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DASHBOARDS: Portfolio Hub Market Pulse Performance

SJNK

SPDR Bloomberg Short Term High Yield Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for SJNK (SPDR Bloomberg Short Term High Yield Bond ETF) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -3.9% (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 85 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

SJNK Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR3.32%4.36%3.28%4.70%4.33%5.25%3.90%4.47%
Sharpe Ratio1.561.341.080.791.320.801.270.74
Max Drawdown-1.18%-1.73%-3.66%-10.18%-3.84%-19.74%-3.92%-19.74%
% Time Invested100.0%100.0%87.5%100.0%91.5%100.0%88.6%100.0%
Trades / Year4.00.07.40.06.40.06.20.0

Cumulative Growth Performance

Return Distribution Analysis

Return Distribution

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
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2026-04-17 2026-05-22 Completed 33.33% $24.77 $24.76 -0.08% Signal
2026-03-05 2026-05-01 Interest (CASH) 33.33% $1.00 $1.01 0.58% Interest Income
2025-07-18 2026-04-29 Completed 33.33% $23.68 $24.75 4.46% Signal
2026-02-18 2026-04-17 Interest (CASH) 33.33% $1.00 $1.01 0.59% Interest Income
2025-12-19 2026-03-05 Completed 33.33% $24.41 $24.53 0.44% Signal
2025-12-11 2026-02-18 Completed 33.33% $24.36 $24.58 0.84% Signal
2025-11-07 2025-12-19 Interest (CASH) 33.33% $1.00 $1.00 0.43% Interest Income
2025-10-17 2025-12-11 Interest (CASH) 33.33% $1.00 $1.01 0.58% Interest Income
2025-05-23 2025-11-07 Completed 33.33% $23.06 $24.12 4.58% Signal
2025-05-08 2025-10-17 Completed 33.33% $23.01 $24.10 4.70% Signal
2025-04-22 2025-07-18 Interest (CASH) 33.33% $1.00 $1.01 1.03% Interest Income
2025-03-28 2025-05-23 Interest (CASH) 33.33% $1.00 $1.01 0.66% Interest Income
2025-03-14 2025-05-08 Interest (CASH) 33.33% $1.00 $1.01 0.64% Interest Income
2024-07-24 2025-04-22 Completed 33.33% $21.85 $22.62 3.50% Signal
2025-02-10 2025-03-28 Completed 33.33% $23.04 $22.96 -0.40% Signal
2025-01-27 2025-03-14 Completed 33.33% $23.01 $22.91 -0.51% Signal
2025-01-16 2025-02-10 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2024-12-27 2025-01-27 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2024-12-19 2025-01-16 Completed 33.33% $22.65 $22.89 0.98% Signal
2024-11-20 2024-12-27 Completed 33.33% $22.69 $22.73 0.13% Signal
2024-11-26 2024-12-19 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
2024-06-05 2024-11-26 Completed 33.33% $21.48 $22.76 5.90% Signal
2024-10-28 2024-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2024-07-12 2024-10-28 Completed 33.33% $21.74 $22.58 3.81% Signal
2024-06-18 2024-07-24 Interest (CASH) 33.33% $1.00 $1.01 0.51% Interest Income
2024-06-18 2024-07-12 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2024-05-15 2024-06-18 Completed 33.33% $21.42 $21.51 0.38% Signal
2023-12-21 2024-06-18 Completed 33.33% $21.03 $21.51 2.25% Signal
2024-04-19 2024-06-05 Interest (CASH) 33.33% $1.00 $1.01 0.68% Interest Income
2024-04-12 2024-05-15 Interest (CASH) 33.33% $1.00 $1.00 0.49% Interest Income
2023-11-28 2024-04-19 Completed 33.33% $20.35 $21.04 3.33% Signal
2024-03-05 2024-04-12 Completed 33.33% $21.23 $21.14 -0.46% Signal
2024-02-06 2024-03-05 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2023-11-14 2024-02-06 Completed 33.33% $20.27 $21.02 3.65% Signal
2023-11-02 2023-12-21 Interest (CASH) 33.33% $1.00 $1.01 0.72% Interest Income
2023-09-22 2023-11-28 Interest (CASH) 33.33% $1.00 $1.01 0.99% Interest Income
2023-09-29 2023-11-14 Interest (CASH) 33.33% $1.00 $1.01 0.69% Interest Income
2023-06-28 2023-11-02 Completed 33.33% $19.63 $19.95 1.60% Signal
2023-09-14 2023-09-29 Completed 33.33% $20.11 $19.98 -0.70% Signal
2023-07-05 2023-09-22 Completed 33.33% $19.71 $19.96 1.19% Signal
2023-08-22 2023-09-14 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-06-15 2023-08-22 Completed 33.33% $19.71 $19.86 0.74% Signal
2023-06-09 2023-07-05 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2023-05-23 2023-06-28 Interest (CASH) 33.33% $1.00 $1.01 0.50% Interest Income
2023-05-18 2023-06-15 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2023-04-27 2023-06-09 Completed 33.33% $19.48 $19.66 0.84% Signal
2023-01-10 2023-05-23 Completed 33.33% $19.24 $19.46 1.10% Signal
2023-04-13 2023-05-18 Completed 33.33% $19.47 $19.34 -0.73% Signal
2023-03-16 2023-04-27 Interest (CASH) 33.33% $1.00 $1.01 0.56% Interest Income
2023-02-27 2023-04-13 Interest (CASH) 33.33% $1.00 $1.01 0.61% Interest Income
2022-11-21 2023-03-16 Completed 33.33% $18.72 $19.00 1.46% Signal
2023-02-03 2023-02-27 Completed 33.33% $19.50 $19.22 -1.49% Signal
2023-01-11 2023-02-03 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2022-11-04 2023-01-11 Completed 33.33% $18.50 $19.26 4.01% Signal
2022-02-11 2023-01-10 Interest (CASH) 33.33% $1.00 $1.02 2.15% Interest Income
2022-09-26 2022-11-21 Interest (CASH) 33.33% $1.00 $1.01 0.62% Interest Income
2022-09-09 2022-11-04 Interest (CASH) 33.33% $1.00 $1.01 0.57% Interest Income
2022-08-10 2022-09-26 Completed 33.33% $19.08 $18.17 -4.83% Signal
2022-07-28 2022-09-09 Completed 33.33% $18.75 $18.85 0.45% Signal
2022-02-09 2022-08-10 Interest (CASH) 33.33% $1.00 $1.01 0.58% Interest Income
2022-04-27 2022-07-28 Interest (CASH) 33.33% $1.00 $1.00 0.38% Interest Income
2022-04-12 2022-04-27 Completed 33.33% $19.15 $19.07 -0.48% Signal
2022-01-27 2022-04-12 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2020-05-27 2022-02-11 Completed 33.33% $16.93 $19.48 15.00% Signal
2022-01-07 2022-02-09 Completed 33.33% $19.80 $19.58 -1.20% Signal
2021-12-28 2022-01-27 Completed 33.33% $19.94 $19.66 -1.41% Signal
2021-11-30 2022-01-07 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% $19.87 $19.62 -1.31% Signal
2021-09-14 2021-11-30 Completed 33.33% $19.81 $19.62 -1.03% Signal
2021-10-14 2021-11-05 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-09-02 2021-10-14 Completed 33.33% $19.80 $19.76 -0.23% Signal
2021-08-20 2021-09-14 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-08-04 2021-09-02 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-05-08 2021-08-20 Completed 33.33% $16.39 $19.62 19.65% Signal
2020-10-22 2021-08-04 Completed 33.33% $18.08 $19.65 8.66% Signal
2020-09-30 2020-10-22 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-04-17 2020-09-30 Completed 33.33% $16.65 $17.81 6.89% Signal
2020-03-10 2020-05-27 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2020-03-05 2020-05-08 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2020-02-14 2020-04-17 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2019-03-28 2020-03-10 Completed 33.33% $17.24 $17.05 -1.17% Stop
2019-12-12 2020-03-05 Completed 33.33% $17.70 $17.76 0.34% Signal
2019-12-16 2020-02-14 Completed 33.33% $17.75 $18.06 1.65% Signal
2019-11-21 2019-12-16 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-11-04 2019-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2019-11-05 2019-11-21 Completed 33.33% $17.67 $17.53 -0.83% Signal
2019-10-14 2019-11-05 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-09-23 2019-11-04 Completed 33.33% $17.63 $17.65 0.06% Signal
2019-09-11 2019-10-14 Completed 33.33% $17.61 $17.59 -0.18% Signal
2019-08-21 2019-09-23 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2019-08-06 2019-09-11 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2019-07-05 2019-08-21 Completed 33.33% $17.53 $17.49 -0.25% Signal
2019-06-24 2019-08-06 Completed 33.33% $17.55 $17.44 -0.67% Signal
2019-06-05 2019-07-05 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2019-05-21 2019-06-24 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2019-02-04 2019-06-05 Completed 33.33% $16.96 $17.34 2.19% Signal
2019-01-22 2019-05-21 Completed 33.33% $16.86 $17.37 2.97% Signal
2018-12-07 2019-03-28 Interest (CASH) 33.33% $1.00 $1.01 0.72% 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
2018-05-23 2018-12-07 Completed 33.33% $16.56 $16.66 0.56% Signal
2018-04-17 2018-10-29 Completed 33.33% $16.59 $16.80 1.25% Signal
2018-08-13 2018-10-19 Completed 33.33% $16.81 $16.86 0.26% Signal
2018-07-20 2018-08-13 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2018-04-27 2018-07-20 Completed 33.33% $16.52 $16.73 1.21% Signal
2018-05-01 2018-05-23 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2016-04-19 2018-05-01 Completed 33.33% $14.08 $16.51 17.20% Signal
2018-04-05 2018-04-27 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2018-03-02 2018-04-17 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2018-03-14 2018-04-05 Completed 33.33% $16.44 $16.42 -0.15% Signal
2018-02-14 2018-03-14 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2018-01-08 2018-03-02 Completed 33.33% $16.48 $16.40 -0.53% Signal
2017-12-18 2018-02-14 Completed 33.33% $16.34 $16.27 -0.52% Signal
2017-11-29 2018-01-08 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2017-11-14 2017-12-18 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2017-05-08 2017-11-29 Completed 33.33% $16.02 $16.34 1.97% Signal
2017-09-19 2017-11-14 Completed 33.33% $16.27 $16.26 -0.11% Signal
2017-08-25 2017-09-19 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-07-25 2017-08-25 Completed 33.33% $16.22 $16.20 -0.20% Signal
2017-06-30 2017-07-25 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-04-18 2017-06-30 Completed 33.33% $15.91 $16.11 1.18% Signal
2017-04-13 2017-05-08 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2017-03-24 2017-04-18 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2016-12-27 2017-04-13 Completed 33.33% $15.57 $15.89 2.01% Signal
2016-12-09 2017-03-24 Completed 33.33% $15.48 $15.75 1.67% Signal
2016-12-02 2016-12-27 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
2016-03-16 2016-12-02 Completed 33.33% $13.65 $15.27 11.82% Signal
2016-03-07 2016-11-14 Completed 33.33% $13.60 $14.99 10.15% Signal
2015-08-14 2016-04-19 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2015-06-30 2016-03-16 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2015-11-20 2016-03-07 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2015-10-29 2015-11-20 Completed 33.33% $14.22 $13.92 -2.15% Signal
2015-06-16 2015-10-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-02-11 2015-08-14 Completed 33.33% $14.65 $14.37 -1.99% Signal
2015-02-11 2015-06-30 Completed 33.33% $14.65 $14.77 0.72% Signal
2015-04-23 2015-06-16 Completed 33.33% $14.82 $14.78 -0.37% Signal
2015-03-31 2015-04-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-01-16 2015-03-31 Completed 33.33% $14.43 $14.73 2.00% Signal
2014-12-03 2015-02-11 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-09-29 2015-02-11 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2014-12-04 2015-01-16 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-11-10 2014-12-04 Completed 33.33% $14.77 $14.60 -1.20% Signal
2014-11-28 2014-12-03 Completed 33.33% $14.70 $14.61 -0.66% Signal
2014-09-30 2014-11-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-09-25 2014-11-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-09-23 2014-09-30 Completed 33.33% $14.84 $14.69 -1.04% Signal
2013-09-27 2014-09-29 Completed 33.33% $14.29 $14.69 2.75% Signal
2014-09-02 2014-09-25 Completed 33.33% $14.98 $14.78 -1.36% Signal
2014-08-01 2014-09-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-07-22 2014-09-02 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-08-06 2014-08-01 Completed 33.33% $14.19 $14.74 3.86% Signal
2013-09-23 2014-07-22 Completed 33.33% $14.32 $14.91 4.08% Signal
2013-08-27 2013-09-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-08-29 2013-09-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-07-22 2013-08-29 Completed 33.33% $14.23 $14.17 -0.47% Signal
2012-10-17 2013-08-27 Completed 33.33% $13.67 $14.16 3.53% Signal
2013-06-21 2013-08-06 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-06-10 2013-07-22 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-12-26 2013-06-21 Completed 33.33% $13.73 $13.84 0.75% Signal
2012-12-12 2013-06-10 Completed 33.33% $13.71 $14.08 2.63% Signal
2012-12-03 2012-12-26 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2012-11-19 2012-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-10-17 2012-12-03 Completed 33.33% $13.67 $13.62 -0.37% Signal
2012-10-17 2012-11-19 Completed 33.33% $13.67 $13.49 -1.35% Signal
2012-10-15 2012-10-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2012-10-15 2012-10-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2012-10-15 2012-10-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income