DYNF
iShares U.S. Equity Factor Rotation Active ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for DYNF (iShares U.S. Equity Factor Rotation Active ETF) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -19.2% (compared to the benchmark's drawdown of -34.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.8%, compared to a Buy-and-Hold benchmark return of 16.5%. The strategy executed 53 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.
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 | 14.18% | 21.24% | 9.13% | 14.85% | 12.78% | 16.54% |
| Sharpe Ratio | 1.23 | 1.43 | 0.80 | 0.79 | 1.05 | 0.76 |
| Max Drawdown | -4.59% | -8.67% | -19.23% | -26.97% | -19.23% | -34.72% |
| % Time Invested | 98.8% | 100.0% | 91.5% | 100.0% | 93.1% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 7.6 | 0.0 | 7.7 | 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 | ||||||||
| 2026-04-07 | 2026-05-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2026-03-06 | 2026-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2026-02-20 | 2026-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2025-05-01 | 2026-04-07 | Completed | 33.33% | $48.53 | $58.70 | 20.90% | Signal | |
| 2025-05-01 | 2026-03-06 | Completed | 33.33% | $48.53 | $59.73 | 23.02% | Signal | |
| 2026-02-05 | 2026-02-20 | Completed | 33.33% | $60.25 | $60.50 | 0.38% | Signal | |
| 2025-12-30 | 2026-02-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2025-12-12 | 2025-12-30 | Completed | 33.33% | $60.94 | $61.05 | 0.14% | Signal | |
| 2025-11-19 | 2025-12-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-11-11 | 2025-11-19 | Completed | 33.33% | $60.28 | $58.57 | -2.88% | Signal | |
| 2025-10-20 | 2025-11-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-04-30 | 2025-10-20 | Completed | 33.33% | $47.42 | $58.68 | 23.68% | Signal | |
| 2025-03-31 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2025-03-12 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-02 | 2025-04-07 | Completed | 33.33% | $47.81 | $42.12 | -11.94% | Stop | |
| 2025-03-04 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-12-18 | 2025-03-31 | Completed | 33.33% | $38.65 | $47.40 | 22.57% | Signal | |
| 2025-03-04 | 2025-03-12 | Completed | 33.33% | $49.93 | $48.26 | -3.40% | Signal | |
| 2025-02-07 | 2025-03-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-01-23 | 2025-03-04 | Completed | 33.33% | $52.16 | $49.93 | -4.31% | Signal | |
| 2024-09-30 | 2025-02-07 | Completed | 33.33% | $48.26 | $52.51 | 8.75% | Signal | |
| 2024-12-24 | 2025-01-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2024-12-02 | 2024-12-24 | Completed | 33.33% | $51.88 | $51.35 | -1.06% | Signal | |
| 2024-11-07 | 2024-12-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-10-07 | 2024-11-07 | Completed | 33.33% | $48.70 | $50.98 | 4.63% | Signal | |
| 2024-09-13 | 2024-10-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2024-09-06 | 2024-09-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2024-08-22 | 2024-09-13 | Completed | 33.33% | $47.66 | $47.45 | -0.50% | Signal | |
| 2024-06-21 | 2024-09-06 | Completed | 33.33% | $46.15 | $46.46 | 0.61% | Signal | |
| 2024-07-31 | 2024-08-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-05-08 | 2024-07-31 | Completed | 33.33% | $42.95 | $46.17 | 7.45% | Signal | |
| 2024-05-29 | 2024-06-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-08 | 2024-05-29 | Completed | 33.33% | $34.96 | $44.23 | 26.46% | Signal | |
| 2024-04-16 | 2024-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-02-07 | 2024-04-16 | Completed | 33.33% | $40.88 | $42.28 | 3.37% | Signal | |
| 2024-01-16 | 2024-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-21 | 2024-01-16 | Completed | 33.33% | $36.45 | $38.57 | 5.75% | Signal | |
| 2023-11-13 | 2023-12-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2023-10-30 | 2023-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-01-26 | 2023-11-13 | Completed | 33.33% | $30.23 | $35.39 | 17.01% | Signal | |
| 2023-09-22 | 2023-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2023-10-17 | 2023-10-30 | Completed | 33.33% | $34.61 | $32.91 | -4.96% | Signal | |
| 2023-09-25 | 2023-10-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-09-06 | 2023-09-25 | Completed | 33.33% | $35.79 | $34.20 | -4.49% | Signal | |
| 2022-11-28 | 2023-09-22 | Completed | 33.33% | $29.56 | $34.39 | 16.28% | Signal | |
| 2023-08-11 | 2023-09-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2023-05-26 | 2023-08-11 | Completed | 33.33% | $32.62 | $35.15 | 7.70% | Signal | |
| 2023-05-04 | 2023-05-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-03-29 | 2023-05-04 | Completed | 33.33% | $30.65 | $30.98 | 1.03% | Signal | |
| 2023-02-28 | 2023-03-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2023-01-13 | 2023-02-28 | Completed | 33.33% | $29.38 | $30.03 | 2.18% | Signal | |
| 2022-02-18 | 2023-01-26 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.35% | Interest Income | |
| 2022-12-19 | 2023-01-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-10-25 | 2022-12-19 | Completed | 33.33% | $28.29 | $28.49 | 0.65% | Signal | |
| 2022-09-26 | 2022-11-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2022-09-02 | 2022-10-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2022-08-11 | 2022-09-26 | Completed | 33.33% | $30.86 | $26.91 | -12.85% | Stop | |
| 2022-07-08 | 2022-09-02 | Completed | 33.33% | $28.66 | $29.18 | 1.75% | Signal | |
| 2022-05-11 | 2022-08-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-06-01 | 2022-06-14 | Completed | 33.33% | $30.54 | $27.77 | -9.11% | Stop | |
| 2022-04-19 | 2022-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-04-26 | 2022-05-11 | Completed | 33.33% | $30.87 | $29.54 | -4.37% | Signal | |
| 2022-01-14 | 2022-04-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-03-23 | 2022-04-19 | Completed | 33.33% | $32.73 | $32.02 | -2.22% | Signal | |
| 2022-02-25 | 2022-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2022-02-10 | 2022-02-25 | Completed | 33.33% | $33.11 | $31.35 | -5.36% | Stop | |
| 2022-02-16 | 2022-02-18 | Completed | 33.33% | $32.46 | $31.98 | -1.54% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-18 | 2022-02-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-07-01 | 2022-01-25 | Completed | 33.33% | $23.48 | $31.67 | 34.85% | Stop | |
| 2021-12-29 | 2022-01-18 | Completed | 33.33% | $35.84 | $33.82 | -5.67% | Signal | |
| 2021-11-16 | 2022-01-14 | Completed | 33.33% | $35.93 | $34.14 | -5.01% | Signal | |
| 2021-12-02 | 2021-12-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-10-19 | 2021-12-02 | Completed | 33.33% | $34.60 | $34.93 | 0.90% | Signal | |
| 2021-10-25 | 2021-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-05-12 | 2021-10-25 | Completed | 33.33% | $22.28 | $35.21 | 57.94% | Signal | |
| 2021-09-22 | 2021-10-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-07-21 | 2021-09-22 | Completed | 33.33% | $33.14 | $33.57 | 1.24% | Signal | |
| 2021-06-28 | 2021-07-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-06-14 | 2021-06-28 | Completed | 33.33% | $32.81 | $32.97 | 0.45% | Signal | |
| 2021-05-20 | 2021-06-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-30 | 2021-05-20 | Completed | 33.33% | $30.57 | $32.09 | 4.92% | Signal | |
| 2021-03-08 | 2021-03-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-04 | 2021-03-08 | Completed | 33.33% | $29.53 | $29.71 | 0.53% | Signal | |
| 2021-02-09 | 2021-03-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-11-24 | 2021-02-09 | Completed | 33.33% | $27.47 | $30.17 | 9.77% | Signal | |
| 2020-11-02 | 2020-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-10-12 | 2020-11-02 | Completed | 33.33% | $26.49 | $24.75 | -6.62% | Signal | |
| 2020-09-18 | 2020-10-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-07-14 | 2020-09-18 | Completed | 33.33% | $23.46 | $25.10 | 6.96% | Signal | |
| 2020-06-16 | 2020-07-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-06 | 2020-07-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-04-07 | 2020-06-16 | Completed | 33.33% | $21.01 | $24.03 | 14.32% | Stop | |
| 2020-03-10 | 2020-05-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-02-11 | 2020-04-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2020-03-24 | 2020-04-06 | Completed | 33.33% | $18.23 | $19.64 | 7.67% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-10-07 | 2020-03-10 | Completed | 33.33% | $23.19 | $22.30 | -3.89% | Stop | |
| 2019-09-19 | 2020-03-02 | Completed | 33.33% | $23.63 | $23.14 | -2.09% | Stop | |
| 2019-10-25 | 2020-02-11 | Completed | 33.33% | $23.70 | $26.06 | 9.88% | Signal | |
| 2019-10-03 | 2019-10-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2019-09-17 | 2019-10-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2019-09-19 | 2019-10-03 | Completed | 33.33% | $23.63 | $22.85 | -3.33% | Signal | |
| 2019-09-17 | 2019-09-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-09-17 | 2019-09-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |