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DASHBOARDS: Portfolio Hub Market Pulse Performance Compare Studio

TLT

iShares 20+ Year Treasury Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-11
Executive Summary
The quantitative backtest for TLT (iShares 20+ Year Treasury Bond ETF) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -19.1% (compared to the benchmark's drawdown of -48.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.2%, compared to a Buy-and-Hold benchmark return of 3.1%. The strategy executed 192 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

🛡️ TLT Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-19.1% (vs -48.4% B&H)
+29.3% shallower drawdown
Downside Efficiency
0.41 Sortino
+0.09 vs 0.32 B&H
Capital Sheltered from Risk
47.6% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.

📊 TLT Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-6.12%-8.67%-13.73%-43.70%-19.06%-48.35%-19.06%-48.35%
Sharpe Ratio-0.59-0.73-0.20-0.560.03-0.160.350.21
Sortino Ratio-0.75-1.13-0.22-0.880.03-0.230.410.32
CAGR-3.36%-6.39%-1.44%-8.37%0.20%-2.29%3.16%3.08%
% Time Invested53.7%100.0%36.4%100.0%43.5%100.0%52.4%100.0%
Trades / Year6.00.07.20.08.40.08.10.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of TLT under the Excess Return MMA strategy (Trading) versus Buy & Hold. The strategy produced a 3.2% CAGR with a -19.1% Max Drawdown across 192 trade signals (compared to Buy & Hold's 3.1% CAGR and -48.4% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for TLT under Excess Return MMA strategy in Trading context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for TLT under Excess Return MMA (Trading). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.

Diversifier Asset Category 1Y Correlation (r) Action
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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 DateExit DateTypeAllocationEntry PriceExit PriceNet 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.
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2026-05-05 2026-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2026-04-06 2026-06-01 Interest (CASH) 33.33% $1.00 $1.01 0.56% Interest Income
2026-02-06 2026-06-01 Interest (CASH) 33.33% $1.00 $1.01 1.13% Interest Income
2026-04-30 2026-05-05 Completed 33.33% $84.26 $83.84 -0.55% Signal
2026-03-25 2026-04-30 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2026-02-20 2026-04-06 Completed 33.33% $87.36 $84.86 -2.91% Signal
2026-02-17 2026-03-25 Completed 33.33% $87.58 $84.77 -3.26% Signal
2025-12-05 2026-02-20 Interest (CASH) 33.33% $1.00 $1.01 0.73% Interest Income
2025-11-19 2026-02-17 Interest (CASH) 33.33% $1.00 $1.01 0.86% Interest Income
2025-09-26 2026-02-06 Completed 33.33% $85.09 $85.17 0.04% Signal
2025-07-10 2025-12-05 Completed 33.33% $82.40 $85.58 3.81% Signal
2025-08-19 2025-11-19 Completed 33.33% $82.35 $85.93 4.29% Signal
2024-12-13 2025-09-26 Interest (CASH) 33.33% $1.00 $1.03 3.33% Interest Income
2025-07-28 2025-08-19 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-06-24 2025-07-28 Completed 33.33% $81.75 $81.60 -0.23% Signal
2025-04-10 2025-07-10 Interest (CASH) 33.33% $1.00 $1.01 1.04% Interest Income
2025-04-10 2025-06-24 Interest (CASH) 33.33% $1.00 $1.01 0.85% Interest Income
2025-02-27 2025-04-10 Completed 33.33% $85.12 $82.34 -3.31% Stop
2025-02-07 2025-04-10 Completed 33.33% $83.19 $82.34 -1.07% Stop
2024-10-08 2025-02-27 Interest (CASH) 33.33% $1.00 $1.02 1.68% Interest Income
2024-12-20 2025-02-07 Interest (CASH) 33.33% $1.00 $1.01 0.52% Interest Income
2024-12-09 2024-12-20 Completed 33.33% $86.96 $82.23 -5.49% Stop
2024-11-04 2024-12-13 Completed 33.33% $85.09 $84.01 -1.31% Signal
2024-10-08 2024-12-09 Interest (CASH) 33.33% $1.00 $1.01 0.78% 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% $91.02 $85.90 -5.67% Stop
2024-08-15 2024-10-08 Completed 33.33% $88.02 $86.74 -1.51% Stop
2024-06-10 2024-10-08 Completed 33.33% $82.55 $86.74 5.03% Stop
2024-07-24 2024-08-15 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2024-05-07 2024-08-05 Interest (CASH) 33.33% $1.00 $1.01 1.29% Interest Income
2024-05-21 2024-07-24 Completed 33.33% $82.92 $84.26 1.55% Signal
2024-02-14 2024-06-10 Interest (CASH) 33.33% $1.00 $1.02 1.70% Interest Income
2024-04-05 2024-05-21 Interest (CASH) 33.33% $1.00 $1.01 0.68% Interest Income
2024-05-03 2024-05-07 Completed 33.33% $81.30 $82.17 1.03% 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% $83.80 $81.42 -2.89% Stop
2024-03-18 2024-04-05 Completed 33.33% $83.26 $82.60 -0.84% Signal
2024-01-18 2024-03-18 Interest (CASH) 33.33% $1.00 $1.01 0.87% Interest Income
2024-02-09 2024-02-14 Completed 33.33% $83.92 $82.61 -1.61% Signal
2024-01-18 2024-02-09 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-05-22 2024-01-26 Interest (CASH) 33.33% $1.00 $1.04 3.70% Interest Income
2023-11-30 2024-01-18 Completed 33.33% $81.53 $84.28 3.31% Stop
2023-11-15 2024-01-18 Completed 33.33% $78.91 $84.28 6.75% Stop
2023-05-22 2023-11-30 Interest (CASH) 33.33% $1.00 $1.03 2.88% Interest Income
2023-07-17 2023-11-15 Interest (CASH) 33.33% $1.00 $1.02 1.86% Interest Income
2023-06-28 2023-07-17 Completed 33.33% $90.31 $88.64 -1.89% Signal
2023-05-03 2023-06-28 Interest (CASH) 33.33% $1.00 $1.01 0.79% Interest Income
2023-04-10 2023-05-22 Completed 33.33% $93.52 $88.19 -5.75% Signal
2023-02-15 2023-05-22 Completed 33.33% $89.51 $88.19 -1.53% Signal
2023-03-23 2023-05-03 Completed 33.33% $91.30 $92.32 1.07% Signal
2023-02-17 2023-04-10 Interest (CASH) 33.33% $1.00 $1.01 0.64% Interest Income
2023-02-17 2023-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.43% Interest Income
2023-01-26 2023-02-17 Completed 33.33% $92.38 $87.40 -5.44% Stop
2023-01-20 2023-02-17 Completed 33.33% $92.23 $87.40 -5.28% Stop
2021-12-29 2023-02-15 Interest (CASH) 33.33% $1.00 $1.03 2.64% Interest Income
2022-12-27 2023-01-26 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2022-12-27 2023-01-20 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2022-12-06 2022-12-27 Completed 33.33% $91.61 $86.65 -5.46% Stop
2022-11-21 2022-12-27 Completed 33.33% $86.40 $86.65 0.23% Stop
2022-08-23 2022-12-06 Interest (CASH) 33.33% $1.00 $1.01 1.07% Interest Income
2022-08-22 2022-11-21 Interest (CASH) 33.33% $1.00 $1.01 0.91% Interest Income
2022-08-01 2022-08-23 Completed 33.33% $100.77 $95.60 -5.17% Stop
2022-07-15 2022-08-22 Completed 33.33% $98.54 $96.18 -2.44% Stop
2022-01-04 2022-08-01 Interest (CASH) 33.33% $1.00 $1.01 0.53% Interest Income
2022-01-04 2022-07-15 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2021-11-22 2022-01-04 Completed 33.33% $123.88 $120.98 -2.39% Stop
2021-11-05 2022-01-04 Completed 33.33% $124.82 $120.98 -3.13% Stop
2021-07-08 2021-12-29 Completed 33.33% $124.50 $123.76 -0.64% Signal
2021-10-04 2021-11-22 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-10-01 2021-11-05 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-05-07 2021-10-04 Completed 33.33% $116.83 $121.43 3.88% Signal
2021-09-24 2021-10-01 Completed 33.33% $123.94 $121.58 -1.95% Signal
2021-09-01 2021-09-24 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-06-15 2021-09-01 Completed 33.33% $117.59 $125.13 6.37% Signal
2020-11-02 2021-07-08 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2021-05-21 2021-06-15 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-04-19 2021-05-21 Completed 33.33% $115.53 $114.80 -0.68% Signal
2020-08-28 2021-05-07 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2020-12-17 2021-04-19 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-12-09 2020-12-17 Completed 33.33% $129.74 $131.19 1.06% Signal
2020-10-08 2020-12-09 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-10-29 2020-11-02 Completed 33.33% $132.93 $131.39 -1.21% Signal
2020-10-07 2020-10-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-09-30 2020-10-08 Completed 33.33% $135.49 $132.30 -2.41% Signal
2020-06-29 2020-10-07 Completed 33.33% $135.73 $131.96 -2.83% Stop
2020-08-27 2020-09-30 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-07-17 2020-08-28 Completed 33.33% $137.88 $133.50 -3.23% Stop
2020-07-02 2020-08-27 Completed 33.33% $134.12 $135.96 1.33% Signal
2020-06-04 2020-07-17 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-05-19 2020-07-02 Interest (CASH) 33.33% $1.00 $1.00 0.02% 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% $138.42 $127.30 -8.08% Stop
2020-04-03 2020-06-04 Completed 33.33% $138.42 $130.85 -5.52% Stop
2020-04-03 2020-05-19 Completed 33.33% $138.42 $133.64 -3.50% Signal
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% $125.04 $134.08 7.18% Stop
2020-02-03 2020-03-12 Completed 33.33% $118.69 $134.08 12.91% Stop
2020-01-24 2020-03-12 Completed 33.33% $115.61 $134.08 15.93% Stop
2020-01-14 2020-02-27 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2020-01-09 2020-02-03 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-12-31 2020-01-24 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-12-03 2020-01-14 Completed 33.33% $114.30 $112.96 -1.22% Signal
2019-12-30 2020-01-09 Completed 33.33% $111.09 $111.18 0.03% Signal
2019-12-05 2019-12-31 Completed 33.33% $113.17 $111.35 -1.66% Signal
2019-10-17 2019-12-30 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2019-10-31 2019-12-05 Interest (CASH) 33.33% $1.00 $1.00 0.15% 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% $118.60 $110.12 -7.20% Stop
2019-10-14 2019-10-31 Completed 33.33% $115.07 $114.26 -0.76% Signal
2019-10-08 2019-10-17 Completed 33.33% $118.60 $113.48 -4.37% Signal
2019-09-16 2019-10-14 Interest (CASH) 33.33% $1.00 $1.00 0.14% 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
2019-08-21 2019-09-16 Completed 33.33% $117.29 $111.95 -4.61% Stop
2018-12-11 2019-09-16 Completed 33.33% $94.80 $111.95 18.04% Stop
2018-12-11 2019-09-16 Completed 33.33% $94.80 $111.95 18.04% Stop
2019-07-30 2019-08-21 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2019-05-24 2019-07-30 Completed 33.33% $102.77 $106.77 3.84% Signal
2019-05-02 2019-05-24 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2019-04-05 2019-05-02 Completed 33.33% $99.39 $99.64 0.21% Signal
2019-03-14 2019-04-05 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2019-03-01 2019-03-14 Completed 33.33% $95.73 $97.62 1.93% Signal
2019-02-06 2019-03-01 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-11-30 2019-02-06 Completed 33.33% $91.67 $97.15 5.93% Signal
2018-10-08 2018-12-11 Interest (CASH) 33.33% $1.00 $1.00 0.41% Interest Income
2018-08-16 2018-12-11 Interest (CASH) 33.33% $1.00 $1.01 0.71% Interest Income
2018-09-20 2018-11-30 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
2018-07-30 2018-10-08 Completed 33.33% $93.73 $89.60 -4.45% Stop
2018-08-28 2018-09-20 Completed 33.33% $95.53 $92.25 -3.48% Signal
2018-08-03 2018-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2018-06-22 2018-08-16 Completed 33.33% $94.38 $95.38 1.00% Signal
2018-06-06 2018-08-03 Completed 33.33% $93.59 $93.82 0.19% Signal
2018-01-31 2018-07-30 Interest (CASH) 33.33% $1.00 $1.01 0.89% Interest Income
2018-05-17 2018-06-22 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2018-05-02 2018-06-06 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2018-04-10 2018-05-17 Completed 33.33% $94.83 $91.45 -3.61% Signal
2018-03-22 2018-05-02 Completed 33.33% $93.93 $93.03 -1.01% Signal
2018-01-22 2018-04-10 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2018-01-09 2018-03-22 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2017-05-11 2018-01-31 Completed 33.33% $91.76 $95.54 4.06% Signal
2017-11-08 2018-01-22 Completed 33.33% $98.02 $95.99 -2.12% Signal
2017-12-06 2018-01-09 Completed 33.33% $99.21 $97.05 -2.24% Signal
2017-11-13 2017-12-06 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2017-11-07 2017-11-13 Completed 33.33% $97.74 $96.64 -1.18% Signal
2017-10-17 2017-11-08 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-10-03 2017-11-07 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2017-08-29 2017-10-17 Completed 33.33% $98.86 $96.89 -2.04% Signal
2017-08-11 2017-10-03 Completed 33.33% $96.79 $95.75 -1.12% Signal
2017-08-07 2017-08-29 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2017-07-20 2017-08-11 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-04-13 2017-08-07 Completed 33.33% $94.20 $96.07 1.93% Signal
2017-06-09 2017-07-20 Completed 33.33% $95.08 $96.36 1.29% Signal
2017-05-17 2017-06-09 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2017-04-05 2017-05-17 Completed 33.33% $92.00 $93.77 1.88% Signal
2016-11-11 2017-05-11 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2017-03-15 2017-04-13 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2017-03-14 2017-04-05 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2017-01-31 2017-03-15 Completed 33.33% $90.50 $89.52 -1.13% Signal
2017-03-10 2017-03-14 Completed 33.33% $89.20 $88.92 -0.37% Signal
2017-02-15 2017-03-10 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2017-01-12 2017-02-15 Completed 33.33% $93.13 $90.26 -3.13% Signal
2016-09-13 2017-01-31 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2016-09-13 2017-01-12 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2016-10-10 2016-11-11 Completed 33.33% $100.09 $92.82 -7.31% Stop
2016-09-16 2016-10-10 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-10-07 2016-09-16 Completed 33.33% $90.37 $101.21 11.94% Stop
2016-09-08 2016-09-13 Completed 33.33% $104.43 $102.18 -2.20% Signal
2015-12-29 2016-09-13 Completed 33.33% $90.12 $102.18 13.33% Signal
2016-08-16 2016-09-08 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-05-31 2016-08-16 Completed 33.33% $96.30 $104.33 8.28% Signal
2016-05-06 2016-05-31 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-04-13 2016-05-06 Completed 33.33% $97.35 $97.67 0.27% Signal
2016-03-21 2016-04-13 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-12-11 2016-03-21 Completed 33.33% $90.92 $95.34 4.81% Signal
2015-11-24 2015-12-29 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-11-11 2015-12-11 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-10-22 2015-11-24 Completed 33.33% $91.32 $89.16 -2.42% Signal
2015-10-09 2015-11-11 Completed 33.33% $89.75 $87.28 -2.81% Signal
2015-09-17 2015-10-22 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-09-17 2015-10-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-06-04 2015-10-07 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-08-03 2015-09-17 Completed 33.33% $89.63 $87.30 -2.65% Stop
2015-07-22 2015-09-17 Completed 33.33% $87.01 $87.30 0.28% Stop
2015-05-05 2015-08-03 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-05-01 2015-07-22 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-05-28 2015-06-04 Completed 33.33% $89.18 $86.27 -3.30% Signal
2015-05-05 2015-05-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-04-16 2015-05-05 Completed 33.33% $95.04 $89.44 -5.95% Stop
2015-03-11 2015-05-05 Completed 33.33% $91.53 $89.44 -2.34% Stop
2015-03-27 2015-05-01 Completed 33.33% $94.27 $90.80 -3.73% Signal
2015-03-16 2015-04-16 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-02-11 2015-03-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-03-06 2015-03-16 Completed 33.33% $90.38 $92.75 2.57% Signal
2015-02-17 2015-03-11 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-02-11 2015-03-06 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-02-14 2015-02-17 Completed 33.33% $74.92 $92.47 23.36% Stop
2014-12-12 2015-02-11 Completed 33.33% $90.39 $93.84 3.76% Stop
2014-01-24 2015-02-11 Completed 33.33% $75.16 $93.84 24.79% Stop
2014-11-19 2014-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-16 2014-11-19 Completed 33.33% $89.02 $85.47 -4.04% Signal
2014-09-24 2014-10-16 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-07-17 2014-09-24 Completed 33.33% $81.32 $82.48 1.37% Signal
2014-06-24 2014-07-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-01-16 2014-06-24 Completed 33.33% $73.52 $79.63 8.26% Signal
2013-07-08 2014-02-14 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2013-12-04 2014-01-24 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-11-20 2014-01-16 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-10-14 2013-12-04 Completed 33.33% $73.24 $71.81 -2.00% Signal
2013-09-30 2013-11-20 Completed 33.33% $73.93 $72.76 -1.63% Signal
2013-05-15 2013-10-14 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2013-05-15 2013-09-30 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-06-17 2013-07-08 Completed 33.33% $78.45 $73.84 -5.93% Signal
2012-11-07 2013-06-17 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2013-04-19 2013-05-15 Completed 33.33% $84.20 $80.67 -4.25% Stop
2013-04-05 2013-05-15 Completed 33.33% $84.16 $80.67 -4.20% Stop
2013-03-27 2013-04-19 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-01-07 2013-04-05 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2013-03-13 2013-03-27 Completed 33.33% $78.76 $80.85 2.60% Signal
2012-12-20 2013-03-13 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-11-30 2013-01-07 Completed 33.33% $85.03 $80.55 -5.32% Stop
2012-12-04 2012-12-20 Completed 33.33% $84.88 $82.35 -3.03% Signal
2012-11-09 2012-12-04 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-11-07 2012-11-30 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-09-26 2012-11-09 Completed 33.33% $84.23 $85.13 1.02% Signal
2012-09-26 2012-11-07 Completed 33.33% $84.23 $83.99 -0.33% Signal
2012-09-10 2012-11-07 Completed 33.33% $83.64 $83.99 0.37% Signal
2012-08-10 2012-09-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-08-10 2012-09-26 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% $86.36 $82.46 -4.56% Stop
2012-05-01 2012-08-10 Completed 33.33% $78.74 $85.16 8.10% Stop
2012-04-17 2012-08-10 Completed 33.33% $77.95 $85.16 9.19% Stop
2012-03-14 2012-06-05 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-01-24 2012-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-01-24 2012-04-17 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2011-11-04 2012-03-14 Completed 33.33% $76.41 $75.19 -1.65% Stop
2011-11-17 2012-01-24 Completed 33.33% $77.94 $77.50 -0.61% Stop
2011-11-02 2012-01-24 Completed 33.33% $77.01 $77.50 0.59% Stop
2011-10-11 2011-11-17 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
2011-10-11 2011-11-02 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-05-18 2011-10-13 Completed 33.33% $62.40 $75.76 21.34% Stop
2011-08-01 2011-10-11 Completed 33.33% $63.79 $77.25 21.04% Stop
2011-03-22 2011-10-11 Completed 33.33% $59.65 $77.25 29.43% Stop
2011-07-08 2011-08-01 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-03-08 2011-07-08 Completed 33.33% $57.92 $61.91 6.84% Signal
2010-12-16 2011-05-18 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2010-10-25 2011-03-22 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2010-10-27 2011-03-08 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2010-11-09 2010-12-16 Completed 33.33% $62.45 $57.92 -7.30% Stop
2010-10-18 2010-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-10-13 2010-10-27 Completed 33.33% $64.69 $63.00 -2.66% Signal
2010-10-11 2010-10-25 Completed 33.33% $65.80 $64.54 -1.96% Signal
2010-05-24 2010-10-18 Completed 33.33% $61.39 $63.96 4.13% Stop
2010-09-17 2010-10-13 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-09-17 2010-10-11 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-05-06 2010-09-17 Completed 33.33% $58.55 $64.12 9.47% Stop
2010-04-29 2010-09-17 Completed 33.33% $56.30 $64.12 13.84% Stop
2010-01-14 2010-05-24 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2010-03-26 2010-05-06 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2010-03-31 2010-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-03-26 2010-03-31 Completed 33.33% $54.66 $55.08 0.72% Signal
2010-03-04 2010-03-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-02-24 2010-03-26 Completed 33.33% $55.72 $54.66 -1.96% Signal
2010-02-01 2010-03-04 Completed 33.33% $56.43 $56.15 -0.55% Signal
2009-10-27 2010-02-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2009-12-22 2010-02-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-01-06 2010-01-14 Completed 33.33% $55.29 $55.00 -0.58% Signal
2009-12-11 2010-01-06 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-12-03 2009-12-22 Completed 33.33% $57.70 $55.48 -3.89% Signal
2009-10-08 2009-12-11 Completed 33.33% $60.54 $56.12 -7.35% Stop
2009-10-27 2009-12-03 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-08-21 2009-10-27 Completed 33.33% $57.70 $57.05 -1.17% Stop
2009-07-22 2009-10-27 Completed 33.33% $56.16 $57.05 1.54% Stop
2009-04-30 2009-10-08 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2009-07-24 2009-08-21 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-07-06 2009-07-24 Completed 33.33% $56.55 $54.72 -3.29% Stop
2009-04-30 2009-07-22 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2009-04-28 2009-07-06 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2009-04-20 2009-04-30 Completed 33.33% $61.13 $58.36 -4.58% Signal
2009-01-29 2009-04-30 Completed 33.33% $62.35 $58.36 -6.45% Stop
2009-03-31 2009-04-28 Completed 33.33% $62.38 $60.45 -3.14% Signal
2009-02-13 2009-04-20 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2009-01-06 2009-03-31 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2009-01-29 2009-02-13 Completed 33.33% $62.35 $61.56 -1.30% Signal
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
2008-12-10 2009-01-06 Completed 33.33% $65.56 $65.93 0.51% Stop
2008-11-21 2009-01-06 Completed 33.33% $60.57 $65.93 8.78% Stop
2008-07-01 2009-01-06 Completed 33.33% $53.61 $65.93 22.92% Stop
2008-11-17 2008-12-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2008-10-20 2008-11-21 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2008-11-11 2008-11-17 Completed 33.33% $55.86 $56.13 0.44% Signal
2008-10-20 2008-11-11 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-09-02 2008-10-20 Completed 33.33% $54.17 $54.60 0.75% Stop
2008-07-01 2008-10-20 Completed 33.33% $53.61 $54.60 1.80% Stop
2008-08-08 2008-09-02 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2008-07-01 2008-08-08 Completed 33.33% $53.61 $53.34 -0.55% Signal
2008-05-30 2008-07-01 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2008-05-14 2008-07-01 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
2008-04-28 2008-07-01 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2007-09-26 2008-05-30 Completed 33.33% $48.76 $51.75 6.08% Stop
2008-04-01 2008-05-14 Completed 33.33% $54.24 $52.82 -2.66% Signal
2008-03-19 2008-04-28 Completed 33.33% $54.19 $52.36 -3.41% Signal
2008-03-07 2008-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2008-02-20 2008-03-19 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2007-08-02 2008-03-07 Completed 33.33% $48.33 $53.15 9.90% Signal
2008-01-24 2008-02-20 Completed 33.33% $54.04 $51.43 -4.88% Signal
2007-12-31 2008-01-24 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2007-11-02 2007-12-31 Completed 33.33% $50.75 $52.48 3.35% Signal
2007-10-11 2007-11-02 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2007-07-19 2007-10-11 Completed 33.33% $46.87 $48.89 4.27% Signal
2007-03-16 2007-09-26 Interest (CASH) 33.33% $1.00 $1.02 2.47% Interest Income
2007-04-23 2007-08-02 Interest (CASH) 33.33% $1.00 $1.01 1.35% Interest Income
2007-05-29 2007-07-19 Interest (CASH) 33.33% $1.00 $1.01 0.67% Interest Income
2007-05-10 2007-05-29 Completed 33.33% $48.42 $47.39 -2.19% Signal
2007-04-05 2007-05-10 Interest (CASH) 33.33% $1.00 $1.00 0.46% Interest Income
2007-03-09 2007-04-23 Completed 33.33% $48.60 $48.11 -1.07% Signal
2007-02-27 2007-04-05 Completed 33.33% $48.61 $48.08 -1.14% Signal
2006-07-17 2007-03-16 Completed 33.33% $44.80 $48.76 8.78% Signal
2007-01-18 2007-03-09 Interest (CASH) 33.33% $1.00 $1.01 0.70% Interest Income
2006-12-29 2007-02-27 Interest (CASH) 33.33% $1.00 $1.01 0.76% Interest Income
2006-08-18 2007-01-18 Completed 33.33% $45.91 $47.44 3.29% Signal
2006-11-17 2006-12-29 Completed 33.33% $47.97 $47.67 -0.69% Signal
2006-10-26 2006-11-17 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2006-07-31 2006-10-26 Completed 33.33% $45.15 $47.04 4.14% Signal
2006-07-27 2006-08-18 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2006-07-07 2006-07-31 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2006-06-23 2006-07-27 Completed 33.33% $43.92 $45.07 2.57% Signal
2006-04-04 2006-07-17 Interest (CASH) 33.33% $1.00 $1.01 1.35% Interest Income
2006-06-07 2006-07-07 Completed 33.33% $44.50 $44.40 -0.29% Signal
2006-02-28 2006-06-23 Interest (CASH) 33.33% $1.00 $1.02 1.50% Interest Income
2006-02-08 2006-06-07 Interest (CASH) 33.33% $1.00 $1.02 1.51% Interest Income
2006-03-22 2006-04-04 Completed 33.33% $46.07 $45.18 -1.99% Signal
2005-10-17 2006-03-22 Interest (CASH) 33.33% $1.00 $1.02 1.77% Interest Income
2005-12-21 2006-02-28 Completed 33.33% $46.47 $47.08 1.25% Signal
2005-12-02 2006-02-08 Completed 33.33% $45.83 $47.01 2.54% Signal
2005-10-11 2005-12-21 Interest (CASH) 33.33% $1.00 $1.01 0.77% Interest Income
2005-09-29 2005-12-02 Interest (CASH) 33.33% $1.00 $1.01 0.68% Interest Income
2004-08-06 2005-10-17 Completed 33.33% $41.72 $46.01 10.23% Signal
2005-09-16 2005-10-11 Completed 33.33% $46.78 $46.73 -0.16% Signal
2005-08-31 2005-09-29 Completed 33.33% $48.14 $46.94 -2.55% Signal
2005-08-04 2005-09-16 Interest (CASH) 33.33% $1.00 $1.00 0.41% Interest Income
2005-07-21 2005-08-31 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2005-05-02 2005-08-04 Completed 33.33% $46.04 $46.77 1.52% Signal
2005-04-19 2005-07-21 Completed 33.33% $45.48 $47.04 3.39% Signal
2005-03-23 2005-05-02 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2005-03-09 2005-04-19 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2004-12-29 2005-03-23 Completed 33.33% $43.12 $43.42 0.63% Stop
2004-12-16 2005-03-09 Completed 33.33% $44.11 $44.24 0.23% Signal
2004-12-06 2004-12-29 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2004-11-23 2004-12-16 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2004-07-06 2004-12-06 Completed 33.33% $40.67 $42.94 5.51% Signal
2004-06-18 2004-11-23 Completed 33.33% $39.64 $43.25 9.06% Signal
2004-06-10 2004-08-06 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2004-04-14 2004-07-06 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2004-04-14 2004-06-18 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2004-05-07 2004-06-10 Completed 33.33% $38.86 $38.97 0.23% Signal
2004-04-15 2004-05-07 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2003-12-24 2004-04-15 Completed 33.33% $40.37 $40.24 -0.37% Stop
2003-12-08 2004-04-14 Completed 33.33% $40.10 $39.92 -0.50% Stop
2003-11-18 2004-04-14 Completed 33.33% $39.99 $39.92 -0.23% Stop
2003-09-08 2003-12-24 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
2003-11-13 2003-12-08 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2003-10-27 2003-11-18 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2003-09-29 2003-11-13 Completed 33.33% $40.14 $39.35 -2.02% Signal
2003-09-12 2003-10-27 Completed 33.33% $39.22 $39.44 0.52% Signal
2003-07-07 2003-09-29 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2003-07-07 2003-09-12 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2003-07-30 2003-09-08 Completed 33.33% $38.28 $38.58 0.72% Signal
2003-07-08 2003-07-30 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2003-02-10 2003-07-08 Completed 33.33% $39.43 $41.34 4.79% Stop
2003-05-13 2003-07-07 Completed 33.33% $41.22 $41.27 0.07% Stop
2003-05-01 2003-07-07 Completed 33.33% $40.45 $41.27 1.98% Stop
2003-04-17 2003-05-13 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2003-04-03 2003-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2003-02-10 2003-04-17 Completed 33.33% $39.43 $39.81 0.89% Signal
2003-02-10 2003-04-03 Completed 33.33% $39.43 $39.36 -0.24% Signal
2003-02-06 2003-02-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2003-02-06 2003-02-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2003-02-06 2003-02-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where TLT ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

📊 View Full 40-Asset Backtest Matrix → 🛠️ Build Custom Portfolio with TLT → ⚖️ Compare TLT vs Non-Correlated Assets →