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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -25.7% (compared to the benchmark's drawdown of -62.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.9%, compared to a Buy-and-Hold benchmark return of 8.7%. The strategy executed 12 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
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 Active
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.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
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DVY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 22.97% | 22.97% | 10.30% | 11.05% | 9.94% | 10.35% | 10.87% | 8.70% |
| Sharpe Ratio | 1.86 | 1.86 | 0.75 | 0.70 | 0.70 | 0.55 | 0.76 | 0.43 |
| Max Drawdown | -6.89% | -6.89% | -16.22% | -17.54% | -16.22% | -41.59% | -25.73% | -62.59% |
| % Time Invested | 100.0% | 100.0% | 79.6% | 100.0% | 82.1% | 100.0% | 85.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.5 | 0.0 | 0.6 | 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 | ||||||||
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-03-11 | 2025-04-08 | Completed | 100% | $109.10 | $118.53 | 8.58% | Stop | |
| 2023-04-19 | 2024-03-11 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.85% | Interest Income | |
| 2022-10-19 | 2023-04-19 | Completed | 100% | $97.49 | $105.24 | 7.90% | Signal | |
| 2022-09-27 | 2022-10-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2021-02-10 | 2022-09-27 | Completed | 100% | $85.01 | $96.43 | 13.38% | Stop | |
| 2020-06-22 | 2021-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2020-03-24 | 2020-06-22 | Completed | 100% | $51.89 | $66.02 | 27.18% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-18 | 2020-03-02 | Completed | 100% | $70.86 | $72.82 | 2.72% | Stop | |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-09-17 | 2018-12-26 | Completed | 100% | $50.14 | $64.86 | 29.29% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-31 | 2015-08-25 | Completed | 100% | $30.21 | $49.10 | 62.43% | Stop | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-09 | Completed | 100% | $24.73 | $27.46 | 11.01% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-03-19 | 2010-05-07 | Completed | 100% | $16.99 | $25.38 | 49.26% | Stop | |
| 2008-04-17 | 2009-03-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.86% | Interest Income | |
| 2008-04-10 | 2008-04-17 | Completed | 100% | $30.37 | $30.50 | 0.39% | Signal | |
| 2008-03-18 | 2008-04-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2008-01-30 | 2008-03-18 | Completed | 100% | $32.26 | $29.43 | -8.82% | Stop | |
| 2008-01-07 | 2008-01-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2005-11-02 | 2008-01-07 | Completed | 100% | $28.92 | $31.58 | 9.13% | Stop | |
| 2005-10-31 | 2005-11-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |