SSO ProShares Ultra S&P 500 (2x Leveraged S&P 500)
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for SSO (ProShares Ultra S&P 500 (2x Leveraged S&P 500)) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -31.5% (compared to the benchmark's drawdown of -78.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.8%, compared to a Buy-and-Hold benchmark return of 17.4%. The strategy executed 102 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.
SSO Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 23.77% | 56.83% | 9.41% | 20.15% | 17.64% | 24.35% | 13.78% | 17.38% |
| Sharpe Ratio | 1.09 | 1.92 | 0.43 | 0.55 | 0.75 | 0.60 | 0.60 | 0.41 |
| Max Drawdown | -13.68% | -18.16% | -31.50% | -46.73% | -31.50% | -59.34% | -31.50% | -78.93% |
| % Time Invested | 95.6% | 100.0% | 84.3% | 100.0% | 89.4% | 100.0% | 86.0% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 5.0 | 0.0 | 5.8 | 0.0 | 5.7 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-05-15 | Open | Open | 33.33% | $66.94 | $69.44 | 3.73% | Mark-to-Market |
| 2026-04-22 | Open | Open | 33.33% | $61.45 | $69.44 | 13.00% | Mark-to-Market |
| 2026-04-15 | Open | Open | 33.33% | $59.13 | $69.44 | 17.44% | Mark-to-Market |
| 2026-03-23 | 2026-05-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2026-03-23 | 2026-04-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2025-04-30 | 2026-03-30 | Completed | 33.33% | $38.41 | $50.30 | 30.97% | Stop |
| 2025-09-23 | 2026-03-23 | Completed | 33.33% | $56.00 | $53.24 | -4.92% | Stop |
| 2025-05-01 | 2026-03-23 | Completed | 33.33% | $40.23 | $53.24 | 32.36% | Stop |
| 2025-06-12 | 2025-09-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2025-04-30 | 2025-06-12 | Completed | 33.33% | $38.41 | $45.69 | 18.97% | Signal |
| 2025-03-05 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-02 | 2025-04-07 | Completed | 33.33% | $40.43 | $31.14 | -22.98% | Stop |
| 2025-03-27 | 2025-04-07 | Completed | 33.33% | $42.30 | $31.14 | -26.38% | Stop |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-05 | 2025-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $42.63 | $41.05 | -3.70% | Stop |
| 2024-08-28 | 2025-03-05 | Completed | 33.33% | $42.63 | $43.74 | 2.60% | Stop |
| 2024-08-28 | 2025-03-05 | Completed | 33.33% | $42.63 | $43.74 | 2.60% | 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 |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2024-01-03 | 2024-08-06 | Completed | 33.33% | $31.24 | $36.69 | 17.42% | Stop |
| 2023-11-08 | 2024-08-06 | Completed | 33.33% | $27.13 | $36.69 | 35.24% | Stop |
| 2023-10-19 | 2024-08-06 | Completed | 33.33% | $26.44 | $36.69 | 38.75% | Stop |
| 2023-11-06 | 2024-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2022-11-21 | 2023-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 4.94% | Interest Income |
| 2023-10-19 | 2023-11-06 | Completed | 33.33% | $26.44 | $26.88 | 1.67% | Signal |
| 2023-09-27 | 2023-10-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2023-09-27 | 2023-10-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2023-05-03 | 2023-09-27 | Completed | 33.33% | $24.66 | $26.11 | 5.88% | Stop |
| 2023-04-04 | 2023-09-27 | Completed | 33.33% | $24.84 | $26.11 | 5.13% | Stop |
| 2022-05-26 | 2023-05-03 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.48% | Interest Income |
| 2023-03-13 | 2023-04-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-01-31 | 2023-03-13 | Completed | 33.33% | $23.78 | $21.31 | -10.38% | Stop |
| 2022-03-23 | 2023-01-31 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.37% | Interest Income |
| 2022-09-27 | 2022-11-21 | Completed | 33.33% | $20.61 | $23.21 | 12.64% | Signal |
| 2022-09-02 | 2022-09-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2022-07-08 | 2022-09-02 | Completed | 33.33% | $23.05 | $24.34 | 5.56% | Stop |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2022-05-18 | 2022-06-14 | Completed | 33.33% | $25.21 | $21.79 | -13.58% | Stop |
| 2022-05-17 | 2022-05-26 | Completed | 33.33% | $25.60 | $24.54 | -4.12% | Signal |
| 2022-04-26 | 2022-05-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-04-25 | 2022-05-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-02-15 | 2022-04-26 | Completed | 33.33% | $30.95 | $28.33 | -8.46% | Stop |
| 2022-03-21 | 2022-04-25 | Completed | 33.33% | $31.02 | $28.04 | -9.62% | Stop |
| 2022-03-21 | 2022-03-23 | Completed | 33.33% | $31.02 | $31.36 | 1.08% | Signal |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-02-15 | 2022-02-25 | Completed | 33.33% | $30.95 | $28.94 | -6.49% | Stop |
| 2022-02-15 | 2022-02-25 | Completed | 33.33% | $30.95 | $28.94 | -6.49% | Stop |
| 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 |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-11-20 | 2022-01-24 | Completed | 33.33% | $20.19 | $29.43 | 45.75% | Stop |
| 2020-11-20 | 2022-01-24 | Completed | 33.33% | $20.19 | $29.43 | 45.75% | Stop |
| 2020-10-14 | 2022-01-24 | Completed | 33.33% | $19.55 | $29.43 | 50.53% | Stop |
| 2020-10-29 | 2020-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-10-29 | 2020-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-10-12 | 2020-10-29 | Completed | 33.33% | $19.43 | $16.94 | -12.80% | Stop |
| 2020-10-01 | 2020-10-29 | Completed | 33.33% | $18.15 | $16.94 | -6.64% | Stop |
| 2020-09-22 | 2020-10-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-09-18 | 2020-10-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-09-09 | 2020-10-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-07-09 | 2020-09-22 | Completed | 33.33% | $16.01 | $17.22 | 7.56% | Stop |
| 2020-08-11 | 2020-09-18 | Completed | 33.33% | $18.06 | $17.95 | -0.62% | Stop |
| 2020-06-23 | 2020-09-09 | Completed | 33.33% | $15.72 | $18.06 | 14.91% | Stop |
| 2020-06-11 | 2020-08-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-06-16 | 2020-07-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-04-20 | 2020-06-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-03-23 | 2020-06-16 | Completed | 33.33% | $8.61 | $15.78 | 83.28% | Stop |
| 2020-04-16 | 2020-06-11 | Completed | 33.33% | $12.55 | $15.44 | 23.00% | Signal |
| 2020-04-16 | 2020-04-20 | Completed | 33.33% | $12.55 | $12.85 | 2.39% | Signal |
| 2020-03-24 | 2020-04-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-24 | 2020-04-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-19 | 2020-03-24 | Completed | 33.33% | $9.34 | $9.08 | -2.80% | Stop |
| 2020-03-19 | 2020-03-24 | Completed | 33.33% | $9.34 | $9.08 | -2.80% | Stop |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2020-02-26 | 2020-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-02-26 | 2020-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2019-01-11 | 2020-02-28 | Completed | 33.33% | $11.84 | $14.52 | 22.58% | Stop |
| 2019-08-28 | 2020-02-26 | Completed | 33.33% | $14.36 | $17.25 | 20.18% | Stop |
| 2019-08-28 | 2020-02-26 | Completed | 33.33% | $14.36 | $17.25 | 20.18% | Stop |
| 2019-08-06 | 2019-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-08-06 | 2019-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-06-26 | 2019-08-06 | Completed | 33.33% | $15.10 | $14.42 | -4.55% | Stop |
| 2019-06-21 | 2019-08-06 | Completed | 33.33% | $15.36 | $14.42 | -6.11% | Stop |
| 2019-06-04 | 2019-06-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2019-05-14 | 2019-06-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2019-03-27 | 2019-06-04 | Completed | 33.33% | $14.07 | $13.54 | -3.82% | Stop |
| 2019-04-08 | 2019-05-14 | Completed | 33.33% | $14.75 | $14.06 | -4.70% | Stop |
| 2019-02-07 | 2019-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2018-12-07 | 2019-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2019-01-02 | 2019-02-07 | Completed | 33.33% | $10.83 | $13.04 | 20.38% | Signal |
| 2018-12-18 | 2019-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-12-07 | 2019-01-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-11-15 | 2018-12-18 | Completed | 33.33% | $12.95 | $11.77 | -9.17% | Stop |
| 2018-11-05 | 2018-12-07 | Completed | 33.33% | $13.34 | $12.95 | -2.94% | Stop |
| 2018-11-05 | 2018-12-07 | Completed | 33.33% | $13.34 | $12.95 | -2.94% | Stop |
| 2018-10-24 | 2018-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-10-12 | 2018-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-10-12 | 2018-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-04-25 | 2018-10-24 | Completed | 33.33% | $12.52 | $13.48 | 7.68% | Stop |
| 2018-07-12 | 2018-10-12 | Completed | 33.33% | $14.03 | $13.86 | -1.20% | Stop |
| 2018-04-18 | 2018-10-12 | Completed | 33.33% | $13.30 | $13.86 | 4.25% | Stop |
| 2018-05-08 | 2018-07-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2018-04-18 | 2018-05-08 | Completed | 33.33% | $13.30 | $12.85 | -3.40% | Signal |
| 2018-04-03 | 2018-04-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2018-03-26 | 2018-04-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2018-03-26 | 2018-04-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2018-03-02 | 2018-04-03 | Completed | 33.33% | $12.82 | $12.19 | -4.92% | Stop |
| 2018-03-01 | 2018-03-26 | Completed | 33.33% | $13.39 | $12.54 | -6.36% | Stop |
| 2018-03-01 | 2018-03-26 | Completed | 33.33% | $13.39 | $12.54 | -6.36% | Stop |
| 2018-02-07 | 2018-03-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2018-02-06 | 2018-03-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2018-02-06 | 2018-03-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2016-09-13 | 2018-02-07 | Completed | 33.33% | $8.26 | $13.15 | 59.21% | Stop |
| 2016-07-07 | 2018-02-06 | Completed | 33.33% | $7.91 | $12.33 | 55.84% | Stop |
| 2016-04-27 | 2018-02-06 | Completed | 33.33% | $7.78 | $12.33 | 58.48% | Stop |
| 2016-06-17 | 2016-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2015-10-19 | 2016-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-02-03 | 2016-06-17 | Completed | 33.33% | $6.55 | $7.74 | 18.21% | Signal |
| 2016-02-29 | 2016-04-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-02-03 | 2016-02-29 | Completed | 33.33% | $6.55 | $6.78 | 3.63% | Signal |
| 2016-01-11 | 2016-02-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-01-11 | 2016-02-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-12-15 | 2016-01-11 | Completed | 33.33% | $7.46 | $6.69 | -10.31% | Stop |
| 2015-09-17 | 2016-01-11 | Completed | 33.33% | $7.11 | $6.69 | -5.85% | Stop |
| 2015-08-24 | 2015-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-09-16 | 2015-10-19 | Completed | 33.33% | $7.03 | $7.34 | 4.52% | Signal |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-08-24 | 2015-09-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-11-07 | 2015-08-25 | Completed | 33.33% | $7.34 | $6.83 | -6.94% | Stop |
| 2014-11-05 | 2015-08-24 | Completed | 33.33% | $7.30 | $6.27 | -14.15% | Stop |
| 2014-11-05 | 2015-08-24 | Completed | 33.33% | $7.30 | $6.27 | -14.15% | Stop |
| 2014-10-16 | 2014-11-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-10-14 | 2014-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-10-14 | 2014-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-06-13 | 2014-10-16 | Completed | 33.33% | $3.00 | $5.97 | 99.34% | Stop |
| 2012-12-10 | 2014-10-14 | Completed | 33.33% | $3.48 | $6.33 | 81.97% | Stop |
| 2012-12-10 | 2014-10-14 | Completed | 33.33% | $3.48 | $6.33 | 81.97% | Stop |
| 2012-11-15 | 2012-12-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-11-15 | 2012-12-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-08-29 | 2012-11-15 | Completed | 33.33% | $3.43 | $3.18 | -7.18% | Stop |
| 2012-06-12 | 2012-11-15 | Completed | 33.33% | $2.96 | $3.18 | 7.44% | Stop |
| 2012-07-12 | 2012-08-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-06-12 | 2012-07-12 | Completed | 33.33% | $2.96 | $3.06 | 3.12% | Signal |
| 2012-05-21 | 2012-06-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-05-18 | 2012-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-05-18 | 2012-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-12-19 | 2012-05-21 | Completed | 33.33% | $2.55 | $2.90 | 13.46% | Stop |
| 2012-03-14 | 2012-05-18 | Completed | 33.33% | $3.35 | $2.95 | -11.76% | Stop |
| 2011-12-23 | 2012-05-18 | Completed | 33.33% | $2.71 | $2.95 | 9.12% | Stop |
| 2011-10-14 | 2012-03-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2011-08-02 | 2011-12-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-11-25 | 2011-12-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-10-17 | 2011-11-25 | Completed | 33.33% | $2.56 | $2.30 | -9.90% | Stop |
| 2011-09-23 | 2011-10-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-10-05 | 2011-10-14 | Completed | 33.33% | $2.18 | $2.56 | 17.06% | Signal |
| 2011-09-13 | 2011-10-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-26 | 2011-09-23 | Completed | 33.33% | $2.31 | $2.18 | -5.64% | Stop |
| 2011-08-25 | 2011-09-13 | Completed | 33.33% | $2.43 | $2.35 | -3.25% | Stop |
| 2011-08-04 | 2011-08-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-03 | 2011-08-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-07-27 | 2011-08-04 | Completed | 33.33% | $2.19 | $2.72 | 24.03% | Stop |
| 2011-07-06 | 2011-08-03 | Completed | 33.33% | $3.14 | $2.78 | -11.63% | Stop |
| 2011-07-06 | 2011-08-02 | Completed | 33.33% | $3.14 | $2.87 | -8.52% | Signal |
| 2011-06-13 | 2011-07-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-06-13 | 2011-07-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-04-08 | 2011-06-13 | Completed | 33.33% | $3.15 | $2.86 | -9.24% | Stop |
| 2011-04-08 | 2011-06-13 | Completed | 33.33% | $3.15 | $2.86 | -9.24% | Stop |
| 2011-03-17 | 2011-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-03-17 | 2011-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-12-10 | 2011-03-17 | Completed | 33.33% | $2.68 | $2.86 | 6.67% | Stop |
| 2010-10-08 | 2011-03-17 | Completed | 33.33% | $2.36 | $2.86 | 21.41% | Stop |
| 2010-11-17 | 2010-12-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-11-08 | 2010-11-17 | Completed | 33.33% | $2.61 | $2.44 | -6.69% | Stop |
| 2010-10-05 | 2010-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-06-30 | 2010-10-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2010-09-17 | 2010-10-05 | Completed | 33.33% | $2.24 | $2.30 | 3.04% | Signal |
| 2010-08-25 | 2010-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-07-23 | 2010-08-25 | Completed | 33.33% | $2.08 | $1.91 | -8.07% | Stop |
| 2010-07-02 | 2010-07-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-06-30 | 2010-07-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-06-01 | 2010-07-02 | Completed | 33.33% | $2.05 | $1.86 | -9.16% | Stop |
| 2010-06-01 | 2010-06-30 | Completed | 33.33% | $2.05 | $1.89 | -7.78% | Stop |
| 2010-06-01 | 2010-06-30 | Completed | 33.33% | $2.05 | $1.89 | -7.78% | Stop |
| 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 |
| 2010-02-24 | 2010-05-07 | Completed | 33.33% | $2.13 | $2.23 | 4.80% | Stop |
| 2010-02-24 | 2010-05-07 | Completed | 33.33% | $2.13 | $2.23 | 4.80% | Stop |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $1.59 | $2.23 | 40.70% | Stop |
| 2010-02-01 | 2010-02-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-02-01 | 2010-02-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-07-30 | 2010-02-01 | Completed | 33.33% | $1.72 | $2.06 | 20.00% | Stop |
| 2009-07-22 | 2010-02-01 | Completed | 33.33% | $1.59 | $2.06 | 29.91% | Stop |
| 2009-07-08 | 2009-07-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2008-06-25 | 2009-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2008-06-13 | 2009-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2009-05-28 | 2009-07-08 | Completed | 33.33% | $1.44 | $1.38 | -3.64% | Stop |
| 2008-07-28 | 2009-05-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2008-07-23 | 2008-07-28 | Completed | 33.33% | $3.46 | $3.32 | -3.87% | Signal |
| 2008-06-30 | 2008-07-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2008-06-17 | 2008-06-30 | Completed | 33.33% | $3.96 | $3.47 | -12.29% | Stop |
| 2008-06-17 | 2008-06-25 | Completed | 33.33% | $3.96 | $3.69 | -6.79% | Signal |
| 2008-06-13 | 2008-06-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2008-06-13 | 2008-06-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |