XLB The Materials Select Sector SPDR Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for XLB (The Materials Select Sector SPDR Fund) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -34.9% (compared to the benchmark's drawdown of -59.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.1%, compared to a Buy-and-Hold benchmark return of 9.0%. 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.
XLB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 9.00% | 20.84% | -1.34% | 5.03% | 6.34% | 10.30% | 4.13% | 8.96% |
| Sharpe Ratio | 0.80 | 1.13 | -0.11 | 0.26 | 0.45 | 0.48 | 0.27 | 0.37 |
| Max Drawdown | -8.29% | -12.38% | -19.27% | -24.72% | -21.59% | -37.27% | -34.88% | -59.82% |
| % Time Invested | 100.0% | 100.0% | 93.1% | 100.0% | 94.8% | 100.0% | 91.2% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 3.4 | 0.0 | 3.0 | 0.0 | 4.0 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-04-10 | Open | Open | 33.33% | $51.93 | $51.15 | -1.50% | Mark-to-Market |
| 2026-01-23 | Open | Open | 33.33% | $49.24 | $51.15 | 3.88% | Mark-to-Market |
| 2025-10-13 | Open | Open | 33.33% | $43.60 | $51.15 | 17.33% | Mark-to-Market |
| 2025-10-07 | 2026-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.88% | Interest Income |
| 2025-11-20 | 2026-01-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2025-07-16 | 2025-11-20 | Completed | 33.33% | $43.99 | $42.75 | -2.81% | Signal |
| 2025-02-24 | 2025-10-13 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.71% | Interest Income |
| 2025-04-30 | 2025-10-07 | Completed | 33.33% | $40.45 | $44.53 | 10.10% | Signal |
| 2024-12-20 | 2025-07-16 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.38% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-11-24 | 2025-04-07 | Completed | 33.33% | $38.45 | $37.34 | -2.89% | Stop |
| 2025-01-16 | 2025-02-24 | Completed | 33.33% | $42.52 | $43.09 | 1.35% | Signal |
| 2024-12-20 | 2025-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-09-18 | 2024-12-20 | Completed | 33.33% | $45.40 | $40.97 | -9.77% | Stop |
| 2023-11-24 | 2024-12-20 | Completed | 33.33% | $38.45 | $40.97 | 6.54% | Stop |
| 2024-08-14 | 2024-09-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2023-11-24 | 2024-08-14 | Completed | 33.33% | $38.45 | $43.15 | 12.21% | Signal |
| 2023-10-27 | 2023-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2023-10-04 | 2023-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2023-05-25 | 2023-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.73% | Interest Income |
| 2023-08-04 | 2023-10-27 | Completed | 33.33% | $39.88 | $35.71 | -10.46% | Signal |
| 2023-04-04 | 2023-10-04 | Completed | 33.33% | $38.17 | $37.18 | -2.60% | Signal |
| 2023-05-04 | 2023-08-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2023-04-04 | 2023-05-25 | Completed | 33.33% | $38.17 | $35.93 | -5.87% | Stop |
| 2022-12-21 | 2023-05-04 | Completed | 33.33% | $36.83 | $37.25 | 1.14% | Signal |
| 2023-03-13 | 2023-04-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-03-13 | 2023-04-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-03-03 | 2023-03-13 | Completed | 33.33% | $39.41 | $36.33 | -7.81% | Stop |
| 2023-03-03 | 2023-03-13 | Completed | 33.33% | $39.41 | $36.33 | -7.81% | Stop |
| 2022-11-22 | 2023-03-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.22% | Interest Income |
| 2022-06-14 | 2023-03-03 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.58% | Interest Income |
| 2022-06-17 | 2022-12-21 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.67% | Interest Income |
| 2022-10-18 | 2022-11-22 | Completed | 33.33% | $33.37 | $37.71 | 13.00% | Signal |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-07-13 | 2022-09-26 | Completed | 33.33% | $33.15 | $31.69 | -4.43% | Stop |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2022-06-07 | 2022-06-17 | Completed | 33.33% | $39.95 | $34.51 | -13.61% | Stop |
| 2020-03-24 | 2022-06-17 | Completed | 33.33% | $18.10 | $34.51 | 90.72% | Stop |
| 2020-09-11 | 2022-06-14 | Completed | 33.33% | $28.90 | $36.14 | 25.02% | Stop |
| 2022-04-04 | 2022-06-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2021-11-08 | 2022-04-04 | Completed | 33.33% | $40.53 | $41.10 | 1.40% | Signal |
| 2021-09-22 | 2021-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-07-07 | 2021-09-22 | Completed | 33.33% | $25.86 | $36.52 | 41.24% | Signal |
| 2020-06-12 | 2020-09-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2020-06-12 | 2020-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-06-04 | 2020-06-12 | Completed | 33.33% | $25.70 | $24.80 | -3.51% | Stop |
| 2020-06-04 | 2020-06-12 | Completed | 33.33% | $25.70 | $24.80 | -3.51% | Stop |
| 2020-04-17 | 2020-06-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-02-28 | 2020-06-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-23 | 2020-04-17 | Completed | 33.33% | $17.83 | $21.95 | 23.16% | Signal |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2020-01-10 | 2020-03-02 | Completed | 33.33% | $26.44 | $23.47 | -11.24% | Stop |
| 2019-07-01 | 2020-02-28 | Completed | 33.33% | $25.71 | $22.76 | -11.50% | Stop |
| 2019-03-27 | 2020-02-28 | Completed | 33.33% | $23.60 | $22.76 | -3.59% | Stop |
| 2019-03-11 | 2020-01-10 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.69% | Interest Income |
| 2018-08-09 | 2019-07-01 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.07% | Interest Income |
| 2018-10-15 | 2019-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.05% | Interest Income |
| 2018-11-13 | 2019-03-11 | Completed | 33.33% | $23.29 | $23.74 | 1.89% | Signal |
| 2018-10-22 | 2018-11-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-04-19 | 2018-10-22 | Completed | 33.33% | $18.98 | $22.88 | 20.53% | Stop |
| 2018-08-01 | 2018-10-15 | Completed | 33.33% | $25.45 | $23.06 | -9.39% | Signal |
| 2018-04-25 | 2018-08-09 | Completed | 33.33% | $24.37 | $25.37 | 4.09% | Signal |
| 2018-04-03 | 2018-08-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2018-04-03 | 2018-04-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-12-19 | 2018-04-03 | Completed | 33.33% | $20.91 | $23.73 | 13.52% | Stop |
| 2016-04-19 | 2018-04-03 | Completed | 33.33% | $18.98 | $23.73 | 25.01% | Stop |
| 2016-11-25 | 2016-12-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2016-04-19 | 2016-11-25 | Completed | 33.33% | $18.98 | $20.43 | 7.63% | Signal |
| 2016-02-11 | 2016-04-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2016-01-08 | 2016-04-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2015-12-30 | 2016-04-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2016-02-04 | 2016-02-11 | Completed | 33.33% | $16.36 | $15.83 | -3.21% | Signal |
| 2016-01-12 | 2016-02-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-10-08 | 2016-01-12 | Completed | 33.33% | $17.55 | $16.29 | -7.19% | Stop |
| 2015-10-08 | 2016-01-08 | Completed | 33.33% | $17.55 | $16.65 | -5.10% | Stop |
| 2015-09-16 | 2015-12-30 | Completed | 33.33% | $17.16 | $17.96 | 4.68% | Signal |
| 2015-08-25 | 2015-10-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-07-27 | 2015-10-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-08-24 | 2015-09-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-08-18 | 2015-08-25 | Completed | 33.33% | $18.46 | $16.91 | -8.39% | Stop |
| 2012-12-13 | 2015-08-24 | Completed | 33.33% | $13.81 | $16.35 | 18.39% | Stop |
| 2015-07-27 | 2015-08-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-02-09 | 2015-07-27 | Completed | 33.33% | $19.81 | $17.95 | -9.40% | Stop |
| 2014-11-07 | 2015-07-27 | Completed | 33.33% | $19.21 | $17.95 | -6.59% | Stop |
| 2014-11-13 | 2015-02-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-11-07 | 2014-11-13 | Completed | 33.33% | $19.21 | $19.50 | 1.49% | Signal |
| 2014-10-16 | 2014-11-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-10-16 | 2014-11-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-09-12 | 2014-10-16 | Completed | 33.33% | $14.01 | $17.75 | 26.70% | Stop |
| 2012-04-04 | 2014-10-16 | Completed | 33.33% | $13.79 | $17.75 | 28.67% | Stop |
| 2012-06-28 | 2012-12-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2012-06-18 | 2012-09-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2011-10-25 | 2012-06-28 | Completed | 33.33% | $12.62 | $12.78 | 1.30% | Signal |
| 2012-06-13 | 2012-06-18 | Completed | 33.33% | $12.89 | $12.97 | 0.66% | Signal |
| 2012-05-21 | 2012-06-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-01-10 | 2012-05-21 | Completed | 33.33% | $13.22 | $12.30 | -6.94% | Stop |
| 2011-09-23 | 2012-04-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2011-07-26 | 2012-01-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-10-03 | 2011-10-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-30 | 2011-10-03 | Completed | 33.33% | $12.84 | $10.77 | -16.16% | Stop |
| 2011-08-29 | 2011-09-23 | Completed | 33.33% | $12.66 | $11.17 | -11.77% | Stop |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2011-08-08 | Completed | 33.33% | $10.78 | $12.30 | 14.14% | Stop |
| 2010-11-18 | 2011-08-05 | Completed | 33.33% | $12.67 | $12.90 | 1.83% | Stop |
| 2010-09-28 | 2011-07-26 | Completed | 33.33% | $12.02 | $14.70 | 22.31% | Signal |
| 2010-09-16 | 2010-11-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2010-06-28 | 2010-09-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2010-06-01 | 2010-09-16 | Completed | 33.33% | $10.78 | $11.78 | 9.32% | Signal |
| 2010-06-01 | 2010-06-28 | Completed | 33.33% | $10.78 | $10.69 | -0.78% | Signal |
| 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% | $11.19 | $11.16 | -0.32% | Stop |
| 2010-02-24 | 2010-05-07 | Completed | 33.33% | $11.19 | $11.16 | -0.32% | Stop |
| 2009-03-19 | 2010-05-07 | Completed | 33.33% | $7.57 | $11.16 | 47.30% | 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 |
| 2009-07-29 | 2010-02-01 | Completed | 33.33% | $9.83 | $10.76 | 9.45% | Stop |
| 2009-03-19 | 2010-02-01 | Completed | 33.33% | $7.57 | $10.76 | 42.04% | Stop |
| 2009-07-07 | 2009-07-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-03-19 | 2009-07-07 | Completed | 33.33% | $7.57 | $8.72 | 15.09% | Stop |
| 2008-11-26 | 2009-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2008-09-17 | 2009-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2008-08-19 | 2009-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2008-11-19 | 2008-11-26 | Completed | 33.33% | $7.51 | $7.57 | 0.77% | Signal |
| 2008-10-28 | 2008-11-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2008-10-22 | 2008-10-28 | Completed | 33.33% | $8.71 | $7.66 | -12.05% | Stop |
| 2008-09-30 | 2008-10-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2008-07-29 | 2008-09-30 | Completed | 33.33% | $13.28 | $11.11 | -16.35% | Stop |
| 2008-07-28 | 2008-09-17 | Completed | 33.33% | $13.26 | $12.29 | -7.30% | Stop |
| 2008-07-28 | 2008-08-19 | Completed | 33.33% | $13.26 | $13.11 | -1.18% | Signal |
| 2008-07-07 | 2008-07-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2008-07-03 | 2008-07-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2008-07-03 | 2008-07-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2008-02-13 | 2008-07-07 | Completed | 33.33% | $14.15 | $13.65 | -3.55% | Stop |
| 2008-04-22 | 2008-07-03 | Completed | 33.33% | $15.03 | $13.29 | -11.63% | Stop |
| 2008-02-12 | 2008-07-03 | Completed | 33.33% | $13.55 | $13.29 | -1.99% | Stop |
| 2008-01-18 | 2008-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2008-01-22 | 2008-02-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2008-01-18 | 2008-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2007-09-11 | 2008-01-22 | Completed | 33.33% | $12.83 | $11.93 | -7.05% | Stop |
| 2007-12-20 | 2008-01-18 | Completed | 33.33% | $13.86 | $12.50 | -9.80% | Stop |
| 2007-11-07 | 2008-01-18 | Completed | 33.33% | $14.14 | $12.50 | -11.63% | Stop |
| 2007-11-28 | 2007-12-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2007-09-10 | 2007-11-28 | Completed | 33.33% | $12.95 | $13.22 | 2.06% | Stop |
| 2007-10-12 | 2007-11-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2007-09-10 | 2007-10-12 | Completed | 33.33% | $12.95 | $14.38 | 11.03% | Signal |
| 2007-08-17 | 2007-09-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2007-08-16 | 2007-09-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2007-08-16 | 2007-09-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2006-07-07 | 2007-08-17 | Completed | 33.33% | $10.37 | $12.53 | 20.84% | Stop |
| 2006-12-12 | 2007-08-16 | Completed | 33.33% | $11.51 | $12.04 | 4.63% | Stop |
| 2006-10-30 | 2007-08-16 | Completed | 33.33% | $10.94 | $12.04 | 10.10% | Stop |
| 2006-10-27 | 2006-12-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2006-07-26 | 2006-10-30 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.31% | Interest Income |
| 2006-07-03 | 2006-10-27 | Completed | 33.33% | $10.48 | $10.87 | 3.74% | Signal |
| 2006-07-03 | 2006-07-26 | Completed | 33.33% | $10.48 | $10.07 | -3.88% | Signal |
| 2006-06-14 | 2006-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2006-06-09 | 2006-07-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2006-06-09 | 2006-07-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2005-06-08 | 2006-06-14 | Completed | 33.33% | $8.94 | $9.60 | 7.32% | Stop |
| 2006-02-01 | 2006-06-09 | Completed | 33.33% | $10.23 | $9.94 | -2.82% | Stop |
| 2005-12-14 | 2006-06-09 | Completed | 33.33% | $9.69 | $9.94 | 2.58% | Stop |
| 2005-08-26 | 2006-02-01 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.65% | Interest Income |
| 2005-05-31 | 2005-12-14 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.92% | Interest Income |
| 2005-05-10 | 2005-08-26 | Completed | 33.33% | $8.99 | $8.70 | -3.28% | Signal |
| 2005-05-16 | 2005-06-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2005-05-10 | 2005-05-31 | Completed | 33.33% | $8.99 | $8.79 | -2.25% | Signal |
| 2003-11-26 | 2005-05-16 | Completed | 33.33% | $7.45 | $8.44 | 13.16% | Stop |
| 2005-04-18 | 2005-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2005-04-18 | 2005-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2004-08-18 | 2005-04-18 | Completed | 33.33% | $8.07 | $8.72 | 8.05% | Stop |
| 2004-06-03 | 2005-04-18 | Completed | 33.33% | $7.92 | $8.72 | 10.13% | Stop |
| 2004-05-11 | 2004-08-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2004-05-11 | 2004-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2003-06-17 | 2004-05-11 | Completed | 33.33% | $6.55 | $7.44 | 13.57% | Stop |
| 2003-06-02 | 2004-05-11 | Completed | 33.33% | $6.31 | $7.44 | 17.89% | Stop |
| 2003-01-23 | 2003-11-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2002-09-25 | 2003-06-17 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2003-04-07 | 2003-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2003-03-20 | 2003-04-07 | Completed | 33.33% | $5.70 | $5.80 | 1.78% | Signal |
| 2003-02-26 | 2003-03-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2003-01-09 | 2003-02-26 | Completed | 33.33% | $6.10 | $5.53 | -9.26% | Stop |
| 2002-10-23 | 2003-01-23 | Completed | 33.33% | $5.76 | $5.92 | 2.91% | Signal |
| 2002-07-16 | 2003-01-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2002-10-01 | 2002-10-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2002-08-07 | 2002-10-01 | Completed | 33.33% | $5.99 | $5.36 | -10.51% | Stop |
| 2002-08-07 | 2002-09-25 | Completed | 33.33% | $5.99 | $5.40 | -9.86% | Stop |
| 2002-07-16 | 2002-08-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-07-16 | 2002-08-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-03-26 | 2002-07-16 | Completed | 33.33% | $6.82 | $6.21 | -8.98% | Stop |
| 2001-12-31 | 2002-07-16 | Completed | 33.33% | $6.41 | $6.21 | -3.20% | Stop |
| 2001-11-23 | 2002-07-16 | Completed | 33.33% | $6.40 | $6.21 | -2.95% | Stop |
| 2001-11-30 | 2002-03-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2001-09-18 | 2001-12-31 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2001-10-10 | 2001-11-30 | Completed | 33.33% | $5.71 | $6.46 | 13.06% | Signal |
| 2000-12-12 | 2001-11-23 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.50% | Interest Income |
| 2001-09-18 | 2001-10-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2001-08-16 | 2001-09-18 | Completed | 33.33% | $6.31 | $5.55 | -12.04% | Stop |
| 2001-08-16 | 2001-09-18 | Completed | 33.33% | $6.31 | $5.55 | -12.04% | Stop |
| 2001-07-25 | 2001-08-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2001-07-25 | 2001-08-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2001-04-17 | 2001-07-25 | Completed | 33.33% | $6.20 | $6.15 | -0.83% | Stop |
| 2001-04-10 | 2001-07-25 | Completed | 33.33% | $6.22 | $6.15 | -1.20% | Stop |
| 2001-03-23 | 2001-04-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2000-12-12 | 2001-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.56% | Interest Income |
| 2001-01-03 | 2001-03-23 | Completed | 33.33% | $6.13 | $5.70 | -7.13% | Stop |
| 2000-12-12 | 2001-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |