XLY The Consumer Discretionary Select Sector SPDR Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for XLY (The Consumer Discretionary 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 -28.5% (compared to the benchmark's drawdown of -59.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.1%, compared to a Buy-and-Hold benchmark return of 10.7%. The strategy executed 91 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.
XLY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.49% | 13.35% | 5.00% | 7.87% | 10.11% | 13.00% | 7.07% | 10.68% |
| Sharpe Ratio | 0.36 | 0.70 | 0.29 | 0.32 | 0.62 | 0.55 | 0.50 | 0.46 |
| Max Drawdown | -12.96% | -14.98% | -28.53% | -39.67% | -28.53% | -39.67% | -28.53% | -59.05% |
| % Time Invested | 100.0% | 100.0% | 92.3% | 100.0% | 95.2% | 100.0% | 88.6% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 4.2 | 0.0 | 3.7 | 0.0 | 3.6 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-04-15 | Open | Open | 33.33% | $116.53 | $120.87 | 3.72% | Mark-to-Market |
| 2025-04-01 | Open | Open | 33.33% | $97.83 | $120.87 | 23.55% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-03-19 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2026-03-23 | 2026-04-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2025-09-29 | 2026-03-23 | Completed | 33.33% | $120.01 | $109.78 | -8.52% | Stop |
| 2025-07-16 | 2026-03-19 | Completed | 33.33% | $109.10 | $109.41 | 0.29% | Signal |
| 2025-07-29 | 2025-09-29 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2025-05-01 | 2025-07-29 | Completed | 33.33% | $98.35 | $112.46 | 14.35% | Signal |
| 2025-06-03 | 2025-07-16 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-03-27 | 2025-04-08 | Completed | 33.33% | $100.50 | $92.99 | -7.48% | Stop |
| 2025-03-27 | 2025-04-08 | Completed | 33.33% | $100.50 | $92.99 | -7.48% | Stop |
| 2025-03-10 | 2025-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2025-03-05 | 2025-03-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2025-03-05 | 2025-03-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2023-01-18 | 2025-03-10 | Completed | 33.33% | $68.69 | $100.40 | 46.15% | Stop |
| 2024-08-28 | 2025-03-05 | Completed | 33.33% | $91.56 | $103.09 | 12.60% | Stop |
| 2024-08-28 | 2025-03-05 | Completed | 33.33% | $91.56 | $103.09 | 12.60% | Stop |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-07-11 | 2024-08-06 | Completed | 33.33% | $94.78 | $84.80 | -10.53% | Stop |
| 2023-11-13 | 2024-08-06 | Completed | 33.33% | $78.70 | $84.80 | 7.75% | Stop |
| 2024-06-03 | 2024-07-11 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2023-12-14 | 2024-06-03 | Completed | 33.33% | $87.18 | $86.58 | -0.69% | Signal |
| 2023-10-20 | 2023-12-14 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2023-10-20 | 2023-11-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2023-01-18 | 2023-10-20 | Completed | 33.33% | $68.69 | $75.29 | 9.60% | Stop |
| 2023-01-18 | 2023-10-20 | Completed | 33.33% | $68.69 | $75.29 | 9.60% | Stop |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-11-21 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2022-10-20 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-11-04 | 2022-11-21 | Completed | 33.33% | $67.71 | $68.01 | 0.44% | Signal |
| 2022-10-13 | 2022-11-04 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-10-18 | 2022-10-20 | Completed | 33.33% | $70.41 | $67.52 | -4.11% | Signal |
| 2022-10-04 | 2022-10-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-09-20 | 2022-10-13 | Completed | 33.33% | $76.74 | $65.41 | -14.76% | Stop |
| 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 |
| 2022-05-25 | 2022-09-26 | Completed | 33.33% | $66.13 | $70.74 | 6.96% | Stop |
| 2022-09-02 | 2022-09-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-04-29 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-05-03 | 2022-05-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-02-16 | 2022-05-03 | Completed | 33.33% | $88.95 | $79.78 | -10.31% | Stop |
| 2022-03-21 | 2022-04-29 | Completed | 33.33% | $87.80 | $81.07 | -7.66% | Stop |
| 2022-03-02 | 2022-03-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-02-25 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2022-02-25 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2022-02-15 | 2022-02-25 | Completed | 33.33% | $88.91 | $83.56 | -6.01% | Stop |
| 2022-02-15 | 2022-02-25 | Completed | 33.33% | $88.91 | $83.56 | -6.01% | Stop |
| 2022-01-25 | 2022-02-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-01-24 | 2022-02-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-01-24 | 2022-02-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-04-01 | 2022-01-25 | Completed | 33.33% | $44.94 | $86.55 | 92.60% | Stop |
| 2021-03-30 | 2022-01-24 | Completed | 33.33% | $78.94 | $85.20 | 7.93% | Stop |
| 2021-03-30 | 2022-01-24 | Completed | 33.33% | $78.94 | $85.20 | 7.93% | Stop |
| 2021-03-08 | 2021-03-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-03-08 | 2021-03-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-08-27 | 2021-03-08 | Completed | 33.33% | $72.05 | $75.47 | 4.74% | Stop |
| 2020-06-19 | 2021-03-08 | Completed | 33.33% | $61.91 | $75.47 | 21.89% | Stop |
| 2020-06-02 | 2020-08-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2020-06-02 | 2020-06-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2020-04-21 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-03-31 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-24 | 2020-04-21 | Completed | 33.33% | $43.98 | $51.97 | 18.16% | Signal |
| 2020-03-10 | 2020-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-03-24 | 2020-03-31 | Completed | 33.33% | $43.98 | $47.26 | 7.46% | 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 |
| 2019-01-15 | 2020-03-10 | Completed | 33.33% | $48.62 | $52.71 | 8.42% | 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 |
| 2019-06-11 | 2020-03-02 | Completed | 33.33% | $55.23 | $55.07 | -0.29% | Stop |
| 2019-03-25 | 2020-03-02 | Completed | 33.33% | $52.29 | $55.07 | 5.32% | Stop |
| 2019-03-04 | 2019-06-11 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2019-03-04 | 2019-03-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2019-02-27 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2019-01-16 | 2019-02-27 | Completed | 33.33% | $49.07 | $51.80 | 5.58% | Signal |
| 2018-12-21 | 2019-01-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-12-20 | 2019-01-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2018-11-21 | 2018-12-21 | Completed | 33.33% | $47.71 | $45.05 | -5.56% | Stop |
| 2016-03-03 | 2018-12-20 | Completed | 33.33% | $34.15 | $45.62 | 33.59% | Stop |
| 2018-11-28 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-11-21 | 2018-11-28 | Completed | 33.33% | $47.71 | $49.01 | 2.73% | Signal |
| 2018-11-02 | 2018-11-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2018-11-02 | 2018-11-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2018-10-30 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-10-30 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2017-11-24 | 2018-10-30 | Completed | 33.33% | $43.55 | $47.61 | 9.33% | Stop |
| 2016-07-13 | 2018-10-30 | Completed | 33.33% | $36.81 | $47.61 | 29.36% | Stop |
| 2017-11-01 | 2017-11-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2016-12-13 | 2017-11-01 | Completed | 33.33% | $38.04 | $42.48 | 11.69% | Signal |
| 2016-11-18 | 2016-12-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-05-05 | 2016-11-18 | Completed | 33.33% | $35.63 | $36.89 | 3.56% | Signal |
| 2016-05-17 | 2016-07-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2016-02-10 | 2016-05-17 | Completed | 33.33% | $30.81 | $35.31 | 14.62% | Signal |
| 2016-04-04 | 2016-05-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-03-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2016-02-24 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2016-02-09 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2016-02-10 | 2016-02-24 | Completed | 33.33% | $30.81 | $32.77 | 6.37% | Signal |
| 2016-02-02 | 2016-02-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-02-02 | 2016-02-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-09-17 | 2016-02-09 | Completed | 33.33% | $34.14 | $30.43 | -10.86% | Stop |
| 2016-01-19 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2016-01-19 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2015-11-24 | 2016-01-19 | Completed | 33.33% | $36.10 | $32.39 | -10.26% | Stop |
| 2015-09-17 | 2016-01-19 | Completed | 33.33% | $34.14 | $32.39 | -5.13% | Stop |
| 2015-11-03 | 2015-11-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2015-10-21 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2015-09-17 | 2015-10-21 | Completed | 33.33% | $34.14 | $35.15 | 2.94% | 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 |
| 2014-07-07 | 2015-08-25 | Completed | 33.33% | $29.74 | $32.53 | 9.38% | Stop |
| 2012-02-14 | 2015-08-25 | Completed | 33.33% | $17.94 | $32.53 | 81.30% | Stop |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $15.76 | $32.53 | 106.49% | Stop |
| 2014-06-04 | 2014-07-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-09-05 | 2014-06-04 | Completed | 33.33% | $19.37 | $28.66 | 47.95% | Signal |
| 2012-07-31 | 2012-09-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2011-12-06 | 2012-07-31 | Completed | 33.33% | $16.56 | $18.70 | 12.89% | Signal |
| 2012-01-04 | 2012-02-14 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2011-12-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-11-04 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-08 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-08-30 | 2011-11-04 | Completed | 33.33% | $15.54 | $16.33 | 5.08% | 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 |
| 2010-07-23 | 2011-08-09 | Completed | 33.33% | $12.85 | $14.47 | 12.63% | Stop |
| 2010-10-12 | 2011-08-08 | Completed | 33.33% | $14.19 | $14.84 | 4.59% | Stop |
| 2010-07-27 | 2011-08-08 | Completed | 33.33% | $13.27 | $14.84 | 11.84% | Stop |
| 2010-09-02 | 2010-10-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-08-04 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-07-27 | 2010-08-04 | Completed | 33.33% | $13.27 | $13.14 | -0.96% | Signal |
| 2010-07-02 | 2010-07-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-07-02 | 2010-07-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-06-30 | 2010-07-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-06-01 | 2010-07-02 | Completed | 33.33% | $13.22 | $12.14 | -8.13% | Stop |
| 2010-06-01 | 2010-07-02 | Completed | 33.33% | $13.22 | $12.14 | -8.13% | Stop |
| 2009-11-11 | 2010-06-30 | Completed | 33.33% | $11.83 | $12.15 | 2.63% | Stop |
| 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 |
| 2009-07-29 | 2010-05-07 | Completed | 33.33% | $10.14 | $13.42 | 32.27% | Stop |
| 2009-05-07 | 2010-05-07 | Completed | 33.33% | $9.93 | $13.42 | 35.05% | 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 | 2009-07-29 | 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 |
| 2009-05-04 | 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 | 2009-05-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.13% | 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 |
| 2008-07-08 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.33% | 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 |
| 2008-06-10 | 2008-07-08 | Completed | 33.33% | $12.34 | $10.97 | -11.10% | Stop |
| 2008-06-03 | 2008-06-10 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2008-03-28 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2007-09-12 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.03 | 2.78% | Interest Income |
| 2007-08-14 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.03 | 3.35% | Interest Income |
| 2008-02-14 | 2008-03-28 | Completed | 33.33% | $12.92 | $12.35 | -4.45% | Signal |
| 2008-01-23 | 2008-02-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2007-12-06 | 2008-01-23 | Completed | 33.33% | $13.58 | $11.66 | -14.20% | Stop |
| 2007-11-13 | 2007-12-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2007-01-05 | 2007-11-13 | Completed | 33.33% | $15.03 | $13.62 | -9.37% | Stop |
| 2007-09-10 | 2007-09-12 | Completed | 33.33% | $14.18 | $14.17 | -0.06% | Signal |
| 2007-08-16 | 2007-09-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2006-11-24 | 2007-08-16 | Completed | 33.33% | $14.86 | $13.66 | -8.09% | Stop |
| 2007-06-19 | 2007-08-14 | Completed | 33.33% | $15.56 | $14.34 | -7.85% | Signal |
| 2007-05-11 | 2007-06-19 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2006-10-17 | 2007-05-11 | Completed | 33.33% | $14.19 | $15.39 | 8.41% | Signal |
| 2006-06-13 | 2007-01-05 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.80% | Interest Income |
| 2006-07-19 | 2006-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.77% | Interest Income |
| 2006-06-21 | 2006-10-17 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.61% | Interest Income |
| 2006-07-12 | 2006-07-19 | Completed | 33.33% | $12.83 | $12.26 | -4.49% | Signal |
| 2006-06-12 | 2006-07-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2006-01-12 | 2006-06-21 | Completed | 33.33% | $13.12 | $12.83 | -2.23% | Signal |
| 2006-05-11 | 2006-06-13 | Completed | 33.33% | $13.47 | $12.69 | -5.82% | Stop |
| 2005-11-08 | 2006-06-12 | Completed | 33.33% | $12.67 | $12.85 | 1.42% | Signal |
| 2006-02-21 | 2006-05-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2003-12-18 | 2006-02-21 | Completed | 33.33% | $11.63 | $13.10 | 12.65% | Signal |
| 2005-10-27 | 2006-01-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2005-08-03 | 2005-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2005-08-02 | 2005-10-27 | Completed | 33.33% | $13.39 | $12.17 | -9.12% | Signal |
| 2005-05-24 | 2005-08-03 | Completed | 33.33% | $12.74 | $13.42 | 5.39% | Signal |
| 2005-04-14 | 2005-08-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2005-05-02 | 2005-05-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2004-11-10 | 2005-05-02 | Completed | 33.33% | $12.94 | $12.29 | -4.99% | Stop |
| 2004-11-04 | 2005-04-14 | Completed | 33.33% | $12.60 | $12.52 | -0.62% | Signal |
| 2004-09-30 | 2004-11-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2004-06-08 | 2004-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2003-06-20 | 2004-09-30 | Completed | 33.33% | $10.47 | $11.89 | 13.57% | Signal |
| 2003-05-13 | 2004-06-08 | Completed | 33.33% | $9.86 | $12.22 | 23.96% | Signal |
| 2002-12-20 | 2003-12-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2002-09-16 | 2003-06-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2003-02-05 | 2003-05-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2003-01-07 | 2003-02-05 | Completed | 33.33% | $9.04 | $8.29 | -8.39% | Signal |
| 2002-06-26 | 2003-01-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2002-10-30 | 2002-12-20 | Completed | 33.33% | $9.27 | $8.87 | -4.27% | Signal |
| 2002-10-08 | 2002-10-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2002-08-02 | 2002-10-08 | Completed | 33.33% | $8.69 | $8.27 | -4.88% | Stop |
| 2002-07-23 | 2002-09-16 | Completed | 33.33% | $8.45 | $9.49 | 12.30% | Signal |
| 2002-07-11 | 2002-08-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-06-28 | 2002-07-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2002-01-02 | 2002-07-11 | Completed | 33.33% | $10.87 | $9.71 | -10.64% | Stop |
| 2002-03-15 | 2002-06-28 | Completed | 33.33% | $11.45 | $10.35 | -9.56% | Stop |
| 2001-12-27 | 2002-06-26 | Completed | 33.33% | $10.83 | $10.17 | -6.08% | Signal |
| 2001-11-14 | 2002-03-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2001-08-20 | 2002-01-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2001-09-10 | 2001-12-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2001-10-08 | 2001-11-14 | Completed | 33.33% | $8.90 | $10.21 | 14.70% | Signal |
| 2001-09-10 | 2001-10-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2001-05-08 | 2001-09-10 | Completed | 33.33% | $10.29 | $9.08 | -11.81% | Stop |
| 2001-04-17 | 2001-09-10 | Completed | 33.33% | $9.53 | $9.08 | -4.74% | Stop |
| 2001-07-20 | 2001-08-20 | Completed | 33.33% | $10.90 | $10.33 | -5.20% | Stop |
| 2000-12-12 | 2001-07-20 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.59% | Interest Income |
| 2000-12-12 | 2001-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.85% | Interest Income |
| 2001-03-23 | 2001-04-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2001-01-29 | 2001-03-23 | Completed | 33.33% | $10.21 | $9.25 | -9.40% | Stop |
| 2000-12-12 | 2001-01-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income |