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DASHBOARDS: Portfolio Hub Market Pulse Performance Compare Studio

SJNK

SPDR Bloomberg Short Term High Yield Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-09
Executive Summary
The quantitative backtest for SJNK (SPDR Bloomberg Short Term High Yield 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 -4.5% (compared to the benchmark's drawdown of -19.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.9%, compared to a Buy-and-Hold benchmark return of 4.5%. The strategy executed 87 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.

🛡️ SJNK Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-4.5% (vs -19.7% B&H)
+15.3% shallower drawdown
Downside Efficiency
1.46 Sortino
+0.62 vs 0.84 B&H
Capital Sheltered from Risk
30.8% 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.

📊 SJNK Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-1.18%-1.73%-4.28%-10.18%-4.46%-19.74%-4.46%-19.74%
Sharpe Ratio1.351.161.040.801.280.791.240.75
Sortino Ratio2.031.821.271.061.520.881.460.84
CAGR2.63%3.72%3.43%4.74%4.34%5.21%3.92%4.47%
% Time Invested64.0%100.0%61.1%100.0%70.1%100.0%69.2%100.0%
Trades / Year6.00.07.60.06.60.06.30.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of SJNK under the Excess Return MMA CA strategy (Trading) versus Buy & Hold. The strategy produced a 3.9% CAGR with a -4.5% Max Drawdown across 87 trade signals (compared to Buy & Hold's 4.5% CAGR and -19.7% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for SJNK 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 SJNK 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 2026-07-06 Interest (FLOT) 33.33% $1.00 $1.01 0.81% Interest Income
2026-05-01 2026-06-22 Completed 33.33% $24.52 $24.61 0.32% Signal
2026-05-22 2026-06-16 Interest (FLOT) 33.33% $1.00 $1.00 0.29% Interest Income
2026-04-17 2026-05-22 Completed 33.33% $24.49 $24.48 -0.08% Signal
2026-04-29 2026-05-01 Interest (BIL) 33.33% $1.00 $1.00 0.04% Interest Income
2026-03-05 2026-05-01 Interest (BIL) 33.33% $1.00 $1.01 0.54% Interest Income
2025-07-18 2026-04-29 Completed 33.33% $23.41 $24.47 4.46% Signal
2026-03-03 2026-04-17 Interest (BIL) 33.33% $1.00 $1.00 0.43% Interest Income
2025-12-19 2026-03-05 Completed 33.33% $24.13 $24.25 0.44% 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% $24.08 $24.30 0.84% Signal
2025-11-07 2025-12-19 Interest (FLOT) 33.33% $1.00 $1.01 0.56% Interest Income
2025-10-17 2025-12-11 Interest (FLOT) 33.33% $1.00 $1.01 0.84% Interest Income
2025-05-23 2025-11-07 Completed 33.33% $22.79 $23.85 4.58% Signal
2025-05-08 2025-10-17 Completed 33.33% $22.75 $23.83 4.70% Signal
2025-06-03 2025-07-18 Interest (FLOT) 33.33% $1.00 $1.01 0.80% Interest Income
2025-05-02 2025-06-02 Interest (SHV) 33.33% $1.00 $1.00 0.32% Interest Income
2025-05-02 2025-05-23 Interest (SHV) 33.33% $1.00 $1.00 0.21% Interest Income
2025-05-02 2025-05-08 Interest (SHV) 33.33% $1.00 $1.00 0.05% Interest Income
2025-04-22 2025-05-01 Interest (FLOT) 33.33% $1.00 $1.00 0.45% 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
2024-07-24 2025-04-22 Completed 33.33% $21.60 $22.36 3.50% Signal
2025-02-10 2025-03-28 Completed 33.33% $22.78 $22.70 -0.40% Signal
2025-01-27 2025-03-14 Completed 33.33% $22.75 $22.64 -0.51% Signal
2025-01-16 2025-02-10 Interest (FLOT) 33.33% $1.00 $1.00 0.30% Interest Income
2024-12-27 2025-01-27 Interest (FLOT) 33.33% $1.00 $1.00 0.35% Interest Income
2024-12-19 2025-01-16 Completed 33.33% $22.39 $22.63 0.98% Signal
2024-11-20 2024-12-27 Completed 33.33% $22.43 $22.47 0.13% Signal
2024-11-26 2024-12-19 Interest (FLOT) 33.33% $1.00 $1.00 0.29% Interest Income
2024-06-05 2024-11-26 Completed 33.33% $21.23 $22.50 5.90% Signal
2024-10-28 2024-11-20 Interest (FLOT) 33.33% $1.00 $1.00 0.34% Interest Income
2024-07-12 2024-10-28 Completed 33.33% $21.49 $22.32 3.81% Signal
2024-06-18 2024-07-24 Interest (FLOT) 33.33% $1.00 $1.01 0.53% Interest Income
2024-06-18 2024-07-12 Interest (FLOT) 33.33% $1.00 $1.00 0.35% Interest Income
2024-05-15 2024-06-18 Completed 33.33% $21.17 $21.27 0.38% Signal
2023-12-21 2024-06-18 Completed 33.33% $20.79 $21.27 2.25% Signal
2024-04-19 2024-06-05 Interest (FLOT) 33.33% $1.00 $1.01 0.74% Interest Income
2024-04-12 2024-05-15 Interest (FLOT) 33.33% $1.00 $1.01 0.55% Interest Income
2023-11-28 2024-04-19 Completed 33.33% $20.12 $20.80 3.33% Signal
2024-03-05 2024-04-12 Completed 33.33% $20.99 $20.90 -0.46% Signal
2024-02-06 2024-03-05 Interest (FLOT) 33.33% $1.00 $1.01 0.59% Interest Income
2023-11-14 2024-02-06 Completed 33.33% $20.04 $20.78 3.65% Signal
2023-11-02 2023-12-21 Interest (FLOT) 33.33% $1.00 $1.01 0.68% Interest Income
2023-09-22 2023-11-28 Interest (FLOT) 33.33% $1.00 $1.01 0.99% Interest Income
2023-09-29 2023-11-14 Interest (FLOT) 33.33% $1.00 $1.01 0.61% Interest Income
2023-06-28 2023-11-02 Completed 33.33% $19.40 $19.72 1.60% Signal
2023-09-14 2023-09-29 Completed 33.33% $19.88 $19.76 -0.70% Signal
2023-07-05 2023-09-22 Completed 33.33% $19.49 $19.73 1.19% Signal
2023-08-22 2023-09-14 Interest (FLOT) 33.33% $1.00 $1.00 0.44% Interest Income
2023-06-15 2023-08-22 Completed 33.33% $19.48 $19.63 0.74% Signal
2023-06-09 2023-07-05 Interest (FLOT) 33.33% $1.00 $1.00 0.46% Interest Income
2023-06-02 2023-06-28 Interest (FLOT) 33.33% $1.00 $1.01 0.53% Interest Income
2023-06-02 2023-06-15 Interest (FLOT) 33.33% $1.00 $1.00 0.28% Interest Income
2023-04-27 2023-06-09 Completed 33.33% $19.26 $19.43 0.84% Signal
2023-05-23 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.17% Interest Income
2023-05-18 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.20% Interest Income
2023-01-10 2023-05-23 Completed 33.33% $19.02 $19.24 1.10% Signal
2023-04-13 2023-05-18 Completed 33.33% $19.25 $19.12 -0.73% 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
2023-03-16 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.02 1.99% Interest Income
2023-02-27 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.04% Interest Income
2022-11-21 2023-03-16 Completed 33.33% $18.51 $18.79 1.46% Signal
2023-02-03 2023-02-27 Completed 33.33% $19.28 $19.00 -1.49% Signal
2023-01-11 2023-02-03 Interest (FLOT) 33.33% $1.00 $1.01 0.58% Interest Income
2022-11-04 2023-01-11 Completed 33.33% $18.29 $19.04 4.01% Signal
2022-12-02 2023-01-10 Interest (FLOT) 33.33% $1.00 $1.01 0.86% Interest Income
2022-10-04 2022-12-01 Interest (BIL) 33.33% $1.00 $1.01 0.52% Interest Income
2022-10-04 2022-11-21 Interest (BIL) 33.33% $1.00 $1.00 0.40% Interest Income
2022-10-04 2022-11-04 Interest (BIL) 33.33% $1.00 $1.00 0.26% Interest Income
2022-09-26 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.40% Interest Income
2022-09-09 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
2022-08-10 2022-09-26 Completed 33.33% $18.86 $17.96 -4.83% Signal
2022-07-28 2022-09-09 Completed 33.33% $18.54 $18.63 0.45% Signal
2022-03-02 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.37% Interest Income
2022-03-02 2022-08-10 Interest (BIL) 33.33% $1.00 $1.00 0.21% Interest Income
2022-04-27 2022-07-28 Interest (BIL) 33.33% $1.00 $1.00 0.12% Interest Income
2022-04-12 2022-04-27 Completed 33.33% $18.93 $18.85 -0.48% Signal
2022-03-02 2022-04-12 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
2022-02-09 2022-03-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.02% 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% $16.74 $19.26 15.00% Signal
2022-01-07 2022-02-09 Completed 33.33% $19.58 $19.35 -1.20% Signal
2021-12-28 2022-01-27 Completed 33.33% $19.71 $19.44 -1.41% Signal
2022-01-04 2022-01-07 Interest (FLOT) 33.33% $1.00 $1.00 -0.06% Interest Income
2021-11-30 2022-01-03 Interest (BIL) 33.33% $1.00 $1.00 -0.02% 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% $19.65 $19.40 -1.31% Signal
2021-09-14 2021-11-30 Completed 33.33% $19.59 $19.40 -1.03% Signal
2021-11-02 2021-11-05 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-10-14 2021-11-01 Interest (FLOT) 33.33% $1.00 $1.00 0.01% Interest Income
2021-09-02 2021-10-14 Completed 33.33% $19.57 $19.54 -0.23% Signal
2021-09-02 2021-09-14 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2021-08-04 2021-09-02 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2021-08-20 2021-09-01 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2020-05-08 2021-08-20 Completed 33.33% $16.20 $19.39 19.65% Signal
2020-10-22 2021-08-04 Completed 33.33% $17.87 $19.43 8.66% Signal
2020-09-30 2020-10-22 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2020-04-17 2020-09-30 Completed 33.33% $16.46 $17.60 6.89% Signal
2020-03-10 2020-05-27 Interest (SHV) 33.33% $1.00 $1.00 0.09% Interest Income
2020-03-05 2020-05-08 Interest (SHV) 33.33% $1.00 $1.00 0.26% Interest Income
2020-03-03 2020-04-17 Interest (SHV) 33.33% $1.00 $1.00 0.40% Interest Income
2019-03-28 2020-03-10 Completed 33.33% $17.04 $16.85 -1.17% Stop
2019-12-12 2020-03-05 Completed 33.33% $17.49 $17.56 0.34% Signal
2020-02-14 2020-03-02 Interest (FLOT) 33.33% $1.00 $1.00 -0.11% Interest Income
2019-12-16 2020-02-14 Completed 33.33% $17.55 $17.85 1.65% Signal
2019-11-21 2019-12-16 Interest (FLOT) 33.33% $1.00 $1.00 0.23% Interest Income
2019-11-04 2019-12-12 Interest (FLOT) 33.33% $1.00 $1.00 0.27% Interest Income
2019-11-05 2019-11-21 Completed 33.33% $17.47 $17.34 -0.83% Signal
2019-10-14 2019-11-05 Interest (FLOT) 33.33% $1.00 $1.00 0.19% Interest Income
2019-09-23 2019-11-04 Completed 33.33% $17.43 $17.45 0.06% Signal
2019-09-11 2019-10-14 Completed 33.33% $17.41 $17.39 -0.18% Signal
2019-08-21 2019-09-23 Interest (FLOT) 33.33% $1.00 $1.00 0.39% Interest Income
2019-08-06 2019-09-11 Interest (FLOT) 33.33% $1.00 $1.00 0.39% Interest Income
2019-07-05 2019-08-21 Completed 33.33% $17.33 $17.30 -0.25% Signal
2019-06-24 2019-08-06 Completed 33.33% $17.35 $17.24 -0.67% Signal
2019-06-05 2019-07-05 Interest (FLOT) 33.33% $1.00 $1.00 0.30% Interest Income
2019-05-21 2019-06-24 Interest (FLOT) 33.33% $1.00 $1.00 0.29% Interest Income
2019-02-04 2019-06-05 Completed 33.33% $16.76 $17.14 2.19% Signal
2019-01-22 2019-05-21 Completed 33.33% $16.66 $17.17 2.97% Signal
2019-03-04 2019-03-28 Interest (FLOT) 33.33% $1.00 $1.00 0.26% Interest Income
2018-12-07 2019-03-01 Interest (SHV) 33.33% $1.00 $1.01 0.59% 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
2018-05-23 2018-12-07 Completed 33.33% $16.37 $16.47 0.56% 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
2018-04-17 2018-10-29 Completed 33.33% $16.40 $16.61 1.25% Signal
2018-08-13 2018-10-19 Completed 33.33% $16.62 $16.67 0.26% Signal
2018-07-20 2018-08-13 Interest (FLOT) 33.33% $1.00 $1.00 0.22% Interest Income
2018-04-27 2018-07-20 Completed 33.33% $16.34 $16.54 1.21% Signal
2018-05-01 2018-05-23 Interest (FLOT) 33.33% $1.00 $1.00 0.17% Interest Income
2016-04-19 2018-05-01 Completed 33.33% $13.92 $16.33 17.20% Signal
2018-04-05 2018-04-27 Interest (FLOT) 33.33% $1.00 $1.00 0.29% Interest Income
2018-03-02 2018-04-17 Interest (FLOT) 33.33% $1.00 $1.00 0.16% Interest Income
2018-03-14 2018-04-05 Completed 33.33% $16.25 $16.24 -0.15% Signal
2018-02-14 2018-03-14 Interest (FLOT) 33.33% $1.00 $1.00 0.09% Interest Income
2018-01-08 2018-03-02 Completed 33.33% $16.29 $16.22 -0.53% Signal
2017-12-18 2018-02-14 Completed 33.33% $16.16 $16.08 -0.52% Signal
2017-11-29 2018-01-08 Interest (FLOT) 33.33% $1.00 $1.00 0.11% Interest Income
2017-11-14 2017-12-18 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2017-05-08 2017-11-29 Completed 33.33% $15.83 $16.15 1.97% Signal
2017-09-19 2017-11-14 Completed 33.33% $16.08 $16.07 -0.11% Signal
2017-08-25 2017-09-19 Interest (FLOT) 33.33% $1.00 $1.00 0.11% Interest Income
2017-07-25 2017-08-25 Completed 33.33% $16.04 $16.01 -0.20% Signal
2017-06-30 2017-07-25 Interest (FLOT) 33.33% $1.00 $1.00 0.14% Interest Income
2017-04-18 2017-06-30 Completed 33.33% $15.73 $15.93 1.18% 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 2017-04-18 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2016-12-27 2017-04-13 Completed 33.33% $15.39 $15.71 2.01% Signal
2017-03-24 2017-04-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.07% Interest Income
2016-12-09 2017-03-24 Completed 33.33% $15.31 $15.57 1.67% Signal
2016-12-02 2016-12-27 Interest (FLOT) 33.33% $1.00 $1.00 0.07% Interest Income
2016-11-14 2016-12-09 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income
2016-03-16 2016-12-02 Completed 33.33% $13.50 $15.10 11.82% Signal
2016-03-07 2016-11-14 Completed 33.33% $13.45 $14.82 10.15% Signal
2016-04-04 2016-04-19 Interest (FLOT) 33.33% $1.00 $1.00 0.20% Interest Income
2016-03-02 2016-04-01 Interest (BIL) 33.33% $1.00 $1.00 -0.00% Interest Income
2016-03-02 2016-03-16 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2016-03-02 2016-03-07 Interest (BIL) 33.33% $1.00 $1.00 0.00% 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
2015-11-20 2016-02-01 Interest (FLOT) 33.33% $1.00 $1.00 0.01% Interest Income
2015-11-03 2016-02-01 Interest (FLOT) 33.33% $1.00 $1.00 0.11% Interest Income
2015-11-03 2016-02-01 Interest (FLOT) 33.33% $1.00 $1.00 0.11% Interest Income
2015-10-29 2015-11-20 Completed 33.33% $14.05 $13.76 -2.15% Signal
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
2015-09-02 2015-10-29 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2015-08-14 2015-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.02% 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
2015-02-11 2015-08-14 Completed 33.33% $14.49 $14.21 -1.99% 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
2015-06-30 2015-07-01 Interest (FLOT) 33.33% $1.00 $1.00 0.05% Interest Income
2015-06-16 2015-07-01 Interest (FLOT) 33.33% $1.00 $1.00 0.01% Interest Income
2015-02-11 2015-06-30 Completed 33.33% $14.49 $14.60 0.72% Signal
2015-04-23 2015-06-16 Completed 33.33% $14.66 $14.61 -0.37% Signal
2015-03-31 2015-04-23 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income
2015-01-16 2015-03-31 Completed 33.33% $14.27 $14.56 2.00% Signal
