DYNF iShares U.S. Equity Factor Rotation Active ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for DYNF (iShares U.S. Equity Factor Rotation Active ETF) using the Excess Return MMA CA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -19.5% (compared to the benchmark's drawdown of -34.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.5%, compared to a Buy-and-Hold benchmark return of 17.0%. The strategy executed 52 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
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.
Available in Investing Mode
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
Available in Investing Mode
DYNF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 23.75% | 31.17% | 10.07% | 15.71% | 13.47% | 16.99% |
| Sharpe Ratio | 2.19 | 2.19 | 0.88 | 0.84 | 1.10 | 0.77 |
| Max Drawdown | -4.41% | -8.67% | -19.50% | -26.97% | -19.50% | -34.72% |
| % Time Invested | 98.8% | 100.0% | 91.5% | 100.0% | 92.9% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 7.8 | 0.0 | 7.8 | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-05-07 | Open | Open | 33.33% | $65.65 | $67.47 | 2.77% | Mark-to-Market |
| 2026-04-10 | Open | Open | 33.33% | $61.32 | $67.47 | 10.03% | Mark-to-Market |
| 2026-04-10 | Open | Open | 33.33% | $61.32 | $67.47 | 10.03% | Mark-to-Market |
| 2026-05-04 | 2026-05-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2026-04-07 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2026-03-06 | 2026-04-10 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2026-03-03 | 2026-04-10 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2025-05-01 | 2026-04-07 | Completed | 33.33% | $48.62 | $58.81 | 20.97% | Signal |
| 2025-05-01 | 2026-03-06 | Completed | 33.33% | $48.62 | $59.84 | 23.08% | Signal |
| 2026-02-20 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2026-02-05 | 2026-02-20 | Completed | 33.33% | $60.36 | $60.62 | 0.43% | Signal |
| 2025-12-30 | 2026-02-05 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2025-12-12 | 2025-12-30 | Completed | 33.33% | $61.05 | $61.17 | 0.19% | Signal |
| 2025-11-19 | 2025-12-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2025-11-11 | 2025-11-19 | Completed | 33.33% | $60.39 | $58.68 | -2.83% | Signal |
| 2025-10-20 | 2025-11-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2025-04-30 | 2025-10-20 | Completed | 33.33% | $47.51 | $58.79 | 23.74% | Signal |
| 2025-03-31 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2025-03-12 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-04-02 | 2025-04-07 | Completed | 33.33% | $47.89 | $42.19 | -11.90% | Stop |
| 2025-03-04 | 2025-04-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2023-12-18 | 2025-03-31 | Completed | 33.33% | $38.73 | $47.49 | 22.63% | Signal |
| 2025-03-04 | 2025-03-12 | Completed | 33.33% | $50.02 | $48.35 | -3.35% | Signal |
| 2025-02-07 | 2025-03-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-01-23 | 2025-03-04 | Completed | 33.33% | $52.25 | $50.02 | -4.26% | Signal |
| 2024-09-30 | 2025-02-07 | Completed | 33.33% | $48.35 | $52.61 | 8.80% | Signal |
| 2024-12-24 | 2025-01-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2024-12-02 | 2024-12-24 | Completed | 33.33% | $51.97 | $51.44 | -1.01% | Signal |
| 2024-11-07 | 2024-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2024-10-07 | 2024-11-07 | Completed | 33.33% | $48.79 | $51.08 | 4.68% | Signal |
| 2024-10-02 | 2024-10-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2024-09-13 | 2024-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2024-09-06 | 2024-09-30 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2024-08-22 | 2024-09-13 | Completed | 33.33% | $47.75 | $47.53 | -0.45% | Signal |
| 2024-06-21 | 2024-09-06 | Completed | 33.33% | $46.24 | $46.54 | 0.66% | Signal |
| 2024-08-02 | 2024-08-22 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-07-31 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2024-05-08 | 2024-07-31 | Completed | 33.33% | $43.03 | $46.26 | 7.51% | Signal |
| 2024-05-29 | 2024-06-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2023-11-08 | 2024-05-29 | Completed | 33.33% | $35.02 | $44.31 | 26.52% | Signal |
| 2024-04-16 | 2024-05-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2024-02-07 | 2024-04-16 | Completed | 33.33% | $40.96 | $42.36 | 3.43% | Signal |
| 2024-01-16 | 2024-02-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2023-11-21 | 2024-01-16 | Completed | 33.33% | $36.52 | $38.64 | 5.80% | Signal |
| 2023-11-13 | 2023-12-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2023-10-30 | 2023-11-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2023-01-26 | 2023-11-13 | Completed | 33.33% | $30.28 | $35.45 | 17.07% | Signal |
| 2023-09-22 | 2023-11-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2023-10-17 | 2023-10-30 | Completed | 33.33% | $34.67 | $32.97 | -4.92% | Signal |
| 2023-09-25 | 2023-10-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-09-06 | 2023-09-25 | Completed | 33.33% | $35.86 | $34.27 | -4.44% | Signal |
| 2022-11-28 | 2023-09-22 | Completed | 33.33% | $29.61 | $34.45 | 16.34% | Signal |
| 2023-08-11 | 2023-09-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2023-05-26 | 2023-08-11 | Completed | 33.33% | $32.68 | $35.21 | 7.75% | Signal |
| 2023-05-04 | 2023-05-26 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-03-29 | 2023-05-04 | Completed | 33.33% | $30.71 | $31.04 | 1.08% | Signal |
| 2023-02-28 | 2023-03-29 | Interest (FLOT) | 33.33% | $1.00 | $0.99 | -0.64% | Interest Income |
| 2023-01-13 | 2023-02-28 | Completed | 33.33% | $29.43 | $30.09 | 2.23% | Signal |
| 2022-12-02 | 2023-01-26 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2022-12-19 | 2023-01-13 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-25 | 2022-12-19 | Completed | 33.33% | $28.34 | $28.54 | 0.70% | Signal |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-11-28 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2022-10-04 | 2022-10-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-09-26 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.40% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-08-11 | 2022-09-26 | Completed | 33.33% | $30.92 | $26.96 | -12.81% | Stop |
| 2022-07-08 | 2022-09-02 | Completed | 33.33% | $28.71 | $29.23 | 1.80% | Signal |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-05-11 | 2022-08-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2022-06-14 | 2022-07-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-06-01 | 2022-06-14 | Completed | 33.33% | $30.60 | $27.82 | -9.06% | Stop |
| 2022-04-19 | 2022-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-04-26 | 2022-05-11 | Completed | 33.33% | $30.93 | $29.59 | -4.32% | Signal |
| 2022-03-02 | 2022-04-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-03-23 | 2022-04-19 | Completed | 33.33% | $32.79 | $32.08 | -2.17% | Signal |
| 2022-03-02 | 2022-03-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-02-25 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2022-02-18 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2022-01-14 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-02-10 | 2022-02-25 | Completed | 33.33% | $33.17 | $31.41 | -5.31% | Stop |
| 2022-02-16 | 2022-02-18 | Completed | 33.33% | $32.52 | $32.04 | -1.49% | Signal |
| 2022-01-25 | 2022-02-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-01-18 | 2022-02-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-07-01 | 2022-01-25 | Completed | 33.33% | $23.52 | $31.73 | 34.92% | Stop |
| 2021-12-29 | 2022-01-18 | Completed | 33.33% | $35.90 | $33.88 | -5.62% | Signal |
| 2021-11-16 | 2022-01-14 | Completed | 33.33% | $35.99 | $34.21 | -4.97% | Signal |
| 2021-12-02 | 2021-12-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-10-19 | 2021-12-02 | Completed | 33.33% | $34.66 | $34.99 | 0.95% | Signal |
| 2021-11-02 | 2021-11-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-10-25 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2020-05-12 | 2021-10-25 | Completed | 33.33% | $22.32 | $35.27 | 58.02% | Signal |
| 2021-09-22 | 2021-10-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-07-21 | 2021-09-22 | Completed | 33.33% | $33.20 | $33.63 | 1.29% | Signal |
| 2021-06-28 | 2021-07-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2021-06-14 | 2021-06-28 | Completed | 33.33% | $32.87 | $33.03 | 0.50% | Signal |
| 2021-05-20 | 2021-06-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2021-03-30 | 2021-05-20 | Completed | 33.33% | $30.62 | $32.15 | 4.98% | Signal |
| 2021-03-08 | 2021-03-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-03-04 | 2021-03-08 | Completed | 33.33% | $29.59 | $29.76 | 0.58% | Signal |
| 2021-02-09 | 2021-03-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-11-24 | 2021-02-09 | Completed | 33.33% | $27.52 | $30.23 | 9.83% | Signal |
| 2020-11-03 | 2020-11-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-11-02 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-10-12 | 2020-11-02 | Completed | 33.33% | $26.54 | $24.80 | -6.58% | Signal |
| 2020-09-18 | 2020-10-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-07-14 | 2020-09-18 | Completed | 33.33% | $23.50 | $25.15 | 7.01% | Signal |
| 2020-06-16 | 2020-07-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2020-06-02 | 2020-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2020-04-07 | 2020-06-16 | Completed | 33.33% | $21.05 | $24.07 | 14.38% | Stop |
| 2020-04-06 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-10 | 2020-05-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-03-03 | 2020-04-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2020-03-24 | 2020-04-06 | Completed | 33.33% | $18.26 | $19.67 | 7.72% | Signal |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2019-10-07 | 2020-03-10 | Completed | 33.33% | $23.24 | $22.34 | -3.84% | Stop |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-02-11 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.16% | Interest Income |
| 2019-09-19 | 2020-03-02 | Completed | 33.33% | $23.67 | $23.19 | -2.04% | Stop |
| 2019-10-25 | 2020-02-11 | Completed | 33.33% | $23.75 | $26.11 | 9.94% | Signal |
| 2019-10-03 | 2019-10-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2019-09-17 | 2019-10-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2019-09-19 | 2019-10-03 | Completed | 33.33% | $23.67 | $22.89 | -3.28% | Signal |
| 2019-09-17 | 2019-09-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2019-09-17 | 2019-09-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |