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DASHBOARDS: Portfolio Hub Market Pulse Performance Compare Studio

SHY

iShares 1-3 Year Treasury Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-11
Executive Summary
The quantitative backtest for SHY (iShares 1-3 Year Treasury 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 -2.4% (compared to the benchmark's drawdown of -5.7%). 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 1.9%. The strategy executed 155 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.

🛡️ SHY Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-2.4% (vs -5.7% B&H)
+3.3% shallower drawdown
Downside Efficiency
1.86 Sortino
+0.11 vs 1.75 B&H
Capital Sheltered from Risk
45.5% 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.

📊 SHY Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-0.43%-0.89%-2.37%-5.64%-2.37%-5.71%-2.37%-5.71%
Sharpe Ratio4.281.282.120.872.041.041.691.25
Sortino Ratio6.851.841.861.362.001.501.861.75
CAGR2.94%1.69%3.17%1.75%2.47%1.65%1.99%1.90%
% Time Invested41.3%100.0%34.3%100.0%41.9%100.0%54.5%100.0%
Trades / Year7.00.05.80.06.50.06.60.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of SHY under the Excess Return MMA CA strategy (Trading) versus Buy & Hold. The strategy produced a 2.0% CAGR with a -2.4% Max Drawdown across 155 trade signals (compared to Buy & Hold's 1.9% CAGR and -5.7% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for SHY 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 SHY 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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2026-04-29 2026-05-13 Completed 33.33% $81.25 $81.21 -0.11% Signal
2026-03-19 2026-05-01 Interest (BIL) 33.33% $1.00 $1.00 0.43% Interest Income
2026-03-12 2026-05-01 Interest (BIL) 33.33% $1.00 $1.01 0.52% Interest Income
2026-03-16 2026-04-29 Interest (BIL) 33.33% $1.00 $1.00 0.42% Interest Income
2026-03-03 2026-03-19 Completed 33.33% $81.26 $80.93 -0.45% Signal
2026-02-20 2026-03-16 Completed 33.33% $81.32 $81.18 -0.23% Signal
2025-09-09 2026-03-12 Completed 33.33% $80.04 $81.15 1.33% Signal
2026-02-02 2026-03-03 Interest (FLOT) 33.33% $1.00 $1.00 0.29% Interest Income
2026-01-26 2026-02-20 Interest (FLOT) 33.33% $1.00 $1.00 0.34% Interest Income
2025-12-19 2026-02-02 Completed 33.33% $80.83 $81.06 0.23% Signal
2025-12-12 2026-01-26 Completed 33.33% $80.68 $80.94 0.27% Signal
2025-11-21 2025-12-19 Interest (FLOT) 33.33% $1.00 $1.00 0.40% Interest Income
2025-11-13 2025-12-12 Interest (FLOT) 33.33% $1.00 $1.00 0.42% Interest Income
2025-06-27 2025-11-21 Completed 33.33% $79.10 $80.60 1.84% Signal
2025-11-03 2025-11-13 Completed 33.33% $80.29 $80.38 0.06% Signal
2025-10-10 2025-11-03 Interest (FLOT) 33.33% $1.00 $1.00 0.24% Interest Income
2025-08-19 2025-10-10 Completed 33.33% $79.55 $80.20 0.78% Signal
2025-08-07 2025-09-09 Interest (FLOT) 33.33% $1.00 $1.00 0.40% Interest Income
2025-07-28 2025-08-19 Interest (FLOT) 33.33% $1.00 $1.00 0.30% Interest Income
2025-02-28 2025-08-07 Completed 33.33% $77.85 $79.50 2.06% Signal
2025-06-27 2025-07-28 Completed 33.33% $79.10 $79.12 -0.02% Signal
2025-06-03 2025-06-27 Interest (FLOT) 33.33% $1.00 $1.00 0.39% Interest Income
2025-06-03 2025-06-27 Interest (FLOT) 33.33% $1.00 $1.00 0.39% Interest Income
2025-05-29 2025-06-02 Interest (SHV) 33.33% $1.00 $1.00 0.06% Interest Income
2025-05-16 2025-06-02 Interest (SHV) 33.33% $1.00 $1.00 0.20% Interest Income
2025-02-25 2025-05-29 Completed 33.33% $77.71 $78.59 1.08% Signal
2025-02-05 2025-05-16 Completed 33.33% $77.42 $78.56 1.43% Signal
2024-12-26 2025-02-28 Interest (FLOT) 33.33% $1.00 $1.01 0.83% Interest Income
2024-10-25 2025-02-25 Interest (FLOT) 33.33% $1.00 $1.02 1.85% Interest Income
2025-01-03 2025-02-05 Interest (FLOT) 33.33% $1.00 $1.00 0.44% Interest Income
2024-12-18 2025-01-03 Completed 33.33% $76.97 $77.10 0.11% Signal
2024-07-31 2024-12-26 Completed 33.33% $75.76 $76.85 1.39% Signal
2024-10-14 2024-12-18 Interest (FLOT) 33.33% $1.00 $1.01 1.06% Interest Income
2024-06-21 2024-10-25 Completed 33.33% $75.00 $76.79 2.33% Signal
2024-07-09 2024-10-14 Completed 33.33% $75.22 $76.77 2.01% Signal
2024-04-17 2024-07-31 Interest (FLOT) 33.33% $1.00 $1.02 1.75% Interest Income
2024-06-13 2024-07-09 Interest (FLOT) 33.33% $1.00 $1.00 0.43% Interest Income
2024-02-20 2024-06-21 Interest (FLOT) 33.33% $1.00 $1.02 2.25% Interest Income
2024-05-23 2024-06-13 Completed 33.33% $74.54 $74.91 0.44% Signal
2024-02-05 2024-05-23 Interest (FLOT) 33.33% $1.00 $1.02 2.07% Interest Income
2024-01-11 2024-04-17 Completed 33.33% $74.17 $74.06 -0.21% Signal
2023-11-28 2024-02-20 Completed 33.33% $73.15 $74.12 1.28% Signal
2023-11-14 2024-02-05 Completed 33.33% $73.05 $74.20 1.53% Signal
2023-06-02 2024-01-11 Interest (FLOT) 33.33% $1.00 $1.04 3.94% Interest Income
2023-06-02 2023-11-28 Interest (FLOT) 33.33% $1.00 $1.03 3.06% Interest Income
2023-06-02 2023-11-14 Interest (FLOT) 33.33% $1.00 $1.03 2.83% Interest Income
2023-05-24 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.16% Interest Income
2023-05-02 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.40% Interest Income
2023-04-04 2023-06-01 Interest (SHV) 33.33% $1.00 $1.01 0.71% Interest Income
2023-04-06 2023-05-24 Completed 33.33% $72.72 $72.32 -0.60% Signal
2023-03-24 2023-05-02 Completed 33.33% $72.83 $72.40 -0.64% Signal
2023-04-04 2023-04-06 Interest (SHV) 33.33% $1.00 $1.00 0.09% Interest Income
2023-02-17 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2022-12-02 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.02 1.87% Interest Income
2023-02-14 2023-03-24 Interest (FLOT) 33.33% $1.00 $0.99 -0.57% Interest Income
2022-12-16 2023-02-17 Completed 33.33% $71.32 $71.28 -0.11% Signal
2022-12-01 2023-02-14 Completed 33.33% $71.16 $71.33 0.19% Signal
2022-12-02 2022-12-16 Interest (FLOT) 33.33% $1.00 $1.00 0.16% Interest Income
2022-10-04 2022-12-01 Interest (BIL) 33.33% $1.00 $1.01 0.50% 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
2022-09-02 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
2022-09-02 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.05% Interest Income
2022-08-11 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.15% Interest Income
2022-03-02 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.37% Interest Income
2022-03-02 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.37% Interest Income
2022-07-27 2022-08-11 Completed 33.33% $71.92 $71.90 -0.08% Signal
2022-06-16 2022-07-27 Interest (BIL) 33.33% $1.00 $1.00 0.08% Interest Income
2022-05-27 2022-06-16 Completed 33.33% $72.42 $71.35 -1.53% Signal
2022-03-02 2022-05-27 Interest (BIL) 33.33% $1.00 $1.00 0.08% Interest Income
2022-01-04 2022-03-01 Interest (FLOT) 33.33% $1.00 $1.00 0.01% Interest Income
2022-01-04 2022-03-01 Interest (FLOT) 33.33% $1.00 $1.00 0.01% Interest Income
2022-01-04 2022-03-01 Interest (FLOT) 33.33% $1.00 $1.00 0.01% Interest Income
2021-11-02 2022-01-03 Interest (BIL) 33.33% $1.00 $1.00 -0.03% Interest Income
2021-11-02 2022-01-03 Interest (BIL) 33.33% $1.00 $1.00 -0.03% Interest Income
2021-11-02 2022-01-03 Interest (BIL) 33.33% $1.00 $1.00 -0.03% Interest Income
2021-09-30 2021-11-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.12% Interest Income
2021-09-16 2021-11-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.02% Interest Income
2021-09-02 2021-11-01 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2021-09-20 2021-09-30 Completed 33.33% $74.58 $74.50 -0.17% Signal
2021-09-02 2021-09-20 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2021-08-11 2021-09-16 Completed 33.33% $74.54 $74.58 0.01% Signal
2021-08-26 2021-09-01 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-08-03 2021-09-01 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2021-07-27 2021-08-26 Completed 33.33% $74.62 $74.55 -0.14% Signal
2021-08-03 2021-08-11 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-06-28 2021-08-02 Interest (FLOT) 33.33% $1.00 $1.00 -0.03% Interest Income
2021-05-04 2021-08-02 Interest (FLOT) 33.33% $1.00 $1.00 0.14% Interest Income
2021-06-22 2021-07-27 Interest (FLOT) 33.33% $1.00 $1.00 -0.03% Interest Income
2021-05-12 2021-06-28 Completed 33.33% $74.57 $74.49 -0.15% Signal
2021-05-19 2021-06-22 Completed 33.33% $74.62 $74.50 -0.21% Signal
2021-05-04 2021-05-19 Interest (FLOT) 33.33% $1.00 $1.00 0.12% Interest Income
2021-05-04 2021-05-12 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2021-02-16 2021-05-04 Completed 33.33% $74.62 $74.58 -0.09% Signal
2021-04-27 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
2021-04-16 2021-04-27 Completed 33.33% $74.56 $74.57 -0.04% Signal
2021-04-05 2021-04-16 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-03-08 2021-04-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.07% Interest Income
2021-03-04 2021-04-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.06% Interest Income
2020-12-23 2021-03-08 Completed 33.33% $74.61 $74.55 -0.13% Signal
2021-02-19 2021-03-04 Completed 33.33% $74.62 $74.57 -0.12% Signal
2021-01-27 2021-02-19 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income
2020-12-10 2021-02-16 Interest (FLOT) 33.33% $1.00 $1.00 0.29% Interest Income
2020-12-11 2021-01-27 Completed 33.33% $74.62 $74.63 -0.02% Signal
2020-12-02 2020-12-23 Interest (FLOT) 33.33% $1.00 $1.00 0.03% Interest Income
2020-12-02 2020-12-11 Interest (FLOT) 33.33% $1.00 $1.00 -0.06% Interest Income
2020-02-19 2020-12-10 Completed 33.33% $72.77 $74.59 2.44% Signal
2020-11-03 2020-12-01 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2020-11-03 2020-12-01 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2020-10-15 2020-11-02 Interest (FLOT) 33.33% $1.00 $1.00 -0.04% Interest Income
2020-09-15 2020-11-02 Interest (FLOT) 33.33% $1.00 $1.00 -0.02% Interest Income
2020-09-24 2020-10-15 Completed 33.33% $74.59 $74.58 -0.06% Signal
2020-08-28 2020-09-24 Interest (FLOT) 33.33% $1.00 $1.00 0.11% Interest Income
2020-07-24 2020-09-15 Completed 33.33% $74.57 $74.58 -0.04% Signal
2020-07-07 2020-08-28 Completed 33.33% $74.55 $74.57 -0.02% Signal
2020-07-01 2020-07-24 Interest (FLOT) 33.33% $1.00 $1.00 0.11% Interest Income
2020-06-12 2020-07-07 Interest (FLOT) 33.33% $1.00 $1.00 0.39% Interest Income
2020-01-14 2020-07-01 Completed 33.33% $72.47 $74.56 2.83% Signal
2020-01-10 2020-06-12 Completed 33.33% $72.47 $74.49 2.74% Signal
2020-01-27 2020-02-19 Interest (FLOT) 33.33% $1.00 $1.00 0.20% Interest Income
2018-11-20 2020-01-27 Completed 33.33% $69.46 $72.71 4.62% Signal
2019-11-14 2020-01-14 Interest (FLOT) 33.33% $1.00 $1.00 0.48% Interest Income
2019-12-17 2020-01-10 Interest (FLOT) 33.33% $1.00 $1.00 0.23% Interest Income
2019-12-10 2019-12-17 Completed 33.33% $72.30 $72.32 -0.03% Signal
2019-11-06 2019-12-10 Interest (FLOT) 33.33% $1.00 $1.00 0.25% Interest Income
2019-11-05 2019-11-14 Completed 33.33% $72.22 $72.28 0.03% Signal
2019-10-16 2019-11-06 Completed 33.33% $72.21 $72.24 -0.01% Signal
2019-10-10 2019-11-05 Interest (FLOT) 33.33% $1.00 $1.00 0.21% Interest Income
2019-09-19 2019-10-16 Interest (FLOT) 33.33% $1.00 $1.00 0.22% Interest Income
2018-11-20 2019-10-10 Completed 33.33% $69.46 $72.35 4.10% Signal
2019-08-14 2019-09-19 Completed 33.33% $72.05 $71.96 -0.17% Signal
2019-07-23 2019-08-14 Interest (FLOT) 33.33% $1.00 $1.00 0.01% Interest Income
2019-05-24 2019-07-23 Completed 33.33% $71.10 $71.68 0.76% Signal
2019-05-02 2019-05-24 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income
2018-11-16 2019-05-02 Completed 33.33% $69.41 $70.80 1.94% Signal
2018-11-02 2018-11-20 Interest (BIL) 33.33% $1.00 $1.00 0.08% Interest Income
2018-11-02 2018-11-20 Interest (BIL) 33.33% $1.00 $1.00 0.08% Interest Income
2018-11-02 2018-11-16 Interest (BIL) 33.33% $1.00 $1.00 0.08% Interest Income
2018-09-18 2018-11-01 Interest (FLOT) 33.33% $1.00 $1.00 0.16% Interest Income
2018-07-30 2018-11-01 Interest (FLOT) 33.33% $1.00 $1.01 0.55% Interest Income
2017-09-25 2018-11-01 Interest (FLOT) 33.33% $1.00 $1.02 2.43% Interest Income
2018-08-24 2018-09-18 Completed 33.33% $69.21 $69.14 -0.16% Signal
2018-07-09 2018-08-24 Interest (FLOT) 33.33% $1.00 $1.00 0.44% Interest Income
2018-06-28 2018-07-30 Completed 33.33% $69.09 $69.01 -0.16% Signal
2018-06-08 2018-07-09 Completed 33.33% $68.98 $69.05 0.06% Signal
2017-10-03 2018-06-28 Interest (FLOT) 33.33% $1.00 $1.01 1.46% Interest Income
2017-09-25 2018-06-08 Interest (FLOT) 33.33% $1.00 $1.01 1.50% Interest Income
2017-08-15 2017-10-03 Completed 33.33% $69.30 $69.26 -0.10% Signal
2017-08-22 2017-09-25 Completed 33.33% $69.36 $69.28 -0.15% Signal
2017-07-31 2017-09-25 Completed 33.33% $69.24 $69.28 0.01% Signal
2017-07-26 2017-08-22 Interest (FLOT) 33.33% $1.00 $1.00 0.07% Interest Income
2017-06-08 2017-08-15 Interest (FLOT) 33.33% $1.00 $1.00 0.31% Interest Income
2017-06-23 2017-07-31 Interest (FLOT) 33.33% $1.00 $1.00 0.20% Interest Income
2017-05-25 2017-07-26 Completed 33.33% $69.14 $69.19 0.02% Signal
2017-06-08 2017-06-23 Completed 33.33% $69.15 $69.16 -0.03% Signal
2017-05-16 2017-06-08 Interest (FLOT) 33.33% $1.00 $1.00 0.10% Interest Income
2017-04-20 2017-06-08 Completed 33.33% $69.15 $69.15 -0.05% Signal
2017-05-02 2017-05-25 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income
2017-04-06 2017-05-16 Completed 33.33% $69.03 $69.10 0.05% Signal
2017-04-04 2017-05-01 Interest (BIL) 33.33% $1.00 $1.00 0.06% Interest Income
2017-04-04 2017-04-20 Interest (BIL) 33.33% $1.00 $1.00 0.04% Interest Income
2017-04-04 2017-04-06 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2017-03-17 2017-04-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.07% Interest Income
2017-03-08 2017-04-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.07% Interest Income
2016-11-09 2017-04-03 Interest (FLOT) 33.33% $1.00 $1.01 0.65% Interest Income
2017-02-03 2017-03-17 Completed 33.33% $68.96 $68.89 -0.15% Signal
2017-01-18 2017-03-08 Completed 33.33% $68.89 $68.78 -0.21% Signal
2016-11-02 2017-02-03 Interest (FLOT) 33.33% $1.00 $1.00 0.46% Interest Income
2016-11-02 2017-01-18 Interest (FLOT) 33.33% $1.00 $1.00 0.30% Interest Income
2016-03-16 2016-11-09 Completed 33.33% $68.56 $69.13 0.78% Signal
2016-10-13 2016-11-01 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2016-10-04 2016-11-01 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2016-09-30 2016-10-13 Completed 33.33% $69.22 $69.06 -0.27% Signal
2016-08-23 2016-10-03 Interest (FLOT) 33.33% $1.00 $1.00 0.15% Interest Income
2016-08-02 2016-09-30 Interest (FLOT) 33.33% $1.00 $1.00 0.46% Interest Income
2016-07-13 2016-08-23 Completed 33.33% $69.19 $69.14 -0.13% Signal
2016-06-22 2016-08-02 Completed 33.33% $69.07 $69.18 0.12% Signal
2016-06-20 2016-07-13 Interest (FLOT) 33.33% $1.00 $1.00 0.08% Interest Income
2016-05-31 2016-06-22 Interest (FLOT) 33.33% $1.00 $1.00 0.07% Interest Income
2016-04-26 2016-06-20 Completed 33.33% $68.84 $69.08 0.29% Signal
2016-04-07 2016-05-31 Completed 33.33% $68.94 $68.79 -0.26% Signal
2016-04-04 2016-04-26 Interest (FLOT) 33.33% $1.00 $1.00 0.24% Interest Income
2016-04-04 2016-04-07 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2016-01-15 2016-04-04 Completed 33.33% $68.60 $68.89 0.38% Signal
2016-03-14 2016-04-01 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2016-03-02 2016-03-16 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2016-01-15 2016-03-14 Completed 33.33% $68.60 $68.62 -0.01% Signal
2016-02-02 2016-03-01 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2015-12-29 2016-02-01 Interest (FLOT) 33.33% $1.00 $1.00 0.07% Interest Income
2015-11-19 2016-01-15 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2015-11-09 2016-01-15 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2013-10-23 2015-12-29 Completed 33.33% $67.75 $68.30 0.76% Signal
2015-07-13 2015-11-19 Completed 33.33% $68.45 $68.44 -0.06% Signal
2015-08-31 2015-11-09 Completed 33.33% $68.50 $68.38 -0.23% Signal
2015-08-07 2015-08-31 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2015-07-07 2015-08-07 Completed 33.33% $68.58 $68.41 -0.30% Signal
2015-07-02 2015-07-13 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2015-07-02 2015-07-07 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2015-06-08 2015-07-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.01% Interest Income
2015-05-14 2015-07-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.01% Interest Income
2015-04-09 2015-06-08 Completed 33.33% $68.42 $68.33 -0.18% Signal
2015-03-26 2015-05-14 Completed 33.33% $68.32 $68.44 0.12% Signal
2015-03-17 2015-04-09 Interest (FLOT) 33.33% $1.00 $1.00 -0.02% Interest Income
2015-03-03 2015-03-26 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2015-01-23 2015-03-17 Completed 33.33% $68.31 $68.23 -0.16% Signal
2015-02-26 2015-03-02 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2015-01-20 2015-02-26 Completed 33.33% $68.34 $68.22 -0.24% Signal
2015-01-05 2015-01-23 Interest (BIL) 33.33% $1.00 $1.00 -0.00% Interest Income
2015-01-05 2015-01-20 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2014-12-22 2015-01-02 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2014-12-12 2015-01-02 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2014-12-17 2014-12-22 Completed 33.33% $68.12 $67.99 -0.25% Signal
2014-12-02 2014-12-17 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2014-08-13 2014-12-12 Completed 33.33% $68.02 $68.14 0.12% Signal
2014-11-19 2014-12-01 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-08 2014-11-19 Completed 33.33% $68.05 $68.10 0.02% Signal
2014-10-02 2014-10-08 Interest (FLOT) 33.33% $1.00 $1.00 -0.04% Interest Income
2014-09-15 2014-10-01 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2014-07-23 2014-09-15 Completed 33.33% $67.92 $67.92 -0.06% Signal
2014-07-10 2014-08-13 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2014-06-23 2014-07-23 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income
2014-05-07 2014-07-10 Completed 33.33% $67.83 $67.90 0.05% Signal
2014-04-22 2014-06-23 Completed 33.33% $67.82 $67.88 0.05% Signal
2014-05-02 2014-05-07 Interest (FLOT) 33.33% $1.00 $1.00 -0.04% Interest Income
2014-04-03 2014-05-01 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2014-04-02 2014-04-22 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2014-02-12 2014-04-03 Completed 33.33% $67.81 $67.73 -0.17% Signal
2014-03-20 2014-04-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.06% Interest Income
2014-01-31 2014-03-20 Completed 33.33% $67.83 $67.72 -0.21% Signal
2014-02-04 2014-02-12 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2014-01-07 2014-02-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.04% Interest Income
2014-01-03 2014-01-31 Interest (FLOT) 33.33% $1.00 $1.00 -0.10% Interest Income
2013-10-11 2014-01-07 Completed 33.33% $67.68 $67.72 0.01% Signal
2013-12-24 2014-01-02 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2013-10-01 2013-12-24 Completed 33.33% $67.70 $67.69 -0.08% Signal
2013-08-02 2013-10-23 Interest (FLOT) 33.33% $1.00 $1.00 0.23% Interest Income
2013-09-12 2013-10-11 Interest (FLOT) 33.33% $1.00 $1.00 0.07% Interest Income
2013-08-29 2013-10-01 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income
2013-08-08 2013-09-12 Completed 33.33% $67.64 $67.51 -0.24% Signal
2013-07-26 2013-08-29 Completed 33.33% $67.61 $67.54 -0.16% Signal
2013-08-02 2013-08-08 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2013-07-23 2013-08-01 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2013-07-02 2013-08-01 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2013-07-02 2013-07-26 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2012-06-20 2013-07-23 Completed 33.33% $67.43 $67.62 0.23% Signal
2013-06-07 2013-07-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.14% Interest Income
2013-05-24 2013-07-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.12% Interest Income
2012-12-10 2013-06-07 Completed 33.33% $67.56 $67.58 -0.02% Signal
2013-03-14 2013-05-24 Completed 33.33% $67.57 $67.64 0.05% Signal
2013-02-20 2013-03-14 Interest (FLOT) 33.33% $1.00 $1.00 0.09% Interest Income
2013-01-31 2013-02-20 Completed 33.33% $67.57 $67.56 -0.07% Signal
2013-01-08 2013-01-31 Interest (FLOT) 33.33% $1.00 $1.00 -0.00% Interest Income
2012-11-26 2013-01-08 Completed 33.33% $67.53 $67.54 -0.03% Signal
2012-12-04 2012-12-10 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2012-11-02 2012-12-03 Interest (FLOT) 33.33% $1.00 $0.99 -0.64% Interest Income
2012-10-18 2012-11-26 Interest (FLOT) 33.33% $1.00 $1.00 0.14% Interest Income
2012-10-10 2012-11-02 Completed 33.33% $67.53 $67.49 -0.11% Signal
2012-09-14 2012-10-18 Completed 33.33% $67.56 $67.49 -0.15% Signal
2012-09-18 2012-10-10 Interest (FLOT) 33.33% $1.00 $1.00 0.26% Interest Income
2012-07-24 2012-09-18 Completed 33.33% $67.56 $67.52 -0.10% Signal
2012-08-22 2012-09-14 Interest (FLOT) 33.33% $1.00 $1.00 0.11% Interest Income
2012-07-19 2012-08-22 Completed 33.33% $67.54 $67.49 -0.13% Signal
2012-07-03 2012-07-24 Interest (FLOT) 33.33% $1.00 $1.00 0.32% Interest Income
2012-07-03 2012-07-19 Interest (FLOT) 33.33% $1.00 $1.00 0.20% Interest Income
2012-06-28 2012-07-02 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2012-06-08 2012-07-02 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2012-04-27 2012-06-28 Completed 33.33% $67.44 $67.42 -0.09% Signal
2012-06-04 2012-06-20 Interest (BIL) 33.33% $1.00 $1.00 -0.04% Interest Income
2012-04-17 2012-06-08 Completed 33.33% $67.40 $67.46 0.04% Signal
2012-04-24 2012-06-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.24% Interest Income
2012-03-05 2012-04-27 Interest (FLOT) 33.33% $1.00 $1.00 -0.26% Interest Income
2011-05-12 2012-04-24 Completed 33.33% $66.81 $67.43 0.89% Signal
2012-02-23 2012-04-17 Interest (FLOT) 33.33% $1.00 $1.01 0.57% Interest Income
2011-11-23 2012-03-05 Completed 33.33% $67.31 $67.35 -0.00% Signal
2011-11-08 2012-02-23 Completed 33.33% $67.33 $67.33 -0.06% Signal
2011-10-17 2011-11-23 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2011-09-28 2011-11-08 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2011-03-24 2011-10-17 Completed 33.33% $66.48 $67.26 1.12% Signal
2011-05-05 2011-09-28 Completed 33.33% $66.74 $67.26 0.73% Signal
2011-04-04 2011-05-12 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2011-04-12 2011-05-05 Interest (SHV) 33.33% $1.00 $1.00 0.05% Interest Income
2011-03-14 2011-04-12 Completed 33.33% $66.57 $66.41 -0.29% Signal
2011-03-02 2011-04-01 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2011-03-02 2011-03-24 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2011-03-02 2011-03-14 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2011-02-11 2011-03-01 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2011-02-01 2011-03-01 Interest (SHV) 33.33% $1.00 $1.00 -0.00% Interest Income
2011-01-04 2011-03-01 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2011-01-21 2011-02-11 Completed 33.33% $66.40 $66.23 -0.31% Signal
2009-07-15 2011-02-01 Completed 33.33% $64.68 $66.49 2.75% Signal
2011-01-04 2011-01-21 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2010-12-02 2011-01-03 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2010-11-17 2011-01-03 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2010-05-11 2010-12-02 Completed 33.33% $65.73 $66.44 1.03% Signal
2010-04-30 2010-11-17 Completed 33.33% $65.53 $66.50 1.43% Signal
2010-04-07 2010-05-11 Interest (BIL) 33.33% $1.00 $1.00 0.04% Interest Income
2010-04-05 2010-04-30 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2010-02-11 2010-04-07 Completed 33.33% $65.41 $65.28 -0.25% Signal
2010-03-24 2010-04-01 Interest (SHV) 33.33% $1.00 $1.00 -0.04% Interest Income
2010-01-29 2010-03-24 Completed 33.33% $65.37 $65.33 -0.11% Signal
2010-02-02 2010-02-11 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2010-01-14 2010-02-01 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2009-12-29 2010-01-29 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2009-07-22 2010-01-14 Completed 33.33% $64.77 $65.24 0.68% Signal
2009-09-01 2009-12-29 Completed 33.33% $64.89 $65.02 0.15% Signal
2009-08-10 2009-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.04% Interest Income
2009-07-09 2009-08-10 Completed 33.33% $64.73 $64.38 -0.60% Signal
2009-07-02 2009-07-22 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2009-07-02 2009-07-15 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2009-07-02 2009-07-09 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2009-06-10 2009-07-01 Interest (SHV) 33.33% $1.00 $1.00 0.07% Interest Income
2009-06-10 2009-07-01 Interest (SHV) 33.33% $1.00 $1.00 0.07% Interest Income
2009-06-02 2009-07-01 Interest (SHV) 33.33% $1.00 $1.00 -0.03% Interest Income
2009-06-02 2009-06-10 Completed 33.33% $64.57 $64.15 -0.69% Signal
2009-04-09 2009-06-10 Completed 33.33% $64.45 $64.15 -0.51% Signal
2009-05-08 2009-06-02 Interest (BIL) 33.33% $1.00 $1.00 0.03% Interest Income
2009-06-01 2009-06-01 Interest (BIL) 33.33% $1.00 $1.00 -0.08% Interest Income
2008-09-23 2009-06-01 Completed 33.33% $62.86 $64.53 2.61% Signal
2009-03-25 2009-05-08 Completed 33.33% $64.45 $64.44 -0.07% Signal
2009-04-02 2009-04-09 Interest (SHV) 33.33% $1.00 $1.00 0.02% Interest Income
2009-02-12 2009-04-01 Interest (BIL) 33.33% $1.00 $1.00 0.08% Interest Income
2009-01-28 2009-03-25 Interest (BIL) 33.33% $1.00 $1.00 0.05% Interest Income
2008-07-29 2009-02-12 Completed 33.33% $62.07 $64.45 3.80% Signal
2008-07-14 2009-01-28 Completed 33.33% $61.98 $64.52 4.04% Signal
2008-09-03 2008-09-23 Interest (SHV) 33.33% $1.00 $1.00 0.24% Interest Income
2008-06-30 2008-09-02 Interest (BIL) 33.33% $1.00 $1.00 0.27% Interest Income
2008-06-03 2008-07-29 Interest (BIL) 33.33% $1.00 $1.00 0.32% Interest Income
2008-06-03 2008-07-14 Interest (BIL) 33.33% $1.00 $1.00 0.30% Interest Income
2007-08-22 2008-06-30 Completed 33.33% $58.76 $61.86 5.22% Signal
2008-04-29 2008-06-02 Interest (SHV) 33.33% $1.00 $1.00 0.10% Interest Income
2008-04-16 2008-06-02 Interest (SHV) 33.33% $1.00 $1.00 0.09% Interest Income
2007-07-30 2008-04-29 Completed 33.33% $58.22 $61.91 6.27% Signal
2007-07-12 2008-04-16 Completed 33.33% $57.81 $62.29 7.70% Signal
2007-06-11 2007-08-22 Interest (SHV) 33.33% $1.00 $1.01 1.36% Interest Income
2007-05-02 2007-07-30 Interest (SHV) 33.33% $1.00 $1.01 1.22% Interest Income
2007-04-12 2007-07-12 Interest (SHV) 33.33% $1.00 $1.01 1.24% Interest Income
2007-05-14 2007-06-11 Completed 33.33% $57.49 $57.40 -0.20% Signal
2007-04-03 2007-05-14 Interest (SHV) 33.33% $1.00 $1.01 0.56% Interest Income
2007-03-12 2007-05-02 Completed 33.33% $57.15 $57.49 0.54% Signal
2007-02-28 2007-04-12 Completed 33.33% $57.10 $57.26 0.23% Signal
2007-01-31 2007-04-02 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2007-01-17 2007-03-12 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2007-01-11 2007-02-28 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2006-09-05 2007-01-31 Completed 33.33% $55.79 $56.57 1.35% Signal
2006-12-06 2007-01-17 Completed 33.33% $56.63 $56.57 -0.15% Signal
2007-01-03 2007-01-10 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2006-11-21 2007-01-03 Completed 33.33% $56.33 $56.57 0.38% Signal
2006-11-07 2006-12-06 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2006-10-23 2006-11-21 Interest (CASH) 33.33% $1.00 $1.00 0.41% Interest Income
2006-08-14 2006-11-07 Completed 33.33% $55.43 $56.22 1.37% Signal
2006-07-28 2006-10-23 Completed 33.33% $55.28 $56.01 1.26% Signal
2004-12-21 2006-09-05 Interest (CASH) 33.33% $1.00 $1.07 6.57% Interest Income
2006-02-08 2006-08-14 Interest (CASH) 33.33% $1.00 $1.02 2.44% Interest Income
2006-02-02 2006-07-28 Interest (CASH) 33.33% $1.00 $1.02 2.29% Interest Income
2005-12-30 2006-02-08 Completed 33.33% $54.43 $54.50 0.07% Signal
2005-12-12 2006-02-02 Completed 33.33% $54.29 $54.50 0.33% Signal
2005-10-14 2005-12-30 Interest (CASH) 33.33% $1.00 $1.01 0.82% Interest Income
2005-10-03 2005-12-12 Interest (CASH) 33.33% $1.00 $1.01 0.75% Interest Income
2005-09-22 2005-10-14 Completed 33.33% $54.23 $54.04 -0.40% Signal
2005-09-06 2005-10-03 Completed 33.33% $54.25 $54.09 -0.34% Signal
2005-07-13 2005-09-22 Interest (CASH) 33.33% $1.00 $1.01 0.68% Interest Income
2005-06-30 2005-09-06 Interest (CASH) 33.33% $1.00 $1.01 0.61% Interest Income
2005-05-06 2005-07-13 Completed 33.33% $53.75 $53.93 0.29% Signal
2005-04-20 2005-06-30 Completed 33.33% $53.74 $54.09 0.61% Signal
2004-10-25 2005-05-06 Interest (CASH) 33.33% $1.00 $1.01 1.31% Interest Income
2004-11-11 2005-04-20 Interest (CASH) 33.33% $1.00 $1.01 1.07% Interest Income
2004-09-30 2004-12-21 Completed 33.33% $53.58 $53.58 -0.04% Signal
2004-10-28 2004-11-11 Completed 33.33% $53.74 $53.56 -0.38% Signal
2004-09-29 2004-10-28 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2004-07-22 2004-10-25 Completed 33.33% $53.26 $53.82 1.01% Signal
2004-06-08 2004-09-30 Interest (CASH) 33.33% $1.00 $1.00 0.46% Interest Income
2004-07-12 2004-09-29 Completed 33.33% $53.35 $53.65 0.51% Signal
2004-04-23 2004-07-22 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2004-04-14 2004-07-12 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2003-12-09 2004-06-08 Completed 33.33% $52.83 $52.99 0.26% Signal
2003-12-19 2004-04-23 Completed 33.33% $53.14 $53.23 0.13% Signal
2003-12-08 2004-04-14 Completed 33.33% $52.84 $53.30 0.82% Signal
2003-11-13 2003-12-19 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2003-09-25 2003-12-09 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2003-10-27 2003-12-08 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2003-09-29 2003-11-13 Completed 33.33% $52.84 $52.69 -0.34% Signal
2003-09-16 2003-10-27 Completed 33.33% $52.78 $52.74 -0.12% Signal
2003-07-28 2003-09-29 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2003-02-10 2003-09-25 Completed 33.33% $52.13 $52.77 1.19% Signal
2003-07-14 2003-09-16 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2003-05-14 2003-07-28 Completed 33.33% $52.52 $52.53 -0.03% Signal
2003-04-30 2003-07-14 Completed 33.33% $52.36 $52.73 0.65% Signal
2003-04-22 2003-05-14 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2003-04-03 2003-04-30 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2003-02-10 2003-04-22 Completed 33.33% $52.13 $52.27 0.23% Signal
2003-02-10 2003-04-03 Completed 33.33% $52.13 $52.27 0.22% Signal
2003-02-06 2003-02-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2003-02-06 2003-02-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2003-02-06 2003-02-10 Interest (CASH) 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 SHY ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

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