SHYG
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
SHYG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.72% | 4.63% | 3.22% | 4.74% | 3.61% | 4.94% | 3.00% | 4.16% |
| Sharpe Ratio | 1.70 | 1.44 | 1.09 | 0.81 | 1.14 | 0.76 | 0.99 | 0.66 |
| Max Drawdown | -1.09% | -1.75% | -3.23% | -9.38% | -5.11% | -19.27% | -5.47% | -19.27% |
| % Time Invested | 100.0% | 100.0% | 87.4% | 100.0% | 90.9% | 100.0% | 87.7% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 7.4 | 0.0 | 6.5 | 0.0 | 6.7 | 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 | ||||||||
| 2026-04-09 | 2026-05-26 | Completed | 33.33% | $41.76 | $42.04 | 0.62% | Signal | |
| 2025-07-17 | 2026-05-04 | Completed | 33.33% | $39.97 | $41.93 | 4.87% | Signal | |
| 2026-03-06 | 2026-04-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2026-02-18 | 2026-04-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2025-12-18 | 2026-03-06 | Completed | 33.33% | $41.28 | $41.31 | 0.01% | Signal | |
| 2025-12-11 | 2026-02-18 | Completed | 33.33% | $41.24 | $41.61 | 0.85% | Signal | |
| 2025-11-06 | 2025-12-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2025-10-16 | 2025-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2025-05-22 | 2025-11-06 | Completed | 33.33% | $39.03 | $40.84 | 4.59% | Signal | |
| 2025-05-08 | 2025-10-16 | Completed | 33.33% | $38.97 | $40.84 | 4.76% | Signal | |
| 2025-04-28 | 2025-07-17 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income | |
| 2025-03-28 | 2025-05-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income | |
| 2025-03-14 | 2025-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income | |
| 2024-07-19 | 2025-04-28 | Completed | 33.33% | $36.97 | $38.89 | 5.14% | Signal | |
| 2025-02-11 | 2025-03-28 | Completed | 33.33% | $38.94 | $38.82 | -0.36% | Signal | |
| 2025-01-27 | 2025-03-14 | Completed | 33.33% | $38.84 | $38.71 | -0.38% | Signal | |
| 2025-01-17 | 2025-02-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-12-30 | 2025-01-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-12-17 | 2025-01-17 | Completed | 33.33% | $38.44 | $38.78 | 0.81% | Signal | |
| 2024-11-20 | 2024-12-30 | Completed | 33.33% | $38.32 | $38.32 | -0.03% | Signal | |
| 2024-11-22 | 2024-12-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2024-06-03 | 2024-11-22 | Completed | 33.33% | $36.30 | $38.31 | 5.48% | Signal | |
| 2024-10-25 | 2024-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2024-07-12 | 2024-10-25 | Completed | 33.33% | $36.88 | $38.11 | 3.28% | Signal | |
| 2024-06-26 | 2024-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-06-18 | 2024-07-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-12-26 | 2024-06-26 | Completed | 33.33% | $35.51 | $36.48 | 2.71% | Signal | |
| 2024-05-15 | 2024-06-18 | Completed | 33.33% | $36.32 | $36.44 | 0.27% | Signal | |
| 2024-04-19 | 2024-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 2024-04-15 | 2024-05-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2023-11-27 | 2024-04-19 | Completed | 33.33% | $34.46 | $35.69 | 3.52% | Signal | |
| 2023-11-13 | 2024-04-15 | Completed | 33.33% | $34.09 | $35.84 | 5.08% | Signal | |
| 2023-10-24 | 2023-12-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.92% | Interest Income | |
| 2023-09-12 | 2023-11-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.15% | Interest Income | |
| 2023-09-28 | 2023-11-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 2023-08-08 | 2023-10-24 | Completed | 33.33% | $33.72 | $33.43 | -0.93% | Signal | |
| 2023-09-14 | 2023-09-28 | Completed | 33.33% | $34.03 | $33.59 | -1.33% | Signal | |
| 2023-08-21 | 2023-09-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2023-07-07 | 2023-09-12 | Completed | 33.33% | $33.23 | $33.89 | 1.95% | Signal | |
| 2023-06-16 | 2023-08-21 | Completed | 33.33% | $33.48 | $33.59 | 0.28% | Signal | |
| 2023-07-17 | 2023-08-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-07-05 | 2023-07-17 | Completed | 33.33% | $33.46 | $33.67 | 0.58% | Signal | |
| 2023-06-08 | 2023-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2023-05-16 | 2023-07-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 2023-05-18 | 2023-06-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2023-04-27 | 2023-06-08 | Completed | 33.33% | $33.08 | $33.16 | 0.18% | Signal | |
| 2023-04-13 | 2023-05-18 | Completed | 33.33% | $33.10 | $32.89 | -0.69% | Signal | |
| 2023-01-18 | 2023-05-16 | Completed | 33.33% | $33.09 | $32.96 | -0.44% | Signal | |
