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DASHBOARDS: Portfolio Hub Market Pulse Performance Compare Studio

SHYG

iShares 0-5 Year High Yield Corporate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for SHYG (iShares 0-5 Year High Yield Corporate 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 -5.6% (compared to the benchmark's drawdown of -19.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.0%, compared to a Buy-and-Hold benchmark return of 4.2%. The strategy executed 84 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.

🛡️ SHYG Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-5.6% (vs -19.3% B&H)
+13.7% shallower drawdown
Downside Efficiency
1.10 Sortino
+0.35 vs 0.75 B&H
Capital Sheltered from Risk
33.3% 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.

📊 SHYG Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-1.09%-1.75%-4.07%-9.38%-4.93%-19.27%-5.58%-19.27%
Sharpe Ratio1.321.200.990.811.080.750.960.67
Sortino Ratio1.991.801.211.091.240.831.100.75
CAGR2.70%3.80%3.22%4.75%3.56%4.88%3.02%4.16%
% Time Invested68.5%100.0%61.3%100.0%69.5%100.0%66.7%100.0%
Trades / Year6.00.07.60.06.70.06.80.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of SHYG under the Excess Return MMA CA strategy (Trading) versus Buy & Hold. The strategy produced a 3.0% CAGR with a -5.6% Max Drawdown across 84 trade signals (compared to Buy & Hold's 4.2% CAGR and -19.3% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for SHYG 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 SHYG 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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2026-05-04 2026-07-02 Interest (FLOT) 33.33% $1.00 $1.01 0.79% Interest Income
2026-04-09 2026-06-23 Completed 33.33% $41.29 $41.63 0.78% Signal
2026-05-26 2026-06-17 Interest (FLOT) 33.33% $1.00 $1.00 0.25% Interest Income
2026-04-09 2026-05-26 Completed 33.33% $41.29 $41.56 0.62% Signal
2025-07-17 2026-05-04 Completed 33.33% $39.51 $41.46 4.87% Signal
2026-03-06 2026-04-09 Interest (BIL) 33.33% $1.00 $1.00 0.32% Interest Income
2026-03-03 2026-04-09 Interest (BIL) 33.33% $1.00 $1.00 0.35% Interest Income
2025-12-18 2026-03-06 Completed 33.33% $40.81 $40.84 0.01% Signal
2026-02-18 2026-03-02 Interest (FLOT) 33.33% $1.00 $1.00 0.09% Interest Income
2025-12-11 2026-02-18 Completed 33.33% $40.77 $41.13 0.85% Signal
2025-11-06 2025-12-18 Interest (FLOT) 33.33% $1.00 $1.01 0.56% Interest Income
2025-10-16 2025-12-11 Interest (FLOT) 33.33% $1.00 $1.01 0.82% Interest Income
2025-05-22 2025-11-06 Completed 33.33% $38.59 $40.38 4.59% Signal
2025-05-08 2025-10-16 Completed 33.33% $38.52 $40.38 4.76% Signal
2025-06-03 2025-07-17 Interest (FLOT) 33.33% $1.00 $1.01 0.76% Interest Income
2025-05-02 2025-06-02 Interest (SHV) 33.33% $1.00 $1.00 0.32% Interest Income
2025-05-02 2025-05-22 Interest (SHV) 33.33% $1.00 $1.00 0.19% Interest Income
2025-05-02 2025-05-08 Interest (SHV) 33.33% $1.00 $1.00 0.05% Interest Income
2025-04-28 2025-05-01 Interest (FLOT) 33.33% $1.00 $1.00 0.05% Interest Income
2025-03-28 2025-05-01 Interest (FLOT) 33.33% $1.00 $1.00 0.15% Interest Income
2025-03-14 2025-05-01 Interest (FLOT) 33.33% $1.00 $1.00 0.39% Interest Income
2024-07-19 2025-04-28 Completed 33.33% $36.55 $38.45 5.14% Signal
2025-02-11 2025-03-28 Completed 33.33% $38.50 $38.38 -0.36% Signal
2025-01-27 2025-03-14 Completed 33.33% $38.40 $38.27 -0.38% Signal
2025-01-17 2025-02-11 Interest (FLOT) 33.33% $1.00 $1.00 0.28% Interest Income
2024-12-30 2025-01-27 Interest (FLOT) 33.33% $1.00 $1.00 0.31% Interest Income
2024-12-17 2025-01-17 Completed 33.33% $38.01 $38.33 0.81% Signal
2024-11-20 2024-12-30 Completed 33.33% $37.88 $37.89 -0.03% Signal
2024-11-22 2024-12-17 Interest (FLOT) 33.33% $1.00 $1.00 0.36% Interest Income
2024-06-03 2024-11-22 Completed 33.33% $35.89 $37.87 5.48% Signal
2024-10-25 2024-11-20 Interest (FLOT) 33.33% $1.00 $1.00 0.44% Interest Income
2024-07-12 2024-10-25 Completed 33.33% $36.46 $37.67 3.28% Signal
2024-06-26 2024-07-19 Interest (FLOT) 33.33% $1.00 $1.00 0.29% Interest Income
2024-06-18 2024-07-12 Interest (FLOT) 33.33% $1.00 $1.00 0.35% Interest Income
2023-12-26 2024-06-26 Completed 33.33% $35.10 $36.07 2.71% Signal
2024-05-15 2024-06-18 Completed 33.33% $35.91 $36.03 0.27% Signal
2024-04-19 2024-06-03 Interest (FLOT) 33.33% $1.00 $1.01 0.75% Interest Income
2024-04-15 2024-05-15 Interest (FLOT) 33.33% $1.00 $1.01 0.51% Interest Income
2023-11-27 2024-04-19 Completed 33.33% $34.07 $35.28 3.52% Signal
2023-11-13 2024-04-15 Completed 33.33% $33.70 $35.44 5.08% Signal
2023-10-24 2023-12-26 Interest (FLOT) 33.33% $1.00 $1.01 1.01% Interest Income
2023-09-12 2023-11-27 Interest (FLOT) 33.33% $1.00 $1.01 1.07% Interest Income
2023-09-28 2023-11-13 Interest (FLOT) 33.33% $1.00 $1.01 0.67% Interest Income
2023-08-08 2023-10-24 Completed 33.33% $33.34 $33.05 -0.93% Signal
2023-09-14 2023-09-28 Completed 33.33% $33.64 $33.21 -1.33% Signal
2023-08-21 2023-09-14 Interest (FLOT) 33.33% $1.00 $1.00 0.42% Interest Income
2023-07-07 2023-09-12 Completed 33.33% $32.85 $33.51 1.95% Signal
2023-06-16 2023-08-21 Completed 33.33% $33.10 $33.21 0.28% Signal
2023-07-17 2023-08-08 Interest (FLOT) 33.33% $1.00 $1.00 0.49% Interest Income
2023-07-05 2023-07-17 Completed 33.33% $33.08 $33.29 0.58% Signal
2023-06-08 2023-07-07 Interest (FLOT) 33.33% $1.00 $1.00 0.48% Interest Income
2023-06-02 2023-07-05 Interest (FLOT) 33.33% $1.00 $1.01 0.64% Interest Income
2023-06-02 2023-06-16 Interest (FLOT) 33.33% $1.00 $1.00 0.36% Interest Income
2023-04-27 2023-06-08 Completed 33.33% $32.71 $32.78 0.18% Signal
2023-05-18 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.20% Interest Income
2023-05-16 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.22% Interest Income
2023-04-13 2023-05-18 Completed 33.33% $32.72 $32.51 -0.69% Signal
2023-01-18 2023-05-16 Completed 33.33% $32.71 $32.58 -0.44% Signal
2023-04-04 2023-04-27 Interest (SHV) 33.33% $1.00 $1.00 0.29% Interest Income
2023-04-04 2023-04-13 Interest (SHV) 33.33% $1.00 $1.00 0.11% Interest Income
2023-03-15 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.01 0.89% Interest Income
2023-02-24 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.02% Interest Income
2022-11-17 2023-03-15 Completed 33.33% $31.50 $31.96 1.40% Signal
2023-02-03 2023-02-24 Completed 33.33% $32.78 $32.11 -2.08% Signal
2023-01-11 2023-02-03 Interest (FLOT) 33.33% $1.00 $1.01 0.58% Interest Income
2022-12-02 2023-01-18 Interest (FLOT) 33.33% $1.00 $1.01 0.86% Interest Income
2022-11-02 2023-01-11 Completed 33.33% $31.40 $32.41 3.17% Signal
2022-10-04 2022-12-01 Interest (BIL) 33.33% $1.00 $1.01 0.52% Interest Income
2022-10-04 2022-11-17 Interest (BIL) 33.33% $1.00 $1.00 0.37% Interest Income
2022-10-04 2022-11-02 Interest (BIL) 33.33% $1.00 $1.00 0.19% Interest Income
2022-09-26 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.40% Interest Income
2022-09-08 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.22% Interest Income
2022-09-02 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.05% Interest Income
2022-08-09 2022-09-26 Completed 33.33% $32.00 $30.58 -4.50% Signal
2022-07-27 2022-09-08 Completed 33.33% $31.44 $31.38 -0.25% Signal
2022-03-02 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.37% Interest Income
2022-03-02 2022-08-09 Interest (BIL) 33.33% $1.00 $1.00 0.22% Interest Income
2022-04-25 2022-07-27 Interest (BIL) 33.33% $1.00 $1.00 0.12% Interest Income
2022-04-08 2022-04-25 Completed 33.33% $32.26 $32.03 -0.77% Signal
2022-03-02 2022-04-08 Interest (BIL) 33.33% $1.00 $1.00 0.01% Interest Income
2022-02-11 2022-03-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.00% Interest Income
2022-02-08 2022-03-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.06% Interest Income
2022-01-27 2022-03-01 Interest (FLOT) 33.33% $1.00 $1.00 0.03% Interest Income
2020-05-27 2022-02-11 Completed 33.33% $28.88 $32.63 12.94% Signal
2022-01-06 2022-02-08 Completed 33.33% $33.11 $32.76 -1.11% Signal
2021-12-28 2022-01-27 Completed 33.33% $33.35 $32.96 -1.22% Signal
2022-01-04 2022-01-06 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2021-11-11 2022-01-03 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-12-01 2021-12-28 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2021-11-05 2021-12-01 Completed 33.33% $33.27 $32.94 -1.05% Signal
2021-09-14 2021-11-11 Completed 33.33% $33.21 $33.19 -0.09% Signal
2021-11-02 2021-11-05 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-10-13 2021-11-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.03% Interest Income
2021-09-02 2021-10-13 Completed 33.33% $33.16 $33.02 -0.47% Signal
2021-09-02 2021-09-14 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2021-08-05 2021-09-02 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-08-20 2021-09-01 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2020-05-11 2021-08-20 Completed 33.33% $28.22 $32.81 16.21% Signal
2020-10-21 2021-08-05 Completed 33.33% $30.65 $32.89 7.24% Signal
2020-09-29 2020-10-21 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2020-08-11 2020-09-29 Completed 33.33% $30.39 $30.18 -0.76% Signal
2020-07-20 2020-08-11 Interest (FLOT) 33.33% $1.00 $1.00 0.23% Interest Income
2020-04-17 2020-07-20 Completed 33.33% $28.84 $29.83 3.38% Signal
2020-03-10 2020-05-27 Interest (SHV) 33.33% $1.00 $1.00 0.09% Interest Income
2020-03-05 2020-05-11 Interest (SHV) 33.33% $1.00 $1.00 0.27% Interest Income
2020-03-03 2020-04-17 Interest (SHV) 33.33% $1.00 $1.00 0.40% Interest Income
2019-03-20 2020-03-10 Completed 33.33% $29.57 $29.31 -0.93% Stop
2019-12-26 2020-03-05 Completed 33.33% $30.88 $30.64 -0.83% Signal
2020-02-28 2020-03-02 Interest (FLOT) 33.33% $1.00 $1.00 -0.09% Interest Income
2019-12-18 2020-02-28 Completed 33.33% $30.80 $30.10 -2.32% Signal
2019-12-03 2019-12-26 Interest (FLOT) 33.33% $1.00 $1.00 0.13% Interest Income
2019-11-25 2019-12-18 Interest (FLOT) 33.33% $1.00 $1.00 0.15% Interest Income
2019-09-19 2019-12-03 Completed 33.33% $30.45 $30.34 -0.41% Signal
2019-11-06 2019-11-25 Completed 33.33% $30.46 $30.38 -0.31% Signal
2019-10-15 2019-11-06 Interest (FLOT) 33.33% $1.00 $1.00 0.17% Interest Income
2019-09-09 2019-10-15 Completed 33.33% $30.32 $30.37 0.12% Signal
2019-08-22 2019-09-19 Interest (FLOT) 33.33% $1.00 $1.00 0.39% Interest Income
2019-08-06 2019-09-09 Interest (FLOT) 33.33% $1.00 $1.00 0.41% Interest Income
2019-07-05 2019-08-22 Completed 33.33% $30.20 $30.18 -0.13% Signal
2019-06-24 2019-08-06 Completed 33.33% $30.17 $30.02 -0.54% Signal
2019-06-04 2019-07-05 Interest (FLOT) 33.33% $1.00 $1.00 0.26% Interest Income
2019-05-20 2019-06-24 Interest (FLOT) 33.33% $1.00 $1.00 0.25% Interest Income
2019-02-04 2019-06-04 Completed 33.33% $29.21 $29.62 1.36% Signal
2019-01-22 2019-05-20 Completed 33.33% $29.01 $29.82 2.75% Signal
2019-03-04 2019-03-20 Interest (FLOT) 33.33% $1.00 $1.00 0.22% Interest Income
2018-12-11 2019-03-01 Interest (SHV) 33.33% $1.00 $1.01 0.57% Interest Income
2018-12-04 2019-02-04 Interest (SHV) 33.33% $1.00 $1.00 0.44% Interest Income
2018-12-04 2019-01-22 Interest (SHV) 33.33% $1.00 $1.00 0.35% Interest Income
2018-05-18 2018-12-11 Completed 33.33% $28.36 $28.57 0.70% Signal
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
2018-10-29 2018-11-01 Interest (FLOT) 33.33% $1.00 $1.00 0.05% Interest Income
2018-10-19 2018-11-01 Interest (FLOT) 33.33% $1.00 $1.00 0.03% Interest Income
2018-04-12 2018-10-29 Completed 33.33% $28.26 $28.77 1.75% Signal
2018-08-14 2018-10-19 Completed 33.33% $28.80 $28.88 0.23% Signal
2018-07-23 2018-08-14 Interest (FLOT) 33.33% $1.00 $1.00 0.24% Interest Income
2018-05-01 2018-07-23 Completed 33.33% $28.27 $28.67 1.37% Signal
2018-02-12 2018-05-18 Interest (FLOT) 33.33% $1.00 $1.01 0.54% Interest Income
2018-04-09 2018-05-01 Interest (FLOT) 33.33% $1.00 $1.00 0.28% Interest Income
2018-02-23 2018-04-12 Interest (FLOT) 33.33% $1.00 $1.00 0.27% Interest Income
2018-03-14 2018-04-09 Completed 33.33% $28.14 $28.22 0.24% Signal
2018-02-12 2018-03-14 Interest (FLOT) 33.33% $1.00 $1.00 0.09% Interest Income
2018-01-09 2018-02-23 Completed 33.33% $28.24 $28.02 -0.85% Signal
2017-12-21 2018-02-12 Completed 33.33% $28.02 $27.77 -0.95% Signal
2016-05-05 2018-02-12 Completed 33.33% $24.74 $27.77 12.20% Signal
2017-11-20 2018-01-09 Interest (FLOT) 33.33% $1.00 $1.00 0.13% Interest Income
2017-11-10 2017-12-21 Interest (FLOT) 33.33% $1.00 $1.00 0.19% Interest Income
2017-05-08 2017-11-20 Completed 33.33% $27.44 $27.88 1.56% Signal
2017-09-18 2017-11-10 Completed 33.33% $27.96 $27.83 -0.53% Signal
2017-08-24 2017-09-18 Interest (FLOT) 33.33% $1.00 $1.00 0.03% Interest Income
2017-07-31 2017-08-24 Completed 33.33% $27.87 $27.80 -0.31% Signal
2017-07-07 2017-07-31 Interest (FLOT) 33.33% $1.00 $1.00 0.14% Interest Income
2017-04-17 2017-07-07 Completed 33.33% $27.26 $27.57 1.08% Signal
2017-05-02 2017-05-08 Interest (FLOT) 33.33% $1.00 $1.00 -0.04% Interest Income
2017-04-13 2017-05-01 Interest (BIL) 33.33% $1.00 $1.00 0.06% Interest Income
2017-04-04 2017-04-17 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2016-12-23 2017-04-13 Completed 33.33% $26.71 $27.27 2.06% Signal
2017-03-23 2017-04-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.09% Interest Income
2016-12-09 2017-03-23 Completed 33.33% $26.53 $26.99 1.65% Signal
2016-12-01 2016-12-23 Interest (FLOT) 33.33% $1.00 $1.00 0.16% Interest Income
2016-11-14 2016-12-09 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income
2016-03-14 2016-12-01 Completed 33.33% $24.39 $26.31 7.82% Signal
2016-03-03 2016-11-14 Completed 33.33% $24.03 $25.70 6.89% Signal
2016-04-04 2016-05-05 Interest (FLOT) 33.33% $1.00 $1.00 0.33% Interest Income
2016-03-02 2016-04-01 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2016-03-02 2016-03-14 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2016-03-02 2016-03-03 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2016-02-02 2016-03-01 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2016-02-02 2016-03-01 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2016-02-02 2016-03-01 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2015-12-07 2016-02-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.07% Interest Income
2015-11-24 2016-02-01 Interest (FLOT) 33.33% $1.00 $1.00 0.03% Interest Income
2015-11-03 2016-02-01 Interest (FLOT) 33.33% $1.00 $1.00 0.11% Interest Income
2015-11-10 2015-12-07 Completed 33.33% $24.66 $24.36 -1.24% Signal
2015-10-28 2015-11-24 Completed 33.33% $24.76 $24.36 -1.67% Signal
2015-11-03 2015-11-10 Interest (FLOT) 33.33% $1.00 $1.00 -0.00% Interest Income
2015-09-02 2015-11-02 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2015-09-02 2015-11-02 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2015-09-30 2015-10-28 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2015-09-28 2015-09-30 Completed 33.33% $24.46 $24.29 -0.76% Signal
2015-09-02 2015-09-28 Interest (SHV) 33.33% $1.00 $1.00 0.04% Interest Income
2015-08-18 2015-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.04% Interest Income
2015-08-04 2015-09-01 Interest (BIL) 33.33% $1.00 $1.00 -0.00% Interest Income
2015-08-04 2015-09-01 Interest (BIL) 33.33% $1.00 $1.00 -0.00% Interest Income
2015-03-25 2015-08-18 Completed 33.33% $25.34 $24.90 -1.78% Signal
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
2015-06-29 2015-07-01 Interest (FLOT) 33.33% $1.00 $1.00 0.03% Interest Income
2015-06-16 2015-07-01 Interest (FLOT) 33.33% $1.00 $1.00 0.01% Interest Income
2015-02-04 2015-06-29 Completed 33.33% $25.05 $25.41 1.40% Signal
2015-04-23 2015-06-16 Completed 33.33% $25.59 $25.44 -0.62% Signal
2015-03-31 2015-04-23 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income
2015-01-14 2015-03-31 Completed 33.33% $24.88 $25.27 1.49% Signal
2015-03-03 2015-03-25 Interest (FLOT) 33.33% $1.00 $1.00 0.10% Interest Income
2015-02-03 2015-03-02 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2015-02-03 2015-02-04 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2015-01-05 2015-02-02 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2015-01-05 2015-02-02 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2015-01-05 2015-01-14 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2014-12-16 2015-01-02 Interest (SHV) 33.33% $1.00 $1.00 -0.03% Interest Income
2014-12-09 2015-01-02 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2014-12-02 2015-01-02 Interest (SHV) 33.33% $1.00 $1.00 -0.04% Interest Income
2014-11-24 2014-12-16 Completed 33.33% $25.13 $24.06 -4.33% Signal
2014-11-07 2014-12-09 Completed 33.33% $25.22 $24.87 -1.44% Signal
2014-11-04 2014-12-01 Interest (BIL) 33.33% $1.00 $1.00 -0.00% Interest Income
2014-11-04 2014-11-24 Interest (BIL) 33.33% $1.00 $1.00 -0.00% Interest Income
2014-11-04 2014-11-07 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2014-10-06 2014-11-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.12% Interest Income
2014-10-06 2014-11-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.12% Interest Income
2014-10-02 2014-11-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.14% Interest Income
2014-09-18 2014-10-06 Completed 33.33% $25.28 $25.12 -0.67% Signal
2014-05-01 2014-10-06 Completed 33.33% $25.24 $25.12 -0.49% Signal
2014-09-26 2014-10-01 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2014-08-29 2014-09-26 Completed 33.33% $25.43 $25.01 -1.68% Signal
2014-09-03 2014-09-18 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2014-08-06 2014-09-02 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2014-07-25 2014-08-29 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income
2014-05-01 2014-08-06 Completed 33.33% $25.24 $24.99 -1.03% Signal
2014-05-01 2014-07-25 Completed 33.33% $25.24 $25.29 0.17% Signal
2014-04-29 2014-05-01 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2014-04-29 2014-05-01 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2014-04-29 2014-05-01 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where SHYG 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 SHYG → ⚖️ Compare SHYG vs Non-Correlated Assets →