XLV The Health Care Select Sector SPDR Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for XLV (The Health Care 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 -19.2% (compared to the benchmark's drawdown of -39.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.0%, compared to a Buy-and-Hold benchmark return of 8.4%. The strategy executed 76 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.
XLV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.27% | 14.95% | 1.52% | 5.92% | 6.32% | 9.50% | 5.99% | 8.37% |
| Sharpe Ratio | 0.40 | 0.96 | 0.14 | 0.39 | 0.50 | 0.55 | 0.52 | 0.46 |
| Max Drawdown | -10.21% | -10.47% | -16.93% | -17.11% | -16.93% | -28.40% | -19.18% | -39.17% |
| % Time Invested | 87.7% | 100.0% | 94.7% | 100.0% | 96.8% | 100.0% | 90.5% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 3.4 | 0.0 | 3.5 | 0.0 | 3.0 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-11-12 | Open | Open | 33.33% | $149.73 | $149.47 | -0.18% | Mark-to-Market |
| 2025-11-12 | Open | Open | 33.33% | $149.73 | $149.47 | -0.18% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-04-22 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2025-10-03 | 2026-04-22 | Completed | 33.33% | $142.38 | $146.51 | 2.90% | Signal |
| 2025-08-20 | 2025-11-12 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.10% | Interest Income |
| 2025-06-03 | 2025-11-12 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.37% | Interest Income |
| 2025-06-03 | 2025-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.88% | Interest Income |
| 2025-05-01 | 2025-08-20 | Completed | 33.33% | $136.38 | $135.25 | -0.83% | Signal |
| 2025-05-15 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2025-05-15 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2025-05-01 | 2025-05-15 | Completed | 33.33% | $136.38 | $126.22 | -7.45% | Stop |
| 2025-05-01 | 2025-05-15 | Completed | 33.33% | $136.38 | $126.22 | -7.45% | Stop |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-02-20 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2024-12-09 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2024-01-03 | 2025-04-08 | Completed | 33.33% | $134.14 | $136.99 | 2.12% | Stop |
| 2025-01-16 | 2025-02-20 | Completed | 33.33% | $137.14 | $143.07 | 4.32% | Signal |
| 2024-12-20 | 2025-01-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2023-11-08 | 2024-12-20 | Completed | 33.33% | $123.62 | $133.95 | 8.36% | Stop |
| 2024-07-25 | 2024-12-09 | Completed | 33.33% | $145.04 | $140.71 | -2.99% | Signal |
| 2024-06-24 | 2024-07-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2023-11-08 | 2024-06-24 | Completed | 33.33% | $123.62 | $142.52 | 15.29% | Signal |
| 2023-10-27 | 2024-01-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.07% | Interest Income |
| 2023-10-02 | 2023-11-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2023-06-08 | 2023-11-08 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.57% | Interest Income |
| 2023-04-10 | 2023-10-27 | Completed | 33.33% | $126.67 | $119.80 | -5.42% | Stop |
| 2023-08-09 | 2023-10-02 | Completed | 33.33% | $128.80 | $123.08 | -4.44% | Signal |
| 2023-07-18 | 2023-08-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2023-07-03 | 2023-07-18 | Completed | 33.33% | $126.42 | $125.27 | -0.91% | Signal |
| 2023-06-02 | 2023-07-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2023-03-17 | 2023-06-08 | Completed | 33.33% | $120.71 | $122.91 | 1.82% | 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 |
| 2023-03-29 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2023-02-27 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2022-12-06 | 2023-03-29 | Completed | 33.33% | $130.40 | $121.46 | -6.86% | Signal |
| 2022-12-02 | 2023-03-17 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2022-07-11 | 2023-02-27 | Completed | 33.33% | $122.20 | $122.44 | 0.19% | Signal |
| 2022-12-02 | 2022-12-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | 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 |
| 2022-06-22 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2022-06-14 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2022-06-15 | 2022-07-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-06-02 | 2022-06-22 | Completed | 33.33% | $122.15 | $114.50 | -6.26% | Signal |
| 2020-04-06 | 2022-06-15 | Completed | 33.33% | $81.32 | $113.43 | 39.49% | Stop |
| 2020-03-24 | 2022-06-14 | Completed | 33.33% | $70.98 | $113.77 | 60.29% | Stop |
| 2022-05-10 | 2022-06-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-04-29 | 2022-05-10 | Completed | 33.33% | $123.95 | $119.56 | -3.54% | Signal |
| 2022-04-06 | 2022-04-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2020-06-22 | 2022-04-06 | Completed | 33.33% | $91.12 | $128.10 | 40.58% | Signal |
| 2020-06-02 | 2020-06-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2020-04-20 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-03-24 | 2020-04-20 | Completed | 33.33% | $70.98 | $90.66 | 27.73% | 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 |
| 2017-02-24 | 2020-03-13 | Completed | 33.33% | $63.65 | $80.19 | 25.98% | 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 |
| 2019-11-14 | 2020-03-02 | Completed | 33.33% | $85.31 | $83.73 | -1.86% | Stop |
| 2019-07-22 | 2020-03-02 | Completed | 33.33% | $81.81 | $83.73 | 2.35% | Stop |
| 2019-10-23 | 2019-11-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2019-07-25 | 2019-10-23 | Completed | 33.33% | $81.88 | $82.29 | 0.50% | Signal |
| 2019-06-28 | 2019-07-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2019-05-16 | 2019-07-22 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2019-04-03 | 2019-06-28 | Completed | 33.33% | $81.66 | $82.26 | 0.73% | Signal |
| 2019-01-17 | 2019-05-16 | Completed | 33.33% | $77.75 | $78.15 | 0.52% | Signal |
| 2019-03-04 | 2019-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2018-12-24 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2018-12-24 | 2019-01-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-07-10 | 2018-12-24 | Completed | 33.33% | $76.05 | $72.56 | -4.59% | Stop |
| 2018-03-07 | 2018-12-24 | Completed | 33.33% | $72.68 | $72.56 | -0.16% | Stop |
| 2018-05-02 | 2018-07-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2018-03-07 | 2018-05-02 | Completed | 33.33% | $72.68 | $71.39 | -1.77% | Signal |
| 2018-02-12 | 2018-03-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-02-12 | 2018-03-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2017-04-26 | 2018-02-12 | Completed | 33.33% | $64.48 | $71.87 | 11.46% | Stop |
| 2017-02-27 | 2018-02-12 | Completed | 33.33% | $64.10 | $71.87 | 12.12% | Stop |
| 2017-04-04 | 2017-04-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2017-02-14 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2016-11-09 | 2017-02-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2016-11-02 | 2017-02-24 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2016-07-25 | 2017-02-14 | Completed | 33.33% | $63.73 | $61.87 | -2.92% | Signal |
| 2016-05-16 | 2016-11-09 | Completed | 33.33% | $58.51 | $58.31 | -0.35% | Signal |
| 2016-10-11 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-10-07 | 2016-10-11 | Completed | 33.33% | $61.28 | $61.28 | -0.00% | Signal |
| 2016-10-04 | 2016-10-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-09-15 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-09-17 | 2016-09-15 | Completed | 33.33% | $59.86 | $60.72 | 1.44% | Signal |
| 2016-06-28 | 2016-07-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2016-06-03 | 2016-06-28 | Completed | 33.33% | $61.19 | $58.50 | -4.39% | Stop |
| 2016-04-04 | 2016-06-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2016-04-04 | 2016-05-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | 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 |
| 2016-02-10 | 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 |
| 2016-01-25 | 2016-02-10 | Completed | 33.33% | $57.04 | $54.31 | -4.79% | Signal |
| 2015-12-16 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-11-03 | 2016-01-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2015-09-17 | 2015-12-16 | Completed | 33.33% | $59.86 | $60.69 | 1.39% | Signal |
| 2015-09-29 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2015-09-17 | 2015-09-29 | Completed | 33.33% | $59.86 | $54.12 | -9.58% | 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 |
| 2012-02-15 | 2015-08-25 | Completed | 33.33% | $28.61 | $59.23 | 107.02% | Stop |
| 2011-12-22 | 2015-08-25 | Completed | 33.33% | $27.20 | $59.23 | 117.77% | Stop |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $26.02 | $59.23 | 127.63% | Stop |
| 2012-01-04 | 2012-02-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.15% | Interest Income |
| 2011-12-15 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2011-12-22 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-08-30 | 2011-12-15 | Completed | 33.33% | $25.76 | $26.32 | 2.18% | Signal |
| 2011-09-13 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-08-30 | 2011-09-13 | Completed | 33.33% | $25.76 | $25.10 | -2.58% | Signal |
| 2011-08-09 | 2011-08-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-08 | 2011-08-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-08 | 2011-08-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-11-11 | 2011-08-09 | Completed | 33.33% | $22.61 | $23.85 | 5.49% | Stop |
| 2011-01-03 | 2011-08-08 | Completed | 33.33% | $24.48 | $24.33 | -0.61% | Stop |
| 2010-10-12 | 2011-08-08 | Completed | 33.33% | $23.64 | $24.33 | 2.96% | Stop |
| 2010-11-02 | 2011-01-03 | 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 |
| 2010-09-01 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-08-30 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-08-10 | 2010-09-01 | Completed | 33.33% | $22.63 | $21.71 | -4.09% | Stop |
| 2010-06-01 | 2010-08-30 | Completed | 33.33% | $21.90 | $21.86 | -0.16% | Signal |
| 2010-05-07 | 2010-08-10 | 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 |
| 2009-08-28 | 2010-05-07 | Completed | 33.33% | $21.77 | $22.95 | 5.43% | Stop |
| 2009-06-22 | 2010-05-07 | Completed | 33.33% | $19.46 | $22.95 | 17.92% | Stop |
| 2009-10-02 | 2009-11-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2009-07-02 | 2009-10-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-07-02 | 2009-08-28 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | 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 |
| 2009-01-05 | 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 |
| 2008-10-07 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.37% | 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 |
| 2008-08-26 | 2008-10-07 | Completed | 33.33% | $24.08 | $21.21 | -11.93% | Stop |
| 2008-07-01 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-06-03 | 2008-08-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2008-02-14 | 2008-07-01 | Completed | 33.33% | $24.40 | $22.19 | -9.05% | Signal |
| 2008-01-23 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2007-11-29 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.02 | 1.59% | Interest Income |
| 2008-01-23 | 2008-02-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2007-11-26 | 2008-01-23 | Completed | 33.33% | $25.76 | $23.87 | -7.35% | Stop |
| 2007-03-23 | 2008-01-23 | Completed | 33.33% | $24.46 | $23.87 | -2.41% | Stop |
| 2006-11-29 | 2007-11-29 | Completed | 33.33% | $23.52 | $25.96 | 10.39% | Signal |
| 2007-08-29 | 2007-11-26 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.34% | Interest Income |
| 2006-09-11 | 2007-08-29 | Completed | 33.33% | $23.29 | $24.59 | 5.59% | Signal |
| 2007-01-19 | 2007-03-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2005-10-17 | 2007-01-19 | Completed | 33.33% | $21.66 | $24.83 | 14.63% | Signal |
| 2006-06-12 | 2006-11-29 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.35% | Interest Income |
| 2006-05-11 | 2006-09-11 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2006-04-21 | 2006-06-12 | Completed | 33.33% | $22.27 | $21.59 | -3.09% | Signal |
| 2005-12-19 | 2006-05-11 | Completed | 33.33% | $22.59 | $21.66 | -4.10% | Signal |
| 2006-03-07 | 2006-04-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2005-04-20 | 2006-03-07 | Completed | 33.33% | $21.46 | $22.69 | 5.71% | Signal |
| 2005-10-26 | 2005-12-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2005-01-18 | 2005-10-26 | Completed | 33.33% | $20.73 | $21.28 | 2.68% | Signal |
| 2005-04-22 | 2005-10-17 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.58% | Interest Income |
| 2003-07-22 | 2005-04-22 | Completed | 33.33% | $19.92 | $21.52 | 8.05% | Signal |
| 2004-10-11 | 2005-04-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.24% | Interest Income |
| 2004-07-14 | 2005-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.95% | Interest Income |
| 2003-04-30 | 2004-10-11 | Completed | 33.33% | $18.81 | $19.49 | 3.66% | Signal |
| 2004-07-02 | 2004-07-14 | Completed | 33.33% | $20.98 | $20.60 | -1.82% | Signal |
| 2004-06-09 | 2004-07-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2003-12-31 | 2004-06-09 | Completed | 33.33% | $20.77 | $21.75 | 4.71% | Signal |
| 2003-10-14 | 2003-12-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2003-05-16 | 2003-10-14 | Completed | 33.33% | $19.63 | $19.40 | -1.20% | Signal |
| 2003-03-07 | 2003-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2003-02-27 | 2003-05-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2002-10-11 | 2003-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2003-01-29 | 2003-03-07 | Completed | 33.33% | $17.79 | $17.32 | -2.68% | Signal |
| 2002-10-21 | 2003-02-27 | Completed | 33.33% | $18.82 | $17.42 | -7.42% | Signal |
| 2002-12-30 | 2003-01-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2002-10-21 | 2002-12-30 | Completed | 33.33% | $18.82 | $17.86 | -5.06% | Stop |
| 2002-07-03 | 2002-10-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2000-12-12 | 2002-10-21 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 5.11% | Interest Income |
| 2002-07-26 | 2002-10-11 | Completed | 33.33% | $16.44 | $17.86 | 8.66% | Signal |
| 2002-07-03 | 2002-07-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-04-17 | 2002-07-03 | Completed | 33.33% | $20.17 | $17.40 | -13.74% | Stop |
| 2002-01-14 | 2002-07-03 | Completed | 33.33% | $18.54 | $17.40 | -6.14% | Stop |
| 2000-12-12 | 2002-04-17 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 4.21% | Interest Income |
| 2001-09-10 | 2002-01-14 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2001-06-22 | 2001-09-10 | Completed | 33.33% | $19.78 | $17.35 | -12.29% | Stop |
| 2001-04-16 | 2001-06-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2001-04-04 | 2001-04-16 | Completed | 33.33% | $17.51 | $18.48 | 5.51% | Signal |
| 2000-12-12 | 2001-04-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.50% | Interest Income |