EAGG
iShares ESG Aware U.S. Aggregate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for EAGG (iShares ESG Aware U.S. Aggregate Bond ETF) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -6.7% (compared to the benchmark's drawdown of -18.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.2%, compared to a Buy-and-Hold benchmark return of 1.3%. The strategy executed 50 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
EAGG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 2.35% | 3.12% | 1.84% | -0.41% | 2.25% | 1.29% |
| Sharpe Ratio | 0.92 | 0.83 | 0.62 | -0.07 | 0.72 | 0.23 |
| Max Drawdown | -2.08% | -2.75% | -4.34% | -17.97% | -6.68% | -18.74% |
| % Time Invested | 88.5% | 100.0% | 71.2% | 100.0% | 76.1% | 100.0% |
| Trades / Year | 8.0 | 0.0 | 6.8 | 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 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 | ||||||||
| 2026-04-24 | 2026-05-14 | Completed | 33.33% | $47.15 | $47.03 | -0.32% | Signal | |
| 2026-03-20 | 2026-04-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2026-02-19 | 2026-03-30 | Completed | 33.33% | $47.49 | $46.81 | -1.48% | Signal | |
| 2026-02-25 | 2026-03-20 | Completed | 33.33% | $47.58 | $46.85 | -1.58% | Signal | |
| 2025-08-21 | 2026-03-13 | Completed | 33.33% | $45.72 | $47.01 | 2.76% | Signal | |
| 2026-02-02 | 2026-02-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-03 | 2026-02-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 2026-01-22 | 2026-02-02 | Completed | 33.33% | $46.91 | $47.02 | 0.17% | Signal | |
| 2025-12-23 | 2026-01-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-12-19 | 2025-12-23 | Completed | 33.33% | $46.91 | $46.78 | -0.34% | Signal | |
| 2025-11-18 | 2025-12-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2025-06-27 | 2025-12-03 | Completed | 33.33% | $45.40 | $46.94 | 3.34% | Signal | |
| 2025-08-21 | 2025-11-18 | Completed | 33.33% | $45.72 | $46.75 | 2.20% | Signal | |
| 2025-07-30 | 2025-08-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-07-25 | 2025-08-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2025-06-23 | 2025-07-30 | Completed | 33.33% | $45.16 | $45.39 | 0.47% | Signal | |
| 2025-04-28 | 2025-07-25 | Completed | 33.33% | $44.93 | $45.27 | 0.71% | Signal | |
| 2025-05-02 | 2025-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2025-04-11 | 2025-06-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.82% | Interest Income | |
| 2025-02-27 | 2025-05-02 | Completed | 33.33% | $44.78 | $44.88 | 0.17% | Signal | |
| 2024-12-20 | 2025-04-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.44% | Interest Income | |
| 2025-02-07 | 2025-04-11 | Completed | 33.33% | $44.17 | $44.16 | -0.08% | Signal | |
| 2024-10-24 | 2025-02-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.46% | Interest Income | |
| 2024-12-30 | 2025-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2024-12-11 | 2024-12-30 | Completed | 33.33% | $44.64 | $43.82 | -1.89% | Signal | |
| 2024-08-05 | 2024-12-20 | Completed | 33.33% | $44.83 | $43.85 | -2.22% | Signal | |
| 2024-10-11 | 2024-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income | |
| 2024-06-10 | 2024-10-24 | Completed | 33.33% | $42.70 | $44.18 | 3.40% | Signal | |
| 2024-05-21 | 2024-10-11 | Completed | 33.33% | $42.72 | $44.51 | 4.14% | Signal | |
| 2024-05-07 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.29% | Interest Income | |
| 2024-02-20 | 2024-06-10 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income | |
| 2024-04-05 | 2024-05-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2024-01-23 | 2024-05-07 | Completed | 33.33% | $42.71 | $42.57 | -0.37% | Signal | |
| 2024-03-26 | 2024-04-05 | Completed | 33.33% | $42.80 | $42.55 | -0.63% | Signal | |
| 2024-01-29 | 2024-03-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.85% | Interest Income | |
| 2023-11-30 | 2024-02-20 | Completed | 33.33% | $41.81 | $42.49 | 1.59% | Signal | |
| 2023-11-16 | 2024-01-29 | Completed | 33.33% | $41.17 | $42.88 | 4.08% | Signal | |
| 2023-05-17 | 2024-01-23 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.70% | Interest Income | |
| 2023-05-24 | 2023-11-30 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.83% | Interest Income | |
| 2023-05-04 | 2023-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.93% | Interest Income | |
| 2023-04-12 | 2023-05-24 | Completed | 33.33% | $42.64 | $41.90 | -1.80% | Signal | |
| 2023-02-14 | 2023-05-17 | Completed | 33.33% | $41.80 | $42.29 | 1.12% | Signal | |
| 2023-03-27 | 2023-05-04 | Completed | 33.33% | $42.22 | $42.59 | 0.81% | Signal | |
| 2023-03-02 | 2023-04-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2023-02-23 | 2023-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2022-12-05 | 2023-03-02 | Completed | 33.33% | $41.67 | $40.82 | -2.08% | Signal | |
| 2023-02-07 | 2023-02-23 | Completed | 33.33% | $41.99 | $41.27 | -1.77% | Signal | |
| 2021-11-30 | 2023-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.63% | Interest Income | |
| 2023-01-13 | 2023-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2022-11-18 | 2023-01-13 | Completed | 33.33% | $40.90 | $42.27 | 3.31% | Signal | |
| 2022-09-12 | 2022-12-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 2022-08-30 | 2022-11-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.82% | Interest Income | |
| 2022-08-02 | 2022-09-12 | Completed | 33.33% | $43.58 | $41.89 | -3.93% | Signal | |
| 2022-07-20 | 2022-08-30 | Completed | 33.33% | $42.57 | $42.31 | -0.66% | Signal | |
| 2022-01-11 | 2022-08-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2022-06-15 | 2022-07-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2022-06-06 | 2022-06-15 | Completed | 33.33% | $42.81 | $41.56 | -2.98% | Signal | |
| 2022-01-07 | 2022-06-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2021-12-09 | 2022-01-11 | Completed | 33.33% | $47.21 | $46.49 | -1.59% | Signal | |
| 2021-12-29 | 2022-01-07 | Completed | 33.33% | $47.17 | $46.63 | -1.18% | Signal | |
| 2021-12-06 | 2021-12-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-09-30 | 2021-12-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-11-15 | 2021-12-06 | Completed | 33.33% | $47.17 | $47.51 | 0.68% | Signal | |
| 2021-07-23 | 2021-11-30 | Completed | 33.33% | $47.63 | $47.40 | -0.52% | Signal | |
| 2021-09-30 | 2021-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-09-22 | 2021-09-30 | Completed | 33.33% | $47.79 | $47.23 | -1.23% | Signal | |
| 2021-05-07 | 2021-09-30 | Completed | 33.33% | $46.98 | $47.23 | 0.48% | Signal | |
| 2021-08-30 | 2021-09-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-06-23 | 2021-08-30 | Completed | 33.33% | $47.14 | $47.67 | 1.05% | Signal | |
| 2020-12-10 | 2021-07-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2021-06-01 | 2021-06-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-19 | 2021-06-01 | Completed | 33.33% | $46.76 | $46.85 | 0.16% | Signal | |
| 2021-01-27 | 2021-05-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-01-12 | 2021-04-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-11-20 | 2021-01-27 | Completed | 33.33% | $47.98 | $47.83 | -0.35% | Signal | |
| 2020-11-20 | 2021-01-12 | Completed | 33.33% | $47.98 | $47.53 | -0.99% | Signal | |
| 2020-04-14 | 2020-12-10 | Completed | 33.33% | $46.95 | $47.85 | 1.88% | Signal | |
| 2020-09-16 | 2020-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-08-28 | 2020-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-13 | 2020-09-16 | Completed | 33.33% | $47.05 | $48.01 | 1.99% | Signal | |
| 2020-04-15 | 2020-08-28 | Completed | 33.33% | $47.03 | $47.77 | 1.51% | Signal | |
| 2020-03-19 | 2020-04-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-20 | 2020-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-19 | 2020-04-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-05-08 | 2020-03-20 | Completed | 33.33% | $42.58 | $44.19 | 3.75% | Stop | |
| 2020-01-29 | 2020-03-19 | Completed | 33.33% | $45.43 | $45.13 | -0.70% | Stop | |
| 2019-12-24 | 2020-03-19 | Completed | 33.33% | $44.68 | $45.13 | 0.96% | Stop | |
| 2020-01-06 | 2020-01-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-12-05 | 2020-01-06 | Completed | 33.33% | $44.74 | $45.06 | 0.67% | Signal | |
| 2019-10-16 | 2019-12-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2019-11-01 | 2019-12-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2019-10-16 | 2019-11-01 | Completed | 33.33% | $44.64 | $44.82 | 0.36% | Signal | |
| 2019-09-24 | 2019-10-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2019-05-08 | 2019-10-16 | Completed | 33.33% | $42.58 | $44.64 | 4.79% | Signal | |
| 2019-05-14 | 2019-09-24 | Completed | 33.33% | $42.64 | $44.70 | 4.79% | Signal | |
| 2019-05-06 | 2019-05-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2019-05-06 | 2019-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-05-06 | 2019-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |