TLT
iShares 20+ Year Treasury Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-12
Executive Summary
The quantitative backtest for TLT (iShares 20+ Year Treasury Bond ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -23.3% (compared to the benchmark's drawdown of -48.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.4%, compared to a Buy-and-Hold benchmark return of 3.4%. 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.
TLT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 2.23% | 2.88% | 0.86% | -6.39% | 0.49% | -1.76% | 3.37% | 3.39% |
| Sharpe Ratio | 0.66 | 0.30 | 0.16 | -0.42 | 0.06 | -0.12 | 0.34 | 0.23 |
| Max Drawdown | -2.30% | -7.58% | -8.79% | -43.70% | -19.65% | -48.35% | -23.27% | -48.35% |
| % Time Invested | 65.5% | 100.0% | 45.1% | 100.0% | 61.4% | 100.0% | 75.2% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 3.0 | 0.0 | 4.5 | 0.0 | 4.7 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-06-01 | Open | Open | 33.33% | $84.93 | $85.77 | 0.99% | Mark-to-Market |
| 2026-06-01 | Open | Open | 33.33% | $84.93 | $85.77 | 0.99% | Mark-to-Market |
| 2026-05-12 | Open | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Mark-to-Market |
| 2026-02-05 | 2026-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2024-10-11 | 2026-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.07 | 6.76% | Interest Income |
| 2025-11-21 | 2026-05-12 | Completed | 33.33% | $87.33 | $84.86 | -2.84% | Signal |
| 2025-09-29 | 2026-02-05 | Completed | 33.33% | $86.37 | $85.64 | -0.84% | Signal |
| 2025-02-12 | 2025-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.29% | Interest Income |
| 2024-12-12 | 2025-09-29 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.37% | Interest Income |
| 2025-01-21 | 2025-02-12 | Completed | 33.33% | $82.58 | $82.31 | -0.33% | Signal |
| 2024-12-24 | 2025-01-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-11-04 | 2024-12-24 | Completed | 33.33% | $86.07 | $81.78 | -4.98% | Stop |
| 2024-11-04 | 2024-12-12 | Completed | 33.33% | $86.07 | $85.77 | -0.35% | Signal |
| 2024-10-11 | 2024-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-10-11 | 2024-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-08-05 | 2024-10-11 | Completed | 33.33% | $92.07 | $86.90 | -5.62% | Stop |
| 2024-08-05 | 2024-10-11 | Completed | 33.33% | $92.07 | $86.90 | -5.62% | Stop |
| 2024-08-05 | 2024-10-11 | Completed | 33.33% | $92.07 | $86.90 | -5.62% | Stop |
| 2024-06-11 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2024-05-07 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2021-08-18 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.11 | 10.85% | Interest Income |
| 2024-05-31 | 2024-06-11 | Completed | 33.33% | $82.74 | $83.53 | 0.95% | Signal |
| 2022-03-15 | 2024-05-31 | Interest (CASH) | 33.33% | $1.00 | $1.10 | 9.75% | Interest Income |
| 2024-05-03 | 2024-05-07 | Completed | 33.33% | $82.24 | $83.13 | 1.08% | Signal |
| 2024-04-11 | 2024-05-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2024-01-26 | 2024-04-11 | Completed | 33.33% | $84.78 | $82.36 | -2.85% | Stop |
| 2023-05-23 | 2024-01-26 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.68% | Interest Income |
| 2023-02-15 | 2023-05-23 | Completed | 33.33% | $90.55 | $88.49 | -2.28% | Stop |
| 2021-12-29 | 2023-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.64% | Interest Income |
| 2022-01-28 | 2022-03-15 | Completed | 33.33% | $121.09 | $113.53 | -6.24% | Stop |
| 2022-01-05 | 2022-01-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-07-08 | 2022-01-05 | Completed | 33.33% | $125.94 | $122.83 | -2.47% | Stop |
| 2021-07-08 | 2021-12-29 | Completed | 33.33% | $125.94 | $125.19 | -0.59% | Signal |
| 2021-03-01 | 2021-08-18 | Completed | 33.33% | $118.33 | $125.95 | 6.44% | Signal |
| 2021-01-20 | 2021-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-11-02 | 2021-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2021-02-04 | 2021-03-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-10-29 | 2021-02-04 | Completed | 33.33% | $134.47 | $125.33 | -6.80% | Stop |
| 2020-10-29 | 2021-01-20 | Completed | 33.33% | $134.47 | $127.56 | -5.14% | Signal |
| 2020-10-29 | 2020-11-02 | Completed | 33.33% | $134.47 | $132.91 | -1.16% | Signal |
| 2020-10-07 | 2020-10-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-10-07 | 2020-10-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-10-07 | 2020-10-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-06-29 | 2020-10-07 | Completed | 33.33% | $137.30 | $133.49 | -2.78% | Stop |
| 2020-06-29 | 2020-10-07 | Completed | 33.33% | $137.30 | $133.49 | -2.78% | Stop |
| 2020-06-29 | 2020-10-07 | Completed | 33.33% | $137.30 | $133.49 | -2.78% | Stop |
| 2020-06-05 | 2020-06-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-06-05 | 2020-06-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-06-05 | 2020-06-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-04-03 | 2020-06-05 | Completed | 33.33% | $140.02 | $128.77 | -8.03% | Stop |
| 2020-04-03 | 2020-06-05 | Completed | 33.33% | $140.02 | $128.77 | -8.03% | Stop |
| 2020-04-03 | 2020-06-05 | Completed | 33.33% | $140.02 | $128.77 | -8.03% | Stop |
| 2020-03-12 | 2020-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-12 | 2020-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-12 | 2020-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-02-27 | 2020-03-12 | Completed | 33.33% | $126.49 | $135.64 | 7.24% | Stop |
| 2019-12-03 | 2020-03-12 | Completed | 33.33% | $115.62 | $135.64 | 17.31% | Stop |
| 2019-12-03 | 2020-03-12 | Completed | 33.33% | $115.62 | $135.64 | 17.31% | Stop |
| 2020-01-14 | 2020-02-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2019-12-03 | 2020-01-14 | Completed | 33.33% | $115.62 | $114.27 | -1.17% | Signal |
| 2019-11-08 | 2019-12-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-11-08 | 2019-12-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-11-08 | 2019-12-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-10-08 | 2019-11-08 | Completed | 33.33% | $119.98 | $111.39 | -7.16% | Stop |
| 2019-10-08 | 2019-11-08 | Completed | 33.33% | $119.98 | $111.39 | -7.16% | Stop |
| 2019-10-08 | 2019-11-08 | Completed | 33.33% | $119.98 | $111.39 | -7.16% | Stop |
| 2019-09-16 | 2019-10-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-09-16 | 2019-10-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-09-16 | 2019-10-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2018-12-11 | 2019-09-16 | Completed | 33.33% | $95.90 | $113.25 | 18.09% | Stop |
| 2018-12-11 | 2019-09-16 | Completed | 33.33% | $95.90 | $113.25 | 18.09% | Stop |
| 2018-12-11 | 2019-09-16 | Completed | 33.33% | $95.90 | $113.25 | 18.09% | Stop |
| 2018-10-08 | 2018-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2018-03-13 | 2018-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2018-02-08 | 2018-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2018-07-27 | 2018-10-08 | Completed | 33.33% | $95.50 | $90.64 | -5.09% | Stop |
| 2018-02-06 | 2018-07-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2018-03-01 | 2018-03-13 | Completed | 33.33% | $93.53 | $93.44 | -0.10% | Signal |
| 2018-02-06 | 2018-03-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2017-11-07 | 2018-02-08 | Completed | 33.33% | $98.88 | $93.02 | -5.93% | Stop |
| 2017-06-05 | 2018-02-06 | Completed | 33.33% | $96.82 | $94.91 | -1.97% | Stop |
| 2017-05-11 | 2018-02-06 | Completed | 33.33% | $92.82 | $94.91 | 2.25% | Stop |
| 2017-07-24 | 2017-11-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2016-12-06 | 2017-07-24 | Completed | 33.33% | $91.31 | $97.45 | 6.72% | Signal |
| 2017-01-12 | 2017-06-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2016-11-11 | 2017-05-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2016-12-06 | 2017-01-12 | Completed | 33.33% | $91.31 | $94.21 | 3.17% | Signal |
| 2016-11-11 | 2016-12-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2016-11-11 | 2016-12-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2016-10-10 | 2016-11-11 | Completed | 33.33% | $101.25 | $93.89 | -7.27% | Stop |
| 2016-10-10 | 2016-11-11 | Completed | 33.33% | $101.25 | $93.89 | -7.27% | Stop |
| 2016-10-10 | 2016-11-11 | Completed | 33.33% | $101.25 | $93.89 | -7.27% | Stop |
| 2016-09-16 | 2016-10-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-09-16 | 2016-10-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-09-16 | 2016-10-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-01-14 | 2016-09-16 | Completed | 33.33% | $93.25 | $102.39 | 9.80% | Stop |
| 2015-10-07 | 2016-09-16 | Completed | 33.33% | $91.42 | $102.39 | 12.00% | Stop |
| 2015-05-28 | 2016-09-16 | Completed | 33.33% | $90.21 | $102.39 | 13.50% | Stop |
| 2015-09-04 | 2016-01-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-06-04 | 2015-10-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-05-28 | 2015-09-04 | Completed | 33.33% | $90.21 | $90.96 | 0.83% | Signal |
| 2015-05-28 | 2015-06-04 | Completed | 33.33% | $90.21 | $87.27 | -3.25% | Signal |
| 2015-05-05 | 2015-05-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-05-05 | 2015-05-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-05-05 | 2015-05-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-03-11 | 2015-05-05 | Completed | 33.33% | $92.59 | $90.47 | -2.29% | Stop |
| 2015-03-11 | 2015-05-05 | Completed | 33.33% | $92.59 | $90.47 | -2.29% | Stop |
| 2015-03-11 | 2015-05-05 | Completed | 33.33% | $92.59 | $90.47 | -2.29% | Stop |
| 2015-02-17 | 2015-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-02-17 | 2015-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-02-17 | 2015-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-10-17 | 2015-02-17 | Completed | 33.33% | $87.92 | $93.54 | 6.39% | Stop |
| 2014-04-25 | 2015-02-17 | Completed | 33.33% | $79.68 | $93.54 | 17.39% | Stop |
| 2014-02-14 | 2015-02-17 | Completed | 33.33% | $75.79 | $93.54 | 23.43% | Stop |
| 2013-08-20 | 2014-10-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2013-03-05 | 2014-04-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2013-07-08 | 2014-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2013-06-20 | 2013-08-20 | Completed | 33.33% | $77.08 | $71.96 | -6.65% | Stop |
| 2013-06-17 | 2013-07-08 | Completed | 33.33% | $79.36 | $74.69 | -5.88% | Signal |
| 2013-05-29 | 2013-06-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-11-07 | 2013-06-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2013-01-30 | 2013-05-29 | Completed | 33.33% | $80.31 | $79.58 | -0.90% | Stop |
| 2013-01-30 | 2013-03-05 | Completed | 33.33% | $80.31 | $81.63 | 1.64% | Signal |
| 2013-01-07 | 2013-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2013-01-07 | 2013-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-09-10 | 2013-01-07 | Completed | 33.33% | $84.61 | $81.48 | -3.70% | Stop |
| 2012-09-10 | 2013-01-07 | Completed | 33.33% | $84.61 | $81.48 | -3.70% | Stop |
| 2012-09-10 | 2012-11-07 | Completed | 33.33% | $84.61 | $84.97 | 0.42% | Signal |
| 2012-08-16 | 2012-09-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-08-16 | 2012-09-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-08-16 | 2012-09-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-06-05 | 2012-08-16 | Completed | 33.33% | $87.36 | $83.42 | -4.51% | Stop |
| 2012-04-05 | 2012-08-16 | Completed | 33.33% | $76.46 | $83.42 | 9.10% | Stop |
| 2012-04-05 | 2012-08-16 | Completed | 33.33% | $76.46 | $83.42 | 9.10% | Stop |
| 2012-03-14 | 2012-06-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2012-03-14 | 2012-04-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-03-14 | 2012-04-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-11-04 | 2012-03-14 | Completed | 33.33% | $77.30 | $76.06 | -1.60% | Stop |
| 2011-11-04 | 2012-03-14 | Completed | 33.33% | $77.30 | $76.06 | -1.60% | Stop |
| 2011-11-04 | 2012-03-14 | Completed | 33.33% | $77.30 | $76.06 | -1.60% | Stop |
| 2011-10-13 | 2011-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-10-13 | 2011-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-10-13 | 2011-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-04 | 2011-10-13 | Completed | 33.33% | $67.83 | $76.64 | 12.98% | Stop |
| 2011-05-18 | 2011-10-13 | Completed | 33.33% | $63.13 | $76.64 | 21.41% | Stop |
| 2010-12-09 | 2011-10-13 | Completed | 33.33% | $60.24 | $76.64 | 27.22% | Stop |
| 2011-03-11 | 2011-08-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-12-16 | 2011-05-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2011-01-10 | 2011-03-11 | Completed | 33.33% | $59.79 | $59.84 | 0.09% | Signal |
| 2010-12-16 | 2011-01-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-11-09 | 2010-12-16 | Completed | 33.33% | $63.17 | $58.59 | -7.25% | Stop |
| 2010-11-09 | 2010-12-16 | Completed | 33.33% | $63.17 | $58.59 | -7.25% | Stop |
| 2010-11-16 | 2010-12-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-10-25 | 2010-11-16 | Completed | 33.33% | $65.29 | $60.87 | -6.76% | Stop |
| 2010-10-18 | 2010-11-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-10-18 | 2010-11-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-03-16 | 2010-10-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2010-06-29 | 2010-10-18 | Completed | 33.33% | $63.31 | $64.70 | 2.19% | Stop |
| 2010-05-24 | 2010-10-18 | Completed | 33.33% | $62.11 | $64.70 | 4.18% | Stop |
| 2009-07-24 | 2010-06-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2010-01-14 | 2010-05-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2010-01-06 | 2010-03-16 | Completed | 33.33% | $55.93 | $56.55 | 1.11% | Signal |
| 2010-01-06 | 2010-01-14 | Completed | 33.33% | $55.93 | $55.64 | -0.53% | Signal |
| 2009-12-11 | 2010-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-12-11 | 2010-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-10-08 | 2009-12-11 | Completed | 33.33% | $61.24 | $56.77 | -7.30% | Stop |
| 2009-05-22 | 2009-12-11 | Completed | 33.33% | $56.70 | $56.77 | 0.12% | Stop |
| 2009-04-30 | 2009-10-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2009-05-22 | 2009-07-24 | Completed | 33.33% | $56.70 | $55.35 | -2.38% | Signal |
| 2009-04-30 | 2009-05-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-04-30 | 2009-05-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-01-29 | 2009-04-30 | Completed | 33.33% | $63.07 | $59.03 | -6.40% | Stop |
| 2009-01-29 | 2009-04-30 | Completed | 33.33% | $63.07 | $59.03 | -6.40% | Stop |
| 2009-01-29 | 2009-04-30 | Completed | 33.33% | $63.07 | $59.03 | -6.40% | Stop |
| 2009-01-06 | 2009-01-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-01-06 | 2009-01-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-01-06 | 2009-01-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2008-07-01 | 2009-01-06 | Completed | 33.33% | $54.23 | $66.69 | 22.98% | Stop |
| 2008-06-23 | 2009-01-06 | Completed | 33.33% | $52.51 | $66.69 | 27.00% | Stop |
| 2008-06-23 | 2009-01-06 | Completed | 33.33% | $52.51 | $66.69 | 27.00% | Stop |
| 2008-05-30 | 2008-07-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2008-05-30 | 2008-06-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2008-05-30 | 2008-06-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2007-11-28 | 2008-05-30 | Completed | 33.33% | $53.67 | $52.35 | -2.46% | Stop |
| 2007-09-27 | 2008-05-30 | Completed | 33.33% | $49.67 | $52.35 | 5.39% | Stop |
| 2006-07-18 | 2008-05-30 | Completed | 33.33% | $45.18 | $52.35 | 15.87% | Stop |
| 2007-06-12 | 2007-11-28 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.96% | Interest Income |
| 2007-03-16 | 2007-09-27 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.49% | Interest Income |
| 2006-07-17 | 2007-06-12 | Completed | 33.33% | $45.32 | $46.12 | 1.77% | Stop |
| 2006-07-17 | 2007-03-16 | Completed | 33.33% | $45.32 | $49.33 | 8.83% | Signal |
| 2006-06-23 | 2006-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2006-04-05 | 2006-07-17 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2006-01-05 | 2006-07-17 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.44% | Interest Income |
| 2006-05-03 | 2006-06-23 | Completed | 33.33% | $44.15 | $44.43 | 0.64% | Signal |
| 2006-04-10 | 2006-05-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2005-11-30 | 2006-04-10 | Completed | 33.33% | $46.69 | $44.89 | -3.86% | Stop |
| 2006-03-17 | 2006-04-05 | Completed | 33.33% | $46.66 | $45.70 | -2.05% | Signal |
| 2005-10-18 | 2006-03-17 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.70% | Interest Income |
| 2005-11-30 | 2006-01-05 | Completed | 33.33% | $46.69 | $47.91 | 2.62% | Signal |
| 2005-11-07 | 2005-11-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2005-11-07 | 2005-11-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2004-10-27 | 2005-11-07 | Completed | 33.33% | $44.25 | $45.76 | 3.41% | Stop |
| 2004-07-26 | 2005-11-07 | Completed | 33.33% | $41.28 | $45.76 | 10.86% | Stop |
| 2004-08-06 | 2005-10-18 | Completed | 33.33% | $42.21 | $46.57 | 10.33% | Signal |
| 2004-09-02 | 2004-10-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2004-07-26 | 2004-09-02 | Completed | 33.33% | $41.28 | $42.84 | 3.80% | Signal |
| 2004-07-22 | 2004-08-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2004-07-22 | 2004-07-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2004-07-22 | 2004-07-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |