XLU The Utilities Select Sector SPDR Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for XLU (The Utilities 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 -29.1% (compared to the benchmark's drawdown of -52.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.0%, compared to a Buy-and-Hold benchmark return of 7.5%. The strategy executed 79 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.
XLU Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 8.88% | 12.68% | 7.51% | 9.83% | 9.10% | 9.54% | 7.02% | 7.49% |
| Sharpe Ratio | 0.63 | 0.84 | 0.54 | 0.54 | 0.63 | 0.47 | 0.53 | 0.38 |
| Max Drawdown | -9.18% | -9.18% | -18.64% | -25.26% | -18.64% | -36.07% | -29.12% | -52.27% |
| % Time Invested | 100.0% | 100.0% | 86.0% | 100.0% | 92.7% | 100.0% | 90.2% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 3.2 | 0.0 | 3.1 | 0.0 | 3.1 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-03-16 | Open | Open | 33.33% | $47.12 | $44.42 | -5.73% | Mark-to-Market |
| 2025-05-05 | Open | Open | 33.33% | $38.65 | $44.42 | 14.94% | Mark-to-Market |
| 2024-04-26 | Open | Open | 33.33% | $31.57 | $44.42 | 40.71% | Mark-to-Market |
| 2026-03-03 | 2026-03-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2026-02-03 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2025-06-06 | 2026-02-03 | Completed | 33.33% | $39.50 | $42.36 | 7.26% | Signal |
| 2025-06-03 | 2025-06-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2025-05-14 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2025-05-12 | 2025-05-14 | Completed | 33.33% | $39.19 | $38.64 | -1.40% | Signal |
| 2025-05-02 | 2025-05-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2025-05-02 | 2025-05-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2025-04-10 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2025-02-13 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2024-04-26 | 2025-04-10 | Completed | 33.33% | $31.57 | $36.66 | 16.12% | Stop |
| 2024-01-24 | 2025-02-13 | Completed | 33.33% | $28.63 | $38.33 | 33.86% | Signal |
| 2023-09-27 | 2024-04-26 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 3.96% | Interest Income |
| 2023-09-27 | 2024-04-26 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 3.96% | Interest Income |
| 2023-09-27 | 2024-01-24 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.02% | Interest Income |
| 2023-09-15 | 2023-09-27 | Completed | 33.33% | $29.94 | $28.36 | -5.26% | Stop |
| 2023-09-15 | 2023-09-27 | Completed | 33.33% | $29.94 | $28.36 | -5.26% | Stop |
| 2023-09-15 | 2023-09-27 | Completed | 33.33% | $29.94 | $28.36 | -5.26% | Stop |
| 2023-06-02 | 2023-09-15 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.99% | Interest Income |
| 2023-06-02 | 2023-09-15 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.99% | Interest Income |
| 2023-06-02 | 2023-09-15 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.99% | Interest Income |
| 2023-05-30 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2023-04-12 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2022-10-31 | 2023-05-30 | Completed | 33.33% | $30.20 | $29.51 | -2.28% | Signal |
| 2023-02-08 | 2023-04-12 | Completed | 33.33% | $30.82 | $31.86 | 3.40% | Signal |
| 2023-01-20 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2022-12-02 | 2023-02-08 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.57% | Interest Income |
| 2022-12-16 | 2023-01-20 | Completed | 33.33% | $31.96 | $31.14 | -2.55% | Signal |
| 2022-12-02 | 2022-12-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2022-11-23 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2022-11-11 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2022-10-24 | 2022-11-23 | Completed | 33.33% | $28.59 | $31.24 | 9.27% | Signal |
| 2022-11-04 | 2022-11-11 | Completed | 33.33% | $30.01 | $30.92 | 3.04% | Signal |
| 2022-10-13 | 2022-11-04 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-10-07 | 2022-10-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2022-10-04 | 2022-10-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2022-09-26 | 2022-10-13 | Completed | 33.33% | $32.15 | $27.21 | -15.35% | Stop |
| 2022-07-14 | 2022-10-07 | Completed | 33.33% | $30.56 | $29.16 | -4.60% | Stop |
| 2022-09-30 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-07-11 | 2022-09-30 | Completed | 33.33% | $31.03 | $30.14 | -2.84% | Stop |
| 2022-09-02 | 2022-09-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2022-09-01 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-07-11 | 2022-09-01 | Completed | 33.33% | $31.03 | $33.03 | 6.47% | Signal |
| 2022-06-21 | 2022-07-14 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2022-06-15 | 2022-07-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-06-15 | 2022-07-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2021-03-26 | 2022-06-21 | Completed | 33.33% | $27.17 | $28.81 | 6.03% | Stop |
| 2021-04-16 | 2022-06-15 | Completed | 33.33% | $28.75 | $29.62 | 3.04% | Stop |
| 2020-10-09 | 2022-06-15 | Completed | 33.33% | $26.99 | $29.62 | 9.73% | Stop |
| 2021-04-05 | 2021-04-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-03-15 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-03-04 | 2021-03-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-08-04 | 2021-03-15 | Completed | 33.33% | $25.21 | $26.65 | 5.72% | Signal |
| 2020-04-06 | 2021-03-04 | Completed | 33.33% | $22.32 | $25.08 | 12.34% | Signal |
| 2020-06-17 | 2020-10-09 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2020-06-22 | 2020-08-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2020-06-03 | 2020-06-22 | Completed | 33.33% | $25.41 | $23.89 | -6.00% | Stop |
| 2020-03-24 | 2020-06-17 | Completed | 33.33% | $19.39 | $24.77 | 27.74% | Signal |
| 2020-06-02 | 2020-06-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-04-24 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-03-24 | 2020-04-24 | Completed | 33.33% | $19.39 | $24.14 | 24.46% | Signal |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | 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 |
| 2019-01-25 | 2020-03-13 | Completed | 33.33% | $21.51 | $23.78 | 10.56% | Stop |
| 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 |
| 2018-06-25 | 2020-03-02 | Completed | 33.33% | $19.91 | $25.73 | 29.21% | Stop |
| 2018-06-20 | 2020-03-02 | Completed | 33.33% | $19.72 | $25.73 | 30.47% | Stop |
| 2018-12-13 | 2019-01-25 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2015-09-30 | 2018-12-13 | Completed | 33.33% | $15.23 | $22.35 | 46.78% | Signal |
| 2018-03-26 | 2018-06-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-01-30 | 2018-06-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2018-03-01 | 2018-03-26 | Completed | 33.33% | $18.96 | $19.13 | 0.90% | Signal |
| 2018-02-06 | 2018-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2017-04-18 | 2018-02-06 | Completed | 33.33% | $19.56 | $18.70 | -4.39% | Stop |
| 2017-02-21 | 2018-01-30 | Completed | 33.33% | $18.48 | $19.42 | 5.08% | Signal |
| 2017-04-04 | 2017-04-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2017-01-30 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2016-11-02 | 2017-02-21 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2016-12-06 | 2017-01-30 | Completed | 33.33% | $17.32 | $18.08 | 4.35% | Signal |
| 2016-11-11 | 2016-12-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2016-01-20 | 2016-11-11 | Completed | 33.33% | $15.84 | $17.06 | 7.67% | Stop |
| 2016-10-25 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-10-09 | 2016-10-25 | Completed | 33.33% | $15.72 | $17.80 | 13.22% | Signal |
| 2015-11-03 | 2016-01-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-10-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-09-08 | 2015-09-30 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-05-12 | 2015-09-08 | Completed | 33.33% | $8.68 | $14.63 | 68.54% | Stop |
| 2015-08-04 | 2015-09-02 | Completed | 33.33% | $15.61 | $14.73 | -5.69% | Stop |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-07-02 | 2015-08-04 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-07-29 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-06-30 | 2015-07-29 | Completed | 33.33% | $14.79 | $15.25 | 3.11% | Signal |
| 2015-04-23 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2015-06-08 | 2015-06-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2014-02-25 | 2015-06-08 | Completed | 33.33% | $13.63 | $15.00 | 10.08% | Stop |
| 2014-11-03 | 2015-04-23 | Completed | 33.33% | $15.70 | $15.54 | -1.04% | Signal |
| 2014-10-10 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.16% | Interest Income |
| 2013-11-18 | 2014-10-10 | Completed | 33.33% | $13.12 | $14.78 | 12.62% | Signal |
| 2014-02-04 | 2014-02-25 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-01-31 | 2014-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2011-09-01 | 2014-01-31 | Completed | 33.33% | $10.32 | $12.96 | 25.60% | Signal |
| 2013-08-14 | 2013-11-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2013-02-25 | 2013-08-14 | Completed | 33.33% | $12.05 | $12.73 | 5.62% | Signal |
| 2013-01-03 | 2013-02-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2012-12-04 | 2013-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2012-11-15 | 2012-12-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.45% | Interest Income |
| 2011-09-01 | 2012-11-15 | Completed | 33.33% | $10.32 | $10.95 | 6.15% | Signal |
| 2011-08-10 | 2011-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-10 | 2011-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-08-24 | 2011-08-10 | Completed | 33.33% | $8.87 | $9.36 | 5.53% | Stop |
| 2010-06-01 | 2011-08-10 | Completed | 33.33% | $8.25 | $9.36 | 13.50% | Stop |
| 2010-08-02 | 2010-08-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-07-29 | 2010-08-02 | Completed | 33.33% | $9.05 | $8.97 | -0.81% | Signal |
| 2010-06-25 | 2010-07-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-06-21 | 2010-06-25 | Completed | 33.33% | $8.81 | $8.39 | -4.79% | Stop |
| 2010-04-19 | 2010-06-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-04-05 | 2010-05-12 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-09-08 | 2010-05-07 | Completed | 33.33% | $8.15 | $8.37 | 2.68% | Stop |
| 2009-06-22 | 2010-04-19 | Completed | 33.33% | $7.65 | $8.59 | 12.35% | Signal |
| 2010-03-02 | 2010-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-02-02 | 2010-03-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2009-10-02 | 2010-02-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2009-07-02 | 2009-10-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-07-02 | 2009-09-08 | Interest (BIL) | 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 |
| 2009-06-02 | 2009-06-22 | 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 | 2009-06-01 | 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 |
| 2009-01-14 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2009-01-14 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2009-01-14 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2009-01-06 | 2009-01-14 | Completed | 33.33% | $8.24 | $7.71 | -6.41% | Stop |
| 2009-01-06 | 2009-01-14 | Completed | 33.33% | $8.24 | $7.71 | -6.41% | Stop |
| 2009-01-06 | 2009-01-14 | Completed | 33.33% | $8.24 | $7.71 | -6.41% | Stop |
| 2009-01-05 | 2009-01-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-01-05 | 2009-01-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-01-05 | 2009-01-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2008-11-06 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2008-09-04 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-11-04 | 2008-11-06 | Completed | 33.33% | $8.01 | $7.76 | -3.07% | Signal |
| 2008-10-13 | 2008-11-04 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2008-10-09 | 2008-10-13 | Completed | 33.33% | $7.87 | $7.37 | -6.45% | Stop |
| 2008-09-17 | 2008-10-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2008-02-14 | 2008-09-17 | Completed | 33.33% | $10.55 | $9.19 | -12.85% | Stop |
| 2008-06-16 | 2008-09-04 | Completed | 33.33% | $10.97 | $9.78 | -10.80% | Signal |
| 2008-06-09 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2008-06-03 | 2008-06-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2008-02-14 | 2008-06-09 | Completed | 33.33% | $10.55 | $10.80 | 2.41% | Signal |
| 2008-03-11 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2008-02-14 | 2008-03-11 | Completed | 33.33% | $10.55 | $10.18 | -3.48% | Signal |
| 2008-01-23 | 2008-02-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2008-01-23 | 2008-02-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2008-01-23 | 2008-02-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2007-11-09 | 2008-01-23 | Completed | 33.33% | $11.02 | $9.83 | -10.78% | Stop |
| 2007-09-11 | 2008-01-23 | Completed | 33.33% | $10.18 | $9.83 | -3.40% | Stop |
| 2003-09-04 | 2008-01-23 | Completed | 33.33% | $4.92 | $9.83 | 99.80% | Stop |
| 2007-08-16 | 2007-11-09 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.28% | Interest Income |
| 2007-08-17 | 2007-09-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2006-07-26 | 2007-08-17 | Completed | 33.33% | $8.58 | $10.13 | 18.01% | Stop |
| 2006-07-19 | 2007-08-16 | Completed | 33.33% | $8.32 | $9.76 | 17.33% | Signal |
| 2006-04-11 | 2006-07-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.39% | Interest Income |
| 2006-04-28 | 2006-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.07% | Interest Income |
| 2006-02-21 | 2006-04-28 | Completed | 33.33% | $8.04 | $7.76 | -3.48% | Signal |
| 2005-11-15 | 2006-04-11 | Completed | 33.33% | $7.54 | $7.68 | 1.88% | Signal |
| 2005-12-09 | 2006-02-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2005-11-15 | 2005-12-09 | Completed | 33.33% | $7.54 | $7.77 | 3.14% | Signal |
| 2005-10-24 | 2005-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2005-10-24 | 2005-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2004-08-13 | 2005-10-24 | Completed | 33.33% | $5.82 | $7.42 | 27.55% | Stop |
| 2003-05-30 | 2005-10-24 | Completed | 33.33% | $4.96 | $7.42 | 49.57% | Stop |
| 2004-06-18 | 2004-08-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2003-05-14 | 2004-06-18 | Completed | 33.33% | $4.59 | $5.53 | 20.36% | Signal |
| 2003-02-10 | 2003-09-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2003-02-10 | 2003-05-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2003-04-21 | 2003-05-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2003-03-05 | 2003-04-21 | Completed | 33.33% | $3.98 | $4.38 | 9.93% | Signal |
| 2003-02-10 | 2003-03-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2002-12-18 | 2003-02-10 | Completed | 33.33% | $4.28 | $4.03 | -5.77% | Stop |
| 2002-12-18 | 2003-02-10 | Completed | 33.33% | $4.28 | $4.03 | -5.77% | Stop |
| 2002-12-18 | 2003-02-10 | Completed | 33.33% | $4.28 | $4.03 | -5.77% | Stop |
| 2002-04-03 | 2002-12-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2001-08-14 | 2002-12-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.44% | Interest Income |
| 2001-08-01 | 2002-12-18 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.57% | Interest Income |
| 2001-11-26 | 2002-04-03 | Completed | 33.33% | $6.03 | $6.05 | 0.33% | Signal |
| 2001-11-01 | 2001-11-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2001-02-16 | 2001-11-01 | Completed | 33.33% | $6.67 | $5.97 | -10.48% | Stop |
| 2001-05-02 | 2001-08-14 | Completed | 33.33% | $6.95 | $6.42 | -7.71% | Signal |
| 2001-04-17 | 2001-08-01 | Completed | 33.33% | $6.72 | $6.49 | -3.38% | Signal |
| 2001-03-09 | 2001-05-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2001-03-23 | 2001-04-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2000-12-14 | 2001-03-23 | Completed | 33.33% | $7.04 | $5.97 | -15.20% | Stop |
| 2000-12-14 | 2001-03-09 | Completed | 33.33% | $7.04 | $6.64 | -5.60% | Signal |
| 2000-12-12 | 2001-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.92% | 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 |