SPY SPDR S&P 500 ETF Trust
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for SPY (SPDR S&P 500 ETF Trust) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -19.0% (compared to the benchmark's drawdown of -55.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.5%, compared to a Buy-and-Hold benchmark return of 11.2%. The strategy executed 68 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.
SPY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 23.02% | 29.70% | 10.45% | 14.08% | 14.80% | 15.56% | 11.50% | 11.22% |
| Sharpe Ratio | 1.88 | 2.21 | 0.85 | 0.78 | 1.09 | 0.81 | 0.87 | 0.56 |
| Max Drawdown | -8.88% | -8.88% | -17.63% | -24.50% | -17.63% | -33.72% | -18.98% | -55.19% |
| % Time Invested | 100.0% | 100.0% | 92.5% | 100.0% | 95.3% | 100.0% | 90.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 2.0 | 0.0 | 2.2 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-05-14 | Open | Open | 33.33% | $743.65 | $756.48 | 1.73% | Mark-to-Market |
| 2025-09-10 | Open | Open | 33.33% | $648.12 | $756.48 | 16.72% | Mark-to-Market |
| 2025-04-30 | Open | Open | 33.33% | $541.36 | $756.48 | 39.74% | Mark-to-Market |
| 2026-05-04 | 2026-05-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2026-04-07 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-05-01 | 2026-04-07 | Completed | 33.33% | $554.02 | $656.65 | 18.52% | Signal |
| 2025-07-17 | 2025-09-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2025-04-30 | 2025-07-17 | Completed | 33.33% | $541.36 | $619.15 | 14.37% | Signal |
| 2025-03-28 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2023-11-08 | 2025-04-07 | Completed | 33.33% | $424.11 | $483.65 | 14.04% | Stop |
| 2023-04-19 | 2025-04-07 | Completed | 33.33% | $396.68 | $483.65 | 21.92% | Stop |
| 2024-01-04 | 2025-03-28 | Completed | 33.33% | $455.76 | $559.12 | 22.68% | Signal |
| 2023-11-03 | 2024-01-04 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2023-06-02 | 2023-11-08 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.75% | Interest Income |
| 2023-01-27 | 2023-11-03 | Completed | 33.33% | $386.97 | $419.84 | 8.49% | Signal |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-04 | 2023-04-19 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | 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 | 2023-01-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2022-11-18 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.12% | 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 |
| 2022-10-25 | 2022-11-18 | Completed | 33.33% | $361.47 | $379.55 | 5.00% | Signal |
| 2022-10-04 | 2022-10-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-10-03 | 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 |
| 2022-06-02 | 2022-10-03 | Completed | 33.33% | $387.42 | $344.57 | -11.06% | Stop |
| 2022-05-10 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-05-10 | 2022-06-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-03-21 | 2022-05-10 | Completed | 33.33% | $420.47 | $382.76 | -8.97% | Stop |
| 2020-04-01 | 2022-05-10 | Completed | 33.33% | $227.95 | $382.76 | 67.91% | Stop |
| 2022-03-02 | 2022-03-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-02-25 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2022-02-25 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-08-11 | 2022-02-25 | Completed | 33.33% | $311.01 | $405.27 | 30.31% | Stop |
| 2020-06-25 | 2022-02-25 | Completed | 33.33% | $280.19 | $405.27 | 44.64% | Stop |
| 2020-06-29 | 2020-08-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-24 | 2020-06-29 | Completed | 33.33% | $215.49 | $278.29 | 29.14% | Signal |
| 2020-06-02 | 2020-06-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2020-04-08 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2020-03-24 | 2020-04-08 | Completed | 33.33% | $215.49 | $246.32 | 14.31% | 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% | $233.93 | $260.12 | 11.20% | 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% | $259.53 | $272.52 | 5.01% | Stop |
| 2019-03-28 | 2020-03-02 | Completed | 33.33% | $252.55 | $272.52 | 7.91% | Stop |
| 2019-03-04 | 2019-04-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2019-03-04 | 2019-03-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2019-02-13 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2019-01-11 | 2019-02-13 | Completed | 33.33% | $231.11 | $246.67 | 6.73% | 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 |
| 2011-08-31 | 2018-12-21 | Completed | 33.33% | $94.30 | $221.30 | 134.68% | Stop |
| 2016-06-29 | 2018-12-18 | Completed | 33.33% | $174.93 | $229.34 | 31.10% | Stop |
| 2018-07-11 | 2018-12-04 | Completed | 33.33% | $246.01 | $248.22 | 0.89% | Signal |
| 2018-05-21 | 2018-07-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2016-04-29 | 2018-05-21 | Completed | 33.33% | $175.63 | $241.26 | 37.37% | Signal |
| 2016-04-04 | 2016-06-29 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2016-04-04 | 2016-04-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | 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 |
| 2016-02-25 | 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 |
| 2015-12-15 | 2016-02-25 | Completed | 33.33% | $171.99 | $163.75 | -4.80% | Signal |
| 2015-11-06 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2015-11-03 | 2015-12-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2015-09-17 | 2015-11-06 | Completed | 33.33% | $167.19 | $176.23 | 5.40% | Signal |
| 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 |
| 2015-08-25 | 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 |
| 2012-08-29 | 2015-08-25 | Completed | 33.33% | $111.29 | $163.36 | 46.79% | Stop |
| 2012-03-08 | 2015-08-25 | Completed | 33.33% | $106.34 | $163.36 | 53.62% | Stop |
| 2012-07-11 | 2012-08-29 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2011-12-22 | 2012-07-11 | Completed | 33.33% | $97.08 | $105.54 | 8.72% | Signal |
| 2012-01-04 | 2012-03-08 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.85% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2011-12-22 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-10-17 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-08-04 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-08-30 | 2011-10-17 | Completed | 33.33% | $93.04 | $94.42 | 1.48% | Signal |
| 2011-08-09 | 2011-08-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-08 | 2011-08-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-07-27 | 2011-08-09 | Completed | 33.33% | $84.68 | $87.84 | 3.73% | Stop |
| 2010-11-08 | 2011-08-08 | Completed | 33.33% | $92.85 | $90.02 | -3.04% | Stop |
| 2010-10-11 | 2011-08-04 | Completed | 33.33% | $88.58 | $95.81 | 8.16% | Signal |
| 2010-11-02 | 2010-11-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-10-12 | 2010-11-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2010-06-01 | 2010-10-12 | Completed | 33.33% | $81.40 | $88.24 | 8.40% | Signal |
| 2010-09-02 | 2010-10-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2010-07-16 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-07-02 | 2010-07-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-06-01 | 2010-07-16 | Completed | 33.33% | $81.40 | $82.35 | 1.16% | Signal |
| 2009-11-11 | 2010-07-02 | Completed | 33.33% | $82.09 | $77.84 | -5.19% | Stop |
| 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 |
| 2009-08-18 | 2010-05-07 | Completed | 33.33% | $72.98 | $84.63 | 15.96% | Stop |
| 2009-05-29 | 2010-05-07 | Completed | 33.33% | $67.33 | $84.63 | 25.68% | Stop |
| 2009-10-02 | 2009-11-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2009-07-02 | 2009-10-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-07-02 | 2009-08-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | 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 | 2009-05-29 | 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 |
| 2008-09-03 | 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 |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-07-29 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2008-07-24 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-06-13 | 2008-07-29 | Completed | 33.33% | $97.00 | $89.42 | -7.82% | Signal |
| 2008-02-14 | 2008-07-24 | Completed | 33.33% | $97.80 | $92.56 | -5.35% | Signal |
| 2008-06-03 | 2008-06-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2008-01-10 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2008-01-02 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2008-01-23 | 2008-02-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2003-03-21 | 2008-01-23 | Completed | 33.33% | $58.23 | $90.76 | 55.85% | Stop |
| 2006-11-16 | 2008-01-10 | Completed | 33.33% | $97.93 | $99.75 | 1.86% | Signal |
| 2007-12-03 | 2008-01-02 | Completed | 33.33% | $105.26 | $104.64 | -0.60% | Signal |
| 2007-09-18 | 2007-12-03 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2006-09-19 | 2007-09-18 | Completed | 33.33% | $92.13 | $105.22 | 14.21% | Signal |
| 2006-10-06 | 2006-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2004-12-17 | 2006-10-06 | Completed | 33.33% | $80.82 | $94.10 | 16.44% | Signal |
| 2006-06-22 | 2006-09-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2005-12-23 | 2006-06-22 | Completed | 33.33% | $87.28 | $86.74 | -0.61% | Signal |
| 2005-11-09 | 2005-12-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2005-06-22 | 2005-11-09 | Completed | 33.33% | $82.97 | $83.60 | 0.76% | Signal |
| 2005-05-04 | 2005-06-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2004-11-05 | 2005-05-04 | Completed | 33.33% | $78.58 | $79.22 | 0.82% | Signal |
| 2004-10-26 | 2004-12-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2004-06-07 | 2004-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2003-03-21 | 2004-10-26 | Completed | 33.33% | $58.23 | $73.93 | 26.96% | Signal |
| 2003-05-21 | 2004-06-07 | Completed | 33.33% | $60.40 | $75.56 | 25.09% | Signal |
| 2003-03-20 | 2003-05-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2001-08-22 | 2003-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.66% | Interest Income |
| 2001-08-22 | 2003-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.66% | Interest Income |
| 2003-03-11 | 2003-03-20 | Completed | 33.33% | $53.22 | $57.04 | 7.18% | Signal |
| 2003-02-14 | 2003-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2002-12-31 | 2003-02-14 | Completed | 33.33% | $57.47 | $53.80 | -6.39% | Stop |
| 2002-04-17 | 2002-12-31 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.12% | Interest Income |
| 2002-01-10 | 2002-04-17 | Completed | 33.33% | $74.38 | $73.11 | -1.71% | Signal |
| 2001-08-27 | 2002-01-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2001-07-18 | 2001-08-27 | Completed | 33.33% | $76.96 | $75.94 | -1.32% | Signal |
| 2001-08-03 | 2001-08-22 | Completed | 33.33% | $78.11 | $74.53 | -4.58% | Stop |
| 2001-08-03 | 2001-08-22 | Completed | 33.33% | $78.11 | $74.53 | -4.58% | Stop |
| 2001-02-28 | 2001-08-03 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.66% | Interest Income |
| 2000-10-17 | 2001-08-03 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.73% | Interest Income |
| 2000-10-18 | 2001-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.53% | Interest Income |
| 2001-01-17 | 2001-02-28 | Completed | 33.33% | $85.60 | $80.46 | -6.00% | Signal |
| 2000-12-21 | 2001-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1998-09-24 | 2000-12-21 | Completed | 33.33% | $65.86 | $79.99 | 21.46% | Stop |
| 2000-05-19 | 2000-10-18 | Completed | 33.33% | $89.79 | $83.94 | -6.52% | Signal |
| 2000-05-10 | 2000-10-17 | Completed | 33.33% | $88.49 | $87.62 | -0.99% | Signal |
| 2000-04-17 | 2000-05-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2000-04-17 | 2000-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1999-11-19 | 2000-04-17 | Completed | 33.33% | $89.24 | $85.14 | -4.59% | Stop |
| 1999-02-03 | 2000-04-17 | Completed | 33.33% | $78.12 | $85.14 | 8.99% | Stop |
| 1999-10-04 | 1999-11-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.67% | Interest Income |
| 1998-12-11 | 1999-10-04 | Completed | 33.33% | $72.13 | $80.96 | 12.24% | Signal |
| 1999-01-08 | 1999-02-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-09-23 | 1999-01-08 | Completed | 33.33% | $64.35 | $79.67 | 23.82% | Signal |
| 1998-08-31 | 1998-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.25% | Interest Income |
| 1998-09-01 | 1998-09-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-08-31 | 1998-09-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1995-05-25 | 1998-09-01 | Completed | 33.33% | $30.84 | $59.30 | 92.28% | Stop |
| 1997-11-20 | 1998-08-31 | Completed | 33.33% | $58.25 | $64.04 | 9.95% | Stop |
| 1997-11-20 | 1998-08-31 | Completed | 33.33% | $58.25 | $64.04 | 9.95% | Stop |
| 1997-10-29 | 1997-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1997-10-29 | 1997-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1996-10-14 | 1997-10-29 | Completed | 33.33% | $42.28 | $56.53 | 33.71% | Stop |
| 1995-01-23 | 1997-10-29 | Completed | 33.33% | $26.77 | $56.53 | 111.14% | Stop |
| 1996-09-06 | 1996-10-14 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1995-03-01 | 1996-09-06 | Completed | 33.33% | $28.36 | $39.03 | 37.64% | Signal |
| 1995-01-19 | 1995-05-25 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.00% | Interest Income |
| 1995-01-19 | 1995-03-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 1995-01-19 | 1995-01-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |