XLU
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
XLU Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 8.30% | 12.89% | 7.52% | 10.38% | 8.35% | 9.21% | 6.93% | 7.64% |
| Sharpe Ratio | 0.56 | 0.81 | 0.54 | 0.57 | 0.57 | 0.46 | 0.53 | 0.39 |
| Max Drawdown | -9.18% | -9.18% | -18.76% | -25.26% | -18.76% | -36.07% | -29.71% | -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 | 3.4 | 0.0 | 3.2 | 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 or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 2026-02-03 | 2026-03-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2025-06-06 | 2026-02-03 | Completed | 33.33% | $39.25 | $42.10 | 7.21% | Signal | |
| 2025-05-14 | 2025-06-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-05-12 | 2025-05-14 | Completed | 33.33% | $38.94 | $38.40 | -1.45% | Signal | |
| 2025-02-13 | 2025-05-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2025-04-10 | 2025-05-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-04-26 | 2025-04-10 | Completed | 33.33% | $31.37 | $36.42 | 16.06% | Stop | |
| 2024-01-24 | 2025-02-13 | Completed | 33.33% | $28.45 | $38.09 | 33.79% | Signal | |
| 2023-09-27 | 2024-04-26 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.14% | Interest Income | |
| 2023-09-27 | 2024-04-26 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.14% | Interest Income | |
| 2023-09-27 | 2024-01-24 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.74% | Interest Income | |
| 2023-09-15 | 2023-09-27 | Completed | 33.33% | $29.75 | $28.18 | -5.31% | Stop | |
| 2023-09-15 | 2023-09-27 | Completed | 33.33% | $29.75 | $28.18 | -5.31% | Stop | |
| 2023-09-15 | 2023-09-27 | Completed | 33.33% | $29.75 | $28.18 | -5.31% | Stop | |
| 2023-05-30 | 2023-09-15 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.61% | Interest Income | |
| 2023-04-12 | 2023-09-15 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.29% | Interest Income | |
| 2023-01-20 | 2023-09-15 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.36% | Interest Income | |
| 2022-10-31 | 2023-05-30 | Completed | 33.33% | $30.01 | $29.32 | -2.32% | Signal | |
| 2023-02-08 | 2023-04-12 | Completed | 33.33% | $30.62 | $31.66 | 3.35% | Signal | |
| 2022-11-11 | 2023-02-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.04% | Interest Income | |
| 2022-12-16 | 2023-01-20 | Completed | 33.33% | $31.76 | $30.94 | -2.60% | Signal | |
| 2022-11-23 | 2022-12-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-10-24 | 2022-11-23 | Completed | 33.33% | $28.40 | $31.04 | 9.21% | Signal | |
| 2022-11-04 | 2022-11-11 | Completed | 33.33% | $29.82 | $30.72 | 2.99% | Signal | |
| 2022-10-13 | 2022-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2022-10-07 | 2022-10-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2022-09-30 | 2022-10-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2022-09-26 | 2022-10-13 | Completed | 33.33% | $31.94 | $27.04 | -15.40% | Stop | |
| 2022-07-14 | 2022-10-07 | Completed | 33.33% | $30.37 | $28.97 | -4.65% | Stop | |
| 2022-07-11 | 2022-09-30 | Completed | 33.33% | $30.83 | $29.95 | -2.89% | Stop | |
| 2022-09-01 | 2022-09-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2022-07-11 | 2022-09-01 | Completed | 33.33% | $30.83 | $32.82 | 6.42% | Signal | |
| 2022-06-21 | 2022-07-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-06-15 | 2022-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-06-15 | 2022-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2021-03-26 | 2022-06-21 | Completed | 33.33% | $27.00 | $28.63 | 5.98% | Stop | |
| 2021-04-16 | 2022-06-15 | Completed | 33.33% | $28.56 | $29.43 | 2.99% | Stop | |
| 2020-10-09 | 2022-06-15 | Completed | 33.33% | $26.82 | $29.43 | 9.68% | Stop | |
| 2021-03-15 | 2021-04-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-04 | 2021-03-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-08-04 | 2021-03-15 | Completed | 33.33% | $25.05 | $26.48 | 5.67% | Signal | |
| 2020-04-06 | 2021-03-04 | Completed | 33.33% | $22.18 | $24.92 | 12.29% | Signal | |
| 2020-06-17 | 2020-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-06-22 | 2020-08-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-06-03 | 2020-06-22 | Completed | 33.33% | $25.25 | $23.73 | -6.04% | Stop | |
| 2020-03-24 | 2020-06-17 | Completed | 33.33% | $19.27 | $24.62 | 27.67% | Signal | |
| 2020-04-24 | 2020-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-04-24 | Completed | 33.33% | $19.27 | $23.98 | 24.40% | Signal | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-25 | 2020-03-13 | Completed | 33.33% | $21.37 | $23.63 | 10.50% | Stop | |
| 2018-06-25 | 2020-03-02 | Completed | 33.33% | $19.78 | $25.56 | 29.15% | Stop | |
| 2018-06-20 | 2020-03-02 | Completed | 33.33% | $19.59 | $25.56 | 30.41% | Stop | |
| 2018-12-13 | 2019-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2015-09-30 | 2018-12-13 | Completed | 33.33% | $15.13 | $22.21 | 46.70% | Signal | |
| 2018-03-26 | 2018-06-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2018-01-30 | 2018-06-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 2018-03-01 | 2018-03-26 | Completed | 33.33% | $18.84 | $19.01 | 0.85% | Signal | |
| 2018-02-06 | 2018-03-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-04-18 | 2018-02-06 | Completed | 33.33% | $19.44 | $18.58 | -4.44% | Stop | |
| 2017-02-21 | 2018-01-30 | Completed | 33.33% | $18.37 | $19.30 | 5.03% | Signal | |
| 2017-01-30 | 2017-04-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2016-10-25 | 2017-02-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2016-12-06 | 2017-01-30 | Completed | 33.33% | $17.21 | $17.96 | 4.30% | Signal | |
| 2016-11-11 | 2016-12-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-01-20 | 2016-11-11 | Completed | 33.33% | $15.74 | $16.95 | 7.62% | Stop | |
| 2015-10-09 | 2016-10-25 | Completed | 33.33% | $15.62 | $17.68 | 13.16% | Signal | |
| 2015-07-29 | 2016-01-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2015-09-02 | 2015-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-09-08 | 2015-09-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-05-12 | 2015-09-08 | Completed | 33.33% | $8.63 | $14.54 | 68.45% | Stop | |
| 2015-08-04 | 2015-09-02 | Completed | 33.33% | $15.51 | $14.63 | -5.74% | Stop | |
| 2015-04-23 | 2015-08-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-06-30 | 2015-07-29 | Completed | 33.33% | $14.69 | $15.15 | 3.06% | Signal | |
| 2015-06-08 | 2015-06-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-02-25 | 2015-06-08 | Completed | 33.33% | $13.54 | $14.90 | 10.03% | Stop | |
| 2014-11-03 | 2015-04-23 | Completed | 33.33% | $15.60 | $15.44 | -1.09% | Signal | |
| 2014-10-10 | 2014-11-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-11-18 | 2014-10-10 | Completed | 33.33% | $13.04 | $14.68 | 12.57% | Signal | |
| 2014-01-31 | 2014-02-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-09-01 | 2014-01-31 | Completed | 33.33% | $10.25 | $12.88 | 25.54% | Signal | |
| 2013-08-14 | 2013-11-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-02-25 | 2013-08-14 | Completed | 33.33% | $11.98 | $12.65 | 5.57% | Signal | |
| 2012-11-15 | 2013-02-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-09-01 | 2012-11-15 | Completed | 33.33% | $10.25 | $10.88 | 6.10% | Signal | |
| 2011-08-10 | 2011-09-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-10 | 2011-09-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-08-24 | 2011-08-10 | Completed | 33.33% | $8.82 | $9.30 | 5.48% | Stop | |
| 2010-06-01 | 2011-08-10 | Completed | 33.33% | $8.20 | $9.30 | 13.45% | Stop | |
| 2010-08-02 | 2010-08-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-07-29 | 2010-08-02 | Completed | 33.33% | $8.99 | $8.92 | -0.86% | Signal | |
| 2010-06-25 | 2010-07-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-21 | 2010-06-25 | Completed | 33.33% | $8.76 | $8.34 | -4.84% | Stop | |
| 2010-04-19 | 2010-06-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-01-14 | 2010-05-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2009-09-08 | 2010-05-07 | Completed | 33.33% | $8.10 | $8.32 | 2.63% | Stop | |
| 2009-06-22 | 2010-04-19 | Completed | 33.33% | $7.60 | $8.54 | 12.29% | Signal | |
| 2009-01-14 | 2009-09-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2009-01-14 | 2009-06-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2009-01-06 | 2009-01-14 | Completed | 33.33% | $8.19 | $7.66 | -6.45% | Stop | |
| 2009-01-06 | 2009-01-14 | Completed | 33.33% | $8.19 | $7.66 | -6.45% | Stop | |
| 2009-01-06 | 2009-01-14 | Completed | 33.33% | $8.19 | $7.66 | -6.45% | Stop | |
| 2008-11-06 | 2009-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-09-04 | 2009-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2008-06-09 | 2009-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2008-11-04 | 2008-11-06 | Completed | 33.33% | $7.96 | $7.72 | -3.12% | Signal | |
| 2008-10-13 | 2008-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-10-09 | 2008-10-13 | Completed | 33.33% | $7.82 | $7.32 | -6.50% | Stop | |
| 2008-09-17 | 2008-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-02-14 | 2008-09-17 | Completed | 33.33% | $10.48 | $9.13 | -12.89% | Stop | |
| 2008-06-16 | 2008-09-04 | Completed | 33.33% | $10.90 | $9.72 | -10.85% | Signal | |
| 2008-03-11 | 2008-06-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2008-02-14 | 2008-06-09 | Completed | 33.33% | $10.48 | $10.73 | 2.36% | Signal | |
| 2008-02-14 | 2008-03-11 | Completed | 33.33% | $10.48 | $10.11 | -3.53% | Signal | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2007-11-09 | 2008-01-23 | Completed | 33.33% | $10.95 | $9.77 | -10.82% | Stop | |
| 2007-09-11 | 2008-01-23 | Completed | 33.33% | $10.11 | $9.77 | -3.45% | Stop | |
| 2003-09-04 | 2008-01-23 | Completed | 33.33% | $4.89 | $9.77 | 99.70% | Stop | |
| 2007-08-16 | 2007-11-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.93% | Interest Income | |
| 2007-08-17 | 2007-09-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2006-07-26 | 2007-08-17 | Completed | 33.33% | $8.53 | $10.06 | 17.95% | Stop | |
| 2006-07-19 | 2007-08-16 | Completed | 33.33% | $8.26 | $9.70 | 17.27% | 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% | $7.99 | $7.71 | -3.53% | Signal | |
| 2005-11-15 | 2006-04-11 | Completed | 33.33% | $7.49 | $7.63 | 1.83% | 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% | $7.49 | $7.72 | 3.09% | 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% | $5.78 | $7.38 | 27.48% | Stop | |
| 2003-05-30 | 2005-10-24 | Completed | 33.33% | $4.93 | $7.38 | 49.50% | 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% | $4.56 | $5.49 | 20.30% | 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% | $3.96 | $4.35 | 9.88% | 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% | $4.25 | $4.00 | -5.82% | Stop | |
| 2002-12-18 | 2003-02-10 | Completed | 33.33% | $4.25 | $4.00 | -5.82% | Stop | |
| 2002-12-18 | 2003-02-10 | Completed | 33.33% | $4.25 | $4.00 | -5.82% | 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% | $5.99 | $6.01 | 0.28% | 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% | $6.63 | $5.93 | -10.53% | Stop | |
| 2001-05-02 | 2001-08-14 | Completed | 33.33% | $6.91 | $6.38 | -7.76% | Signal | |
| 2001-04-17 | 2001-08-01 | Completed | 33.33% | $6.68 | $6.45 | -3.42% | 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% | $6.99 | $5.93 | -15.24% | Stop | |
| 2000-12-14 | 2001-03-09 | Completed | 33.33% | $6.99 | $6.60 | -5.65% | 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 | |