DVY
iShares Select Dividend ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for DVY (iShares Select Dividend ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -17.9% (compared to the benchmark's drawdown of -62.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.7%, compared to a Buy-and-Hold benchmark return of 8.7%. The strategy executed 43 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.
DVY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 21.52% | 22.97% | 7.58% | 11.05% | 8.60% | 10.35% | 10.73% | 8.70% |
| Sharpe Ratio | 1.84 | 1.86 | 0.66 | 0.70 | 0.73 | 0.55 | 0.87 | 0.43 |
| Max Drawdown | -6.89% | -6.89% | -17.48% | -17.54% | -17.48% | -41.59% | -17.86% | -62.59% |
| % Time Invested | 100.0% | 100.0% | 85.2% | 100.0% | 91.4% | 100.0% | 90.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.2 | 0.0 | 2.2 | 0.0 | 2.1 | 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 | ||||||||
| 2025-06-10 | 2025-10-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.34% | Interest Income | |
| 2025-03-04 | 2025-07-24 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.68% | Interest Income | |
| 2025-04-30 | 2025-06-10 | Completed | 33.33% | $122.52 | $125.96 | 2.76% | Signal | |
| 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 | |
| 2024-03-11 | 2025-04-08 | Completed | 33.33% | $109.10 | $118.53 | 8.58% | Stop | |
| 2024-03-11 | 2025-04-07 | Completed | 33.33% | $109.10 | $113.71 | 4.17% | Stop | |
| 2024-01-16 | 2025-03-04 | Completed | 33.33% | $105.86 | $129.84 | 22.59% | Signal | |
| 2023-06-02 | 2024-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 4.18% | Interest Income | |
| 2023-03-29 | 2024-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 5.13% | Interest Income | |
| 2023-04-19 | 2024-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 4.01% | Interest Income | |
| 2023-04-04 | 2023-06-02 | Completed | 33.33% | $104.09 | $96.87 | -6.99% | Signal | |
| 2023-01-05 | 2023-04-19 | Completed | 33.33% | $106.74 | $105.24 | -1.45% | Signal | |
| 2022-09-27 | 2023-04-04 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.27% | Interest Income | |
| 2022-10-20 | 2023-03-29 | Completed | 33.33% | $97.00 | $102.02 | 5.12% | Signal | |
| 2022-09-01 | 2023-01-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.33% | Interest Income | |
| 2022-09-28 | 2022-10-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2021-02-10 | 2022-09-28 | Completed | 33.33% | $85.01 | $95.32 | 12.08% | Stop | |
| 2022-07-13 | 2022-09-27 | Completed | 33.33% | $100.17 | $96.43 | -3.78% | Stop | |
| 2022-08-17 | 2022-09-01 | Completed | 33.33% | $109.44 | $103.11 | -5.83% | Stop | |
| 2022-07-15 | 2022-08-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2022-07-13 | 2022-07-15 | Completed | 33.33% | $100.17 | $100.20 | -0.02% | Signal | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2021-10-28 | 2022-06-17 | Completed | 33.33% | $99.46 | $98.28 | -1.23% | Stop | |
| 2020-11-25 | 2022-06-17 | Completed | 33.33% | $78.89 | $98.28 | 24.52% | Stop | |
| 2021-09-14 | 2021-10-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-07-24 | 2021-09-14 | Completed | 33.33% | $67.85 | $98.77 | 45.50% | Signal | |
| 2020-07-02 | 2021-02-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2020-04-21 | 2020-11-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2020-03-02 | 2020-07-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2020-03-24 | 2020-07-02 | Completed | 33.33% | $51.89 | $65.43 | 26.03% | Signal | |
| 2020-03-24 | 2020-04-21 | Completed | 33.33% | $51.89 | $60.55 | 16.63% | 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 | |
| 2019-09-10 | 2020-03-02 | Completed | 33.33% | $77.85 | $72.82 | -6.50% | Stop | |
| 2019-06-25 | 2020-03-02 | Completed | 33.33% | $76.43 | $72.82 | -4.76% | Stop | |
| 2015-09-17 | 2020-03-02 | Completed | 33.33% | $50.14 | $72.82 | 45.16% | Stop | |
| 2019-08-16 | 2019-09-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-04-01 | 2019-08-16 | Completed | 33.33% | $75.55 | $73.88 | -2.26% | Signal | |
| 2019-02-06 | 2019-06-25 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.91% | Interest Income | |
| 2018-11-29 | 2019-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2019-01-18 | 2019-02-06 | Completed | 33.33% | $70.86 | $72.57 | 2.37% | Signal | |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-03-14 | 2018-12-26 | Completed | 33.33% | $55.51 | $64.86 | 16.80% | Stop | |
| 2018-07-02 | 2018-11-29 | Completed | 33.33% | $72.81 | $73.21 | 0.50% | Signal | |
| 2018-04-25 | 2018-07-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2016-12-30 | 2018-04-25 | Completed | 33.33% | $63.36 | $70.81 | 11.69% | Signal | |
| 2016-12-07 | 2016-12-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-12-03 | 2016-12-07 | Completed | 33.33% | $52.22 | $62.26 | 19.17% | Signal | |
| 2015-08-25 | 2016-03-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2015-05-19 | 2015-12-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-02-01 | 2015-08-25 | Completed | 33.33% | $32.52 | $49.10 | 50.91% | Stop | |
| 2011-09-01 | 2015-08-25 | Completed | 33.33% | $30.18 | $49.10 | 62.59% | Stop | |
| 2014-11-12 | 2015-05-19 | Completed | 33.33% | $51.91 | $53.11 | 2.27% | Signal | |
| 2014-10-21 | 2014-11-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-11-25 | 2014-10-21 | Completed | 33.33% | $29.45 | $48.91 | 66.02% | Signal | |
| 2011-12-19 | 2012-02-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-31 | 2011-12-19 | Completed | 33.33% | $30.21 | $31.33 | 3.63% | Signal | |
| 2011-08-09 | 2011-11-25 | 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 | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-10 | Completed | 33.33% | $24.73 | $27.68 | 11.87% | Stop | |
| 2010-09-29 | 2011-08-09 | Completed | 33.33% | $26.98 | $27.46 | 1.73% | Stop | |
| 2010-06-01 | 2011-08-09 | Completed | 33.33% | $24.73 | $27.46 | 11.01% | Stop | |
| 2010-07-30 | 2010-09-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-01 | 2010-07-30 | Completed | 33.33% | $24.73 | $25.75 | 4.09% | Signal | |
| 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 | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-03-19 | 2010-05-07 | Completed | 33.33% | $16.99 | $25.38 | 49.26% | Stop | |
| 2009-03-19 | 2010-05-07 | Completed | 33.33% | $16.99 | $25.38 | 49.26% | Stop | |
| 2009-03-19 | 2010-05-07 | Completed | 33.33% | $16.99 | $25.38 | 49.26% | Stop | |
| 2008-04-29 | 2009-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.82% | Interest Income | |
| 2007-10-18 | 2009-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.11% | Interest Income | |
| 2007-08-13 | 2009-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.87% | Interest Income | |
| 2008-01-30 | 2008-04-29 | Completed | 33.33% | $32.26 | $31.06 | -3.76% | Signal | |
| 2008-01-07 | 2008-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2005-11-02 | 2008-01-07 | Completed | 33.33% | $28.92 | $31.58 | 9.13% | Stop | |
| 2007-09-11 | 2007-10-18 | Completed | 33.33% | $34.10 | $34.66 | 1.60% | Signal | |
| 2007-08-17 | 2007-09-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2006-04-24 | 2007-08-17 | Completed | 33.33% | $30.29 | $35.10 | 15.81% | Stop | |
| 2006-01-31 | 2007-08-13 | Completed | 33.33% | $29.87 | $34.62 | 15.85% | Signal | |
| 2006-03-08 | 2006-04-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2005-11-02 | 2006-03-08 | Completed | 33.33% | $28.92 | $29.78 | 2.92% | Signal | |
| 2005-10-31 | 2006-01-31 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.97% | Interest Income | |
| 2005-10-31 | 2005-11-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2005-10-31 | 2005-11-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |