SPYG
SPDR Portfolio S&P 500 Growth ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for SPYG (SPDR Portfolio S&P 500 Growth ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -23.7% (compared to the benchmark's drawdown of -51.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.6%, compared to a Buy-and-Hold benchmark return of 12.6%. The strategy executed 65 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
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 | 11.92% | 17.87% | 6.35% | 12.60% | 14.84% | 17.19% | 10.62% | 12.63% |
| Sharpe Ratio | 0.69 | 0.93 | 0.41 | 0.56 | 0.91 | 0.77 | 0.76 | 0.61 |
| Max Drawdown | -10.60% | -13.76% | -23.74% | -32.67% | -23.74% | -32.67% | -23.74% | -51.28% |
| % Time Invested | 100.0% | 100.0% | 88.5% | 100.0% | 93.4% | 100.0% | 91.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 3.4 | 0.0 | 2.6 | 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 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 | ||||||||
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-12 | 2026-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2025-05-01 | 2026-03-30 | Completed | 33.33% | $82.82 | $95.61 | 15.39% | Stop | |
| 2025-07-07 | 2026-03-12 | Completed | 33.33% | $95.09 | $102.83 | 8.09% | Signal | |
| 2025-04-08 | 2025-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-04 | 2025-04-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $79.27 | $75.20 | -5.18% | Stop | |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $79.27 | $75.20 | -5.18% | Stop | |
| 2023-11-08 | 2025-04-04 | Completed | 33.33% | $59.64 | $74.28 | 24.49% | Stop | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $79.88 | $79.60 | -0.41% | Stop | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $79.88 | $79.60 | -0.41% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-01-02 | 2024-08-06 | Completed | 33.33% | $63.48 | $72.95 | 14.86% | Stop | |
| 2023-06-23 | 2024-08-06 | Completed | 33.33% | $58.55 | $72.95 | 24.54% | Stop | |
| 2023-11-10 | 2024-01-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 2023-03-22 | 2023-11-10 | Completed | 33.33% | $52.64 | $59.49 | 12.95% | Signal | |
| 2023-09-27 | 2023-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2023-07-20 | 2023-09-27 | Completed | 33.33% | $61.00 | $58.13 | -4.75% | Stop | |
| 2022-11-04 | 2023-07-20 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.38% | Interest Income | |
| 2022-04-26 | 2023-06-23 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 4.31% | Interest Income | |
| 2022-11-04 | 2023-03-22 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.67% | Interest Income | |
| 2022-10-18 | 2022-11-04 | Completed | 33.33% | $50.59 | $48.60 | -3.98% | Signal | |
| 2022-10-04 | 2022-11-04 | Completed | 33.33% | $50.74 | $48.60 | -4.26% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-03-10 | 2022-10-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2022-05-25 | 2022-09-26 | Completed | 33.33% | $51.32 | $49.92 | -2.77% | Stop | |
| 2022-05-03 | 2022-05-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-05-03 | Completed | 33.33% | $62.42 | $56.53 | -9.49% | Stop | |
| 2022-02-15 | 2022-04-26 | Completed | 33.33% | $62.40 | $58.12 | -6.91% | Stop | |
| 2022-02-15 | 2022-03-10 | Completed | 33.33% | $62.40 | $58.68 | -6.01% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-01 | 2022-01-25 | Completed | 33.33% | $32.70 | $60.86 | 86.00% | Stop | |
| 2020-06-03 | 2022-01-24 | Completed | 33.33% | $41.82 | $60.37 | 44.27% | Stop | |
| 2020-03-24 | 2022-01-24 | Completed | 33.33% | $31.17 | $60.37 | 93.60% | Stop | |
| 2020-04-22 | 2020-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-04-22 | Completed | 33.33% | $31.17 | $37.01 | 18.68% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-16 | 2020-03-10 | Completed | 33.33% | $31.62 | $36.52 | 15.44% | Stop | |
| 2019-04-08 | 2020-03-02 | Completed | 33.33% | $35.33 | $38.07 | 7.69% | Stop | |
| 2019-03-27 | 2020-03-02 | Completed | 33.33% | $34.67 | $38.07 | 9.75% | Stop | |
| 2019-02-25 | 2019-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2018-12-03 | 2019-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2019-01-11 | 2019-02-25 | Completed | 33.33% | $31.22 | $33.98 | 8.78% | Signal | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-18 | 2019-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-09-17 | 2018-12-21 | Completed | 33.33% | $21.51 | $29.85 | 38.68% | Stop | |
| 2016-07-11 | 2018-12-18 | Completed | 33.33% | $23.17 | $30.95 | 33.50% | Stop | |
| 2017-01-25 | 2018-12-03 | Completed | 33.33% | $24.60 | $33.73 | 37.02% | Signal | |
| 2016-12-30 | 2017-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-05-06 | 2016-12-30 | Completed | 33.33% | $22.04 | $24.01 | 8.88% | Signal | |
| 2016-04-27 | 2016-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2016-02-26 | 2016-05-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-04-08 | 2016-04-27 | Completed | 33.33% | $22.50 | $22.36 | -0.65% | Signal | |
| 2016-01-13 | 2016-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2016-02-12 | 2016-02-26 | Completed | 33.33% | $20.09 | $21.35 | 6.25% | Signal | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-12-07 | 2016-01-21 | Completed | 33.33% | $22.87 | $20.47 | -10.56% | Stop | |
| 2015-09-17 | 2016-01-13 | Completed | 33.33% | $21.51 | $21.33 | -0.88% | Signal | |
| 2015-08-25 | 2015-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-02-11 | 2015-08-25 | Completed | 33.33% | $14.72 | $20.72 | 40.71% | Stop | |
| 2011-12-07 | 2015-08-25 | Completed | 33.33% | $12.20 | $20.72 | 69.79% | Stop | |
| 2011-09-01 | 2015-08-25 | Completed | 33.33% | $11.79 | $20.72 | 75.65% | Stop | |
| 2013-01-14 | 2013-02-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-08-20 | 2013-01-14 | Completed | 33.33% | $14.06 | $14.36 | 2.10% | Signal | |
| 2012-07-23 | 2012-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-07 | 2012-07-23 | Completed | 33.33% | $12.20 | $13.26 | 8.69% | Signal | |
| 2011-11-02 | 2011-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-09 | 2011-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-31 | 2011-11-02 | Completed | 33.33% | $11.83 | $12.07 | 1.97% | Signal | |
| 2011-08-10 | 2011-09-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-10 | Completed | 33.33% | $9.73 | $11.09 | 13.94% | Stop | |
| 2010-11-24 | 2011-08-09 | Completed | 33.33% | $11.09 | $11.03 | -0.52% | Stop | |
| 2010-10-12 | 2011-08-09 | Completed | 33.33% | $10.56 | $11.03 | 4.38% | Stop | |
| 2010-10-11 | 2010-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-07-15 | 2010-10-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-06-01 | 2010-10-11 | Completed | 33.33% | $9.73 | $10.64 | 9.31% | Signal | |
| 2010-06-01 | 2010-07-15 | Completed | 33.33% | $9.73 | $9.84 | 1.11% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $8.39 | $10.08 | 20.13% | Stop | |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $8.39 | $10.08 | 20.13% | Stop | |
| 2009-05-13 | 2010-05-07 | Completed | 33.33% | $7.70 | $10.08 | 30.83% | Stop | |
| 2008-09-16 | 2009-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2008-03-04 | 2009-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.08% | Interest Income | |
| 2008-08-22 | 2009-05-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2008-02-14 | 2008-09-16 | Completed | 33.33% | $10.86 | $9.77 | -10.09% | Stop | |
| 2008-08-07 | 2008-08-22 | Completed | 33.33% | $10.58 | $10.82 | 2.16% | Signal | |
| 2008-07-16 | 2008-08-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-06-05 | 2008-07-16 | Completed | 33.33% | $11.52 | $10.29 | -10.74% | Stop | |
| 2008-01-18 | 2008-06-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income | |
| 2008-02-12 | 2008-03-04 | Completed | 33.33% | $10.73 | $10.57 | -1.61% | Signal | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2008-01-18 | 2008-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2006-01-26 | 2008-01-23 | Completed | 33.33% | $9.90 | $10.11 | 2.10% | Stop | |
| 2007-11-05 | 2008-01-18 | Completed | 33.33% | $11.90 | $10.59 | -11.07% | Stop | |
| 2006-09-05 | 2008-01-18 | Completed | 33.33% | $9.80 | $10.59 | 7.97% | Stop | |
| 2007-10-02 | 2007-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2006-09-05 | 2007-10-02 | Completed | 33.33% | $9.80 | $11.93 | 21.67% | 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% | $9.26 | $9.46 | 2.07% | Signal | |
| 2005-12-13 | 2006-05-25 | Completed | 33.33% | $9.86 | $9.66 | -2.01% | 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% | $9.43 | $9.58 | 1.61% | Signal | |
| 2005-05-24 | 2005-11-07 | Completed | 33.33% | $9.16 | $9.46 | 3.18% | 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% | $8.92 | $9.56 | 7.10% | Signal | |
| 2003-08-19 | 2005-07-01 | Completed | 33.33% | $8.17 | $9.06 | 10.81% | 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% | $8.80 | $8.91 | 1.23% | 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% | $7.96 | $8.72 | 9.49% | 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% | $7.73 | $9.08 | 17.38% | 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% | $7.02 | $6.49 | -7.61% | Stop | |
| 2002-09-30 | 2002-12-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |