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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -31.0% (compared to the benchmark's drawdown of -27.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.5%, compared to a Buy-and-Hold benchmark return of 15.6%. The strategy executed 6 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.
Switch to MMA to enable
DYNF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 21.24% | 21.24% | 5.15% | 14.85% | 6.50% | 15.64% |
| Sharpe Ratio | 1.43 | 1.43 | 0.35 | 0.79 | 0.45 | 0.85 |
| Max Drawdown | -8.67% | -8.67% | -30.99% | -26.97% | -30.99% | -26.97% |
| % Time Invested | 100.0% | 100.0% | 75.5% | 100.0% | 77.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 1.1 | 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 | ||||||||
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-11-06 | 2025-04-07 | Completed | 100% | $34.75 | $42.12 | 21.13% | Stop | |
| 2023-09-27 | 2023-11-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2023-09-06 | 2023-09-27 | Completed | 100% | $35.79 | $33.85 | -5.48% | Stop | |
| 2022-10-26 | 2023-09-06 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.23% | Interest Income | |
| 2022-10-24 | 2022-10-26 | Completed | 100% | $27.83 | $28.29 | 1.61% | Signal | |
| 2022-09-30 | 2022-10-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2022-06-07 | 2022-09-30 | Completed | 100% | $30.25 | $26.78 | -11.52% | Stop | |
| 2022-05-13 | 2022-06-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-03-21 | 2022-05-13 | Completed | 100% | $32.55 | $29.30 | -10.02% | Stop | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-03-16 | 2022-02-25 | Completed | 100% | $30.85 | $31.35 | 1.58% | Stop | |
| 2021-03-12 | 2021-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |