SPYG SPDR Portfolio S&P 500 Growth ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for SPYG (SPDR Portfolio S&P 500 Growth ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -24.1% (compared to the benchmark's drawdown of -51.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.1%, compared to a Buy-and-Hold benchmark return of 13.0%. The strategy executed 65 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.
* 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.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
SPYG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 26.77% | 35.94% | 10.09% | 16.34% | 16.01% | 18.25% | 11.14% | 12.98% |
| Sharpe Ratio | 1.67 | 1.92 | 0.66 | 0.72 | 0.98 | 0.81 | 0.80 | 0.62 |
| Max Drawdown | -10.58% | -13.76% | -24.05% | -32.67% | -24.05% | -32.67% | -24.05% | -51.28% |
| % Time Invested | 100.0% | 100.0% | 88.5% | 100.0% | 93.4% | 100.0% | 91.3% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 3.4 | 0.0 | 2.7 | 0.0 | 2.7 | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-22 | Open | Open | 33.33% | $110.76 | $121.50 | 9.70% | Mark-to-Market |
| 2026-04-10 | Open | Open | 33.33% | $104.48 | $121.50 | 16.29% | Mark-to-Market |
| 2025-04-29 | Open | Open | 33.33% | $80.69 | $121.50 | 50.57% | Mark-to-Market |
| 2026-03-30 | 2026-04-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2026-03-12 | 2026-04-10 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2025-05-01 | 2026-03-30 | Completed | 33.33% | $82.92 | $95.73 | 15.45% | Stop |
| 2025-07-07 | 2026-03-12 | Completed | 33.33% | $95.20 | $102.96 | 8.14% | Signal |
| 2025-06-03 | 2025-07-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-04-04 | 2025-04-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $79.37 | $75.29 | -5.14% | Stop |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $79.37 | $75.29 | -5.14% | Stop |
| 2023-11-08 | 2025-04-04 | Completed | 33.33% | $59.71 | $74.37 | 24.55% | Stop |
| 2025-03-11 | 2025-04-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2025-03-11 | 2025-04-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $79.98 | $79.70 | -0.36% | Stop |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $79.98 | $79.70 | -0.36% | Stop |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-01-02 | 2024-08-06 | Completed | 33.33% | $63.56 | $73.04 | 14.92% | Stop |
| 2023-06-23 | 2024-08-06 | Completed | 33.33% | $58.62 | $73.04 | 24.60% | Stop |
| 2023-11-10 | 2024-01-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.92% | Interest Income |
| 2023-03-22 | 2023-11-10 | Completed | 33.33% | $52.71 | $59.56 | 13.01% | Signal |
| 2023-09-27 | 2023-11-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2023-07-20 | 2023-09-27 | Completed | 33.33% | $61.08 | $58.21 | -4.70% | Stop |
| 2023-06-02 | 2023-07-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.90% | Interest Income |
| 2023-06-02 | 2023-06-23 | Interest (FLOT) | 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 |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-03-22 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2022-11-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2022-11-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-18 | 2022-11-04 | Completed | 33.33% | $50.66 | $48.66 | -3.93% | Signal |
| 2022-10-04 | 2022-11-04 | Completed | 33.33% | $50.80 | $48.66 | -4.21% | Signal |
| 2022-10-04 | 2022-10-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-09-02 | 2022-10-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-26 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.40% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-05-25 | 2022-09-26 | Completed | 33.33% | $51.39 | $49.98 | -2.73% | Stop |
| 2022-04-26 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2022-03-10 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2022-05-03 | 2022-05-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-02-16 | 2022-05-03 | Completed | 33.33% | $62.50 | $56.60 | -9.44% | Stop |
| 2022-02-15 | 2022-04-26 | Completed | 33.33% | $62.48 | $58.19 | -6.86% | Stop |
| 2022-02-15 | 2022-03-10 | Completed | 33.33% | $62.48 | $58.75 | -5.96% | Signal |
| 2022-01-25 | 2022-02-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-01-24 | 2022-02-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-01-24 | 2022-02-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-04-01 | 2022-01-25 | Completed | 33.33% | $32.74 | $60.93 | 86.09% | Stop |
| 2020-06-03 | 2022-01-24 | Completed | 33.33% | $41.87 | $60.44 | 44.34% | Stop |
| 2020-03-24 | 2022-01-24 | Completed | 33.33% | $31.20 | $60.44 | 93.70% | Stop |
| 2020-06-02 | 2020-06-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-04-22 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-03-24 | 2020-04-22 | Completed | 33.33% | $31.20 | $37.05 | 18.74% | Signal |
| 2020-03-10 | 2020-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2019-01-16 | 2020-03-10 | Completed | 33.33% | $31.66 | $36.56 | 15.49% | Stop |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-04-08 | 2020-03-02 | Completed | 33.33% | $35.38 | $38.12 | 7.74% | Stop |
| 2019-03-27 | 2020-03-02 | Completed | 33.33% | $34.71 | $38.12 | 9.80% | Stop |
| 2019-03-04 | 2019-04-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2019-03-04 | 2019-03-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2019-02-25 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2019-01-11 | 2019-02-25 | Completed | 33.33% | $31.26 | $34.02 | 8.84% | Signal |
| 2018-12-21 | 2019-01-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-12-18 | 2019-01-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2015-09-17 | 2018-12-21 | Completed | 33.33% | $21.54 | $29.89 | 38.75% | Stop |
| 2016-07-11 | 2018-12-18 | Completed | 33.33% | $23.20 | $30.99 | 33.57% | Stop |
| 2018-12-03 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2017-01-25 | 2018-12-03 | Completed | 33.33% | $24.63 | $33.77 | 37.08% | Signal |
| 2016-12-30 | 2017-01-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-05-06 | 2016-12-30 | Completed | 33.33% | $22.06 | $24.04 | 8.93% | Signal |
| 2016-04-27 | 2016-07-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2016-04-04 | 2016-05-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2016-04-08 | 2016-04-27 | Completed | 33.33% | $22.53 | $22.39 | -0.60% | Signal |
| 2016-04-04 | 2016-04-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-02-26 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-12 | 2016-02-26 | Completed | 33.33% | $20.11 | $21.38 | 6.30% | Signal |
| 2016-02-02 | 2016-02-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-01-21 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-01-13 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2015-12-07 | 2016-01-21 | Completed | 33.33% | $22.90 | $20.49 | -10.51% | Stop |
| 2015-09-17 | 2016-01-13 | Completed | 33.33% | $21.54 | $21.36 | -0.83% | Signal |
| 2015-11-03 | 2015-12-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2013-02-11 | 2015-08-25 | Completed | 33.33% | $14.74 | $20.74 | 40.78% | Stop |
| 2011-12-07 | 2015-08-25 | Completed | 33.33% | $12.21 | $20.74 | 69.88% | Stop |
| 2011-09-01 | 2015-08-25 | Completed | 33.33% | $11.80 | $20.74 | 75.74% | Stop |
| 2013-01-14 | 2013-02-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2012-08-20 | 2013-01-14 | Completed | 33.33% | $14.07 | $14.38 | 2.16% | Signal |
| 2012-07-23 | 2012-08-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2011-12-07 | 2012-07-23 | Completed | 33.33% | $12.21 | $13.28 | 8.75% | Signal |
| 2011-12-02 | 2011-12-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2011-12-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-11-02 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-08-09 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-08-31 | 2011-11-02 | Completed | 33.33% | $11.85 | $12.09 | 2.02% | Signal |
| 2011-08-10 | 2011-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-09 | 2011-08-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2010-06-01 | 2011-08-10 | Completed | 33.33% | $9.74 | $11.10 | 14.00% | Stop |
| 2010-11-24 | 2011-08-09 | Completed | 33.33% | $11.10 | $11.05 | -0.47% | Stop |
| 2010-10-12 | 2011-08-09 | Completed | 33.33% | $10.58 | $11.05 | 4.43% | Stop |
| 2010-11-02 | 2010-11-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-10-11 | 2010-11-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2010-09-02 | 2010-10-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-06-01 | 2010-10-11 | Completed | 33.33% | $9.74 | $10.65 | 9.37% | Signal |
| 2010-07-15 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-06-01 | 2010-07-15 | Completed | 33.33% | $9.74 | $9.85 | 1.16% | Signal |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $8.40 | $10.09 | 20.19% | Stop |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $8.40 | $10.09 | 20.19% | Stop |
| 2009-05-13 | 2010-05-07 | Completed | 33.33% | $7.71 | $10.09 | 30.90% | Stop |
| 2009-07-02 | 2009-07-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-07-02 | 2009-07-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2009-05-04 | 2009-05-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2008-09-16 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-02-14 | 2008-09-16 | Completed | 33.33% | $10.88 | $9.78 | -10.04% | Stop |
| 2008-08-22 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-08-07 | 2008-08-22 | Completed | 33.33% | $10.59 | $10.83 | 2.22% | Signal |
| 2008-07-16 | 2008-08-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2008-06-05 | 2008-07-16 | Completed | 33.33% | $11.54 | $10.30 | -10.70% | Stop |
| 2008-06-03 | 2008-06-05 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2008-03-04 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2008-01-18 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.05% | Interest Income |
| 2008-02-12 | 2008-03-04 | Completed | 33.33% | $10.75 | $10.58 | -1.56% | Signal |
| 2008-01-23 | 2008-02-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2008-01-18 | 2008-02-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2006-01-26 | 2008-01-23 | Completed | 33.33% | $9.91 | $10.13 | 2.15% | Stop |
| 2007-11-05 | 2008-01-18 | Completed | 33.33% | $11.91 | $10.60 | -11.02% | Stop |
| 2006-09-05 | 2008-01-18 | Completed | 33.33% | $9.81 | $10.60 | 8.03% | Stop |
| 2007-10-02 | 2007-11-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2006-09-05 | 2007-10-02 | Completed | 33.33% | $9.81 | $11.94 | 21.73% | Signal |
| 2006-08-09 | 2006-09-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2006-05-25 | 2006-09-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.37% | Interest Income |
| 2005-10-26 | 2006-08-09 | Completed | 33.33% | $9.27 | $9.47 | 2.12% | Signal |
| 2005-12-13 | 2006-05-25 | Completed | 33.33% | $9.87 | $9.68 | -1.96% | Signal |
| 2005-11-14 | 2006-01-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2005-11-07 | 2005-12-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2005-09-16 | 2005-11-14 | Completed | 33.33% | $9.44 | $9.60 | 1.66% | Signal |
| 2005-05-24 | 2005-11-07 | Completed | 33.33% | $9.17 | $9.47 | 3.23% | Signal |
| 2005-08-02 | 2005-10-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2005-07-01 | 2005-09-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2004-11-04 | 2005-08-02 | Completed | 33.33% | $8.93 | $9.57 | 7.16% | Signal |
| 2003-08-19 | 2005-07-01 | Completed | 33.33% | $8.18 | $9.07 | 10.86% | Signal |
| 2005-04-14 | 2005-05-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2004-09-13 | 2005-04-14 | Completed | 33.33% | $8.81 | $8.92 | 1.28% | Signal |
| 2004-09-21 | 2004-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2003-06-13 | 2004-09-21 | Completed | 33.33% | $7.97 | $8.73 | 9.54% | Signal |
| 2004-06-01 | 2004-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2003-05-14 | 2004-06-01 | Completed | 33.33% | $7.74 | $9.09 | 17.44% | Signal |
| 2002-09-30 | 2003-08-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2002-09-30 | 2003-06-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2003-02-14 | 2003-05-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2002-12-27 | 2003-02-14 | Completed | 33.33% | $7.03 | $6.50 | -7.56% | Stop |
| 2002-09-30 | 2002-12-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |