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DASHBOARDS: Portfolio Hub Market Pulse Performance Compare Studio

SCHZ

Schwab U.S. Aggregate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for SCHZ (Schwab U.S. Aggregate Bond ETF) using the Excess Return MMA CA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -8.5% (compared to the benchmark's drawdown of -18.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 1.9%, compared to a Buy-and-Hold benchmark return of 1.8%. The strategy executed 99 total trades.

* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.

🛡️ SCHZ Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-8.5% (vs -18.7% B&H)
+10.3% shallower drawdown
Downside Efficiency
0.65 Sortino
+0.21 vs 0.44 B&H
Capital Sheltered from Risk
42.6% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.

📊 SCHZ Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-2.22%-2.99%-4.35%-17.89%-8.46%-18.74%-8.46%-18.74%
Sharpe Ratio-0.13-0.140.65-0.090.650.230.650.37
Sortino Ratio-0.17-0.220.81-0.140.610.280.650.44
CAGR-0.32%-0.53%1.97%-0.52%2.11%1.27%1.92%1.76%
% Time Invested61.0%100.0%42.9%100.0%50.6%100.0%57.4%100.0%
Trades / Year6.00.06.80.06.80.06.80.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of SCHZ under the Excess Return MMA CA strategy (Trading) versus Buy & Hold. The strategy produced a 1.9% CAGR with a -8.5% Max Drawdown across 99 trade signals (compared to Buy & Hold's 1.8% CAGR and -18.7% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for SCHZ under Excess Return MMA CA strategy in Trading context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for SCHZ under Excess Return MMA CA (Trading). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.

Diversifier Asset Category 1Y Correlation (r) Action
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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
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.
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2026-05-14 2026-06-18 Interest (FLOT) 33.33% $1.00 $1.00 0.41% Interest Income
2026-05-04 2026-06-01 Interest (FLOT) 33.33% $1.00 $1.00 0.35% Interest Income
2026-05-04 2026-06-01 Interest (FLOT) 33.33% $1.00 $1.00 0.35% Interest Income
2026-04-24 2026-05-14 Completed 33.33% $22.84 $22.78 -0.31% Signal
2026-03-30 2026-05-01 Interest (BIL) 33.33% $1.00 $1.00 0.33% Interest Income
2026-03-12 2026-05-01 Interest (BIL) 33.33% $1.00 $1.01 0.52% Interest Income
2026-03-20 2026-04-24 Interest (BIL) 33.33% $1.00 $1.00 0.34% Interest Income
2026-02-18 2026-03-30 Completed 33.33% $23.02 $22.68 -1.55% Signal
2026-02-26 2026-03-20 Completed 33.33% $23.06 $22.71 -1.59% Signal
2025-08-21 2026-03-12 Completed 33.33% $22.15 $22.78 2.77% Signal
2026-02-03 2026-02-26 Interest (FLOT) 33.33% $1.00 $1.00 0.26% Interest Income
2025-12-03 2026-02-18 Interest (FLOT) 33.33% $1.00 $1.01 0.96% Interest Income
2026-01-22 2026-02-03 Completed 33.33% $22.74 $22.74 -0.03% Signal
2025-12-23 2026-01-22 Interest (FLOT) 33.33% $1.00 $1.00 0.41% Interest Income
2025-12-19 2025-12-23 Completed 33.33% $22.75 $22.67 -0.39% Signal
2025-11-18 2025-12-19 Interest (FLOT) 33.33% $1.00 $1.00 0.40% Interest Income
2025-07-01 2025-12-03 Completed 33.33% $22.06 $22.75 3.06% Signal
2025-08-22 2025-11-18 Completed 33.33% $22.17 $22.65 2.10% Signal
2025-07-31 2025-08-22 Interest (FLOT) 33.33% $1.00 $1.00 0.31% Interest Income
2025-07-30 2025-08-21 Interest (FLOT) 33.33% $1.00 $1.00 0.37% Interest Income
2025-06-23 2025-07-31 Completed 33.33% $21.87 $22.03 0.67% Signal
2025-04-28 2025-07-30 Completed 33.33% $21.77 $21.99 0.98% Signal
2025-06-03 2025-07-01 Interest (FLOT) 33.33% $1.00 $1.00 0.45% Interest Income
2025-06-03 2025-06-23 Interest (FLOT) 33.33% $1.00 $1.00 0.30% Interest Income
2025-05-02 2025-06-02 Interest (SHV) 33.33% $1.00 $1.00 0.32% Interest Income
2025-05-02 2025-06-02 Interest (SHV) 33.33% $1.00 $1.00 0.32% Interest Income
2025-05-01 2025-05-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.02% Interest Income
2025-04-11 2025-05-01 Interest (FLOT) 33.33% $1.00 $1.01 1.19% Interest Income
2025-02-27 2025-05-01 Completed 33.33% $21.68 $21.90 0.99% Signal
2024-12-20 2025-04-28 Interest (FLOT) 33.33% $1.00 $1.01 1.45% Interest Income
2025-02-07 2025-04-11 Completed 33.33% $21.40 $21.35 -0.28% Signal
2024-10-24 2025-02-27 Interest (FLOT) 33.33% $1.00 $1.02 1.91% Interest Income
2024-12-30 2025-02-07 Interest (FLOT) 33.33% $1.00 $1.01 0.54% Interest Income
2024-12-10 2024-12-30 Completed 33.33% $21.58 $21.21 -1.77% Signal
2024-08-05 2024-12-20 Completed 33.33% $21.73 $21.23 -2.35% Signal
2024-10-11 2024-12-10 Interest (FLOT) 33.33% $1.00 $1.01 0.98% Interest Income
2024-06-10 2024-10-24 Completed 33.33% $20.67 $21.39 3.43% Signal
2024-05-21 2024-10-11 Completed 33.33% $20.68 $21.59 4.31% Signal
2024-08-02 2024-08-05 Interest (SHV) 33.33% $1.00 $1.00 0.09% Interest Income
2024-05-08 2024-08-01 Interest (FLOT) 33.33% $1.00 $1.01 1.33% Interest Income
2024-02-20 2024-06-10 Interest (FLOT) 33.33% $1.00 $1.02 2.05% Interest Income
2024-04-05 2024-05-21 Interest (FLOT) 33.33% $1.00 $1.01 0.77% Interest Income
2024-01-22 2024-05-08 Completed 33.33% $20.76 $20.56 -1.01% Signal
2024-03-25 2024-04-05 Completed 33.33% $20.74 $20.62 -0.65% Signal
2024-01-29 2024-03-25 Interest (FLOT) 33.33% $1.00 $1.01 1.13% Interest Income
2023-11-30 2024-02-20 Completed 33.33% $20.21 $20.56 1.67% Signal
2023-11-15 2024-01-29 Completed 33.33% $19.86 $20.72 4.29% Signal
2023-06-02 2024-01-22 Interest (FLOT) 33.33% $1.00 $1.04 4.19% Interest Income
2023-06-02 2023-11-30 Interest (FLOT) 33.33% $1.00 $1.03 3.14% Interest Income
2023-06-02 2023-11-15 Interest (FLOT) 33.33% $1.00 $1.03 2.89% Interest Income
2023-05-24 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.16% Interest Income
2023-05-17 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.22% Interest Income
2023-05-04 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.36% Interest Income
2023-04-12 2023-05-24 Completed 33.33% $20.63 $20.26 -1.83% Signal
2023-02-14 2023-05-17 Completed 33.33% $20.20 $20.45 1.16% Signal
2023-03-27 2023-05-04 Completed 33.33% $20.42 $20.67 1.19% Signal
2023-04-04 2023-04-12 Interest (SHV) 33.33% $1.00 $1.00 0.10% Interest Income
2023-03-02 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.17% Interest Income
2023-02-23 2023-03-27 Interest (FLOT) 33.33% $1.00 $0.99 -0.63% Interest Income
2022-12-05 2023-03-02 Completed 33.33% $20.14 $19.79 -1.80% Signal
2023-02-07 2023-02-23 Completed 33.33% $20.34 $19.96 -1.93% Signal
2022-12-02 2023-02-14 Interest (FLOT) 33.33% $1.00 $1.02 1.69% Interest Income
2023-01-13 2023-02-07 Interest (FLOT) 33.33% $1.00 $1.01 0.66% Interest Income
2022-11-18 2023-01-13 Completed 33.33% $19.75 $20.48 3.66% Signal
2022-12-02 2022-12-05 Interest (FLOT) 33.33% $1.00 $1.00 0.00% Interest Income
2022-10-04 2022-12-01 Interest (BIL) 33.33% $1.00 $1.01 0.52% Interest Income
2022-10-04 2022-12-01 Interest (BIL) 33.33% $1.00 $1.01 0.52% Interest Income
2022-10-04 2022-11-18 Interest (BIL) 33.33% $1.00 $1.00 0.40% Interest Income
2022-09-12 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.30% Interest Income
2022-09-02 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.05% Interest Income
2022-09-02 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.05% Interest Income
2022-08-02 2022-09-12 Completed 33.33% $21.09 $20.27 -3.94% Signal
2022-08-30 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.05% Interest Income
2022-03-02 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.37% Interest Income
2022-07-20 2022-08-30 Completed 33.33% $20.60 $20.47 -0.68% Signal
2022-03-02 2022-08-02 Interest (BIL) 33.33% $1.00 $1.00 0.17% Interest Income
2022-06-16 2022-07-20 Interest (BIL) 33.33% $1.00 $1.00 0.05% Interest Income
2022-06-06 2022-06-16 Completed 33.33% $20.65 $20.07 -2.88% Signal
2022-03-02 2022-06-06 Interest (BIL) 33.33% $1.00 $1.00 0.04% Interest Income
2022-01-11 2022-03-01 Interest (FLOT) 33.33% $1.00 $1.00 0.05% Interest Income
2022-01-07 2022-03-01 Interest (FLOT) 33.33% $1.00 $1.00 0.07% Interest Income
2022-01-04 2022-03-01 Interest (FLOT) 33.33% $1.00 $1.00 0.01% Interest Income
2021-12-09 2022-01-11 Completed 33.33% $22.81 $22.46 -1.58% Signal
2021-12-29 2022-01-07 Completed 33.33% $22.81 $22.55 -1.20% Signal
2021-11-30 2022-01-03 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2021-12-06 2021-12-29 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-11-02 2021-12-09 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-11-15 2021-12-06 Completed 33.33% $22.80 $22.93 0.55% Signal
2021-07-22 2021-11-30 Completed 33.33% $23.01 $22.95 -0.31% Signal
2021-11-02 2021-11-15 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-09-30 2021-11-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.12% Interest Income
2021-09-30 2021-11-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.12% Interest Income
2021-09-22 2021-09-30 Completed 33.33% $23.08 $22.84 -1.11% Signal
2021-05-07 2021-09-30 Completed 33.33% $22.70 $22.84 0.55% Signal
2021-09-02 2021-09-22 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2021-08-30 2021-09-01 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2021-06-24 2021-08-30 Completed 33.33% $22.79 $23.02 0.97% Signal
2021-05-04 2021-07-22 Interest (FLOT) 33.33% $1.00 $1.00 0.15% Interest Income
2021-06-02 2021-06-24 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2021-04-19 2021-06-02 Completed 33.33% $22.59 $22.67 0.29% Signal
2021-05-04 2021-05-07 Interest (FLOT) 33.33% $1.00 $1.00 -0.02% Interest Income
2021-04-05 2021-05-03 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-04-05 2021-05-03 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-04-05 2021-04-19 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-02-24 2021-04-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.13% Interest Income
2021-01-27 2021-04-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-01-12 2021-04-01 Interest (FLOT) 33.33% $1.00 $1.00 0.05% Interest Income
2021-02-22 2021-02-24 Completed 33.33% $22.78 $22.66 -0.60% Signal
2020-12-14 2021-02-22 Interest (FLOT) 33.33% $1.00 $1.00 0.29% Interest Income
2020-11-20 2021-01-27 Completed 33.33% $23.16 $23.11 -0.23% Signal
2020-11-20 2021-01-12 Completed 33.33% $23.16 $22.94 -0.98% Signal
2020-04-06 2020-12-14 Completed 33.33% $22.22 $23.17 4.20% Signal
2020-11-03 2020-11-20 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2020-11-03 2020-11-20 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2020-09-17 2020-11-02 Interest (FLOT) 33.33% $1.00 $1.00 -0.06% Interest Income
2020-08-28 2020-11-02 Interest (FLOT) 33.33% $1.00 $1.00 0.10% Interest Income
2020-05-01 2020-09-17 Completed 33.33% $22.72 $23.16 1.87% Signal
2020-04-14 2020-08-28 Completed 33.33% $22.64 $23.03 1.64% Signal
2020-04-08 2020-05-01 Interest (SHV) 33.33% $1.00 $1.00 -0.03% Interest Income
2020-03-13 2020-04-14 Interest (SHV) 33.33% $1.00 $1.00 0.09% Interest Income
2020-04-06 2020-04-08 Completed 33.33% $22.22 $22.25 0.10% Signal
2020-03-13 2020-04-06 Interest (SHV) 33.33% $1.00 $1.00 0.08% Interest Income
2020-03-13 2020-04-06 Interest (SHV) 33.33% $1.00 $1.00 0.08% Interest Income
2020-01-30 2020-03-13 Completed 33.33% $21.99 $21.13 -3.97% Stop
2019-12-24 2020-03-13 Completed 33.33% $21.55 $21.13 -1.99% Stop
2018-12-06 2020-03-13 Completed 33.33% $19.65 $21.13 7.47% Stop
2020-01-07 2020-01-30 Interest (FLOT) 33.33% $1.00 $1.00 0.18% Interest Income
2019-12-05 2020-01-07 Completed 33.33% $21.61 $21.69 0.35% Signal
2019-10-16 2019-12-24 Interest (FLOT) 33.33% $1.00 $1.01 0.55% Interest Income
2019-11-04 2019-12-05 Interest (FLOT) 33.33% $1.00 $1.00 0.25% Interest Income
2019-10-17 2019-11-04 Completed 33.33% $21.52 $21.57 0.18% Signal
2019-09-25 2019-10-17 Interest (FLOT) 33.33% $1.00 $1.00 0.22% Interest Income
2018-12-06 2019-10-16 Completed 33.33% $19.65 $21.54 9.53% Signal
2019-06-03 2019-09-25 Completed 33.33% $20.87 $21.59 3.38% Signal
2019-05-09 2019-06-03 Interest (FLOT) 33.33% $1.00 $1.00 0.16% Interest Income
2018-12-03 2019-05-09 Completed 33.33% $19.53 $20.54 5.10% Signal
2018-12-04 2018-12-06 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2018-12-04 2018-12-06 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2018-11-02 2018-12-03 Interest (BIL) 33.33% $1.00 $1.00 0.16% Interest Income
2018-11-02 2018-12-03 Interest (BIL) 33.33% $1.00 $1.00 0.16% Interest Income
2018-11-02 2018-12-03 Interest (BIL) 33.33% $1.00 $1.00 0.16% Interest Income
2018-10-11 2018-11-01 Interest (FLOT) 33.33% $1.00 $1.00 0.01% Interest Income
2018-09-25 2018-11-01 Interest (FLOT) 33.33% $1.00 $1.00 0.11% Interest Income
2018-09-19 2018-11-01 Interest (FLOT) 33.33% $1.00 $1.00 0.13% Interest Income
2018-08-29 2018-10-11 Completed 33.33% $19.69 $19.43 -1.36% Signal
2018-06-29 2018-09-25 Completed 33.33% $19.58 $19.54 -0.30% Signal
2018-08-30 2018-09-19 Completed 33.33% $19.69 $19.55 -0.72% Signal
2018-08-08 2018-08-30 Interest (FLOT) 33.33% $1.00 $1.00 0.18% Interest Income
2017-12-19 2018-08-29 Interest (FLOT) 33.33% $1.00 $1.02 1.70% Interest Income
2018-06-11 2018-08-08 Completed 33.33% $19.48 $19.57 0.40% Signal
2018-05-04 2018-06-29 Interest (FLOT) 33.33% $1.00 $1.00 0.27% Interest Income
2018-04-27 2018-06-11 Interest (FLOT) 33.33% $1.00 $1.00 0.21% Interest Income
2018-04-20 2018-05-04 Completed 33.33% $19.48 $19.46 -0.14% Signal
2018-04-02 2018-04-27 Completed 33.33% $19.60 $19.41 -1.01% Signal
2017-10-18 2018-04-20 Interest (FLOT) 33.33% $1.00 $1.01 0.95% Interest Income
2017-12-04 2018-04-02 Interest (FLOT) 33.33% $1.00 $1.00 0.50% Interest Income
2017-03-24 2017-12-19 Completed 33.33% $19.37 $19.87 2.54% Signal
2017-11-24 2017-12-04 Completed 33.33% $19.91 $19.87 -0.25% Signal
2017-10-03 2017-11-24 Interest (FLOT) 33.33% $1.00 $1.00 0.31% Interest Income
2017-08-29 2017-10-18 Completed 33.33% $19.96 $19.88 -0.46% Signal
2017-08-08 2017-10-03 Completed 33.33% $19.82 $19.85 0.09% Signal
2017-08-07 2017-08-29 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2017-07-17 2017-08-08 Interest (FLOT) 33.33% $1.00 $1.00 0.09% Interest Income
2017-04-13 2017-08-07 Completed 33.33% $19.58 $19.82 1.16% Signal
2017-04-10 2017-07-17 Completed 33.33% $19.45 $19.72 1.32% Signal
2017-04-04 2017-04-13 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2017-04-04 2017-04-10 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2017-03-22 2017-04-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.09% Interest Income
2017-03-17 2017-04-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.07% Interest Income
2016-11-28 2017-03-24 Interest (FLOT) 33.33% $1.00 $1.01 0.58% Interest Income
2017-02-01 2017-03-22 Completed 33.33% $19.25 $19.38 0.61% Signal
2017-03-15 2017-03-17 Completed 33.33% $19.18 $19.27 0.40% Signal
2017-02-21 2017-03-15 Interest (FLOT) 33.33% $1.00 $1.00 0.20% Interest Income
2017-01-13 2017-02-21 Completed 33.33% $19.33 $19.32 -0.08% Signal
2016-11-02 2017-02-01 Interest (FLOT) 33.33% $1.00 $1.00 0.42% Interest Income
2016-11-02 2017-01-13 Interest (FLOT) 33.33% $1.00 $1.00 0.38% Interest Income
2015-10-15 2016-11-28 Completed 33.33% $19.00 $19.22 1.12% Signal
2016-10-04 2016-11-01 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2016-10-04 2016-11-01 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2016-09-20 2016-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.05% Interest Income
2016-09-15 2016-10-03 Interest (FLOT) 33.33% $1.00 $1.00 0.01% Interest Income
2016-01-15 2016-09-20 Completed 33.33% $18.97 $19.77 4.20% Signal
2016-01-28 2016-09-15 Completed 33.33% $19.00 $19.72 3.78% Signal
2016-01-05 2016-01-28 Interest (FLOT) 33.33% $1.00 $1.00 -0.16% Interest Income
2015-11-25 2016-01-15 Interest (FLOT) 33.33% $1.00 $1.00 0.00% Interest Income
2015-12-15 2016-01-05 Completed 33.33% $18.76 $18.82 0.29% Signal
2015-11-11 2015-12-15 Interest (FLOT) 33.33% $1.00 $1.00 0.05% Interest Income
2015-08-07 2015-11-25 Completed 33.33% $18.80 $18.84 0.16% Signal
2015-10-09 2015-11-11 Completed 33.33% $18.88 $18.74 -0.79% Signal
2015-09-02 2015-10-15 Interest (SHV) 33.33% $1.00 $1.00 0.04% Interest Income
2015-09-17 2015-10-09 Interest (SHV) 33.33% $1.00 $1.00 0.05% Interest Income
2015-07-23 2015-09-17 Completed 33.33% $18.70 $18.69 -0.07% Signal
2015-08-04 2015-09-01 Interest (BIL) 33.33% $1.00 $1.00 -0.00% Interest Income
2015-08-04 2015-08-07 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2015-07-02 2015-08-03 Interest (SHV) 33.33% $1.00 $1.00 -0.00% Interest Income
2015-07-02 2015-08-03 Interest (SHV) 33.33% $1.00 $1.00 -0.00% Interest Income
2015-07-02 2015-07-23 Interest (SHV) 33.33% $1.00 $1.00 -0.00% Interest Income
2015-06-29 2015-07-01 Interest (FLOT) 33.33% $1.00 $1.00 0.03% Interest Income
2015-05-22 2015-07-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.07% Interest Income
2015-05-08 2015-07-01 Interest (FLOT) 33.33% $1.00 $1.00 0.05% Interest Income
2013-11-25 2015-06-29 Completed 33.33% $17.73 $18.60 4.82% Signal
2015-04-13 2015-05-22 Completed 33.33% $19.01 $18.80 -1.17% Signal
2015-03-30 2015-05-08 Completed 33.33% $18.98 $18.87 -0.65% Signal
2015-03-16 2015-04-13 Interest (FLOT) 33.33% $1.00 $1.00 -0.04% Interest Income
2015-03-03 2015-03-30 Interest (FLOT) 33.33% $1.00 $1.00 0.08% Interest Income
2014-11-03 2015-03-16 Completed 33.33% $18.55 $18.84 1.55% Signal
2015-02-26 2015-03-02 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2014-12-12 2015-02-26 Completed 33.33% $18.69 $18.90 1.08% Signal
2014-12-02 2014-12-12 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2014-11-19 2014-12-01 Interest (BIL) 33.33% $1.00 $1.00 -0.00% Interest Income
2014-10-14 2014-11-19 Completed 33.33% $18.62 $18.54 -0.48% Signal
2014-10-10 2014-11-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.16% Interest Income
2014-10-02 2014-10-14 Interest (FLOT) 33.33% $1.00 $1.00 -0.02% Interest Income
2014-01-27 2014-10-10 Completed 33.33% $17.86 $18.57 3.90% Signal
2014-09-22 2014-10-01 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2014-07-18 2014-09-22 Completed 33.33% $18.35 $18.30 -0.34% Signal
2014-06-25 2014-07-18 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2014-01-21 2014-06-25 Completed 33.33% $17.86 $18.29 2.40% Signal
2014-01-03 2014-01-27 Interest (FLOT) 33.33% $1.00 $1.00 -0.04% Interest Income
2014-01-03 2014-01-21 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2013-12-12 2014-01-02 Interest (BIL) 33.33% $1.00 $1.00 -0.04% Interest Income
2013-12-03 2014-01-02 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2013-10-07 2013-12-12 Completed 33.33% $17.70 $17.69 -0.09% Signal
2013-11-26 2013-12-02 Interest (FLOT) 33.33% $1.00 $1.00 -0.06% Interest Income
2013-09-27 2013-11-26 Completed 33.33% $17.68 $17.76 0.40% Signal
2013-08-02 2013-11-25 Interest (FLOT) 33.33% $1.00 $1.00 0.12% Interest Income
2013-08-02 2013-10-07 Interest (FLOT) 33.33% $1.00 $1.00 0.17% Interest Income
2013-08-26 2013-09-27 Interest (FLOT) 33.33% $1.00 $1.00 0.07% Interest Income
2013-08-02 2013-08-26 Completed 33.33% $17.53 $17.43 -0.58% Signal
2013-07-02 2013-08-02 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2013-07-02 2013-08-01 Interest (SHV) 33.33% $1.00 $1.00 -0.00% Interest Income
2013-07-02 2013-08-01 Interest (SHV) 33.33% $1.00 $1.00 -0.00% Interest Income
2013-06-28 2013-07-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.00% Interest Income
2013-06-04 2013-07-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.16% Interest Income
2013-05-21 2013-07-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.14% Interest Income
2013-05-08 2013-06-28 Completed 33.33% $18.12 $17.47 -3.64% Signal
2013-03-26 2013-06-04 Completed 33.33% $17.93 $17.81 -0.68% Signal
2013-04-23 2013-05-21 Completed 33.33% $18.17 $17.98 -1.09% Signal
2013-02-20 2013-05-08 Interest (FLOT) 33.33% $1.00 $1.00 0.23% Interest Income
2013-04-01 2013-04-23 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2013-03-05 2013-04-01 Completed 33.33% $17.97 $18.00 0.11% Signal
2013-01-03 2013-03-26 Interest (FLOT) 33.33% $1.00 $1.00 0.25% Interest Income
2013-01-03 2013-03-05 Interest (FLOT) 33.33% $1.00 $1.00 0.23% Interest Income
2012-01-25 2013-02-20 Completed 33.33% $17.42 $17.90 2.73% Signal
2012-10-09 2013-01-03 Completed 33.33% $18.03 $17.95 -0.47% Signal
2012-12-26 2013-01-02 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2012-12-05 2012-12-26 Completed 33.33% $18.11 $18.01 -0.62% Signal
2012-12-04 2012-12-05 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2012-11-12 2012-12-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.47% Interest Income
2012-09-18 2012-11-12 Completed 33.33% $17.96 $18.05 0.42% Signal
2012-09-17 2012-10-09 Interest (FLOT) 33.33% $1.00 $1.00 0.46% Interest Income
2012-08-24 2012-09-18 Interest (FLOT) 33.33% $1.00 $1.00 0.30% Interest Income
2012-05-02 2012-09-17 Completed 33.33% $17.65 $17.90 1.40% Signal
2012-04-20 2012-08-24 Completed 33.33% $17.57 $17.96 2.17% Signal
2012-03-29 2012-05-02 Interest (FLOT) 33.33% $1.00 $1.00 -0.04% Interest Income
2012-03-20 2012-04-20 Interest (FLOT) 33.33% $1.00 $1.00 0.08% Interest Income
2012-01-25 2012-03-29 Completed 33.33% $17.42 $17.47 0.24% Signal
2012-01-25 2012-03-20 Completed 33.33% $17.42 $17.23 -1.10% Signal
2012-01-23 2012-01-25 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2012-01-23 2012-01-25 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2012-01-23 2012-01-25 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where SCHZ ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

📊 View Full 40-Asset Backtest Matrix → 🛠️ Build Custom Portfolio with SCHZ → ⚖️ Compare SCHZ vs Non-Correlated Assets →