| 2023-03-15 | 2023-04-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2023-02-24 | 2023-04-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 2022-11-17 | 2023-03-15 | Completed | 33.33% | $31.87 | $32.33 | 1.40% | Signal | |
| 2023-02-03 | 2023-02-24 | Completed | 33.33% | $33.15 | $32.48 | -2.08% | Signal | |
| 2023-01-11 | 2023-02-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2022-02-11 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.24% | Interest Income | |
| 2022-11-02 | 2023-01-11 | Completed | 33.33% | $31.76 | $32.79 | 3.17% | Signal | |
| 2022-09-26 | 2022-11-17 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2022-09-08 | 2022-11-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2022-08-09 | 2022-09-26 | Completed | 33.33% | $32.37 | $30.93 | -4.50% | Signal | |
| 2022-07-27 | 2022-09-08 | Completed | 33.33% | $31.80 | $31.74 | -0.25% | Signal | |
| 2022-02-08 | 2022-08-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2022-04-25 | 2022-07-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2022-04-08 | 2022-04-25 | Completed | 33.33% | $32.64 | $32.40 | -0.77% | Signal | |
| 2022-01-27 | 2022-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2020-05-27 | 2022-02-11 | Completed | 33.33% | $29.21 | $33.01 | 12.94% | Signal | |
| 2022-01-06 | 2022-02-08 | Completed | 33.33% | $33.49 | $33.14 | -1.11% | Signal | |
| 2021-12-28 | 2022-01-27 | Completed | 33.33% | $33.73 | $33.33 | -1.22% | Signal | |
| 2021-11-11 | 2022-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-12-01 | 2021-12-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-11-05 | 2021-12-01 | Completed | 33.33% | $33.65 | $33.31 | -1.05% | Signal | |
| 2021-09-14 | 2021-11-11 | Completed | 33.33% | $33.59 | $33.58 | -0.09% | Signal | |
| 2021-10-13 | 2021-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-09-02 | 2021-10-13 | Completed | 33.33% | $33.54 | $33.40 | -0.47% | Signal | |
| 2021-08-20 | 2021-09-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-08-05 | 2021-09-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-05-11 | 2021-08-20 | Completed | 33.33% | $28.54 | $33.19 | 16.21% | Signal | |
| 2020-10-21 | 2021-08-05 | Completed | 33.33% | $31.00 | $33.27 | 7.24% | Signal | |
| 2020-09-29 | 2020-10-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-08-11 | 2020-09-29 | Completed | 33.33% | $30.74 | $30.52 | -0.76% | Signal | |
| 2020-07-20 | 2020-08-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-17 | 2020-07-20 | Completed | 33.33% | $29.17 | $30.17 | 3.38% | Signal | |
| 2020-03-10 | 2020-05-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-05 | 2020-05-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-02-28 | 2020-04-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2019-03-20 | 2020-03-10 | Completed | 33.33% | $29.92 | $29.65 | -0.93% | Stop | |
| 2019-12-26 | 2020-03-05 | Completed | 33.33% | $31.23 | $30.99 | -0.83% | Signal | |
| 2019-12-18 | 2020-02-28 | Completed | 33.33% | $31.15 | $30.45 | -2.32% | Signal | |
| 2019-12-03 | 2019-12-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-11-25 | 2019-12-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-09-19 | 2019-12-03 | Completed | 33.33% | $30.80 | $30.69 | -0.41% | Signal | |
| 2019-11-06 | 2019-11-25 | Completed | 33.33% | $30.81 | $30.73 | -0.31% | Signal | |
| 2019-10-15 | 2019-11-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-09-09 | 2019-10-15 | Completed | 33.33% | $30.66 | $30.72 | 0.12% | Signal | |
| 2019-08-22 | 2019-09-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2019-08-06 | 2019-09-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2019-07-05 | 2019-08-22 | Completed | 33.33% | $30.55 | $30.52 | -0.13% | Signal | |
| 2019-06-24 | 2019-08-06 | Completed | 33.33% | $30.51 | $30.36 | -0.54% | Signal | |
| 2019-06-04 | 2019-07-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2019-05-20 | 2019-06-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2019-02-04 | 2019-06-04 | Completed | 33.33% | $29.54 | $29.96 | 1.36% | Signal | |
| 2019-01-22 | 2019-05-20 | Completed | 33.33% | $29.34 | $30.17 | 2.75% | Signal | |
| 2018-12-11 | 2019-03-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income | |
| 2018-10-29 | 2019-02-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2018-10-19 | 2019-01-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2018-05-18 | 2018-12-11 | Completed | 33.33% | $28.68 | $28.90 | 0.70% | Signal | |
| 2018-04-12 | 2018-10-29 | Completed | 33.33% | $28.58 | $29.10 | 1.75% | Signal | |
| 2018-08-14 | 2018-10-19 | Completed | 33.33% | $29.13 | $29.21 | 0.23% | Signal | |
| 2018-07-23 | 2018-08-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2018-05-01 | 2018-07-23 | Completed | 33.33% | $28.60 | $29.00 | 1.37% | Signal | |
| 2018-02-12 | 2018-05-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2018-04-09 | 2018-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2018-02-23 | 2018-04-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2018-03-14 | 2018-04-09 | Completed | 33.33% | $28.46 | $28.54 | 0.24% | Signal | |
| 2018-02-12 | 2018-03-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2018-01-09 | 2018-02-23 | Completed | 33.33% | $28.57 | $28.34 | -0.85% | Signal | |
| 2017-12-21 | 2018-02-12 | Completed | 33.33% | $28.34 | $28.09 | -0.95% | Signal | |
| 2016-05-05 | 2018-02-12 | Completed | 33.33% | $25.02 | $28.09 | 12.20% | Signal | |
| 2017-11-20 | 2018-01-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2017-11-10 | 2017-12-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2017-05-08 | 2017-11-20 | Completed | 33.33% | $27.76 | $28.21 | 1.56% | Signal | |
| 2017-09-18 | 2017-11-10 | Completed | 33.33% | $28.29 | $28.15 | -0.53% | Signal | |
| 2017-08-24 | 2017-09-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2017-07-31 | 2017-08-24 | Completed | 33.33% | $28.19 | $28.12 | -0.31% | Signal | |
| 2017-07-07 | 2017-07-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2017-04-17 | 2017-07-07 | Completed | 33.33% | $27.58 | $27.89 | 1.08% | Signal | |
| 2017-04-13 | 2017-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2017-03-23 | 2017-04-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-12-23 | 2017-04-13 | Completed | 33.33% | $27.01 | $27.58 | 2.06% | Signal | |
| 2016-12-09 | 2017-03-23 | Completed | 33.33% | $26.84 | $27.30 | 1.65% | Signal | |
| 2016-12-01 | 2016-12-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-11-14 | 2016-12-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-03-14 | 2016-12-01 | Completed | 33.33% | $24.67 | $26.61 | 7.82% | Signal | |
| 2016-03-03 | 2016-11-14 | Completed | 33.33% | $24.31 | $26.00 | 6.89% | Signal | |
| 2015-08-18 | 2016-05-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2015-12-07 | 2016-03-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2015-11-24 | 2016-03-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2015-11-10 | 2015-12-07 | Completed | 33.33% | $24.94 | $24.65 | -1.24% | Signal | |
| 2015-10-28 | 2015-11-24 | Completed | 33.33% | $25.05 | $24.64 | -1.67% | Signal | |
| 2015-06-29 | 2015-11-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-09-30 | 2015-10-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-09-28 | 2015-09-30 | Completed | 33.33% | $24.74 | $24.57 | -0.76% | Signal | |
| 2015-06-16 | 2015-09-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-03-25 | 2015-08-18 | Completed | 33.33% | $25.63 | $25.19 | -1.78% | Signal | |
| 2015-02-04 | 2015-06-29 | Completed | 33.33% | $25.34 | $25.71 | 1.40% | Signal | |
| 2015-04-23 | 2015-06-16 | Completed | 33.33% | $25.89 | $25.74 | -0.62% | Signal | |
| 2015-03-31 | 2015-04-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-01-14 | 2015-03-31 | Completed | 33.33% | $25.17 | $25.56 | 1.49% | Signal | |
| 2014-10-06 | 2015-03-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-12-16 | 2015-02-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-12-09 | 2015-01-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-11-24 | 2014-12-16 | Completed | 33.33% | $25.42 | $24.33 | -4.33% | Signal | |
| 2014-11-07 | 2014-12-09 | Completed | 33.33% | $25.51 | $25.16 | -1.44% | Signal | |
| 2014-10-06 | 2014-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-09-26 | 2014-11-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-09-18 | 2014-10-06 | Completed | 33.33% | $25.57 | $25.41 | -0.67% | Signal | |
| 2014-05-01 | 2014-10-06 | Completed | 33.33% | $25.53 | $25.41 | -0.49% | Signal | |
| 2014-08-29 | 2014-09-26 | Completed | 33.33% | $25.72 | $25.30 | -1.68% | Signal | |
| 2014-08-06 | 2014-09-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-07-25 | 2014-08-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-05-01 | 2014-08-06 | Completed | 33.33% | $25.53 | $25.28 | -1.03% | Signal | |
| 2014-05-01 | 2014-07-25 | Completed | 33.33% | $25.53 | $25.58 | 0.17% | Signal | |
| 2014-04-29 | 2014-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-04-29 | 2014-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-04-29 | 2014-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |