XLY
The Consumer Discretionary Select Sector SPDR Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for XLY (The Consumer Discretionary Select Sector SPDR Fund) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -28.7% (compared to the benchmark's drawdown of -59.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.5%, compared to a Buy-and-Hold benchmark return of 10.2%. The strategy executed 92 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
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 | -4.38% | -1.02% | 1.97% | 4.32% | 8.84% | 11.51% | 6.49% | 10.19% |
| Sharpe Ratio | -0.30 | -0.05 | 0.12 | 0.18 | 0.55 | 0.49 | 0.46 | 0.44 |
| Max Drawdown | -13.47% | -14.98% | -28.66% | -39.67% | -28.66% | -39.67% | -28.66% | -59.05% |
| % Time Invested | 100.0% | 100.0% | 92.3% | 100.0% | 95.2% | 100.0% | 88.7% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 4.4 | 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 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 | ||||||||
| 2026-03-23 | 2026-04-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-09-29 | 2026-03-23 | Completed | 33.33% | $119.77 | $109.56 | -8.57% | Stop | |
| 2025-07-16 | 2026-03-19 | Completed | 33.33% | $108.88 | $109.19 | 0.24% | Signal | |
| 2025-07-29 | 2025-09-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2025-05-01 | 2025-07-29 | Completed | 33.33% | $98.15 | $112.24 | 14.29% | Signal | |
| 2025-04-08 | 2025-07-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.15% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-27 | 2025-04-08 | Completed | 33.33% | $100.30 | $92.80 | -7.52% | Stop | |
| 2025-03-27 | 2025-04-08 | Completed | 33.33% | $100.30 | $92.80 | -7.52% | Stop | |
| 2025-03-10 | 2025-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-05 | 2025-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-05 | 2025-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-01-18 | 2025-03-10 | Completed | 33.33% | $68.56 | $100.20 | 46.08% | Stop | |
| 2024-08-28 | 2025-03-05 | Completed | 33.33% | $91.38 | $102.89 | 12.54% | Stop | |
| 2024-08-28 | 2025-03-05 | Completed | 33.33% | $91.38 | $102.89 | 12.54% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-07-11 | 2024-08-06 | Completed | 33.33% | $94.59 | $84.63 | -10.58% | Stop | |
| 2023-11-13 | 2024-08-06 | Completed | 33.33% | $78.54 | $84.63 | 7.70% | Stop | |
| 2024-06-03 | 2024-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2023-12-14 | 2024-06-03 | Completed | 33.33% | $87.01 | $86.41 | -0.74% | Signal | |
| 2023-10-20 | 2023-12-14 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 2023-10-20 | 2023-11-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-01-18 | 2023-10-20 | Completed | 33.33% | $68.56 | $75.14 | 9.54% | Stop | |
| 2023-01-18 | 2023-10-20 | Completed | 33.33% | $68.56 | $75.14 | 9.54% | Stop | |
| 2022-11-21 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2022-10-20 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2022-04-29 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.13% | Interest Income | |
| 2022-11-04 | 2022-11-21 | Completed | 33.33% | $67.58 | $67.88 | 0.39% | Signal | |
| 2022-10-13 | 2022-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2022-10-18 | 2022-10-20 | Completed | 33.33% | $70.27 | $67.38 | -4.16% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-09-20 | 2022-10-13 | Completed | 33.33% | $76.58 | $65.28 | -14.80% | Stop | |
| 2022-05-25 | 2022-09-26 | Completed | 33.33% | $66.00 | $70.60 | 6.91% | Stop | |
| 2022-02-25 | 2022-09-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.89% | Interest Income | |
| 2022-05-03 | 2022-05-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-05-03 | Completed | 33.33% | $88.77 | $79.62 | -10.35% | Stop | |
| 2022-03-21 | 2022-04-29 | Completed | 33.33% | $87.62 | $80.91 | -7.71% | Stop | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-02-15 | 2022-02-25 | Completed | 33.33% | $88.74 | $83.40 | -6.06% | Stop | |
| 2022-02-15 | 2022-02-25 | Completed | 33.33% | $88.74 | $83.40 | -6.06% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-01 | 2022-01-25 | Completed | 33.33% | $44.85 | $86.38 | 92.50% | Stop | |
| 2021-03-30 | 2022-01-24 | Completed | 33.33% | $78.78 | $85.03 | 7.88% | Stop | |
| 2021-03-30 | 2022-01-24 | Completed | 33.33% | $78.78 | $85.03 | 7.88% | Stop | |
| 2021-03-08 | 2021-03-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-08 | 2021-03-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-08-27 | 2021-03-08 | Completed | 33.33% | $71.91 | $75.32 | 4.69% | Stop | |
| 2020-06-19 | 2021-03-08 | Completed | 33.33% | $61.79 | $75.32 | 21.83% | Stop | |
| 2020-04-21 | 2020-08-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2020-03-31 | 2020-06-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-24 | 2020-04-21 | Completed | 33.33% | $43.89 | $51.87 | 18.10% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-03-31 | Completed | 33.33% | $43.89 | $47.17 | 7.41% | Signal | |
| 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 | |
| 2019-01-15 | 2020-03-10 | Completed | 33.33% | $48.52 | $52.61 | 8.37% | Stop | |
| 2019-06-11 | 2020-03-02 | Completed | 33.33% | $55.12 | $54.96 | -0.34% | Stop | |
| 2019-03-25 | 2020-03-02 | Completed | 33.33% | $52.19 | $54.96 | 5.26% | Stop | |
| 2019-02-27 | 2019-06-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 2018-11-28 | 2019-03-25 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 2019-01-16 | 2019-02-27 | Completed | 33.33% | $48.97 | $51.70 | 5.52% | Signal | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-20 | 2019-01-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-21 | 2018-12-21 | Completed | 33.33% | $47.61 | $44.97 | -5.61% | Stop | |
| 2016-03-03 | 2018-12-20 | Completed | 33.33% | $34.08 | $45.53 | 33.53% | Stop | |
| 2018-11-21 | 2018-11-28 | Completed | 33.33% | $47.61 | $48.91 | 2.68% | Signal | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-11-24 | 2018-10-30 | Completed | 33.33% | $43.46 | $47.52 | 9.28% | Stop | |
| 2016-07-13 | 2018-10-30 | Completed | 33.33% | $36.73 | $47.52 | 29.29% | Stop | |
| 2017-11-01 | 2017-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2016-12-13 | 2017-11-01 | Completed | 33.33% | $37.96 | $42.40 | 11.63% | Signal | |
| 2016-11-18 | 2016-12-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-05-05 | 2016-11-18 | Completed | 33.33% | $35.55 | $36.82 | 3.51% | Signal | |
| 2016-05-17 | 2016-07-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2016-02-10 | 2016-05-17 | Completed | 33.33% | $30.74 | $35.24 | 14.57% | Signal | |
| 2016-02-24 | 2016-05-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-02-09 | 2016-03-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-02-10 | 2016-02-24 | Completed | 33.33% | $30.74 | $32.70 | 6.32% | Signal | |
| 2016-01-19 | 2016-02-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-01-19 | 2016-02-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-02-09 | Completed | 33.33% | $34.07 | $30.37 | -10.91% | Stop | |
| 2015-11-24 | 2016-01-19 | Completed | 33.33% | $36.02 | $32.33 | -10.31% | Stop | |
| 2015-09-17 | 2016-01-19 | Completed | 33.33% | $34.07 | $32.33 | -5.17% | Stop | |
| 2015-10-21 | 2015-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-09-17 | 2015-10-21 | Completed | 33.33% | $34.07 | $35.08 | 2.89% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-07-07 | 2015-08-25 | Completed | 33.33% | $29.68 | $32.47 | 9.32% | Stop | |
| 2012-02-14 | 2015-08-25 | Completed | 33.33% | $17.91 | $32.47 | 81.21% | Stop | |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $15.72 | $32.47 | 106.38% | Stop | |
| 2014-06-04 | 2014-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-09-05 | 2014-06-04 | Completed | 33.33% | $19.33 | $28.60 | 47.87% | Signal | |
| 2012-07-31 | 2012-09-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-06 | 2012-07-31 | Completed | 33.33% | $16.53 | $18.66 | 12.83% | Signal | |
| 2011-11-04 | 2012-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-08 | 2011-12-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-30 | 2011-11-04 | Completed | 33.33% | $15.51 | $16.29 | 5.03% | Signal | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-07-23 | 2011-08-09 | Completed | 33.33% | $12.82 | $14.44 | 12.58% | Stop | |
| 2010-10-12 | 2011-08-08 | Completed | 33.33% | $14.16 | $14.81 | 4.54% | Stop | |
| 2010-07-27 | 2011-08-08 | Completed | 33.33% | $13.24 | $14.81 | 11.78% | Stop | |
| 2010-08-04 | 2010-10-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-07-27 | 2010-08-04 | Completed | 33.33% | $13.24 | $13.12 | -1.01% | Signal | |
| 2010-07-02 | 2010-07-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-07-02 | 2010-07-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-30 | 2010-07-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-07-02 | Completed | 33.33% | $13.19 | $12.12 | -8.18% | Stop | |
| 2010-06-01 | 2010-07-02 | Completed | 33.33% | $13.19 | $12.12 | -8.18% | Stop | |
| 2009-11-11 | 2010-06-30 | Completed | 33.33% | $11.81 | $12.12 | 2.58% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-29 | 2010-05-07 | Completed | 33.33% | $10.12 | $13.39 | 32.20% | Stop | |
| 2009-05-07 | 2010-05-07 | Completed | 33.33% | $9.92 | $13.39 | 34.99% | Stop | |
| 2008-03-28 | 2009-11-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.04% | Interest Income | |
| 2007-09-12 | 2009-07-29 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.59% | Interest Income | |
| 2008-07-08 | 2009-05-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income | |
| 2008-06-10 | 2008-07-08 | Completed | 33.33% | $12.32 | $10.95 | -11.14% | Stop | |
| 2007-08-14 | 2008-06-10 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.22% | Interest Income | |
| 2008-02-14 | 2008-03-28 | Completed | 33.33% | $12.89 | $12.32 | -4.49% | Signal | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2007-12-06 | 2008-01-23 | Completed | 33.33% | $13.56 | $11.63 | -14.24% | Stop | |
| 2007-11-13 | 2007-12-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2007-01-05 | 2007-11-13 | Completed | 33.33% | $15.00 | $13.60 | -9.41% | Stop | |
| 2007-09-10 | 2007-09-12 | Completed | 33.33% | $14.15 | $14.14 | -0.11% | Signal | |
| 2007-08-16 | 2007-09-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2006-11-24 | 2007-08-16 | Completed | 33.33% | $14.83 | $13.63 | -8.13% | Stop | |
| 2007-06-19 | 2007-08-14 | Completed | 33.33% | $15.53 | $14.31 | -7.90% | Signal | |
| 2007-05-11 | 2007-06-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 2006-10-17 | 2007-05-11 | Completed | 33.33% | $14.17 | $15.36 | 8.36% | 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% | $12.81 | $12.23 | -4.54% | 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% | $13.09 | $12.80 | -2.28% | Signal | |
| 2006-05-11 | 2006-06-13 | Completed | 33.33% | $13.45 | $12.66 | -5.87% | Stop | |
| 2005-11-08 | 2006-06-12 | Completed | 33.33% | $12.65 | $12.82 | 1.37% | 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% | $11.60 | $13.07 | 12.59% | 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% | $13.36 | $12.14 | -9.16% | Signal | |
| 2005-05-24 | 2005-08-03 | Completed | 33.33% | $12.71 | $13.40 | 5.33% | 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% | $12.91 | $12.27 | -5.04% | Stop | |
| 2004-11-04 | 2005-04-14 | Completed | 33.33% | $12.57 | $12.49 | -0.67% | 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% | $10.45 | $11.86 | 13.51% | Signal | |
| 2003-05-13 | 2004-06-08 | Completed | 33.33% | $9.84 | $12.19 | 23.89% | 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% | $9.03 | $8.27 | -8.43% | 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% | $9.25 | $8.86 | -4.32% | 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% | $8.67 | $8.25 | -4.93% | Stop | |
| 2002-07-23 | 2002-09-16 | Completed | 33.33% | $8.43 | $9.47 | 12.25% | 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% | $10.85 | $9.69 | -10.69% | Stop | |
| 2002-03-15 | 2002-06-28 | Completed | 33.33% | $11.43 | $10.33 | -9.60% | Stop | |
| 2001-12-27 | 2002-06-26 | Completed | 33.33% | $10.81 | $10.15 | -6.12% | 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% | $8.89 | $10.19 | 14.64% | 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% | $10.27 | $9.06 | -11.85% | Stop | |
| 2001-04-17 | 2001-09-10 | Completed | 33.33% | $9.51 | $9.06 | -4.79% | Stop | |
| 2001-07-20 | 2001-08-20 | Completed | 33.33% | $10.88 | $10.31 | -5.24% | 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% | $10.19 | $9.23 | -9.44% | Stop | |
| 2000-12-12 | 2001-01-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income | |