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DASHBOARDS: Portfolio Hub Market Pulse Performance

GOVT

iShares U.S. Treasury Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for GOVT (iShares U.S. Treasury Bond ETF) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -4.6% (compared to the benchmark's drawdown of -19.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 1.8%, compared to a Buy-and-Hold benchmark return of 1.0%. The strategy executed 99 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

GOVT Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR2.35%2.42%1.81%-0.85%2.08%0.71%1.75%1.01%
Sharpe Ratio1.030.670.62-0.140.670.140.580.21
Max Drawdown-1.41%-2.83%-3.68%-16.62%-4.56%-19.07%-4.56%-19.07%
% Time Invested84.5%100.0%70.4%100.0%75.1%100.0%79.9%100.0%
Trades / Year6.00.06.60.06.60.07.10.0

Cumulative Growth Performance

Return Distribution Analysis

Return Distribution

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 DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2026-04-29 2026-05-11 Completed 33.33% $22.62 $22.67 0.17% Signal
2026-03-23 2026-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.38% Interest Income
2026-02-25 2026-03-31 Completed 33.33% $22.92 $22.66 -1.15% Signal
2026-02-19 2026-03-23 Completed 33.33% $22.87 $22.55 -1.46% Signal
2025-12-04 2026-02-25 Interest (CASH) 33.33% $1.00 $1.01 0.79% Interest Income
2025-11-18 2026-02-19 Interest (CASH) 33.33% $1.00 $1.01 0.90% Interest Income
2025-09-11 2026-02-11 Completed 33.33% $22.53 $22.72 0.81% Signal
2025-06-27 2025-12-04 Completed 33.33% $22.05 $22.65 2.67% Signal
2025-08-19 2025-11-18 Completed 33.33% $22.14 $22.61 2.09% Signal
2025-07-23 2025-09-11 Interest (CASH) 33.33% $1.00 $1.01 0.59% Interest Income
2025-07-28 2025-08-19 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-06-25 2025-07-28 Completed 33.33% $21.98 $21.97 -0.11% Signal
2025-04-25 2025-07-23 Completed 33.33% $21.91 $22.00 0.33% Signal
2025-05-13 2025-06-27 Interest (CASH) 33.33% $1.00 $1.01 0.53% Interest Income
2025-04-16 2025-06-25 Interest (CASH) 33.33% $1.00 $1.01 0.80% Interest Income
2025-02-28 2025-05-13 Completed 33.33% $21.83 $21.73 -0.47% Signal
2024-12-17 2025-04-25 Interest (CASH) 33.33% $1.00 $1.01 1.48% Interest Income
2025-02-10 2025-04-16 Completed 33.33% $21.51 $21.83 1.42% Signal
2024-10-22 2025-02-28 Interest (CASH) 33.33% $1.00 $1.02 1.51% Interest Income
2024-12-30 2025-02-10 Interest (CASH) 33.33% $1.00 $1.00 0.46% Interest Income
2024-12-11 2024-12-30 Completed 33.33% $21.65 $21.31 -1.60% Signal
2024-08-05 2024-12-17 Completed 33.33% $21.96 $21.44 -2.40% Signal
2024-10-10 2024-12-11 Interest (CASH) 33.33% $1.00 $1.01 0.78% Interest Income
2024-06-11 2024-10-22 Completed 33.33% $20.87 $21.56 3.24% Signal
2024-05-22 2024-10-10 Completed 33.33% $20.83 $21.64 3.87% Signal
2024-05-01 2024-08-05 Interest (CASH) 33.33% $1.00 $1.01 1.38% Interest Income
2024-02-15 2024-06-11 Interest (CASH) 33.33% $1.00 $1.02 1.70% Interest Income
2024-04-04 2024-05-22 Interest (CASH) 33.33% $1.00 $1.01 0.72% Interest Income
2024-01-25 2024-05-01 Completed 33.33% $20.93 $20.55 -1.85% Signal
2024-03-26 2024-04-04 Completed 33.33% $20.90 $20.86 -0.24% Signal
2024-01-26 2024-03-26 Interest (CASH) 33.33% $1.00 $1.01 0.87% Interest Income
2023-11-30 2024-02-15 Completed 33.33% $20.53 $20.85 1.50% Signal
2023-11-15 2024-01-26 Completed 33.33% $20.27 $20.92 3.14% Signal
2023-06-27 2024-01-25 Interest (CASH) 33.33% $1.00 $1.03 3.16% Interest Income
2023-05-24 2023-11-30 Interest (CASH) 33.33% $1.00 $1.03 2.83% Interest Income
2023-05-03 2023-11-15 Interest (CASH) 33.33% $1.00 $1.03 2.93% Interest Income
2023-06-13 2023-06-27 Completed 33.33% $20.79 $20.81 0.04% Signal
2023-05-19 2023-06-13 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-04-10 2023-05-24 Completed 33.33% $21.11 $20.79 -1.55% Signal
2023-02-24 2023-05-19 Completed 33.33% $20.35 $20.79 2.07% Signal
2023-03-24 2023-05-03 Completed 33.33% $21.18 $21.15 -0.21% Signal
2023-02-27 2023-04-10 Interest (CASH) 33.33% $1.00 $1.01 0.55% Interest Income
2023-02-22 2023-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2022-12-07 2023-02-27 Completed 33.33% $20.75 $20.38 -1.82% Signal
2021-11-29 2023-02-24 Interest (CASH) 33.33% $1.00 $1.03 2.76% Interest Income
2023-02-06 2023-02-22 Completed 33.33% $20.72 $20.39 -1.65% Signal
2023-01-12 2023-02-06 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2022-11-22 2023-01-12 Completed 33.33% $20.28 $20.81 2.56% Signal
2022-09-08 2022-12-07 Interest (CASH) 33.33% $1.00 $1.01 0.96% Interest Income
2022-08-26 2022-11-22 Interest (CASH) 33.33% $1.00 $1.01 0.88% Interest Income
2022-08-02 2022-09-08 Completed 33.33% $21.59 $20.82 -3.64% Signal
2022-07-19 2022-08-26 Completed 33.33% $21.13 $21.02 -0.57% Signal
2022-01-13 2022-08-02 Interest (CASH) 33.33% $1.00 $1.01 0.53% Interest Income
2022-06-09 2022-07-19 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2022-06-07 2022-06-09 Completed 33.33% $21.15 $21.08 -0.38% Signal
2022-01-07 2022-06-07 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
2021-12-07 2022-01-13 Completed 33.33% $23.35 $22.95 -1.77% Signal
2021-11-16 2022-01-07 Completed 33.33% $23.13 $22.95 -0.83% Signal
2021-09-29 2021-12-07 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-07-28 2021-11-29 Completed 33.33% $23.49 $23.24 -1.10% Signal
2021-09-30 2021-11-16 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-09-23 2021-09-30 Completed 33.33% $23.49 $23.21 -1.24% Signal
2021-05-11 2021-09-29 Completed 33.33% $22.98 $23.24 1.08% Signal
2021-08-30 2021-09-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-06-23 2021-08-30 Completed 33.33% $23.18 $23.49 1.29% Signal
2020-11-06 2021-07-28 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2021-06-01 2021-06-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-04-22 2021-06-01 Completed 33.33% $23.07 $23.03 -0.19% Signal
2020-09-11 2021-05-11 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2020-12-17 2021-04-22 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-12-14 2020-12-17 Completed 33.33% $23.82 $23.85 0.06% Signal
2020-10-08 2020-12-14 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-02-28 2020-11-06 Completed 33.33% $23.19 $23.89 2.99% Signal
2020-09-29 2020-10-08 Completed 33.33% $24.10 $23.92 -0.83% Signal
2020-08-26 2020-09-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-07-17 2020-09-11 Completed 33.33% $24.15 $24.09 -0.32% Signal
2020-07-06 2020-08-26 Completed 33.33% $23.96 $24.03 0.22% Signal
2020-06-10 2020-07-17 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-05-20 2020-07-06 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-01-28 2020-06-10 Completed 33.33% $22.53 $23.80 5.59% Signal
2020-01-22 2020-05-20 Completed 33.33% $22.32 $23.94 7.21% Signal
2020-01-13 2020-02-28 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
2019-10-16 2020-01-28 Interest (CASH) 33.33% $1.00 $1.00 0.44% Interest Income
2019-12-26 2020-01-22 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2018-11-20 2020-01-13 Completed 33.33% $20.26 $22.21 9.56% Signal
2019-12-06 2019-12-26 Completed 33.33% $22.15 $22.11 -0.20% Signal
2019-10-31 2019-12-06 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2019-10-16 2019-10-31 Completed 33.33% $22.21 $22.26 0.14% Signal
2019-09-24 2019-10-16 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2018-11-20 2019-10-16 Completed 33.33% $20.26 $22.21 9.59% Signal
2019-08-20 2019-09-24 Completed 33.33% $22.43 $22.27 -0.76% Signal
2019-07-29 2019-08-20 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2019-05-23 2019-07-29 Completed 33.33% $21.29 $21.72 1.95% Signal
2019-05-01 2019-05-23 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-11-19 2019-05-01 Completed 33.33% $20.22 $21.11 4.30% Signal
2018-10-02 2018-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2018-09-21 2018-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.38% Interest Income
2018-09-20 2018-11-19 Interest (CASH) 33.33% $1.00 $1.00 0.38% Interest Income
2018-08-24 2018-10-02 Completed 33.33% $20.39 $20.19 -1.05% Signal
2018-09-18 2018-09-21 Completed 33.33% $20.25 $20.16 -0.46% Signal
2018-08-27 2018-09-20 Completed 33.33% $20.40 $20.17 -1.18% Signal
2018-08-14 2018-09-18 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
2018-08-02 2018-08-27 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2017-11-28 2018-08-24 Interest (CASH) 33.33% $1.00 $1.01 1.28% Interest Income
2018-06-27 2018-08-14 Completed 33.33% $20.32 $20.33 -0.04% Signal
2018-06-08 2018-08-02 Completed 33.33% $20.23 $20.21 -0.12% Signal
2018-05-09 2018-06-27 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2018-04-27 2018-06-08 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2018-04-13 2018-05-09 Completed 33.33% $20.22 $20.09 -0.66% Signal
2018-03-26 2018-04-27 Completed 33.33% $20.22 $20.10 -0.63% Signal
2017-10-12 2018-04-13 Interest (CASH) 33.33% $1.00 $1.01 0.71% Interest Income
2017-12-20 2018-03-26 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2017-11-24 2017-12-20 Completed 33.33% $20.61 $20.45 -0.82% Signal
2017-05-12 2017-11-28 Completed 33.33% $20.36 $20.61 1.17% Signal
2017-09-29 2017-11-24 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2017-08-24 2017-10-12 Completed 33.33% $20.68 $20.56 -0.61% Signal
2017-08-09 2017-09-29 Completed 33.33% $20.63 $20.58 -0.27% Signal
2017-08-02 2017-08-24 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-07-14 2017-08-09 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2017-04-13 2017-08-02 Completed 33.33% $20.43 $20.60 0.76% Signal
2017-06-13 2017-07-14 Completed 33.33% $20.49 $20.53 0.12% Signal
2017-05-19 2017-06-13 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2017-04-05 2017-05-19 Completed 33.33% $20.29 $20.46 0.80% Signal
2016-11-14 2017-05-12 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2017-03-17 2017-04-13 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2017-02-21 2017-04-05 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2017-02-03 2017-03-17 Completed 33.33% $20.17 $20.10 -0.42% Signal
2016-09-29 2017-02-21 Completed 33.33% $20.95 $20.16 -3.80% Signal
2016-09-09 2017-02-03 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2016-02-24 2016-11-14 Completed 33.33% $20.66 $20.21 -2.21% Signal
2016-08-09 2016-09-29 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2016-04-29 2016-09-09 Completed 33.33% $20.50 $20.84 1.63% Signal
2016-06-01 2016-08-09 Completed 33.33% $20.58 $20.97 1.82% Signal
2016-05-09 2016-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-04-08 2016-05-09 Completed 33.33% $20.68 $20.64 -0.24% Signal
2016-04-07 2016-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2016-03-16 2016-04-08 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-01-12 2016-04-07 Completed 33.33% $20.11 $20.68 2.77% Signal
2015-12-16 2016-03-16 Completed 33.33% $19.97 $20.36 1.90% Signal
2016-02-01 2016-02-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-10-01 2016-02-01 Completed 33.33% $20.20 $20.38 0.84% Signal
2015-11-20 2016-01-12 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2015-11-09 2015-12-16 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-07-30 2015-11-20 Completed 33.33% $19.93 $20.00 0.32% Signal
2015-10-12 2015-11-09 Completed 33.33% $20.18 $19.86 -1.67% Signal
2015-09-18 2015-10-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-06-23 2015-10-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-07-20 2015-09-18 Completed 33.33% $19.81 $20.07 1.29% Signal
2015-05-19 2015-07-30 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-05-06 2015-07-20 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-10-01 2015-06-23 Completed 33.33% $19.02 $19.73 3.70% Signal
2015-04-14 2015-05-19 Completed 33.33% $20.25 $19.83 -2.16% Signal
2015-03-27 2015-05-06 Completed 33.33% $20.10 $19.89 -1.09% Signal
2015-03-13 2015-04-14 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-02-25 2015-03-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-31 2015-03-13 Completed 33.33% $19.71 $19.93 1.07% Signal
2014-12-12 2015-02-25 Completed 33.33% $19.85 $20.08 1.12% Signal
2014-11-19 2014-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-13 2014-11-19 Completed 33.33% $19.82 $19.69 -0.74% Signal
2014-10-09 2014-10-31 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-09-19 2014-10-13 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-08-04 2014-10-09 Completed 33.33% $19.49 $19.64 0.75% Signal
2014-07-17 2014-09-19 Completed 33.33% $19.40 $19.40 -0.05% Signal
2014-07-11 2014-08-04 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-06-23 2014-07-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-02-06 2014-07-11 Completed 33.33% $19.15 $19.43 1.41% Signal
2014-04-22 2014-06-23 Completed 33.33% $19.19 $19.29 0.47% Signal
2014-03-28 2014-04-22 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-01-27 2014-03-28 Completed 33.33% $19.10 $19.16 0.29% Signal
2013-12-11 2014-02-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-11-26 2014-01-27 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-10-01 2013-12-11 Completed 33.33% $19.02 $19.03 -0.01% Signal
2013-10-01 2013-11-26 Completed 33.33% $19.02 $19.05 0.12% Signal
2013-08-16 2013-10-01 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-07-09 2013-10-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-06-04 2013-10-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-08-08 2013-08-16 Completed 33.33% $19.05 $18.92 -0.74% Signal
2013-05-21 2013-08-08 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-12-31 2013-07-09 Completed 33.33% $19.48 $19.07 -2.14% Signal
2013-03-27 2013-06-04 Completed 33.33% $19.42 $19.28 -0.76% Signal
2013-03-07 2013-05-21 Completed 33.33% $19.33 $19.37 0.17% Signal
2013-01-09 2013-03-27 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-12-21 2013-03-07 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-12-04 2013-01-09 Completed 33.33% $19.54 $19.34 -1.09% Signal
2012-11-16 2012-12-31 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-11-23 2012-12-21 Completed 33.33% $19.46 $19.44 -0.16% Signal
2012-11-09 2012-12-04 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-10-31 2012-11-23 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-09-05 2012-11-16 Completed 33.33% $19.55 $19.56 0.02% Signal
2012-10-26 2012-11-09 Completed 33.33% $19.36 $19.53 0.86% Signal
2012-10-24 2012-10-31 Completed 33.33% $19.37 $19.41 0.15% Signal
2012-08-31 2012-10-26 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-10-02 2012-10-24 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-09-20 2012-10-02 Completed 33.33% $19.43 $19.50 0.30% Signal
2012-08-31 2012-09-20 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2012-08-31 2012-09-05 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income