ACWI
iShares MSCI Acwi ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for ACWI (iShares MSCI Acwi ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -19.8% (compared to the benchmark's drawdown of -33.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.5%, compared to a Buy-and-Hold benchmark return of 10.3%. The strategy executed 38 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.
ACWI Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 19.03% | 19.03% | 6.76% | 10.47% | 10.52% | 12.38% | 7.47% | 10.32% |
| Sharpe Ratio | 1.27 | 1.27 | 0.56 | 0.62 | 0.86 | 0.68 | 0.61 | 0.57 |
| Max Drawdown | -9.73% | -9.73% | -19.84% | -26.42% | -19.84% | -33.53% | -19.84% | -33.53% |
| % Time Invested | 100.0% | 100.0% | 91.7% | 100.0% | 94.8% | 100.0% | 94.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 1.7 | 0.0 | 2.3 | 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 | ||||||||
| 2025-03-19 | 2025-05-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-04-03 | 2025-04-08 | Completed | 33.33% | $85.85 | $105.88 | 23.26% | Stop | |
| 2023-04-03 | 2025-04-07 | Completed | 33.33% | $85.85 | $100.46 | 16.96% | Stop | |
| 2024-01-08 | 2025-03-19 | Completed | 33.33% | $96.18 | $115.29 | 19.80% | Signal | |
| 2023-10-25 | 2024-01-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.07% | Interest Income | |
| 2023-01-18 | 2023-10-25 | Completed | 33.33% | $84.96 | $86.23 | 1.45% | Signal | |
| 2022-10-03 | 2023-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.20% | Interest Income | |
| 2022-04-28 | 2023-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.13% | Interest Income | |
| 2022-02-24 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.23% | Interest Income | |
| 2022-06-02 | 2022-10-03 | Completed | 33.33% | $84.93 | $73.54 | -13.46% | Stop | |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2020-04-01 | 2022-05-10 | Completed | 33.33% | $53.84 | $82.58 | 53.31% | Stop | |
| 2022-03-30 | 2022-04-28 | Completed | 33.33% | $94.23 | $86.29 | -8.47% | Signal | |
| 2022-03-08 | 2022-03-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-09-16 | 2022-03-08 | Completed | 33.33% | $73.75 | $85.74 | 16.20% | Stop | |
| 2020-06-04 | 2022-02-24 | Completed | 33.33% | $66.98 | $86.22 | 28.67% | Signal | |
| 2020-05-20 | 2020-09-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-04-03 | 2020-06-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-05-20 | Completed | 33.33% | $51.62 | $62.98 | 21.94% | Signal | |
| 2020-03-24 | 2020-04-03 | Completed | 33.33% | $51.62 | $54.26 | 5.07% | Signal | |
| 2020-03-10 | 2020-04-01 | 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 | |
| 2019-09-13 | 2020-03-10 | Completed | 33.33% | $66.20 | $61.98 | -6.41% | Stop | |
| 2019-06-12 | 2020-03-02 | Completed | 33.33% | $63.81 | $65.04 | 1.87% | Stop | |
| 2019-03-26 | 2020-03-02 | Completed | 33.33% | $62.73 | $65.04 | 3.62% | Stop | |
| 2019-06-26 | 2019-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2019-01-15 | 2019-06-26 | Completed | 33.33% | $58.05 | $64.88 | 11.71% | Signal | |
| 2018-10-29 | 2019-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.47% | Interest Income | |
| 2018-10-31 | 2019-03-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.93% | Interest Income | |
| 2018-12-20 | 2019-01-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-01-24 | 2018-12-20 | Completed | 33.33% | $50.73 | $55.94 | 10.22% | Stop | |
| 2018-07-30 | 2018-10-31 | Completed | 33.33% | $63.60 | $59.46 | -6.55% | Signal | |
| 2016-07-20 | 2018-10-29 | Completed | 33.33% | $48.04 | $58.98 | 22.70% | Stop | |
| 2018-05-07 | 2018-07-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2016-05-03 | 2018-05-07 | Completed | 33.33% | $46.32 | $61.85 | 33.46% | Signal | |
| 2016-02-24 | 2017-01-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2015-10-16 | 2016-07-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2016-01-26 | 2016-05-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2015-09-17 | 2016-02-24 | Completed | 33.33% | $45.59 | $42.19 | -7.49% | Signal | |
| 2015-12-31 | 2016-01-26 | Completed | 33.33% | $45.96 | $42.05 | -8.56% | Signal | |
| 2015-08-17 | 2015-12-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2015-09-17 | 2015-10-16 | Completed | 33.33% | $45.59 | $46.61 | 2.19% | 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 | |
| 2015-04-07 | 2015-08-25 | Completed | 33.33% | $48.98 | $44.93 | -8.33% | Stop | |
| 2012-11-12 | 2015-08-25 | Completed | 33.33% | $34.78 | $44.93 | 29.12% | Stop | |
| 2015-01-28 | 2015-08-17 | Completed | 33.33% | $47.23 | $47.73 | 1.00% | Signal | |
| 2015-03-11 | 2015-04-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-04-05 | 2015-03-11 | Completed | 33.33% | $34.53 | $47.08 | 36.25% | Signal | |
| 2014-10-24 | 2015-01-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-09-10 | 2014-10-24 | Completed | 33.33% | $35.42 | $45.79 | 29.21% | Signal | |
| 2012-06-13 | 2012-11-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2012-06-04 | 2012-09-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2011-08-30 | 2012-06-13 | Completed | 33.33% | $31.82 | $31.99 | 0.48% | Signal | |
| 2012-01-11 | 2012-06-04 | Completed | 33.33% | $32.13 | $31.02 | -3.52% | Stop | |
| 2011-10-03 | 2012-04-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-08-02 | 2012-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-29 | 2011-10-03 | Completed | 33.33% | $31.70 | $28.66 | -9.64% | Signal | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-16 | 2011-08-08 | Completed | 33.33% | $29.05 | $31.16 | 7.20% | Stop | |
| 2010-11-17 | 2011-08-05 | Completed | 33.33% | $32.27 | $32.54 | 0.80% | Stop | |
| 2010-09-29 | 2011-08-02 | Completed | 33.33% | $31.37 | $34.40 | 9.58% | Signal | |
| 2010-09-01 | 2010-11-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-25 | 2010-09-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-06-01 | 2010-09-01 | Completed | 33.33% | $28.12 | $29.04 | 3.22% | Signal | |
| 2010-06-01 | 2010-06-25 | Completed | 33.33% | $28.12 | $28.59 | 1.63% | Signal | |
| 2010-05-24 | 2010-06-16 | 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 | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-03-23 | 2010-05-24 | Completed | 33.33% | $31.13 | $28.42 | -8.76% | Stop | |
| 2010-03-23 | 2010-05-07 | Completed | 33.33% | $31.13 | $29.23 | -6.16% | Stop | |
| 2010-03-23 | 2010-05-07 | Completed | 33.33% | $31.13 | $29.23 | -6.16% | Stop | |
| 2010-03-19 | 2010-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-03-19 | 2010-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-03-19 | 2010-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |