XLE The Energy Select Sector SPDR Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for XLE (The Energy Select Sector SPDR Fund) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -44.3% (compared to the benchmark's drawdown of -71.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.0%, compared to a Buy-and-Hold benchmark return of 8.0%. The strategy executed 121 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
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.
XLE Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 24.93% | 41.29% | 10.42% | 20.13% | 4.61% | 9.71% | 5.03% | 7.97% |
| Sharpe Ratio | 1.55 | 1.69 | 0.49 | 0.71 | 0.27 | 0.31 | 0.29 | 0.27 |
| Max Drawdown | -12.60% | -12.05% | -22.01% | -26.04% | -35.25% | -66.81% | -44.30% | -71.26% |
| % Time Invested | 87.7% | 100.0% | 92.8% | 100.0% | 82.5% | 100.0% | 82.7% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 4.8 | 0.0 | 4.7 | 0.0 | 4.8 | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-05-12 | Open | Open | 33.33% | $57.73 | $56.29 | -2.49% | Mark-to-Market |
| 2026-05-12 | Open | Open | 33.33% | $57.73 | $56.29 | -2.49% | Mark-to-Market |
| 2026-01-30 | Open | Open | 33.33% | $50.03 | $56.29 | 12.51% | Mark-to-Market |
| 2026-05-04 | 2026-05-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2026-05-04 | 2026-05-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2026-04-20 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2026-04-20 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2025-11-17 | 2026-04-20 | Completed | 33.33% | $45.27 | $55.10 | 21.71% | Stop |
| 2025-08-13 | 2026-04-20 | Completed | 33.33% | $41.38 | $55.10 | 33.17% | Stop |
| 2025-06-30 | 2026-01-30 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.86% | Interest Income |
| 2025-06-03 | 2025-11-17 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.43% | Interest Income |
| 2025-06-03 | 2025-08-13 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2025-04-30 | 2025-06-30 | Completed | 33.33% | $39.43 | $41.50 | 5.23% | Signal |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-02-26 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2025-02-03 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2023-04-10 | 2025-04-07 | Completed | 33.33% | $38.68 | $36.92 | -4.55% | Stop |
| 2025-01-15 | 2025-02-26 | Completed | 33.33% | $44.12 | $43.14 | -2.21% | Signal |
| 2025-01-17 | 2025-02-03 | Completed | 33.33% | $44.82 | $42.12 | -6.02% | Stop |
| 2024-12-19 | 2025-01-17 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2024-12-19 | 2025-01-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2024-10-08 | 2024-12-19 | Completed | 33.33% | $44.00 | $40.49 | -7.97% | Stop |
| 2024-10-03 | 2024-12-19 | Completed | 33.33% | $43.40 | $40.49 | -6.70% | Stop |
| 2024-10-02 | 2024-10-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2024-10-02 | 2024-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2024-09-11 | 2024-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-08-09 | 2024-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2023-11-07 | 2024-09-11 | Completed | 33.33% | $38.98 | $40.25 | 3.26% | Stop |
| 2024-03-27 | 2024-08-09 | Completed | 33.33% | $43.31 | $42.12 | -2.76% | Signal |
| 2023-12-22 | 2024-03-27 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.97% | Interest Income |
| 2023-07-27 | 2023-12-22 | Completed | 33.33% | $39.62 | $39.71 | 0.21% | Signal |
| 2023-10-05 | 2023-11-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2023-09-06 | 2023-10-05 | Completed | 33.33% | $41.65 | $38.95 | -6.48% | Stop |
| 2023-07-17 | 2023-09-06 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2023-06-02 | 2023-07-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2023-04-05 | 2023-07-17 | Completed | 33.33% | $38.64 | $37.13 | -3.93% | Signal |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-04 | 2023-04-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2023-04-04 | 2023-04-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2023-03-16 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.99% | Interest Income |
| 2023-03-14 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2023-03-14 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2022-10-19 | 2023-03-16 | Completed | 33.33% | $36.53 | $33.96 | -7.04% | Stop |
| 2022-10-18 | 2023-03-14 | Completed | 33.33% | $36.40 | $36.32 | -0.22% | Stop |
| 2022-10-14 | 2023-03-14 | Completed | 33.33% | $36.64 | $36.32 | -0.86% | Stop |
| 2022-10-04 | 2022-10-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-10-04 | 2022-10-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-10-04 | 2022-10-14 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-09-27 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.30% | Interest Income |
| 2022-09-26 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.40% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-07-13 | 2022-09-27 | Completed | 33.33% | $29.84 | $31.07 | 4.13% | Stop |
| 2022-07-13 | 2022-09-26 | Completed | 33.33% | $29.84 | $31.11 | 4.28% | Stop |
| 2022-07-13 | 2022-09-02 | Completed | 33.33% | $29.84 | $35.35 | 18.48% | Signal |
| 2022-06-17 | 2022-07-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-06-17 | 2022-07-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-06-17 | 2022-07-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2021-10-26 | 2022-06-17 | Completed | 33.33% | $25.07 | $33.55 | 33.81% | Stop |
| 2021-08-11 | 2022-06-17 | Completed | 33.33% | $20.80 | $33.55 | 61.30% | Stop |
| 2021-07-14 | 2022-06-17 | Completed | 33.33% | $22.05 | $33.55 | 52.12% | Stop |
| 2021-09-20 | 2021-10-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-08-11 | 2021-09-20 | Completed | 33.33% | $20.80 | $20.21 | -2.85% | Signal |
| 2021-08-03 | 2021-08-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-08-03 | 2021-08-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-07-20 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-07-20 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-01-25 | 2021-07-20 | Completed | 33.33% | $17.11 | $19.72 | 15.27% | Stop |
| 2020-12-23 | 2021-07-20 | Completed | 33.33% | $15.55 | $19.72 | 26.85% | Stop |
| 2021-06-21 | 2021-07-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-06-07 | 2021-06-21 | Completed | 33.33% | $23.16 | $21.95 | -5.23% | Stop |
| 2021-05-04 | 2021-06-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-12-02 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-12-02 | 2021-01-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2020-12-02 | 2020-12-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2020-11-03 | 2020-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-11-03 | 2020-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-11-03 | 2020-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-09-09 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-06-02 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2020-06-02 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2020-08-03 | 2020-09-09 | Completed | 33.33% | $14.38 | $13.57 | -5.66% | Stop |
| 2020-07-10 | 2020-08-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2020-06-23 | 2020-07-10 | Completed | 33.33% | $15.91 | $13.67 | -14.06% | Stop |
| 2020-06-02 | 2020-06-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2020-03-03 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-03-03 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-03-03 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-02-27 | 2020-03-02 | Completed | 33.33% | $17.98 | $17.84 | -0.75% | Signal |
| 2019-08-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2019-08-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2020-02-04 | 2020-02-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-01-06 | 2020-02-04 | Completed | 33.33% | $23.37 | $20.63 | -11.73% | Stop |
| 2019-07-08 | 2020-01-06 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.57% | Interest Income |
| 2019-07-15 | 2019-08-02 | Completed | 33.33% | $23.71 | $22.60 | -4.68% | Stop |
| 2019-07-15 | 2019-08-02 | Completed | 33.33% | $23.71 | $22.60 | -4.68% | Stop |
| 2019-06-12 | 2019-07-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2019-05-24 | 2019-07-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2019-06-24 | 2019-07-08 | Completed | 33.33% | $23.34 | $23.14 | -0.87% | Signal |
| 2019-05-31 | 2019-06-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2019-01-17 | 2019-06-12 | Completed | 33.33% | $22.23 | $22.27 | 0.19% | Signal |
| 2019-02-21 | 2019-05-31 | Completed | 33.33% | $23.98 | $21.48 | -10.43% | Stop |
| 2019-02-21 | 2019-05-24 | Completed | 33.33% | $23.98 | $22.53 | -6.06% | Stop |
| 2018-12-20 | 2019-02-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2018-12-04 | 2019-02-21 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2018-12-24 | 2019-01-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-11-20 | 2018-12-24 | Completed | 33.33% | $23.72 | $20.03 | -15.56% | Stop |
| 2018-11-16 | 2018-12-20 | Completed | 33.33% | $23.91 | $20.79 | -13.02% | Stop |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-11-02 | 2018-11-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-10-29 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-10-25 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2018-10-12 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-05-15 | 2018-10-29 | Completed | 33.33% | $27.22 | $23.97 | -11.94% | Stop |
| 2018-03-06 | 2018-10-25 | Completed | 33.33% | $23.86 | $23.97 | 0.44% | Stop |
| 2018-05-16 | 2018-10-12 | Completed | 33.33% | $27.24 | $26.31 | -3.43% | Signal |
| 2018-04-24 | 2018-05-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2018-02-12 | 2018-05-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2018-03-06 | 2018-04-24 | Completed | 33.33% | $23.86 | $26.11 | 9.40% | Signal |
| 2018-02-09 | 2018-03-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2018-02-09 | 2018-03-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2017-01-30 | 2018-02-12 | Completed | 33.33% | $25.07 | $23.67 | -5.58% | Stop |
| 2017-09-20 | 2018-02-09 | Completed | 33.33% | $23.18 | $23.67 | 2.07% | Stop |
| 2017-09-20 | 2018-02-09 | Completed | 33.33% | $23.18 | $23.67 | 2.07% | Stop |
| 2017-06-29 | 2017-09-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2017-05-02 | 2017-09-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2017-05-30 | 2017-06-29 | Completed | 33.33% | $22.62 | $22.23 | -1.71% | Signal |
| 2017-05-05 | 2017-05-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2016-07-13 | 2017-05-05 | Completed | 33.33% | $23.26 | $22.63 | -2.69% | Stop |
| 2017-04-12 | 2017-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-04-26 | 2017-04-12 | Completed | 33.33% | $22.22 | $24.23 | 9.02% | Signal |
| 2016-11-02 | 2017-01-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2016-10-04 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-04-04 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2016-04-04 | 2016-07-13 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2016-04-04 | 2016-04-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-10-28 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2015-10-28 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2015-10-28 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2015-10-09 | 2015-10-28 | Completed | 33.33% | $22.81 | $21.73 | -4.73% | Stop |
| 2015-10-09 | 2015-10-28 | Completed | 33.33% | $22.81 | $21.73 | -4.73% | Stop |
| 2015-10-09 | 2015-10-28 | Completed | 33.33% | $22.81 | $21.73 | -4.73% | Stop |
| 2015-09-02 | 2015-10-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-09-02 | 2015-10-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-09-02 | 2015-10-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-07-21 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-07-02 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-07-02 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-05-01 | 2015-07-21 | Completed | 33.33% | $26.77 | $23.33 | -12.85% | Stop |
| 2015-06-23 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-03-03 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2015-01-08 | 2015-06-23 | Completed | 33.33% | $24.38 | $24.98 | 2.47% | Signal |
| 2015-03-03 | 2015-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2015-02-03 | 2015-03-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2015-02-03 | 2015-03-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2015-01-06 | 2015-02-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-01-05 | 2015-02-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-01-05 | 2015-01-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-01-02 | 2015-01-06 | Completed | 33.33% | $25.29 | $24.45 | -3.33% | Signal |
| 2014-12-15 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2014-12-09 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-12-02 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2014-11-03 | 2014-12-15 | Completed | 33.33% | $27.93 | $23.83 | -14.69% | Stop |
| 2014-10-27 | 2014-12-09 | Completed | 33.33% | $26.89 | $24.54 | -8.76% | Stop |
| 2014-11-04 | 2014-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-10-10 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.16% | Interest Income |
| 2014-10-03 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2014-10-03 | 2014-10-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.18% | Interest Income |
| 2012-06-13 | 2014-10-10 | Completed | 33.33% | $19.53 | $26.97 | 38.12% | Stop |
| 2013-02-15 | 2014-10-03 | Completed | 33.33% | $24.48 | $28.33 | 15.75% | Stop |
| 2012-11-20 | 2014-10-03 | Completed | 33.33% | $21.61 | $28.33 | 31.13% | Stop |
| 2013-01-24 | 2013-02-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2012-09-04 | 2013-01-24 | Completed | 33.33% | $21.86 | $23.48 | 7.43% | Signal |
| 2012-09-06 | 2012-11-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2012-06-25 | 2012-09-06 | Completed | 33.33% | $19.12 | $21.80 | 14.03% | Signal |
| 2012-07-03 | 2012-09-04 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2012-06-04 | 2012-07-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2012-06-04 | 2012-06-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2012-06-04 | 2012-06-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-06-01 | 2012-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2012-05-21 | 2012-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2012-05-16 | 2012-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.16% | Interest Income |
| 2012-03-26 | 2012-06-01 | Completed | 33.33% | $22.19 | $18.98 | -14.47% | Stop |
| 2011-10-26 | 2012-05-21 | Completed | 33.33% | $20.85 | $19.49 | -6.50% | Stop |
| 2011-12-29 | 2012-05-16 | Completed | 33.33% | $20.81 | $19.87 | -4.49% | Stop |
| 2012-01-04 | 2012-03-26 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.30% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2011-12-29 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-10-25 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-08-02 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-10-04 | 2011-10-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-10-17 | 2011-10-25 | Completed | 33.33% | $20.06 | $20.92 | 4.31% | Signal |
| 2011-09-23 | 2011-10-17 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-30 | 2011-10-04 | Completed | 33.33% | $20.23 | $16.76 | -17.17% | Stop |
| 2011-08-29 | 2011-09-23 | Completed | 33.33% | $20.11 | $17.69 | -12.03% | Stop |
| 2011-08-08 | 2011-08-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2011-08-05 | 2011-08-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2010-06-15 | 2011-08-08 | Completed | 33.33% | $16.09 | $19.64 | 22.11% | Stop |
| 2010-11-09 | 2011-08-05 | Completed | 33.33% | $18.67 | $20.93 | 12.08% | Stop |
| 2011-07-21 | 2011-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2010-10-12 | 2011-07-21 | Completed | 33.33% | $17.33 | $23.54 | 35.86% | Signal |
| 2010-11-02 | 2010-11-09 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-09-02 | 2010-11-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2010-09-02 | 2010-10-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-08-17 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-18 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2010-08-17 | Completed | 33.33% | $15.37 | $15.95 | 3.75% | Signal |
| 2010-06-01 | 2010-06-18 | Completed | 33.33% | $15.37 | $16.36 | 6.41% | Signal |
| 2010-05-21 | 2010-06-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-07-22 | 2010-05-21 | Completed | 33.33% | $14.24 | $15.07 | 5.81% | Stop |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $14.24 | $16.47 | 15.69% | Stop |
| 2009-07-16 | 2010-05-07 | Completed | 33.33% | $13.76 | $16.47 | 19.72% | Stop |
| 2009-07-02 | 2009-07-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-07-02 | 2009-07-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-07-02 | 2009-07-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-06-23 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-06-01 | 2009-06-23 | Completed | 33.33% | $15.24 | $13.67 | -10.31% | Stop |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-02-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-01-13 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2009-01-13 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2008-12-08 | 2009-02-05 | Completed | 33.33% | $13.16 | $13.55 | 2.99% | Signal |
| 2009-01-07 | 2009-01-13 | Completed | 33.33% | $14.71 | $13.47 | -8.41% | Stop |
| 2009-01-07 | 2009-01-13 | Completed | 33.33% | $14.71 | $13.47 | -8.41% | Stop |
| 2009-01-05 | 2009-01-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-01-05 | 2009-01-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2008-10-07 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2008-09-10 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2008-11-13 | 2008-12-08 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2008-10-29 | 2008-11-13 | Completed | 33.33% | $13.59 | $12.98 | -4.49% | Stop |
| 2008-10-07 | 2008-10-29 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2008-10-02 | 2008-10-07 | Completed | 33.33% | $17.55 | $16.19 | -7.77% | Stop |
| 2008-10-02 | 2008-10-07 | Completed | 33.33% | $17.55 | $16.19 | -7.77% | Stop |
| 2008-09-10 | 2008-10-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2008-09-10 | 2008-10-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2008-08-11 | 2008-09-10 | Completed | 33.33% | $20.46 | $18.30 | -10.55% | Stop |
| 2008-08-08 | 2008-09-10 | Completed | 33.33% | $20.35 | $18.30 | -10.04% | Stop |
| 2008-08-08 | 2008-09-10 | Completed | 33.33% | $20.35 | $18.30 | -10.04% | Stop |
| 2008-07-18 | 2008-08-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2008-07-17 | 2008-08-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2008-07-17 | 2008-08-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2008-02-13 | 2008-07-18 | Completed | 33.33% | $20.45 | $21.69 | 6.09% | Stop |
| 2008-04-09 | 2008-07-17 | Completed | 33.33% | $22.35 | $22.14 | -0.92% | Stop |
| 2008-02-12 | 2008-07-17 | Completed | 33.33% | $20.40 | $22.14 | 8.56% | Stop |
| 2008-03-13 | 2008-04-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2008-02-12 | 2008-03-13 | Completed | 33.33% | $20.40 | $21.04 | 3.14% | Signal |
| 2008-01-22 | 2008-02-13 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2008-01-18 | 2008-02-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2008-01-18 | 2008-02-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2006-07-07 | 2008-01-22 | Completed | 33.33% | $16.09 | $18.11 | 12.56% | Stop |
| 2007-08-29 | 2008-01-18 | Completed | 33.33% | $18.98 | $19.65 | 3.53% | Stop |
| 2007-08-29 | 2008-01-18 | Completed | 33.33% | $18.98 | $19.65 | 3.53% | Stop |
| 2007-08-07 | 2007-08-29 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2007-08-07 | 2007-08-29 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2007-03-14 | 2007-08-07 | Completed | 33.33% | $15.94 | $18.63 | 16.90% | Stop |
| 2006-12-19 | 2007-08-07 | Completed | 33.33% | $16.54 | $18.63 | 12.67% | Stop |
| 2007-02-20 | 2007-03-14 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2006-10-13 | 2007-02-20 | Completed | 33.33% | $15.00 | $16.10 | 7.29% | Signal |
| 2006-10-04 | 2006-12-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.04% | Interest Income |
| 2006-09-21 | 2006-10-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2006-09-07 | 2006-10-04 | Completed | 33.33% | $15.33 | $14.32 | -6.63% | Signal |
| 2006-07-03 | 2006-09-21 | Completed | 33.33% | $15.91 | $14.31 | -10.03% | Stop |
| 2006-08-15 | 2006-09-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2006-07-03 | 2006-08-15 | Completed | 33.33% | $15.91 | $16.02 | 0.70% | 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 |
| 2005-11-11 | 2006-06-14 | Completed | 33.33% | $12.91 | $13.99 | 8.37% | Stop |
| 2006-01-30 | 2006-06-09 | Completed | 33.33% | $15.87 | $14.95 | -5.83% | Stop |
| 2005-11-07 | 2006-06-09 | Completed | 33.33% | $13.59 | $14.95 | 9.98% | Stop |
| 2006-01-05 | 2006-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2005-11-07 | 2006-01-05 | Completed | 33.33% | $13.59 | $14.67 | 7.90% | Signal |
| 2005-10-20 | 2005-11-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2005-10-14 | 2005-11-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2005-10-14 | 2005-11-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2003-05-16 | 2005-10-20 | Completed | 33.33% | $6.28 | $13.09 | 108.66% | Stop |
| 2005-06-08 | 2005-10-14 | Completed | 33.33% | $11.62 | $13.07 | 12.46% | Stop |
| 2005-06-08 | 2005-10-14 | Completed | 33.33% | $11.62 | $13.07 | 12.46% | Stop |
| 2005-05-16 | 2005-06-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2005-05-16 | 2005-06-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2003-05-16 | 2005-05-16 | Completed | 33.33% | $6.28 | $10.60 | 68.86% | Stop |
| 2003-04-30 | 2005-05-16 | Completed | 33.33% | $5.84 | $10.60 | 81.37% | Stop |
| 2002-08-27 | 2003-05-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2001-12-19 | 2003-05-16 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.12% | Interest Income |
| 2003-04-07 | 2003-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2003-01-02 | 2003-04-07 | Completed | 33.33% | $5.93 | $6.00 | 1.20% | Signal |
| 2002-07-16 | 2003-01-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2002-08-07 | 2002-08-27 | Completed | 33.33% | $5.54 | $6.24 | 12.55% | Signal |
| 2002-07-16 | 2002-08-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-07-08 | 2002-07-16 | Completed | 33.33% | $6.83 | $5.92 | -13.39% | Stop |
| 2002-07-05 | 2002-07-16 | Completed | 33.33% | $6.74 | $5.92 | -12.29% | Stop |
| 2001-10-19 | 2002-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2002-06-12 | 2002-07-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-03-18 | 2002-06-12 | Completed | 33.33% | $7.47 | $6.66 | -10.79% | Stop |
| 2001-10-19 | 2002-03-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2001-10-12 | 2001-12-19 | Completed | 33.33% | $7.32 | $6.55 | -10.63% | Signal |
| 2001-10-11 | 2001-10-19 | Completed | 33.33% | $7.40 | $6.87 | -7.14% | Stop |
| 2001-10-11 | 2001-10-19 | Completed | 33.33% | $7.40 | $6.87 | -7.14% | Stop |
| 2001-09-20 | 2001-10-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2001-07-03 | 2001-10-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2001-06-29 | 2001-10-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2001-08-08 | 2001-09-20 | Completed | 33.33% | $7.55 | $6.51 | -13.75% | Stop |
| 2001-07-17 | 2001-08-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2000-12-14 | 2001-07-17 | Completed | 33.33% | $7.98 | $7.53 | -5.64% | Stop |
| 2001-05-24 | 2001-07-03 | Completed | 33.33% | $8.55 | $7.72 | -9.73% | Signal |
| 2001-04-24 | 2001-06-29 | Completed | 33.33% | $8.48 | $7.72 | -8.97% | Stop |
| 2001-03-23 | 2001-05-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2001-01-17 | 2001-04-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.22% | Interest Income |
| 2000-12-14 | 2001-03-23 | Completed | 33.33% | $7.98 | $7.74 | -2.97% | Stop |
| 2000-12-14 | 2001-01-17 | Completed | 33.33% | $7.98 | $8.11 | 1.69% | Signal |
| 2000-12-12 | 2000-12-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2000-12-12 | 2000-12-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2000-12-12 | 2000-12-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |