EAGG iShares ESG Aware U.S. Aggregate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for EAGG (iShares ESG Aware U.S. Aggregate Bond ETF) using the Excess Return MMA CA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -6.4% (compared to the benchmark's drawdown of -18.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.8%, compared to a Buy-and-Hold benchmark return of 1.5%. The strategy executed 49 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
EAGG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.20% | 5.24% | 2.53% | 0.11% | 2.77% | 1.47% |
| Sharpe Ratio | 1.65 | 1.35 | 0.84 | 0.02 | 0.86 | 0.26 |
| Max Drawdown | -1.93% | -2.75% | -4.45% | -17.97% | -6.37% | -18.74% |
| % Time Invested | 88.5% | 100.0% | 71.2% | 100.0% | 75.6% | 100.0% |
| Trades / Year | 9.0 | 0.0 | 7.0 | 0.0 | 6.9 | 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 |
|---|---|---|---|---|---|---|---|
| Pending (2026-05-30) | — | Pending Buy | 33.33% | — | — | —% | Pending Next-Day Open |
| Pending (2026-05-30) | — | Pending Buy | 33.33% | — | — | —% | Pending Next-Day Open |
| 2026-05-14 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-04-24 | 2026-05-14 | Completed | 33.33% | $47.47 | $47.34 | -0.27% | Signal |
| 2026-03-30 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2026-03-13 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2026-03-20 | 2026-04-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2026-02-19 | 2026-03-30 | Completed | 33.33% | $47.81 | $47.12 | -1.43% | Signal |
| 2026-02-25 | 2026-03-20 | Completed | 33.33% | $47.90 | $47.16 | -1.53% | Signal |
| 2025-08-21 | 2026-03-13 | Completed | 33.33% | $46.03 | $47.32 | 2.81% | Signal |
| 2026-02-02 | 2026-02-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2025-12-03 | 2026-02-19 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2026-01-22 | 2026-02-02 | Completed | 33.33% | $47.23 | $47.33 | 0.22% | Signal |
| 2025-12-23 | 2026-01-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2025-12-19 | 2025-12-23 | Completed | 33.33% | $47.23 | $47.09 | -0.29% | Signal |
| 2025-11-18 | 2025-12-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2025-06-27 | 2025-12-03 | Completed | 33.33% | $45.70 | $47.26 | 3.40% | Signal |
| 2025-08-21 | 2025-11-18 | Completed | 33.33% | $46.03 | $47.06 | 2.25% | Signal |
| 2025-07-30 | 2025-08-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2025-07-25 | 2025-08-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2025-06-23 | 2025-07-30 | Completed | 33.33% | $45.46 | $45.70 | 0.52% | Signal |
| 2025-04-28 | 2025-07-25 | Completed | 33.33% | $45.23 | $45.57 | 0.76% | Signal |
| 2025-06-03 | 2025-06-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2025-06-03 | 2025-06-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-02-27 | 2025-05-02 | Completed | 33.33% | $45.08 | $45.18 | 0.22% | Signal |
| 2025-04-11 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2024-12-20 | 2025-04-28 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.45% | Interest Income |
| 2025-02-07 | 2025-04-11 | Completed | 33.33% | $44.47 | $44.45 | -0.03% | Signal |
| 2024-10-24 | 2025-02-27 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.91% | Interest Income |
| 2024-12-30 | 2025-02-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2024-12-11 | 2024-12-30 | Completed | 33.33% | $44.94 | $44.11 | -1.84% | Signal |
| 2024-08-05 | 2024-12-20 | Completed | 33.33% | $45.13 | $44.15 | -2.17% | Signal |
| 2024-10-11 | 2024-12-11 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2024-06-10 | 2024-10-24 | Completed | 33.33% | $42.99 | $44.47 | 3.45% | Signal |
| 2024-05-21 | 2024-10-11 | Completed | 33.33% | $43.01 | $44.81 | 4.19% | Signal |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2024-05-07 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.37% | Interest Income |
| 2024-02-20 | 2024-06-10 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.05% | Interest Income |
| 2024-04-05 | 2024-05-21 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2024-01-23 | 2024-05-07 | Completed | 33.33% | $43.00 | $42.86 | -0.32% | Signal |
| 2024-03-26 | 2024-04-05 | Completed | 33.33% | $43.09 | $42.84 | -0.58% | Signal |
| 2024-01-29 | 2024-03-26 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income |
| 2023-11-30 | 2024-02-20 | Completed | 33.33% | $42.09 | $42.78 | 1.65% | Signal |
| 2023-11-16 | 2024-01-29 | Completed | 33.33% | $41.45 | $43.16 | 4.13% | Signal |
| 2023-06-02 | 2024-01-23 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 4.21% | Interest Income |
| 2023-06-02 | 2023-11-30 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 3.14% | Interest Income |
| 2023-06-02 | 2023-11-16 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.93% | Interest Income |
| 2023-05-24 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2023-05-17 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-05-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2023-04-12 | 2023-05-24 | Completed | 33.33% | $42.93 | $42.18 | -1.75% | Signal |
| 2023-02-14 | 2023-05-17 | Completed | 33.33% | $42.08 | $42.57 | 1.17% | Signal |
| 2023-03-27 | 2023-05-04 | Completed | 33.33% | $42.51 | $42.87 | 0.86% | Signal |
| 2023-04-04 | 2023-04-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2023-03-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.17% | Interest Income |
| 2023-02-23 | 2023-03-27 | Interest (FLOT) | 33.33% | $1.00 | $0.99 | -0.63% | Interest Income |
| 2022-12-05 | 2023-03-02 | Completed | 33.33% | $41.95 | $41.09 | -2.03% | Signal |
| 2023-02-07 | 2023-02-23 | Completed | 33.33% | $42.27 | $41.55 | -1.72% | Signal |
| 2022-12-02 | 2023-02-14 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.69% | Interest Income |
| 2023-01-13 | 2023-02-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2022-11-18 | 2023-01-13 | Completed | 33.33% | $41.17 | $42.55 | 3.36% | Signal |
| 2022-12-02 | 2022-12-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-11-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2022-09-12 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.30% | 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 |
| 2022-08-02 | 2022-09-12 | Completed | 33.33% | $43.88 | $42.17 | -3.88% | Signal |
| 2022-08-30 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-07-20 | 2022-08-30 | Completed | 33.33% | $42.86 | $42.59 | -0.61% | Signal |
| 2022-03-02 | 2022-08-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2022-06-15 | 2022-07-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-06-06 | 2022-06-15 | Completed | 33.33% | $43.10 | $41.83 | -2.93% | Signal |
| 2022-03-02 | 2022-06-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2022-01-11 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-01-07 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-12-09 | 2022-01-11 | Completed | 33.33% | $47.53 | $46.80 | -1.54% | Signal |
| 2021-12-29 | 2022-01-07 | Completed | 33.33% | $47.48 | $46.94 | -1.13% | Signal |
| 2021-11-30 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-12-06 | 2021-12-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-11-02 | 2021-12-09 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-11-15 | 2021-12-06 | Completed | 33.33% | $47.49 | $47.83 | 0.73% | Signal |
| 2021-07-23 | 2021-11-30 | Completed | 33.33% | $47.94 | $47.72 | -0.47% | Signal |
| 2021-11-02 | 2021-11-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-09-30 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2021-09-30 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2021-09-22 | 2021-09-30 | Completed | 33.33% | $48.11 | $47.54 | -1.18% | Signal |
| 2021-05-07 | 2021-09-30 | Completed | 33.33% | $47.29 | $47.54 | 0.53% | Signal |
| 2021-09-02 | 2021-09-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2021-08-30 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-06-23 | 2021-08-30 | Completed | 33.33% | $47.46 | $47.98 | 1.10% | Signal |
| 2021-05-04 | 2021-07-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-06-01 | 2021-06-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2021-04-19 | 2021-06-01 | Completed | 33.33% | $47.07 | $47.17 | 0.21% | Signal |
| 2021-05-04 | 2021-05-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-04-05 | 2021-04-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-01-27 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-01-12 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-12-10 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2020-11-20 | 2021-01-27 | Completed | 33.33% | $48.30 | $48.15 | -0.30% | Signal |
| 2020-11-20 | 2021-01-12 | Completed | 33.33% | $48.30 | $47.85 | -0.94% | Signal |
| 2020-04-14 | 2020-12-10 | Completed | 33.33% | $47.26 | $48.17 | 1.93% | Signal |
| 2020-11-03 | 2020-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-11-03 | 2020-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-09-16 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2020-08-28 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-04-13 | 2020-09-16 | Completed | 33.33% | $47.36 | $48.33 | 2.04% | Signal |
| 2020-04-15 | 2020-08-28 | Completed | 33.33% | $47.35 | $48.09 | 1.56% | Signal |
| 2020-03-19 | 2020-04-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-20 | 2020-04-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-03-19 | 2020-04-13 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2019-05-08 | 2020-03-20 | Completed | 33.33% | $42.86 | $44.49 | 3.80% | Stop |
| 2020-01-29 | 2020-03-19 | Completed | 33.33% | $45.73 | $45.44 | -0.65% | Stop |
| 2019-12-24 | 2020-03-19 | Completed | 33.33% | $44.98 | $45.44 | 1.01% | Stop |
| 2020-01-06 | 2020-01-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2019-12-05 | 2020-01-06 | Completed | 33.33% | $45.04 | $45.36 | 0.72% | Signal |
| 2019-10-16 | 2019-12-24 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2019-11-01 | 2019-12-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2019-10-16 | 2019-11-01 | Completed | 33.33% | $44.94 | $45.12 | 0.41% | Signal |
| 2019-09-24 | 2019-10-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2019-05-08 | 2019-10-16 | Completed | 33.33% | $42.86 | $44.94 | 4.84% | Signal |
| 2019-05-14 | 2019-09-24 | Completed | 33.33% | $42.92 | $45.00 | 4.84% | Signal |
| 2019-05-06 | 2019-05-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2019-05-06 | 2019-05-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2019-05-06 | 2019-05-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |