XLF The Financial Select Sector SPDR Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for XLF (The Financial 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 -27.1% (compared to the benchmark's drawdown of -82.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.1%, compared to a Buy-and-Hold benchmark return of 5.2%. The strategy executed 88 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.
XLF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 0.31% | 3.00% | 3.55% | 8.06% | 10.54% | 12.42% | 6.14% | 5.23% |
| Sharpe Ratio | 0.02 | 0.21 | 0.25 | 0.42 | 0.70 | 0.53 | 0.45 | 0.18 |
| Max Drawdown | -12.24% | -14.79% | -20.86% | -25.81% | -20.86% | -42.86% | -27.11% | -82.69% |
| % Time Invested | 100.0% | 100.0% | 90.9% | 100.0% | 93.7% | 100.0% | 87.2% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 3.8 | 0.0 | 3.4 | 0.0 | 3.5 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-05-01 | Open | Open | 33.33% | $47.84 | $51.58 | 7.81% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-04-13 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2026-03-18 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2026-04-07 | 2026-04-13 | Completed | 33.33% | $49.62 | $50.50 | 1.77% | Signal |
| 2026-03-13 | 2026-04-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2026-01-15 | 2026-03-18 | Completed | 33.33% | $53.94 | $49.12 | -8.95% | Signal |
| 2025-04-30 | 2026-03-13 | Completed | 33.33% | $47.42 | $48.86 | 3.04% | Stop |
| 2025-12-22 | 2026-01-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2025-07-11 | 2025-12-22 | Completed | 33.33% | $51.74 | $54.47 | 5.28% | Signal |
| 2025-06-03 | 2025-07-11 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-04-30 | 2025-05-02 | Completed | 33.33% | $47.42 | $48.74 | 2.78% | Signal |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2024-01-29 | 2025-04-08 | Completed | 33.33% | $37.22 | $45.10 | 21.17% | Stop |
| 2024-01-02 | 2025-04-07 | Completed | 33.33% | $36.23 | $42.19 | 16.46% | Stop |
| 2023-12-13 | 2025-04-07 | Completed | 33.33% | $35.20 | $42.19 | 19.84% | Stop |
| 2023-06-02 | 2024-01-29 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 4.40% | Interest Income |
| 2023-11-08 | 2024-01-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2023-06-22 | 2023-12-13 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 3.04% | Interest Income |
| 2023-08-07 | 2023-11-08 | Completed | 33.33% | $33.62 | $32.32 | -3.87% | Signal |
| 2023-06-02 | 2023-08-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2023-04-10 | 2023-06-22 | Completed | 33.33% | $30.36 | $31.66 | 4.26% | Signal |
| 2023-04-19 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-05 | 2023-04-19 | Completed | 33.33% | $30.17 | $31.74 | 5.18% | Signal |
| 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 |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2023-03-06 | 2023-03-16 | Completed | 33.33% | $34.14 | $29.58 | -13.36% | Stop |
| 2022-12-06 | 2023-03-14 | Completed | 33.33% | $32.97 | $31.13 | -5.58% | Stop |
| 2022-12-02 | 2023-03-06 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.20% | Interest Income |
| 2022-12-02 | 2022-12-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-12-01 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-11-11 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2022-11-07 | 2022-12-01 | Completed | 33.33% | $32.18 | $34.38 | 6.82% | Signal |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-11-01 | 2022-11-11 | Completed | 33.33% | $32.28 | $33.69 | 4.38% | Signal |
| 2022-10-14 | 2022-11-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-10-04 | 2022-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-05-24 | 2022-10-14 | Completed | 33.33% | $31.50 | $29.98 | -4.83% | Stop |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-06-07 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2022-04-05 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2022-05-25 | 2022-06-07 | Completed | 33.33% | $31.55 | $32.38 | 2.63% | Signal |
| 2022-05-03 | 2022-05-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-05-02 | 2022-05-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2022-03-30 | 2022-05-03 | Completed | 33.33% | $36.82 | $32.40 | -12.00% | Stop |
| 2021-02-10 | 2022-05-02 | Completed | 33.33% | $28.71 | $32.32 | 12.59% | Stop |
| 2022-03-30 | 2022-04-05 | Completed | 33.33% | $36.82 | $35.33 | -4.05% | Signal |
| 2022-03-08 | 2022-03-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2022-03-08 | 2022-03-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-11-17 | 2022-03-08 | Completed | 33.33% | $24.80 | $33.45 | 34.89% | Stop |
| 2020-07-21 | 2022-03-08 | Completed | 33.33% | $21.66 | $33.45 | 54.39% | Stop |
| 2020-12-02 | 2021-02-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2020-11-03 | 2020-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-11-03 | 2020-11-17 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-10-09 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2020-06-02 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2020-03-24 | 2020-10-09 | Completed | 33.33% | $16.78 | $23.00 | 37.05% | Signal |
| 2020-06-02 | 2020-07-21 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2020-05-11 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-03-31 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-24 | 2020-05-11 | Completed | 33.33% | $16.78 | $19.72 | 17.48% | Signal |
| 2020-03-24 | 2020-03-31 | Completed | 33.33% | $16.78 | $19.02 | 13.36% | Signal |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-12-27 | 2020-03-02 | Completed | 33.33% | $27.48 | $23.69 | -13.79% | Stop |
| 2019-01-15 | 2020-03-02 | Completed | 33.33% | $21.41 | $23.69 | 10.65% | Stop |
| 2019-01-15 | 2020-03-02 | Completed | 33.33% | $21.41 | $23.69 | 10.65% | Stop |
| 2019-05-29 | 2019-12-27 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2019-01-18 | 2019-05-29 | Completed | 33.33% | $22.43 | $23.07 | 2.85% | Signal |
| 2018-12-26 | 2019-01-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-12-04 | 2019-01-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2018-12-04 | 2019-01-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2018-11-20 | 2018-12-26 | Completed | 33.33% | $22.93 | $19.50 | -14.96% | Stop |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 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 |
| 2018-10-29 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-10-29 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-09-10 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2018-09-13 | 2018-10-29 | Completed | 33.33% | $24.26 | $22.15 | -8.73% | Stop |
| 2017-01-04 | 2018-10-29 | Completed | 33.33% | $19.85 | $22.15 | 11.58% | Stop |
| 2018-05-22 | 2018-09-13 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2016-08-05 | 2018-09-10 | Completed | 33.33% | $16.14 | $24.49 | 51.76% | Signal |
| 2017-07-12 | 2018-05-22 | Completed | 33.33% | $21.03 | $24.19 | 15.01% | Signal |
| 2017-06-09 | 2017-07-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-05-13 | 2017-06-09 | Completed | 33.33% | $15.57 | $20.27 | 30.13% | Signal |
| 2016-11-02 | 2017-01-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2016-10-04 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-06-09 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2016-04-04 | 2016-08-05 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2016-02-12 | 2016-06-09 | Completed | 33.33% | $13.50 | $15.82 | 17.16% | Signal |
| 2016-04-04 | 2016-05-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | 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 | 2016-02-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-01-21 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-01-21 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-12-15 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2015-12-29 | 2016-01-21 | Completed | 33.33% | $16.23 | $14.09 | -13.15% | Stop |
| 2015-09-17 | 2016-01-21 | Completed | 33.33% | $15.61 | $14.09 | -9.71% | Stop |
| 2015-11-03 | 2015-12-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-09-17 | 2015-12-15 | Completed | 33.33% | $15.61 | $15.83 | 1.39% | Signal |
| 2015-09-24 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2015-09-17 | 2015-09-24 | Completed | 33.33% | $15.61 | $14.92 | -4.42% | Signal |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2012-11-01 | 2015-08-25 | Completed | 33.33% | $10.07 | $15.56 | 54.49% | Stop |
| 2012-09-12 | 2015-08-25 | Completed | 33.33% | $9.93 | $15.56 | 56.70% | Stop |
| 2012-06-13 | 2015-08-25 | Completed | 33.33% | $8.79 | $15.56 | 77.00% | Stop |
| 2012-07-03 | 2012-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.59% | Interest Income |
| 2012-07-10 | 2012-09-12 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2012-06-13 | 2012-07-10 | Completed | 33.33% | $8.79 | $9.18 | 4.35% | Signal |
| 2012-06-04 | 2012-07-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2012-06-04 | 2012-06-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-06-04 | 2012-06-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-05-21 | 2012-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2012-05-21 | 2012-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2012-01-04 | 2012-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2012-03-29 | 2012-05-21 | Completed | 33.33% | $9.88 | $8.67 | -12.19% | Stop |
| 2012-01-09 | 2012-05-21 | Completed | 33.33% | $8.41 | $8.67 | 3.15% | Stop |
| 2012-01-04 | 2012-03-29 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.22% | Interest Income |
| 2012-01-04 | 2012-01-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-12-21 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-19 | 2011-12-21 | Completed | 33.33% | $7.86 | $7.95 | 1.19% | Signal |
| 2011-12-02 | 2011-12-19 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-11-25 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-08-08 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-08-02 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-10-27 | 2011-11-25 | Completed | 33.33% | $8.63 | $7.30 | -15.41% | Stop |
| 2011-10-05 | 2011-10-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-25 | 2011-10-05 | Completed | 33.33% | $8.14 | $7.27 | -10.75% | Stop |
| 2011-08-03 | 2011-08-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-06-29 | 2011-08-08 | Completed | 33.33% | $9.36 | $8.04 | -14.09% | Stop |
| 2010-06-15 | 2011-08-03 | Completed | 33.33% | $8.87 | $8.89 | 0.24% | Stop |
| 2011-06-03 | 2011-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2011-06-07 | 2011-06-29 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-01-21 | 2011-06-07 | Completed | 33.33% | $10.11 | $9.27 | -8.28% | Stop |
| 2010-11-11 | 2011-06-03 | Completed | 33.33% | $9.31 | $9.34 | 0.36% | Signal |
| 2011-01-04 | 2011-01-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-11-02 | 2011-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-11-02 | 2010-11-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-10-06 | 2010-11-01 | Interest (SHV) | 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 |
| 2010-06-01 | 2010-10-06 | Completed | 33.33% | $8.86 | $9.04 | 2.10% | Signal |
| 2010-07-23 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2010-07-23 | Completed | 33.33% | $8.86 | $8.82 | -0.48% | 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 |
| 2010-02-19 | 2010-05-21 | Completed | 33.33% | $8.70 | $8.51 | -2.16% | Stop |
| 2010-03-09 | 2010-05-07 | Completed | 33.33% | $9.23 | $9.32 | 0.89% | Stop |
| 2010-03-03 | 2010-05-07 | Completed | 33.33% | $9.00 | $9.32 | 3.48% | Stop |
| 2010-03-02 | 2010-03-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-03-02 | 2010-03-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2010-02-08 | 2010-03-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2010-02-08 | 2010-03-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2010-02-02 | 2010-02-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-08-14 | 2010-02-08 | Completed | 33.33% | $8.66 | $8.50 | -1.78% | Stop |
| 2009-05-18 | 2010-02-08 | Completed | 33.33% | $7.13 | $8.50 | 19.21% | Stop |
| 2009-10-29 | 2010-02-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2009-10-13 | 2009-10-29 | Completed | 33.33% | $9.26 | $8.73 | -5.64% | Stop |
| 2009-10-02 | 2009-10-13 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2009-07-02 | 2009-10-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-07-02 | 2009-08-14 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | 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 |
| 2009-05-04 | 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 |
| 2009-05-04 | 2009-05-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.09% | 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 |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-01-09 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2007-08-02 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.04 | 3.54% | Interest Income |
| 2007-08-02 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.04 | 3.54% | Interest Income |
| 2007-12-03 | 2008-01-09 | Completed | 33.33% | $17.47 | $15.20 | -12.96% | Stop |
| 2007-11-08 | 2007-12-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2007-09-11 | 2007-11-08 | Completed | 33.33% | $18.59 | $17.27 | -7.09% | Stop |
| 2007-08-17 | 2007-09-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2003-11-24 | 2007-08-17 | Completed | 33.33% | $13.84 | $19.89 | 43.71% | Stop |
| 2007-06-18 | 2007-08-02 | Completed | 33.33% | $21.12 | $18.92 | -10.41% | Stop |
| 2005-11-03 | 2007-08-02 | Completed | 33.33% | $16.65 | $18.92 | 13.60% | Stop |
| 2007-04-30 | 2007-06-18 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2006-09-22 | 2007-04-30 | Completed | 33.33% | $18.87 | $20.85 | 10.47% | Signal |
| 2006-07-25 | 2006-09-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2005-11-22 | 2006-07-25 | Completed | 33.33% | $17.22 | $17.97 | 4.34% | Signal |
| 2005-10-31 | 2005-11-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2005-07-22 | 2005-11-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2005-07-22 | 2005-10-31 | Completed | 33.33% | $16.13 | $16.37 | 1.49% | Signal |
| 2005-04-19 | 2005-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2004-11-04 | 2005-07-22 | Completed | 33.33% | $15.32 | $16.13 | 5.26% | Signal |
| 2004-10-06 | 2005-04-19 | Completed | 33.33% | $15.18 | $15.07 | -0.74% | Signal |
| 2004-10-12 | 2004-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2003-06-05 | 2004-10-12 | Completed | 33.33% | $12.83 | $15.11 | 17.72% | Signal |
| 2004-06-14 | 2004-10-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2003-05-21 | 2004-06-14 | Completed | 33.33% | $11.89 | $14.94 | 25.58% | Signal |
| 2003-04-01 | 2003-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2003-04-01 | 2003-06-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2003-03-27 | 2003-05-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2003-03-21 | 2003-04-01 | Completed | 33.33% | $11.20 | $10.69 | -4.57% | Stop |
| 2003-03-21 | 2003-04-01 | Completed | 33.33% | $11.20 | $10.69 | -4.57% | Stop |
| 2003-03-05 | 2003-03-27 | Completed | 33.33% | $10.41 | $10.81 | 3.89% | Signal |
| 2002-08-28 | 2003-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2002-03-12 | 2003-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.56% | Interest Income |
| 2003-02-10 | 2003-03-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2002-12-31 | 2003-02-10 | Completed | 33.33% | $11.28 | $10.54 | -6.50% | Stop |
| 2002-07-05 | 2002-12-31 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2002-08-02 | 2002-08-28 | Completed | 33.33% | $11.20 | $11.88 | 6.07% | Signal |
| 2002-07-11 | 2002-08-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-05-14 | 2002-07-11 | Completed | 33.33% | $13.50 | $11.58 | -14.25% | Stop |
| 2002-01-16 | 2002-07-05 | Completed | 33.33% | $13.18 | $12.22 | -7.31% | Stop |
| 2001-06-25 | 2002-05-14 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.97% | Interest Income |
| 2001-10-09 | 2002-03-12 | Completed | 33.33% | $11.91 | $13.48 | 13.23% | Signal |
| 2001-09-10 | 2002-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2001-09-17 | 2001-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2001-04-16 | 2001-09-17 | Completed | 33.33% | $13.24 | $11.01 | -16.83% | Stop |
| 2001-07-03 | 2001-09-10 | Completed | 33.33% | $14.21 | $12.16 | -14.39% | Stop |
| 2001-04-05 | 2001-07-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2001-03-19 | 2001-06-25 | Completed | 33.33% | $12.80 | $14.28 | 11.58% | Signal |
| 2001-03-22 | 2001-04-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2001-03-19 | 2001-04-05 | Completed | 33.33% | $12.80 | $12.75 | -0.39% | Signal |
| 2001-01-08 | 2001-03-22 | Completed | 33.33% | $14.16 | $12.01 | -15.21% | Stop |
| 2001-02-23 | 2001-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2001-02-23 | 2001-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2000-12-14 | 2001-02-23 | Completed | 33.33% | $13.71 | $13.32 | -2.86% | Stop |
| 2000-12-14 | 2001-02-23 | Completed | 33.33% | $13.71 | $13.32 | -2.86% | Stop |
| 2000-12-12 | 2001-01-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | 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 |