DYNF
iShares U.S. Equity Factor Rotation Active ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-09
Executive Summary
The quantitative backtest for DYNF (iShares U.S. Equity Factor Rotation Active ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -19.3% (compared to the benchmark's drawdown of -27.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.2%, compared to a Buy-and-Hold benchmark return of 16.0%. The strategy executed 14 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for DYNF:
Excess Return MMA Active Model
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.
🎯 Trading Horizon
Select risk profile & execution style for DYNF:
🛡️ Long-Term Investing Active Horizon
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.
🛡️ DYNF Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-19.3% (vs -27.0% B&H)
+7.6% shallower drawdown
Drawdown Shield
7.6% Cut
Protected capital vs -27.0% B&H
Capital Sheltered from Risk
22.0% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 DYNF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -8.67% | -8.67% | -19.34% | -26.97% | -19.34% | -26.97% |
| Sharpe Ratio | 1.20 | 1.43 | 0.77 | 0.81 | 0.86 | 0.87 |
| Sortino Ratio | 1.71 | 2.11 | 0.98 | 1.12 | 1.11 | 1.20 |
| CAGR | 17.15% | 21.42% | 10.03% | 15.18% | 11.24% | 15.99% |
| % Time Invested | 97.1% | 100.0% | 75.9% | 100.0% | 78.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.2 | 0.0 | 2.6 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for DYNF... Top Diversifiers for DYNF
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
| Loading top diversifier assets... | |||
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. Subscribe to Unlock | ||||||||
| 2026-04-07 | 2026-05-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2025-05-01 | 2026-04-07 | Completed | 33.33% | $48.53 | $58.70 | 20.90% | Signal | |
| 2025-07-30 | 2025-09-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2025-04-30 | 2025-07-30 | Completed | 33.33% | $47.42 | $55.51 | 17.00% | Signal | |
| 2025-03-31 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2025-04-07 | 2025-04-30 | 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 | |
| 2023-11-08 | 2025-04-07 | Completed | 33.33% | $34.96 | $42.12 | 20.41% | Stop | |
| 2023-04-11 | 2025-04-07 | Completed | 33.33% | $31.54 | $42.12 | 33.45% | Stop | |
| 2023-12-18 | 2025-03-31 | Completed | 33.33% | $38.65 | $47.40 | 22.57% | Signal | |
| 2023-11-13 | 2023-12-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2023-01-25 | 2023-11-13 | Completed | 33.33% | $29.50 | $35.39 | 19.88% | Signal | |
| 2023-09-27 | 2023-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2023-09-06 | 2023-09-27 | Completed | 33.33% | $35.79 | $33.85 | -5.48% | Stop | |
| 2022-10-14 | 2023-09-06 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 4.37% | Interest Income | |
| 2022-05-02 | 2023-04-11 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.22% | Interest Income | |
| 2022-02-22 | 2023-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.33% | Interest Income | |
| 2022-06-15 | 2022-10-14 | Completed | 33.33% | $27.86 | $26.76 | -4.00% | Stop | |
| 2022-05-23 | 2022-06-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2022-03-21 | 2022-05-23 | Completed | 33.33% | $32.55 | $29.27 | -10.11% | Stop | |
| 2022-02-16 | 2022-05-02 | Completed | 33.33% | $32.46 | $30.16 | -7.14% | Signal | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-03-16 | 2022-02-25 | Completed | 33.33% | $30.85 | $31.35 | 1.58% | Stop | |
| 2022-02-16 | 2022-02-22 | Completed | 33.33% | $32.46 | $31.47 | -3.09% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-03-16 | 2022-01-25 | Completed | 33.33% | $30.85 | $31.67 | 2.62% | Stop | |
| 2021-03-16 | 2022-01-25 | Completed | 33.33% | $30.85 | $31.67 | 2.62% | Stop | |
| 2021-03-12 | 2021-03-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-12 | 2021-03-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-12 | 2021-03-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |