2024-02-16 2024-06-12 Interest (CASH) 33.33% $1.00 $1.02 1.70% Interest Income
2024-04-03 2024-05-21 Interest (CASH) 33.33% $1.00 $1.01 0.72% Interest Income
2024-01-24 2024-04-29 Completed 33.33% $22.49 $22.02 -2.13% Signal
2024-03-27 2024-04-03 Completed 33.33% $22.43 $22.23 -0.94% Signal
2024-01-29 2024-03-27 Interest (CASH) 33.33% $1.00 $1.01 0.87% Interest Income
2023-11-30 2024-02-16 Completed 33.33% $22.04 $22.21 0.74% Signal
2023-11-15 2024-01-29 Completed 33.33% $21.77 $22.48 3.21% Signal
2023-07-07 2024-01-24 Interest (CASH) 33.33% $1.00 $1.03 2.99% Interest Income
2023-05-30 2023-11-30 Interest (CASH) 33.33% $1.00 $1.03 2.77% Interest Income
2023-05-04 2023-11-15 Interest (CASH) 33.33% $1.00 $1.03 2.91% Interest Income
2023-06-09 2023-07-07 Completed 33.33% $22.10 $21.71 -1.78% Signal
2023-05-17 2023-06-09 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2023-04-10 2023-05-30 Completed 33.33% $22.42 $22.09 -1.53% Signal
2023-02-27 2023-05-17 Completed 33.33% $21.64 $22.44 3.66% Signal
2023-03-24 2023-05-04 Completed 33.33% $22.58 $22.61 0.09% Signal
2023-02-27 2023-04-10 Interest (CASH) 33.33% $1.00 $1.01 0.55% Interest Income
2023-02-21 2023-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.43% Interest Income
2022-12-05 2023-02-27 Completed 33.33% $21.92 $21.64 -1.33% Signal
2021-11-09 2023-02-27 Interest (CASH) 33.33% $1.00 $1.03 2.78% Interest Income
2023-02-06 2023-02-21 Completed 33.33% $22.00 $21.67 -1.55% Signal
2023-01-12 2023-02-06 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2022-11-18 2023-01-12 Completed 33.33% $21.65 $22.16 2.33% Signal
2022-09-09 2022-12-05 Interest (CASH) 33.33% $1.00 $1.01 0.91% Interest Income
2022-08-26 2022-11-18 Interest (CASH) 33.33% $1.00 $1.01 0.85% Interest Income
2022-08-01 2022-09-09 Completed 33.33% $22.86 $22.09 -3.43% Signal
2022-07-18 2022-08-26 Completed 33.33% $22.38 $22.32 -0.34% Signal
2022-01-11 2022-08-01 Interest (CASH) 33.33% $1.00 $1.01 0.53% Interest Income
2022-06-15 2022-07-18 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2022-05-31 2022-06-15 Completed 33.33% $22.59 $21.86 -3.27% Signal
2022-01-10 2022-05-31 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2021-12-29 2022-01-11 Completed 33.33% $24.22 $23.89 -1.40% Signal
2021-12-15 2022-01-10 Completed 33.33% $24.23 $23.89 -1.46% Signal
2021-09-20 2021-12-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-08-27 2021-12-15 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-08-02 2021-11-09 Completed 33.33% $24.73 $24.37 -1.49% Signal
2021-05-13 2021-09-20 Completed 33.33% $24.29 $24.59 1.17% Signal
2021-04-26 2021-08-27 Completed 33.33% $24.33 $24.56 0.87% Signal
2020-11-24 2021-08-02 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2020-09-16 2021-05-13 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2021-01-12 2021-04-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-12-17 2021-01-12 Completed 33.33% $24.88 $24.65 -0.99% Signal
2020-10-12 2020-12-17 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-02-27 2020-11-24 Completed 33.33% $23.93 $24.84 3.78% Signal
2020-09-25 2020-10-12 Completed 33.33% $25.01 $24.91 -0.48% Signal
2020-08-28 2020-09-25 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-04-03 2020-09-16 Completed 33.33% $24.81 $25.00 0.72% Signal
2020-07-02 2020-08-28 Completed 33.33% $24.89 $24.95 0.19% Signal
2020-06-09 2020-07-02 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-04-03 2020-06-09 Completed 33.33% $24.81 $24.73 -0.37% Signal
2020-03-12 2020-04-03 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
2020-01-27 2020-03-12 Completed 33.33% $23.48 $24.48 4.20% Stop
2020-01-17 2020-03-12 Completed 33.33% $23.22 $24.48 5.37% Stop
2020-01-10 2020-02-27 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
2019-10-15 2020-01-27 Interest (CASH) 33.33% $1.00 $1.00 0.44% Interest Income
2019-12-20 2020-01-17 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2018-11-20 2020-01-10 Completed 33.33% $21.26 $23.19 9.05% Signal
2019-12-09 2019-12-20 Completed 33.33% $23.14 $23.04 -0.51% Signal
2019-11-04 2019-12-09 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2019-10-15 2019-11-04 Completed 33.33% $23.21 $23.18 -0.19% Signal
2019-09-23 2019-10-15 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2018-11-20 2019-10-15 Completed 33.33% $21.26 $23.21 9.12% Signal
2019-08-20 2019-09-23 Completed 33.33% $23.32 $23.15 -0.80% Signal
2019-07-29 2019-08-20 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2019-05-22 2019-07-29 Completed 33.33% $22.27 $22.78 2.25% Signal
2019-04-30 2019-05-22 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-11-13 2019-04-30 Completed 33.33% $21.11 $22.11 4.65% Signal
2018-09-26 2018-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2018-09-25 2018-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2018-09-19 2018-11-13 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2018-09-18 2018-09-26 Completed 33.33% $21.15 $21.08 -0.38% Signal
2018-09-06 2018-09-25 Completed 33.33% $21.26 $21.06 -0.99% Signal
2018-08-24 2018-09-19 Completed 33.33% $21.28 $21.09 -0.94% Signal
2017-11-20 2018-09-18 Interest (CASH) 33.33% $1.00 $1.01 1.44% Interest Income
2018-08-14 2018-09-06 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2018-08-02 2018-08-24 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2018-06-27 2018-08-14 Completed 33.33% $21.20 $21.25 0.17% Signal
2018-06-08 2018-08-02 Completed 33.33% $21.09 $21.11 0.02% Signal
2018-05-02 2018-06-27 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2018-04-25 2018-06-08 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2018-04-17 2018-05-02 Completed 33.33% $21.12 $21.00 -0.61% Signal
2018-03-26 2018-04-25 Completed 33.33% $21.13 $20.95 -0.89% Signal
2017-10-11 2018-04-17 Interest (CASH) 33.33% $1.00 $1.01 0.73% Interest Income
2017-09-29 2018-03-26 Interest (CASH) 33.33% $1.00 $1.01 0.66% Interest Income
2017-03-24 2017-11-20 Completed 33.33% $21.24 $21.52 1.26% Signal
2017-08-18 2017-10-11 Completed 33.33% $21.69 $21.58 -0.58% Signal
2017-08-07 2017-09-29 Completed 33.33% $21.59 $21.62 0.05% Signal
2017-07-27 2017-08-18 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-07-10 2017-08-07 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2017-04-13 2017-07-27 Completed 33.33% $21.46 $21.55 0.34% Signal
2017-06-19 2017-07-10 Completed 33.33% $21.58 $21.43 -0.74% Signal
2017-05-25 2017-06-19 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2017-04-05 2017-05-25 Completed 33.33% $21.34 $21.52 0.82% Signal
2017-03-21 2017-04-13 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2017-03-10 2017-04-05 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2016-11-14 2017-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
2017-02-06 2017-03-21 Completed 33.33% $21.23 $21.17 -0.32% Signal
2017-01-18 2017-03-10 Completed 33.33% $21.22 $21.05 -0.84% Signal
2016-08-29 2017-02-06 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2016-08-04 2017-01-18 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2016-02-24 2016-11-14 Completed 33.33% $21.66 $21.31 -1.63% Signal
2016-04-28 2016-08-29 Completed 33.33% $21.50 $21.79 1.27% Signal
2016-06-30 2016-08-04 Completed 33.33% $21.95 $21.94 -0.08% Signal
2016-06-08 2016-06-30 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-06-06 2016-06-08 Completed 33.33% $21.68 $21.69 -0.01% Signal
2016-05-12 2016-06-06 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-04-08 2016-05-12 Completed 33.33% $21.66 $21.64 -0.13% Signal
2016-04-06 2016-04-28 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2016-03-16 2016-04-08 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-01-14 2016-04-06 Completed 33.33% $21.23 $21.64 1.86% Signal
2016-02-01 2016-03-16 Completed 33.33% $21.42 $21.28 -0.73% Signal
2016-02-01 2016-02-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-01-07 2016-02-01 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-09-21 2016-02-01 Completed 33.33% $21.06 $21.42 1.65% Signal
2015-11-19 2016-01-14 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2015-12-17 2016-01-07 Completed 33.33% $20.92 $21.11 0.83% Signal
2015-11-09 2015-12-17 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-07-28 2015-11-19 Completed 33.33% $20.88 $20.96 0.32% Signal
2015-07-10 2015-11-09 Completed 33.33% $20.79 $20.83 0.14% Signal
2015-07-13 2015-09-21 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-05-28 2015-07-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-12-03 2015-07-13 Completed 33.33% $20.03 $20.72 3.38% Signal
2015-05-08 2015-07-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-04-13 2015-05-28 Completed 33.33% $21.00 $20.93 -0.43% Signal
2015-03-27 2015-05-08 Completed 33.33% $20.93 $20.95 0.05% Signal
2015-03-16 2015-04-13 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-02-25 2015-03-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-21 2015-03-16 Completed 33.33% $20.67 $20.80 0.56% Signal
2014-12-12 2015-02-25 Completed 33.33% $20.68 $20.87 0.87% Signal
2014-11-19 2014-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-13 2014-11-19 Completed 33.33% $20.46 $20.52 0.22% Signal
2014-09-29 2014-10-21 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-09-17 2014-10-13 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-05-09 2014-09-29 Completed 33.33% $20.19 $20.30 0.49% Signal
2014-07-17 2014-09-17 Completed 33.33% $20.26 $20.25 -0.08% Signal
2014-06-24 2014-07-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-04-25 2014-06-24 Completed 33.33% $20.05 $20.20 0.69% Signal
2014-04-08 2014-05-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-03-24 2014-04-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-02-11 2014-04-08 Completed 33.33% $20.04 $20.04 -0.07% Signal
2014-01-29 2014-03-24 Completed 33.33% $20.03 $19.94 -0.53% Signal
2013-12-17 2014-02-11 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-12-03 2014-01-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-10-10 2013-12-17 Completed 33.33% $19.89 $19.91 0.03% Signal
2013-09-30 2013-12-03 Completed 33.33% $19.94 $20.03 0.40% Signal
2013-07-08 2013-12-03 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2013-06-04 2013-10-10 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-08-21 2013-09-30 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-08-06 2013-08-21 Completed 33.33% $19.86 $19.71 -0.81% Signal
2013-05-20 2013-08-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-05-01 2013-07-08 Completed 33.33% $20.56 $19.69 -4.27% Signal
2013-03-20 2013-06-04 Completed 33.33% $20.32 $20.17 -0.78% Signal
2013-03-04 2013-05-20 Completed 33.33% $20.37 $20.37 -0.04% Signal
2013-02-26 2013-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-01-14 2013-03-20 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-12-26 2013-03-04 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-05-09 2013-02-26 Completed 33.33% $18.45 $20.32 10.05% Signal
2012-12-07 2013-01-14 Completed 33.33% $20.42 $20.29 -0.65% Signal
2012-11-21 2012-12-26 Completed 33.33% $20.35 $20.31 -0.27% Signal
2012-11-14 2012-12-07 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-10-26 2012-11-21 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-09-26 2012-11-14 Completed 33.33% $20.35 $20.39 0.14% Signal
2012-09-14 2012-10-26 Completed 33.33% $20.24 $20.23 -0.14% Signal
2012-09-04 2012-09-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-08-17 2012-09-14 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-05-01 2012-09-04 Completed 33.33% $20.02 $20.38 1.77% Signal
2012-04-18 2012-08-17 Completed 33.33% $19.92 $20.15 1.06% Signal
2012-03-16 2012-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-03-01 2012-04-18 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-11-28 2012-03-16 Completed 33.33% $19.68 $19.54 -0.72% Signal
2011-11-14 2012-03-01 Completed 33.33% $19.70 $19.82 0.54% Signal
2011-10-28 2011-11-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-10-17 2011-11-14 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-03-23 2011-10-28 Completed 33.33% $18.22 $19.43 6.60% Signal
2011-05-06 2011-10-17 Completed 33.33% $18.38 $19.46 5.85% Signal
2011-02-11 2011-05-09 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2011-04-13 2011-05-06 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-03-11 2011-04-13 Completed 33.33% $18.15 $18.02 -0.74% Signal
2011-02-11 2011-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-02-11 2011-03-11 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income