2015-02-03 2015-02-11 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2015-02-03 2015-02-11 Interest (SHV) 33.33% $1.00 $1.00 -0.02% 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 2015-01-16 Interest (BIL) 33.33% $1.00 $1.00 -0.00% Interest Income
2014-12-04 2015-01-02 Interest (SHV) 33.33% $1.00 $1.00 -0.03% Interest Income
2014-12-03 2015-01-02 Interest (SHV) 33.33% $1.00 $1.00 -0.03% Interest Income
2014-12-02 2015-01-02 Interest (SHV) 33.33% $1.00 $1.00 -0.04% Interest Income
2014-11-10 2014-12-04 Completed 33.33% $14.60 $14.43 -1.20% Signal
2014-11-28 2014-12-03 Completed 33.33% $14.53 $14.44 -0.66% Signal
2014-11-04 2014-12-01 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2014-11-04 2014-11-28 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2014-11-04 2014-11-10 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-02 2014-11-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.14% Interest Income
2014-10-02 2014-11-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.14% Interest Income
2014-10-02 2014-11-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.14% Interest Income
2014-09-30 2014-10-01 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2014-09-29 2014-10-01 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2014-09-25 2014-10-01 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2014-09-23 2014-09-30 Completed 33.33% $14.67 $14.52 -1.04% Signal
2013-09-27 2014-09-29 Completed 33.33% $14.13 $14.52 2.75% Signal
2014-09-02 2014-09-25 Completed 33.33% $14.80 $14.61 -1.36% Signal
2014-09-03 2014-09-23 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2014-08-01 2014-09-02 Interest (FLOT) 33.33% $1.00 $1.00 -0.01% Interest Income
2014-07-22 2014-09-02 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income
2013-08-06 2014-08-01 Completed 33.33% $14.03 $14.58 3.86% Signal
2013-09-23 2014-07-22 Completed 33.33% $14.16 $14.74 4.08% Signal
2013-08-27 2013-09-27 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2013-08-29 2013-09-23 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2013-07-22 2013-08-29 Completed 33.33% $14.07 $14.01 -0.47% Signal
2012-10-17 2013-08-27 Completed 33.33% $13.51 $13.99 3.53% Signal
2013-08-02 2013-08-06 Interest (FLOT) 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 2013-07-22 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2013-06-21 2013-07-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.12% Interest Income
2013-06-10 2013-07-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.14% Interest Income
2012-12-26 2013-06-21 Completed 33.33% $13.58 $13.69 0.75% Signal
2012-12-12 2013-06-10 Completed 33.33% $13.55 $13.92 2.63% Signal
2012-12-04 2012-12-26 Interest (SHV) 33.33% $1.00 $1.00 0.02% Interest Income
2012-12-04 2012-12-12 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2012-12-03 2012-12-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.49% Interest Income
2012-11-19 2012-12-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.49% Interest Income
2012-10-17 2012-12-03 Completed 33.33% $13.51 $13.47 -0.37% Signal
2012-10-17 2012-11-19 Completed 33.33% $13.51 $13.33 -1.35% Signal
2012-10-15 2012-10-17 Interest (FLOT) 33.33% $1.00 $1.00 -0.04% Interest Income
2012-10-15 2012-10-17 Interest (FLOT) 33.33% $1.00 $1.00 -0.04% Interest Income
2012-10-15 2012-10-17 Interest (FLOT) 33.33% $1.00 $1.00 -0.04% Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

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