FLOT
iShares Floating Rate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-15
Executive Summary
The quantitative backtest for FLOT (iShares Floating Rate Bond ETF) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -4.4% (compared to the benchmark's drawdown of -13.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.1%, compared to a Buy-and-Hold benchmark return of 2.5%. The strategy executed 62 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
FLOT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.29% | 4.60% | 3.82% | 4.27% | 2.70% | 3.05% | 2.11% | 2.51% |
| Sharpe Ratio | 7.41 | 5.98 | 2.93 | 2.36 | 1.65 | 0.72 | 1.48 | 0.70 |
| Max Drawdown | -0.17% | -0.43% | -2.37% | -2.37% | -4.41% | -13.54% | -4.41% | -13.54% |
| % Time Invested | 100.0% | 100.0% | 91.1% | 100.0% | 93.5% | 100.0% | 92.3% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 4.0 | 0.0 | 4.0 | 0.0 | 4.3 | 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 14 days) require a Premium subscription. Upgrade to Premium to Unlock | ||||||||
| 2026-03-23 | 2026-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 2026-03-13 | 2026-04-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2025-05-23 | 2026-03-23 | Completed | 33.33% | $48.30 | $50.18 | 3.84% | Signal | |
| 2025-11-28 | 2026-03-13 | Completed | 33.33% | $49.62 | $50.12 | 0.96% | Signal | |
| 2025-11-05 | 2025-11-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-05-09 | 2025-11-05 | Completed | 33.33% | $48.16 | $49.43 | 2.58% | Signal | |
| 2025-05-15 | 2025-07-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2025-04-07 | 2025-05-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2023-06-26 | 2025-05-15 | Completed | 33.33% | $43.18 | $48.22 | 11.63% | Signal | |
| 2025-03-24 | 2025-05-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2024-09-18 | 2025-04-07 | Completed | 33.33% | $46.71 | $47.07 | 0.72% | Signal | |
| 2024-09-06 | 2025-03-24 | Completed | 33.33% | $46.60 | $47.99 | 2.93% | Signal | |
| 2024-08-13 | 2024-09-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income | |
| 2024-08-06 | 2024-09-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2023-12-11 | 2024-08-13 | Completed | 33.33% | $44.42 | $46.34 | 4.28% | Signal | |
| 2023-12-05 | 2024-08-06 | Completed | 33.33% | $44.38 | $46.16 | 3.95% | Signal | |
| 2023-11-15 | 2023-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2023-10-26 | 2023-12-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2023-05-08 | 2023-11-15 | Completed | 33.33% | $42.69 | $44.23 | 3.56% | Signal | |
| 2023-04-20 | 2023-10-26 | Completed | 33.33% | $42.55 | $44.11 | 3.60% | Signal | |
| 2023-06-01 | 2023-06-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-02-07 | 2023-06-01 | Completed | 33.33% | $42.25 | $42.99 | 1.69% | Signal | |
| 2023-03-24 | 2023-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2023-03-17 | 2023-04-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2022-12-08 | 2023-03-24 | Completed | 33.33% | $41.63 | $42.05 | 0.94% | Signal | |
| 2022-11-15 | 2023-03-17 | Completed | 33.33% | $41.48 | $41.81 | 0.75% | Signal | |
| 2022-01-03 | 2023-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.53% | Interest Income | |
| 2022-10-17 | 2022-12-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2022-10-06 | 2022-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2022-08-19 | 2022-10-17 | Completed | 33.33% | $41.22 | $41.21 | -0.08% | Signal | |
| 2022-08-02 | 2022-10-06 | Completed | 33.33% | $41.05 | $41.32 | 0.62% | Signal | |
| 2022-03-10 | 2022-08-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 2022-05-11 | 2022-08-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2022-04-20 | 2022-05-11 | Completed | 33.33% | $41.23 | $41.20 | -0.12% | Signal | |
| 2022-03-04 | 2022-04-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-02-02 | 2022-03-10 | Completed | 33.33% | $41.38 | $41.21 | -0.45% | Signal | |
| 2022-01-12 | 2022-03-04 | Completed | 33.33% | $41.34 | $41.33 | -0.08% | Signal | |
| 2021-12-01 | 2022-02-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-11-16 | 2022-01-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-08 | 2022-01-03 | Completed | 33.33% | $39.75 | $41.36 | 4.02% | Signal | |
| 2021-09-21 | 2021-12-01 | Completed | 33.33% | $41.35 | $41.34 | -0.06% | Signal | |
| 2021-09-13 | 2021-11-16 | Completed | 33.33% | $41.36 | $41.40 | 0.03% | Signal | |
| 2021-08-18 | 2021-09-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-07-28 | 2021-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-05-19 | 2021-08-18 | Completed | 33.33% | $41.31 | $41.33 | -0.02% | Signal | |
| 2021-05-10 | 2021-07-28 | Completed | 33.33% | $41.27 | $41.33 | 0.10% | Signal | |
| 2021-04-07 | 2021-05-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-19 | 2021-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-04-08 | 2021-04-07 | Completed | 33.33% | $39.75 | $41.24 | 3.71% | Signal | |
| 2020-11-23 | 2021-03-19 | Completed | 33.33% | $41.16 | $41.27 | 0.23% | Signal | |
| 2020-10-30 | 2020-11-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-08 | 2020-10-30 | Completed | 33.33% | $39.75 | $41.09 | 3.34% | Signal | |
| 2020-03-13 | 2020-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-10 | 2020-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-10 | 2020-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-01-23 | 2020-03-13 | Completed | 33.33% | $39.51 | $38.22 | -3.31% | Stop | |
| 2019-09-13 | 2020-03-10 | Completed | 33.33% | $40.48 | $40.32 | -0.45% | Stop | |
| 2019-01-23 | 2020-03-10 | Completed | 33.33% | $39.51 | $40.32 | 2.00% | Stop | |
| 2019-08-21 | 2019-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-06-26 | 2019-08-21 | Completed | 33.33% | $40.19 | $40.34 | 0.33% | Signal | |
| 2019-06-04 | 2019-06-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2019-01-22 | 2019-06-04 | Completed | 33.33% | $39.48 | $40.12 | 1.57% | Signal | |
| 2018-12-03 | 2019-01-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2018-10-29 | 2019-01-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2018-10-18 | 2019-01-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2016-05-13 | 2018-12-03 | Completed | 33.33% | $37.62 | $39.36 | 4.56% | Signal | |
| 2018-08-06 | 2018-10-29 | Completed | 33.33% | $39.27 | $39.46 | 0.43% | Signal | |
| 2018-07-24 | 2018-10-18 | Completed | 33.33% | $39.22 | $39.45 | 0.53% | Signal | |
| 2018-07-03 | 2018-08-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2018-06-15 | 2018-07-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2018-05-04 | 2018-07-03 | Completed | 33.33% | $39.04 | $39.12 | 0.15% | Signal | |
| 2018-04-23 | 2018-06-15 | Completed | 33.33% | $39.00 | $39.11 | 0.24% | Signal | |
| 2018-03-29 | 2018-05-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2018-03-15 | 2018-04-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2018-01-31 | 2018-03-29 | Completed | 33.33% | $38.84 | $38.90 | 0.08% | Signal | |
| 2018-01-23 | 2018-03-15 | Completed | 33.33% | $38.81 | $38.90 | 0.20% | Signal | |
| 2018-01-04 | 2018-01-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-12-22 | 2018-01-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2017-10-18 | 2018-01-04 | Completed | 33.33% | $38.61 | $38.75 | 0.29% | Signal | |
| 2017-09-29 | 2017-12-22 | Completed | 33.33% | $38.57 | $38.70 | 0.29% | Signal | |
| 2017-09-26 | 2017-10-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2017-09-05 | 2017-09-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2016-04-06 | 2017-09-26 | Completed | 33.33% | $37.48 | $38.53 | 2.76% | Signal | |
| 2016-11-10 | 2017-09-05 | Completed | 33.33% | $37.98 | $38.50 | 1.34% | Signal | |
| 2016-10-19 | 2016-11-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-03-24 | 2016-10-19 | Completed | 33.33% | $37.44 | $37.92 | 1.24% | Signal | |
| 2015-09-14 | 2016-05-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2016-02-01 | 2016-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-01-22 | 2016-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2015-12-04 | 2016-02-01 | Completed | 33.33% | $37.43 | $37.40 | -0.14% | Signal | |
| 2015-11-16 | 2016-01-22 | Completed | 33.33% | $37.41 | $37.44 | 0.03% | Signal | |
| 2015-07-14 | 2015-12-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-08-11 | 2015-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-04-17 | 2015-09-14 | Completed | 33.33% | $37.47 | $37.44 | -0.12% | Signal | |
| 2015-07-28 | 2015-08-11 | Completed | 33.33% | $37.52 | $37.50 | -0.09% | Signal | |
| 2015-06-24 | 2015-07-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-02-19 | 2015-07-14 | Completed | 33.33% | $37.40 | $37.50 | 0.23% | Signal | |
| 2015-01-30 | 2015-06-24 | Completed | 33.33% | $37.36 | $37.53 | 0.41% | Signal | |
| 2014-12-19 | 2015-04-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-11-05 | 2015-02-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-10-24 | 2015-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-02-27 | 2014-12-19 | Completed | 33.33% | $36.25 | $37.37 | 3.04% | Signal | |
| 2014-03-28 | 2014-11-05 | Completed | 33.33% | $37.35 | $37.46 | 0.22% | Signal | |
| 2014-03-11 | 2014-10-24 | Completed | 33.33% | $37.33 | $37.46 | 0.31% | Signal | |
| 2014-03-06 | 2014-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-02-12 | 2014-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-12-31 | 2014-03-06 | Completed | 33.33% | $37.31 | $37.32 | -0.04% | Signal | |
| 2013-12-26 | 2014-02-12 | Completed | 33.33% | $37.31 | $37.30 | -0.09% | Signal | |
| 2013-12-05 | 2013-12-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-11-19 | 2013-12-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-08-15 | 2013-12-05 | Completed | 33.33% | $37.20 | $37.25 | 0.09% | Signal | |
| 2013-08-01 | 2013-11-19 | Completed | 33.33% | $37.20 | $37.26 | 0.11% | Signal | |
| 2013-07-09 | 2013-08-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-06-26 | 2013-08-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-01-10 | 2013-07-09 | Completed | 33.33% | $37.06 | $37.07 | -0.02% | Signal | |
| 2012-12-31 | 2013-06-26 | Completed | 33.33% | $37.03 | $37.16 | 0.32% | Signal | |
| 2012-12-17 | 2013-01-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-12-03 | 2012-12-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-07-03 | 2012-12-17 | Completed | 33.33% | $36.41 | $36.95 | 1.43% | Signal | |
| 2012-06-20 | 2012-12-03 | Completed | 33.33% | $36.41 | $36.97 | 1.47% | Signal | |
| 2012-05-21 | 2012-07-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-05-04 | 2012-06-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-01-24 | 2012-05-21 | Completed | 33.33% | $35.73 | $36.17 | 1.18% | Signal | |
| 2012-01-11 | 2012-05-04 | Completed | 33.33% | $35.65 | $36.35 | 1.92% | Signal | |
| 2011-12-23 | 2012-02-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-23 | 2012-01-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-12-23 | 2012-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |