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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -20.7% (compared to the benchmark's drawdown of -62.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.2%, compared to a Buy-and-Hold benchmark return of 8.7%. The strategy executed 12 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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.
Switch to MMA to enable
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% | 7.01% | 11.05% | 8.24% | 10.35% | 10.21% | 8.70% |
| Sharpe Ratio | 1.86 | 1.86 | 0.56 | 0.70 | 0.67 | 0.55 | 0.82 | 0.43 |
| Max Drawdown | -6.89% | -6.89% | -20.70% | -17.54% | -20.70% | -41.59% | -20.70% | -62.59% |
| % Time Invested | 100.0% | 100.0% | 72.9% | 100.0% | 77.1% | 100.0% | 77.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 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 | 2025-07-16 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.15% | Interest Income | |
| 2024-01-04 | 2025-04-08 | Completed | 100% | $107.35 | $118.53 | 10.36% | Stop | |
| 2023-04-27 | 2024-01-04 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.73% | Interest Income | |
| 2022-12-30 | 2023-04-27 | Completed | 100% | $106.34 | $101.96 | -4.17% | Signal | |
| 2022-09-01 | 2022-12-30 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.28% | Interest Income | |
| 2022-08-17 | 2022-09-01 | Completed | 100% | $109.44 | $103.11 | -5.83% | Stop | |
| 2022-07-25 | 2022-08-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2020-10-26 | 2022-07-25 | Completed | 100% | $70.43 | $101.79 | 44.46% | Signal | |
| 2020-03-02 | 2020-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-03-27 | 2020-03-02 | Completed | 100% | $75.12 | $72.82 | -3.11% | Stop | |
| 2018-12-14 | 2019-03-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2016-03-07 | 2018-12-14 | Completed | 100% | $54.52 | $71.66 | 31.37% | Signal | |
| 2016-01-20 | 2016-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2015-12-04 | 2016-01-20 | Completed | 100% | $51.55 | $49.13 | -4.75% | Signal | |
| 2015-07-22 | 2015-12-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-12-05 | 2015-07-22 | Completed | 100% | $31.68 | $51.25 | 61.69% | Signal | |
| 2011-09-13 | 2011-12-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-31 | 2011-09-13 | Completed | 100% | $30.21 | $28.91 | -4.35% | Signal | |
| 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 | |
| 2007-08-23 | 2009-03-19 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.74% | Interest Income | |
| 2005-11-02 | 2007-08-23 | Completed | 100% | $28.92 | $35.21 | 21.69% | Signal | |
| 2005-10-31 | 2005-11-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |