SCHX
Schwab U.S. Large-Cap ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for SCHX (Schwab U.S. Large-Cap ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -18.3% (compared to the benchmark's drawdown of -34.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.1%, compared to a Buy-and-Hold benchmark return of 14.8%. The strategy executed 29 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
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)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
SCHX Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 11.30% | 17.29% | 7.54% | 11.82% | 13.60% | 14.84% | 13.11% | 14.75% |
| Sharpe Ratio | 0.89 | 1.25 | 0.61 | 0.65 | 1.00 | 0.76 | 1.01 | 0.82 |
| Max Drawdown | -9.03% | -9.03% | -18.28% | -25.40% | -18.28% | -34.33% | -18.28% | -34.33% |
| % Time Invested | 100.0% | 100.0% | 91.6% | 100.0% | 94.9% | 100.0% | 96.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 1.9 | 0.0 | 2.0 | 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 | ||||||||
| 2026-04-02 | 2026-05-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2025-05-01 | 2026-04-02 | Completed | 33.33% | $21.84 | $25.43 | 16.41% | Signal | |
| 2025-07-21 | 2025-09-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 2025-04-30 | 2025-07-21 | Completed | 33.33% | $21.33 | $24.63 | 15.40% | Signal | |
| 2025-03-31 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-11-08 | 2025-04-07 | Completed | 33.33% | $16.65 | $19.01 | 14.08% | Stop | |
| 2023-04-21 | 2025-04-07 | Completed | 33.33% | $15.55 | $19.01 | 22.18% | Stop | |
| 2024-01-03 | 2025-03-31 | Completed | 33.33% | $18.03 | $21.39 | 18.60% | Signal | |
| 2023-11-06 | 2024-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2022-11-07 | 2023-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 5.11% | Interest Income | |
| 2023-01-31 | 2023-11-06 | Completed | 33.33% | $15.12 | $16.57 | 9.50% | Signal | |
| 2022-05-10 | 2023-04-21 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.36% | Interest Income | |
| 2022-02-25 | 2023-01-31 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.40% | Interest Income | |
| 2022-10-24 | 2022-11-07 | Completed | 33.33% | $14.09 | $14.16 | 0.40% | Signal | |
| 2022-09-30 | 2022-10-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2022-06-02 | 2022-09-30 | Completed | 33.33% | $15.24 | $13.59 | -10.86% | Stop | |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-03-21 | 2022-05-10 | Completed | 33.33% | $16.67 | $15.03 | -9.84% | Stop | |
| 2020-04-01 | 2022-05-10 | Completed | 33.33% | $8.98 | $15.03 | 67.27% | Stop | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-08-11 | 2022-02-25 | Completed | 33.33% | $12.39 | $16.08 | 29.76% | Stop | |
| 2020-06-25 | 2022-02-25 | Completed | 33.33% | $11.14 | $16.08 | 44.32% | Stop | |
| 2020-06-29 | 2020-08-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-06-29 | Completed | 33.33% | $8.53 | $11.07 | 29.71% | Signal | |
| 2020-04-09 | 2020-06-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-24 | 2020-04-09 | Completed | 33.33% | $8.53 | $10.07 | 17.97% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-16 | 2020-03-10 | Completed | 33.33% | $9.26 | $10.30 | 11.15% | Stop | |
| 2019-04-08 | 2020-03-02 | Completed | 33.33% | $10.29 | $10.81 | 4.95% | Stop | |
| 2019-03-28 | 2020-03-02 | Completed | 33.33% | $10.01 | $10.81 | 7.91% | Stop | |
| 2019-02-12 | 2019-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2018-12-03 | 2019-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 2019-01-11 | 2019-02-12 | Completed | 33.33% | $9.16 | $9.70 | 5.81% | Signal | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-18 | 2019-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-09-17 | 2018-12-21 | Completed | 33.33% | $6.68 | $8.74 | 30.88% | Stop | |
| 2016-07-08 | 2018-12-18 | Completed | 33.33% | $7.10 | $9.07 | 27.60% | Stop | |
| 2018-07-10 | 2018-12-03 | Completed | 33.33% | $9.82 | $9.89 | 0.73% | Signal | |
| 2018-05-22 | 2018-07-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2016-05-03 | 2018-05-22 | Completed | 33.33% | $6.93 | $9.60 | 38.55% | Signal | |
| 2015-11-05 | 2016-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2016-02-23 | 2016-05-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-02-12 | 2016-02-23 | Completed | 33.33% | $6.17 | $6.49 | 5.09% | Signal | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-12-18 | 2016-01-21 | Completed | 33.33% | $6.82 | $6.23 | -8.62% | Stop | |
| 2015-08-25 | 2015-12-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-09-17 | 2015-11-05 | Completed | 33.33% | $6.68 | $7.03 | 5.26% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-08-31 | 2015-08-25 | Completed | 33.33% | $4.41 | $6.59 | 49.17% | Stop | |
| 2012-03-09 | 2015-08-25 | Completed | 33.33% | $4.27 | $6.59 | 54.18% | Stop | |
| 2011-10-27 | 2015-08-25 | Completed | 33.33% | $3.94 | $6.59 | 67.27% | Stop | |
| 2012-07-10 | 2012-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-12-23 | 2012-07-10 | Completed | 33.33% | $3.90 | $4.25 | 9.08% | Signal | |
| 2011-10-25 | 2012-03-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-10-25 | 2011-12-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-25 | 2011-10-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |