VMBS
Vanguard Mortgage-Backed Securities Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VMBS (Vanguard Mortgage-Backed Securities Index Fund ETF) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -5.3% (compared to the benchmark's drawdown of -17.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.1%, compared to a Buy-and-Hold benchmark return of 1.9%. The strategy executed 93 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.
Available in Investing Mode
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
Available in Investing Mode
VMBS Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.46% | 4.82% | 2.94% | 0.35% | 2.16% | 1.27% | 2.08% | 1.94% |
| Sharpe Ratio | 1.35 | 1.11 | 0.89 | 0.05 | 0.69 | 0.23 | 0.74 | 0.42 |
| Max Drawdown | -2.36% | -2.68% | -3.20% | -17.12% | -5.30% | -17.46% | -5.30% | -17.46% |
| % Time Invested | 90.5% | 100.0% | 69.3% | 100.0% | 76.8% | 100.0% | 83.3% | 100.0% |
| Trades / Year | 6.0 | 0.0 | 6.2 | 0.0 | 5.9 | 0.0 | 5.8 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 2025-08-21 | 2026-05-19 | Completed | 33.33% | $44.50 | $45.73 | 2.70% | Signal | |
| 2026-04-23 | 2026-05-14 | Completed | 33.33% | $46.61 | $46.56 | -0.15% | Signal | |
| 2026-03-23 | 2026-04-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2026-01-08 | 2026-03-31 | Completed | 33.33% | $46.17 | $46.32 | 0.28% | Signal | |
| 2025-12-15 | 2026-03-23 | Completed | 33.33% | $45.89 | $46.07 | 0.36% | Signal | |
| 2025-12-15 | 2026-01-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-11-19 | 2025-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-06-27 | 2025-12-15 | Completed | 33.33% | $44.15 | $45.89 | 3.88% | Signal | |
| 2025-06-23 | 2025-11-19 | Completed | 33.33% | $43.81 | $45.76 | 4.41% | Signal | |
| 2025-07-29 | 2025-08-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2025-04-22 | 2025-07-29 | Completed | 33.33% | $43.20 | $44.13 | 2.11% | Signal | |
| 2025-05-02 | 2025-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2025-04-11 | 2025-06-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.82% | Interest Income | |
| 2025-02-26 | 2025-05-02 | Completed | 33.33% | $43.55 | $43.71 | 0.32% | Signal | |
| 2024-12-20 | 2025-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.37% | Interest Income | |
| 2025-02-07 | 2025-04-11 | Completed | 33.33% | $42.95 | $42.78 | -0.43% | Signal | |
| 2024-10-23 | 2025-02-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.46% | Interest Income | |
| 2024-12-31 | 2025-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2024-12-09 | 2024-12-31 | Completed | 33.33% | $43.23 | $42.60 | -1.51% | Signal | |
| 2024-07-12 | 2024-12-20 | Completed | 33.33% | $42.11 | $42.63 | 1.18% | Signal | |
| 2024-10-11 | 2024-12-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 2024-06-07 | 2024-10-23 | Completed | 33.33% | $41.35 | $42.74 | 3.30% | Signal | |
| 2024-05-20 | 2024-10-11 | Completed | 33.33% | $41.18 | $43.12 | 4.66% | Signal | |
| 2024-05-09 | 2024-07-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.91% | Interest Income | |
| 2024-02-20 | 2024-06-07 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.62% | Interest Income | |
| 2024-04-09 | 2024-05-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2024-01-24 | 2024-05-09 | Completed | 33.33% | $41.41 | $40.85 | -1.40% | Signal | |
| 2024-03-25 | 2024-04-09 | Completed | 33.33% | $41.41 | $41.03 | -0.98% | Signal | |
| 2024-01-29 | 2024-03-25 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.82% | Interest Income | |
| 2023-11-30 | 2024-02-20 | Completed | 33.33% | $40.18 | $40.92 | 1.79% | Signal | |
| 2023-11-16 | 2024-01-29 | Completed | 33.33% | $39.56 | $41.42 | 4.63% | Signal | |
| 2023-05-16 | 2024-01-24 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.74% | Interest Income | |
| 2023-05-24 | 2023-11-30 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.83% | Interest Income | |
| 2023-05-03 | 2023-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.95% | Interest Income | |
| 2023-04-14 | 2023-05-24 | Completed | 33.33% | $40.91 | $40.53 | -0.99% | Signal | |
| 2023-02-13 | 2023-05-16 | Completed | 33.33% | $40.53 | $40.77 | 0.53% | Signal | |
| 2023-03-28 | 2023-05-03 | Completed | 33.33% | $40.53 | $41.17 | 1.53% | Signal | |
| 2023-03-03 | 2023-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2023-02-23 | 2023-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2022-12-02 | 2023-03-03 | Completed | 33.33% | $40.12 | $39.77 | -0.91% | Signal | |
| 2023-02-08 | 2023-02-23 | Completed | 33.33% | $40.76 | $40.11 | -1.64% | Signal | |
| 2021-11-09 | 2023-02-13 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.61% | Interest Income | |
| 2023-01-17 | 2023-02-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2022-11-17 | 2023-01-17 | Completed | 33.33% | $39.38 | $40.81 | 3.58% | Signal | |
| 2022-09-14 | 2022-12-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income | |
| 2022-08-31 | 2022-11-17 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.79% | Interest Income | |
| 2022-08-01 | 2022-09-14 | Completed | 33.33% | $42.38 | $40.22 | -5.14% | Signal | |
| 2022-07-19 | 2022-08-31 | Completed | 33.33% | $41.33 | $41.11 | -0.58% | Signal | |
| 2021-09-29 | 2022-08-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2022-06-17 | 2022-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2022-06-02 | 2022-06-17 | Completed | 33.33% | $41.64 | $40.42 | -2.98% | Signal | |
| 2021-10-01 | 2022-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2021-08-27 | 2021-11-09 | Completed | 33.33% | $45.36 | $45.32 | -0.15% | Signal | |
| 2021-09-22 | 2021-10-01 | Completed | 33.33% | $45.33 | $45.33 | -0.06% | Signal | |
| 2021-07-28 | 2021-09-29 | Completed | 33.33% | $45.42 | $45.24 | -0.46% | Signal | |
| 2021-08-30 | 2021-09-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-07-16 | 2021-08-30 | Completed | 33.33% | $45.31 | $45.42 | 0.20% | Signal | |
| 2021-03-31 | 2021-08-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-06-14 | 2021-07-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-05-24 | 2021-07-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-05-07 | 2021-06-14 | Completed | 33.33% | $45.46 | $45.27 | -0.46% | Signal | |
| 2021-04-22 | 2021-05-24 | Completed | 33.33% | $45.45 | $45.23 | -0.52% | Signal | |
| 2021-03-01 | 2021-05-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-02-23 | 2021-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-01-22 | 2021-03-31 | Completed | 33.33% | $45.66 | $45.12 | -1.25% | Signal | |
| 2020-12-02 | 2021-03-01 | Completed | 33.33% | $45.57 | $45.42 | -0.38% | Signal | |
| 2020-11-18 | 2021-02-23 | Completed | 33.33% | $45.51 | $45.45 | -0.17% | Signal | |
| 2020-11-23 | 2021-01-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-10-09 | 2020-12-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2018-12-07 | 2020-11-23 | Completed | 33.33% | $40.95 | $45.47 | 10.96% | Signal | |
| 2020-09-18 | 2020-11-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-08-11 | 2020-10-09 | Completed | 33.33% | $45.60 | $45.42 | -0.46% | Signal | |
| 2020-08-03 | 2020-09-18 | Completed | 33.33% | $45.57 | $45.50 | -0.20% | Signal | |
| 2020-07-16 | 2020-08-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-26 | 2020-08-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-14 | 2020-07-16 | Completed | 33.33% | $45.05 | $45.46 | 0.86% | Signal | |
| 2020-04-14 | 2020-06-26 | Completed | 33.33% | $45.05 | $45.45 | 0.84% | Signal | |
| 2020-03-20 | 2020-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-20 | 2020-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-11-27 | 2020-03-20 | Completed | 33.33% | $43.90 | $43.35 | -1.32% | Stop | |
| 2018-12-07 | 2020-03-20 | Completed | 33.33% | $40.95 | $43.35 | 5.79% | Stop | |
| 2019-11-05 | 2019-11-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-05-24 | 2019-11-05 | Completed | 33.33% | $42.57 | $43.89 | 3.04% | Signal | |
| 2019-05-02 | 2019-05-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-30 | 2019-05-02 | Completed | 33.33% | $40.77 | $42.31 | 3.74% | Signal | |
| 2018-10-10 | 2018-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2018-09-20 | 2018-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2018-09-18 | 2018-11-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2018-08-21 | 2018-10-10 | Completed | 33.33% | $40.87 | $40.30 | -1.44% | Signal | |
| 2018-06-27 | 2018-09-20 | Completed | 33.33% | $40.68 | $40.50 | -0.49% | Signal | |
| 2018-08-29 | 2018-09-18 | Completed | 33.33% | $40.84 | $40.64 | -0.54% | Signal | |
| 2018-08-07 | 2018-08-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2017-12-21 | 2018-08-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.17% | Interest Income | |
| 2018-06-08 | 2018-08-07 | Completed | 33.33% | $40.49 | $40.72 | 0.53% | Signal | |
| 2018-05-10 | 2018-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2018-04-27 | 2018-06-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2018-04-17 | 2018-05-10 | Completed | 33.33% | $40.55 | $40.38 | -0.48% | Signal | |
| 2018-03-27 | 2018-04-27 | Completed | 33.33% | $40.45 | $40.32 | -0.35% | Signal | |
| 2017-10-20 | 2018-04-17 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2017-10-05 | 2018-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2017-05-09 | 2017-12-21 | Completed | 33.33% | $40.52 | $40.94 | 0.98% | Signal | |
| 2017-08-17 | 2017-10-20 | Completed | 33.33% | $40.99 | $41.00 | -0.04% | Signal | |
| 2017-08-04 | 2017-10-05 | Completed | 33.33% | $40.95 | $41.14 | 0.41% | Signal | |
| 2017-07-25 | 2017-08-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2017-07-06 | 2017-08-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2017-04-13 | 2017-07-25 | Completed | 33.33% | $40.63 | $40.83 | 0.45% | Signal | |
| 2017-04-06 | 2017-07-06 | Completed | 33.33% | $40.50 | $40.63 | 0.28% | Signal | |
| 2016-12-06 | 2017-05-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2017-03-21 | 2017-04-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2017-03-14 | 2017-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2017-02-06 | 2017-03-21 | Completed | 33.33% | $40.24 | $40.13 | -0.32% | Signal | |
| 2017-01-18 | 2017-03-14 | Completed | 33.33% | $40.19 | $39.87 | -0.87% | Signal | |
| 2016-11-10 | 2017-02-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2016-10-26 | 2017-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2015-09-30 | 2016-12-06 | Completed | 33.33% | $39.59 | $40.12 | 1.29% | Signal | |
| 2016-01-11 | 2016-11-10 | Completed | 33.33% | $39.75 | $40.65 | 2.22% | Signal | |
| 2016-04-14 | 2016-10-26 | Completed | 33.33% | $40.31 | $40.87 | 1.34% | Signal | |
| 2016-03-22 | 2016-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-12-16 | 2016-03-22 | Completed | 33.33% | $39.47 | $40.17 | 1.71% | Signal | |
| 2015-11-25 | 2016-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-11-11 | 2015-12-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-08-06 | 2015-11-25 | Completed | 33.33% | $39.35 | $39.52 | 0.40% | Signal | |
| 2015-07-22 | 2015-11-11 | Completed | 33.33% | $39.20 | $39.41 | 0.48% | Signal | |
| 2015-07-28 | 2015-09-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-06-02 | 2015-08-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-11-14 | 2015-07-28 | Completed | 33.33% | $37.01 | $39.26 | 6.04% | Signal | |
| 2015-05-13 | 2015-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-01-29 | 2015-06-02 | Completed | 33.33% | $37.29 | $39.32 | 5.38% | Signal | |
| 2015-03-25 | 2015-05-13 | Completed | 33.33% | $39.49 | $39.35 | -0.41% | Signal | |
| 2015-03-03 | 2015-03-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-10-15 | 2015-03-03 | Completed | 33.33% | $38.87 | $39.20 | 0.81% | Signal | |
| 2014-09-23 | 2014-10-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-04-22 | 2014-09-23 | Completed | 33.33% | $37.52 | $38.30 | 2.04% | Signal | |
| 2014-03-28 | 2014-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-01-17 | 2014-03-28 | Completed | 33.33% | $37.12 | $37.41 | 0.74% | Signal | |
| 2013-12-13 | 2014-01-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-12-02 | 2014-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-10-02 | 2013-12-13 | Completed | 33.33% | $36.95 | $36.83 | -0.39% | Signal | |
| 2013-09-25 | 2013-12-02 | Completed | 33.33% | $36.83 | $36.97 | 0.32% | Signal | |
| 2013-06-13 | 2013-11-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2013-05-28 | 2013-10-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-08-23 | 2013-09-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-08-06 | 2013-08-23 | Completed | 33.33% | $36.64 | $36.18 | -1.30% | Signal | |
| 2013-05-15 | 2013-08-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-05-08 | 2013-06-13 | Completed | 33.33% | $37.40 | $36.76 | -1.76% | Signal | |
| 2013-03-25 | 2013-05-28 | Completed | 33.33% | $37.30 | $37.03 | -0.78% | Signal | |
| 2013-03-08 | 2013-05-15 | Completed | 33.33% | $37.24 | $37.27 | 0.04% | Signal | |
| 2013-01-15 | 2013-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-11-13 | 2013-03-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2013-01-08 | 2013-03-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-03-25 | 2013-01-15 | Completed | 33.33% | $34.77 | $37.35 | 7.37% | Signal | |
| 2012-12-24 | 2013-01-08 | Completed | 33.33% | $37.33 | $37.33 | -0.05% | Signal | |
| 2012-10-23 | 2012-12-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-01 | 2012-11-13 | Completed | 33.33% | $36.18 | $37.28 | 2.97% | Signal | |
| 2012-09-18 | 2012-10-23 | Completed | 33.33% | $37.51 | $37.44 | -0.22% | Signal | |
| 2012-08-24 | 2012-09-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-04-12 | 2012-08-24 | Completed | 33.33% | $36.86 | $37.35 | 1.29% | Signal | |
| 2012-03-20 | 2012-04-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-11-10 | 2012-03-20 | Completed | 33.33% | $36.18 | $36.47 | 0.75% | Signal | |
| 2011-10-20 | 2011-12-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-07 | 2011-11-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-01-31 | 2011-10-20 | Completed | 33.33% | $34.52 | $36.15 | 4.65% | Signal | |
| 2011-08-12 | 2011-10-07 | Completed | 33.33% | $36.37 | $36.02 | -1.00% | Signal | |
| 2011-07-21 | 2011-08-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-05-09 | 2011-07-21 | Completed | 33.33% | $35.22 | $35.62 | 1.08% | Signal | |
| 2011-04-14 | 2011-05-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-03-08 | 2011-04-14 | Completed | 33.33% | $34.60 | $34.78 | 0.50% | Signal | |
| 2011-02-14 | 2011-03-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-02-11 | 2011-03-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-08 | 2011-02-14 | Completed | 33.33% | $33.91 | $34.04 | 0.32% | Signal | |
| 2011-01-13 | 2011-02-11 | Completed | 33.33% | $34.39 | $34.28 | -0.38% | Signal | |
| 2010-12-15 | 2011-01-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-12-01 | 2011-01-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-10-19 | 2010-12-15 | Completed | 33.33% | $34.46 | $34.12 | -1.05% | Signal | |
| 2010-10-12 | 2010-12-01 | Completed | 33.33% | $34.42 | $34.44 | -0.02% | Signal | |
| 2010-09-23 | 2010-10-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-09-02 | 2010-10-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-06-08 | 2010-09-23 | Completed | 33.33% | $33.91 | $34.25 | 0.95% | Signal | |
| 2010-06-08 | 2010-09-02 | Completed | 33.33% | $33.91 | $34.31 | 1.11% | Signal | |
| 2010-06-04 | 2010-06-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-04 | 2010-06-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-04 | 2010-06-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |