XLI The Industrial Select Sector SPDR Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for XLI (The Industrial 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 -25.5% (compared to the benchmark's drawdown of -62.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.8%, compared to a Buy-and-Hold benchmark return of 8.9%. The strategy executed 75 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.
XLI Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 22.44% | 22.95% | 8.65% | 12.13% | 12.82% | 13.95% | 8.78% | 8.87% |
| Sharpe Ratio | 1.33 | 1.35 | 0.62 | 0.66 | 0.85 | 0.65 | 0.64 | 0.40 |
| Max Drawdown | -12.21% | -12.21% | -16.10% | -21.64% | -20.29% | -42.33% | -25.49% | -62.26% |
| % Time Invested | 100.0% | 100.0% | 95.1% | 100.0% | 95.8% | 100.0% | 89.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.2 | 0.0 | 2.7 | 0.0 | 2.9 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-06-24 | Open | Open | 33.33% | $143.14 | $173.13 | 20.95% | Mark-to-Market |
| 2025-04-30 | Open | Open | 33.33% | $127.69 | $173.13 | 35.59% | Mark-to-Market |
| 2025-04-30 | Open | Open | 33.33% | $127.69 | $173.13 | 35.59% | Mark-to-Market |
| 2025-06-03 | 2025-06-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-03-07 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | 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 |
| 2023-04-04 | 2025-04-07 | Completed | 33.33% | $96.98 | $113.13 | 16.65% | Stop |
| 2023-01-24 | 2025-04-07 | Completed | 33.33% | $94.77 | $113.13 | 19.37% | Stop |
| 2024-09-09 | 2025-03-07 | Completed | 33.33% | $123.86 | $129.80 | 4.79% | Signal |
| 2024-08-15 | 2024-09-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2023-12-15 | 2024-08-15 | Completed | 33.33% | $108.83 | $123.56 | 13.53% | Signal |
| 2023-11-02 | 2023-12-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2023-07-10 | 2023-11-02 | Completed | 33.33% | $101.99 | $96.18 | -5.70% | Signal |
| 2023-06-02 | 2023-07-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2023-05-08 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2022-12-08 | 2023-05-08 | Completed | 33.33% | $94.46 | $95.53 | 1.13% | Signal |
| 2022-12-02 | 2023-04-04 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-01-24 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2022-12-02 | 2022-12-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-11-15 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-10-25 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-13 | 2022-11-15 | Completed | 33.33% | $78.53 | $94.77 | 20.69% | Signal |
| 2022-10-18 | 2022-10-25 | Completed | 33.33% | $83.84 | $85.09 | 1.48% | Signal |
| 2022-10-04 | 2022-10-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-10-04 | 2022-10-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.07% | 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 |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-06-15 | 2022-09-26 | Completed | 33.33% | $83.19 | $80.08 | -3.74% | Stop |
| 2022-05-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2022-03-11 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2022-05-23 | 2022-06-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-02-10 | 2022-05-23 | Completed | 33.33% | $83.49 | $85.10 | 1.93% | Stop |
| 2020-08-12 | 2022-05-02 | Completed | 33.33% | $71.59 | $89.26 | 24.68% | Signal |
| 2021-12-06 | 2022-03-11 | Completed | 33.33% | $96.26 | $92.95 | -3.43% | Signal |
| 2021-11-11 | 2021-12-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-11-09 | 2021-11-11 | Completed | 33.33% | $99.81 | $99.51 | -0.30% | Signal |
| 2021-11-02 | 2021-11-09 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2021-10-11 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-07-09 | 2021-10-11 | Completed | 33.33% | $62.78 | $94.02 | 49.75% | Signal |
| 2020-12-28 | 2021-02-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2020-03-24 | 2020-12-28 | Completed | 33.33% | $47.20 | $81.83 | 73.34% | Signal |
| 2020-06-02 | 2020-08-12 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2020-06-02 | 2020-07-09 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2020-04-30 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-03-26 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2020-03-24 | 2020-04-30 | Completed | 33.33% | $47.20 | $58.94 | 24.86% | Signal |
| 2020-03-24 | 2020-03-26 | Completed | 33.33% | $47.20 | $53.76 | 13.90% | 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 |
| 2019-11-12 | 2020-03-02 | Completed | 33.33% | $73.81 | $66.95 | -9.29% | Stop |
| 2019-02-07 | 2020-03-02 | Completed | 33.33% | $64.75 | $66.95 | 3.40% | Stop |
| 2019-02-07 | 2020-03-02 | Completed | 33.33% | $64.75 | $66.95 | 3.40% | Stop |
| 2019-10-03 | 2019-11-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2019-09-13 | 2019-10-03 | Completed | 33.33% | $71.04 | $66.82 | -5.95% | Stop |
| 2019-08-21 | 2019-09-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2019-01-18 | 2019-08-21 | Completed | 33.33% | $61.64 | $67.32 | 9.23% | Signal |
| 2018-12-07 | 2019-02-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2018-12-04 | 2019-02-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2018-12-26 | 2019-01-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-11-21 | 2018-12-26 | Completed | 33.33% | $61.64 | $53.74 | -12.81% | Stop |
| 2018-11-16 | 2018-12-07 | Completed | 33.33% | $63.30 | $61.45 | -2.92% | Signal |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-11-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2018-11-02 | 2018-11-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-10-30 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-10-25 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2018-10-25 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2016-07-15 | 2018-10-30 | Completed | 33.33% | $49.70 | $59.85 | 20.41% | Stop |
| 2018-10-03 | 2018-10-25 | Completed | 33.33% | $70.18 | $61.36 | -12.56% | Stop |
| 2018-08-28 | 2018-10-25 | Completed | 33.33% | $68.30 | $61.36 | -10.15% | Stop |
| 2018-09-11 | 2018-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2016-04-19 | 2018-09-11 | Completed | 33.33% | $47.34 | $68.13 | 43.92% | Signal |
| 2018-05-15 | 2018-08-28 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2016-04-19 | 2018-05-15 | Completed | 33.33% | $47.34 | $64.83 | 36.94% | Signal |
| 2016-04-04 | 2016-07-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2016-04-04 | 2016-04-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2016-04-04 | 2016-04-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2016-03-30 | 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 |
| 2015-09-17 | 2016-03-30 | Completed | 33.33% | $43.30 | $47.00 | 8.53% | Signal |
| 2016-02-25 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-12 | 2016-02-25 | Completed | 33.33% | $40.90 | $43.30 | 5.86% | Signal |
| 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 |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-12-09 | 2016-01-21 | Completed | 33.33% | $44.18 | $40.09 | -9.24% | Stop |
| 2015-11-03 | 2015-12-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-11-02 | 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 |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-03-14 | 2015-08-25 | Completed | 33.33% | $29.00 | $41.79 | 44.11% | Stop |
| 2011-08-29 | 2015-08-25 | Completed | 33.33% | $23.76 | $41.79 | 75.88% | Stop |
| 2015-07-10 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2014-11-11 | 2015-07-10 | Completed | 33.33% | $45.92 | $44.70 | -2.66% | Signal |
| 2014-11-04 | 2014-11-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-10-13 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2012-09-13 | 2014-10-13 | Completed | 33.33% | $28.74 | $41.03 | 42.79% | Signal |
| 2012-07-03 | 2012-09-13 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2012-06-22 | 2012-07-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-12-21 | 2012-06-22 | Completed | 33.33% | $25.69 | $26.96 | 4.96% | Signal |
| 2012-01-04 | 2012-03-14 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.85% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2011-12-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-10-05 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-08-02 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-08-25 | 2011-10-05 | Completed | 33.33% | $23.62 | $22.28 | -5.65% | Stop |
| 2011-08-05 | 2011-08-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-03 | 2011-08-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-18 | 2011-08-05 | Completed | 33.33% | $22.32 | $24.47 | 9.63% | Stop |
| 2010-06-01 | 2011-08-03 | Completed | 33.33% | $21.73 | $25.29 | 16.39% | Stop |
| 2011-07-29 | 2011-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2010-10-05 | 2011-07-29 | Completed | 33.33% | $23.47 | $26.22 | 11.68% | Signal |
| 2010-09-02 | 2010-10-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2010-07-30 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-06-01 | 2010-07-30 | Completed | 33.33% | $21.73 | $22.27 | 2.51% | Signal |
| 2010-05-26 | 2010-06-18 | 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 |
| 2009-09-15 | 2010-05-26 | Completed | 33.33% | $19.50 | $21.77 | 11.68% | Stop |
| 2009-08-25 | 2010-05-07 | Completed | 33.33% | $18.65 | $22.85 | 22.52% | Stop |
| 2009-07-31 | 2010-05-07 | Completed | 33.33% | $17.41 | $22.85 | 31.20% | Stop |
| 2009-07-02 | 2009-09-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-07-02 | 2009-08-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2009-07-09 | 2009-07-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-06-02 | 2009-07-09 | Completed | 33.33% | $16.97 | $15.11 | -10.99% | Stop |
| 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 | 2009-06-02 | 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 | 2009-06-01 | 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 |
| 2009-03-23 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2009-03-23 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2009-03-23 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2009-03-19 | 2009-03-23 | Completed | 33.33% | $13.29 | $12.93 | -2.69% | Stop |
| 2009-03-19 | 2009-03-23 | Completed | 33.33% | $13.29 | $12.93 | -2.69% | Stop |
| 2009-03-19 | 2009-03-23 | Completed | 33.33% | $13.29 | $12.93 | -2.69% | Stop |
| 2009-01-05 | 2009-03-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-01-05 | 2009-03-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-01-05 | 2009-03-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2008-09-30 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.45% | 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 |
| 2008-07-28 | 2008-09-30 | Completed | 33.33% | $24.48 | $21.34 | -12.82% | Stop |
| 2008-07-24 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-07-03 | 2008-07-28 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2008-07-22 | 2008-07-24 | Completed | 33.33% | $24.12 | $24.98 | 3.58% | Signal |
| 2008-06-27 | 2008-07-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2008-02-12 | 2008-07-03 | Completed | 33.33% | $25.82 | $23.60 | -8.60% | Stop |
| 2008-05-20 | 2008-06-27 | Completed | 33.33% | $27.72 | $24.12 | -13.01% | Stop |
| 2008-03-12 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2008-01-02 | 2008-05-20 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.32% | Interest Income |
| 2008-02-01 | 2008-03-12 | Completed | 33.33% | $26.19 | $25.33 | -3.29% | Signal |
| 2008-01-18 | 2008-02-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2008-01-09 | 2008-02-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2003-11-03 | 2008-01-18 | Completed | 33.33% | $16.30 | $24.46 | 50.06% | Stop |
| 2007-09-11 | 2008-01-09 | Completed | 33.33% | $26.83 | $25.49 | -5.00% | Stop |
| 2007-09-11 | 2008-01-02 | Completed | 33.33% | $26.83 | $27.38 | 2.06% | Signal |
| 2007-08-17 | 2007-09-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2007-08-17 | 2007-09-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2007-01-23 | 2007-08-17 | Completed | 33.33% | $24.29 | $26.79 | 10.31% | Stop |
| 2006-09-06 | 2007-08-17 | Completed | 33.33% | $22.18 | $26.79 | 20.81% | Stop |
| 2007-01-11 | 2007-01-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2006-10-31 | 2007-01-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2005-11-28 | 2006-10-31 | Completed | 33.33% | $21.33 | $23.55 | 10.44% | Signal |
| 2006-08-04 | 2006-09-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2005-11-28 | 2006-08-04 | Completed | 33.33% | $21.33 | $22.10 | 3.61% | Signal |
| 2005-10-19 | 2005-11-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2005-08-30 | 2005-11-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2005-09-28 | 2005-10-19 | Completed | 33.33% | $20.15 | $19.86 | -1.44% | Signal |
| 2005-04-28 | 2005-09-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2003-07-16 | 2005-08-30 | Completed | 33.33% | $14.77 | $19.91 | 34.87% | Signal |
| 2004-06-22 | 2005-04-28 | Completed | 33.33% | $18.45 | $19.55 | 5.97% | Signal |
| 2004-05-25 | 2004-06-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2003-05-21 | 2004-05-25 | Completed | 33.33% | $13.78 | $17.42 | 26.39% | Signal |
| 2001-10-12 | 2003-11-03 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.95% | Interest Income |
| 2001-03-19 | 2003-07-16 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 4.64% | Interest Income |
| 2003-01-23 | 2003-05-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2003-01-17 | 2003-01-23 | Completed | 33.33% | $13.30 | $12.98 | -2.44% | Signal |
| 2002-06-06 | 2003-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2002-05-22 | 2002-06-06 | Completed | 33.33% | $16.39 | $15.78 | -3.72% | Signal |
| 2002-04-30 | 2002-05-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-01-10 | 2002-04-30 | Completed | 33.33% | $17.42 | $15.90 | -8.76% | Stop |
| 2001-09-17 | 2002-01-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2001-10-08 | 2001-10-12 | Completed | 33.33% | $15.60 | $16.24 | 4.14% | Signal |
| 2001-09-10 | 2001-10-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2001-07-02 | 2001-09-17 | Completed | 33.33% | $18.43 | $16.65 | -9.67% | Signal |
| 2001-04-16 | 2001-09-10 | Completed | 33.33% | $17.62 | $16.87 | -4.23% | Stop |
| 2001-02-09 | 2001-07-02 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.57% | Interest Income |
| 2001-03-22 | 2001-04-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2000-12-14 | 2001-03-22 | Completed | 33.33% | $19.72 | $16.61 | -15.76% | Stop |
| 2000-12-14 | 2001-03-19 | Completed | 33.33% | $19.72 | $17.17 | -12.90% | Stop |
| 2001-01-29 | 2001-02-09 | Completed | 33.33% | $19.58 | $19.42 | -0.84% | Signal |
| 2001-01-04 | 2001-01-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2000-12-14 | 2001-01-04 | Completed | 33.33% | $19.72 | $19.88 | 0.82% | 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 |