IAGG
iShares Core International Aggregate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IAGG (iShares Core International 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 -7.7% (compared to the benchmark's drawdown of -13.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.0%, compared to a Buy-and-Hold benchmark return of 2.2%. The strategy executed 75 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
IAGG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 1.80% | 2.21% | 1.55% | 0.84% | 1.72% | 1.98% | 1.97% | 2.21% |
| Sharpe Ratio | 1.36 | 0.76 | 0.73 | 0.19 | 0.69 | 0.49 | 0.78 | 0.54 |
| Max Drawdown | -1.28% | -2.32% | -5.04% | -13.57% | -7.70% | -13.88% | -7.70% | -13.88% |
| % Time Invested | 81.3% | 100.0% | 68.8% | 100.0% | 78.9% | 100.0% | 79.2% | 100.0% |
| Trades / Year | 9.0 | 0.0 | 7.8 | 0.0 | 7.2 | 0.0 | 7.4 | 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 | ||||||||
| 2026-04-27 | 2026-05-14 | Completed | 33.33% | $49.56 | $49.57 | -0.03% | Signal | |
| 2026-03-19 | 2026-04-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2026-02-13 | 2026-03-27 | Completed | 33.33% | $49.90 | $49.05 | -1.75% | Signal | |
| 2026-01-21 | 2026-03-19 | Completed | 33.33% | $49.42 | $49.36 | -0.18% | Signal | |
| 2025-12-09 | 2026-02-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2026-01-08 | 2026-01-27 | Completed | 33.33% | $49.46 | $49.53 | 0.09% | Signal | |
| 2025-11-21 | 2026-01-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2025-12-15 | 2026-01-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-08 | 2025-12-15 | Completed | 33.33% | $49.25 | $49.29 | 0.03% | Signal | |
| 2025-10-14 | 2025-12-09 | Completed | 33.33% | $49.31 | $49.31 | -0.05% | Signal | |
| 2025-10-02 | 2025-12-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2025-11-05 | 2025-11-21 | Completed | 33.33% | $49.45 | $49.41 | -0.13% | Signal | |
| 2025-10-14 | 2025-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-09-25 | 2025-10-14 | Completed | 33.33% | $48.96 | $49.31 | 0.65% | Signal | |
| 2025-08-01 | 2025-10-14 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2025-04-03 | 2025-10-02 | Completed | 33.33% | $48.11 | $49.04 | 1.88% | Signal | |
| 2025-07-17 | 2025-09-25 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 2025-05-01 | 2025-08-01 | Completed | 33.33% | $48.63 | $48.92 | 0.54% | Signal | |
| 2025-06-23 | 2025-07-17 | Completed | 33.33% | $48.83 | $48.71 | -0.28% | Signal | |
| 2025-05-29 | 2025-06-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2025-04-03 | 2025-05-29 | Completed | 33.33% | $48.11 | $48.58 | 0.92% | Signal | |
| 2025-03-17 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2025-03-10 | 2025-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2025-01-27 | 2025-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.79% | Interest Income | |
| 2025-03-03 | 2025-03-17 | Completed | 33.33% | $48.05 | $47.62 | -0.93% | Signal | |
| 2025-02-11 | 2025-03-10 | Completed | 33.33% | $48.08 | $47.62 | -1.00% | Signal | |
| 2025-01-22 | 2025-03-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2025-01-07 | 2025-02-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2024-08-05 | 2025-01-27 | Completed | 33.33% | $47.31 | $47.84 | 1.08% | Signal | |
| 2024-12-13 | 2025-01-22 | Completed | 33.33% | $47.99 | $47.83 | -0.39% | Signal | |
| 2024-12-04 | 2025-01-07 | Completed | 33.33% | $48.01 | $47.72 | -0.65% | Signal | |
| 2024-10-29 | 2024-12-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2024-10-15 | 2024-12-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 2024-07-11 | 2024-10-29 | Completed | 33.33% | $46.12 | $47.34 | 2.59% | Signal | |
| 2024-06-27 | 2024-10-15 | Completed | 33.33% | $45.84 | $47.49 | 3.53% | Signal | |
| 2024-05-17 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.12% | Interest Income | |
| 2024-04-16 | 2024-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.26% | Interest Income | |
| 2024-06-04 | 2024-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-05-28 | 2024-06-04 | Completed | 33.33% | $45.61 | $45.72 | 0.19% | Signal | |
| 2024-04-09 | 2024-05-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 2023-12-20 | 2024-05-17 | Completed | 33.33% | $45.63 | $45.68 | 0.05% | Signal | |
| 2024-03-11 | 2024-04-16 | Completed | 33.33% | $45.74 | $45.35 | -0.91% | Signal | |
| 2024-03-08 | 2024-04-09 | Completed | 33.33% | $45.78 | $45.66 | -0.31% | Signal | |
| 2024-02-15 | 2024-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-01-26 | 2024-03-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2023-11-24 | 2024-02-15 | Completed | 33.33% | $44.08 | $45.40 | 2.96% | Signal | |
| 2023-11-13 | 2024-01-26 | Completed | 33.33% | $43.57 | $45.23 | 3.75% | Signal | |
| 2023-04-21 | 2023-12-20 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.62% | Interest Income | |
| 2023-05-23 | 2023-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.77% | Interest Income | |
| 2023-08-14 | 2023-11-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.39% | Interest Income | |
| 2023-08-07 | 2023-08-14 | Completed | 33.33% | $43.50 | $43.44 | -0.18% | Signal | |
| 2023-05-30 | 2023-08-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.00% | Interest Income | |
| 2023-05-22 | 2023-05-30 | Completed | 33.33% | $43.43 | $43.30 | -0.36% | Signal | |
| 2023-04-12 | 2023-05-23 | Completed | 33.33% | $43.38 | $43.22 | -0.42% | Signal | |
| 2023-04-28 | 2023-05-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-03-27 | 2023-04-28 | Completed | 33.33% | $43.29 | $43.45 | 0.32% | Signal | |
| 2023-04-06 | 2023-04-21 | Completed | 33.33% | $43.56 | $43.23 | -0.82% | Signal | |
| 2023-01-18 | 2023-04-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.09% | Interest Income | |
| 2022-09-27 | 2023-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.31% | Interest Income | |
| 2023-02-22 | 2023-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2023-01-30 | 2023-02-22 | Completed | 33.33% | $42.92 | $42.57 | -0.87% | Signal | |
| 2022-12-30 | 2023-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2022-11-28 | 2023-01-18 | Completed | 33.33% | $42.98 | $43.38 | 0.87% | Signal | |
| 2022-11-10 | 2022-12-30 | Completed | 33.33% | $42.64 | $42.23 | -1.01% | Signal | |
| 2022-09-14 | 2022-11-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.79% | Interest Income | |
| 2022-08-31 | 2022-11-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2022-07-29 | 2022-09-27 | Completed | 33.33% | $44.25 | $41.75 | -5.70% | Stop | |
| 2022-07-29 | 2022-09-14 | Completed | 33.33% | $44.25 | $42.84 | -3.24% | Signal | |
| 2022-07-19 | 2022-08-31 | Completed | 33.33% | $43.49 | $43.12 | -0.91% | Signal | |
| 2022-01-19 | 2022-07-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2021-11-22 | 2022-07-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-01-07 | 2022-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2021-12-02 | 2022-01-19 | Completed | 33.33% | $47.54 | $46.77 | -1.67% | Signal | |
| 2021-11-12 | 2022-01-07 | Completed | 33.33% | $47.28 | $46.93 | -0.79% | Signal | |
| 2021-09-24 | 2021-12-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-07-08 | 2021-11-22 | Completed | 33.33% | $47.50 | $47.33 | -0.41% | Signal | |
| 2021-09-09 | 2021-11-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-06-25 | 2021-09-24 | Completed | 33.33% | $47.07 | $47.31 | 0.46% | Signal | |
| 2021-06-14 | 2021-09-09 | Completed | 33.33% | $47.23 | $47.60 | 0.73% | Signal | |
| 2021-03-17 | 2021-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-02-10 | 2021-06-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-04-22 | 2021-06-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-13 | 2021-04-22 | Completed | 33.33% | $47.06 | $47.12 | 0.08% | Signal | |
| 2021-01-28 | 2021-04-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-07-07 | 2021-03-17 | Completed | 33.33% | $47.24 | $46.97 | -0.63% | Signal | |
| 2020-10-13 | 2021-02-10 | Completed | 33.33% | $47.68 | $47.65 | -0.12% | Signal | |
| 2020-09-24 | 2021-01-28 | Completed | 33.33% | $47.58 | $47.95 | 0.72% | Signal | |
| 2020-09-21 | 2020-10-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-09-01 | 2020-09-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-05-07 | 2020-09-21 | Completed | 33.33% | $46.82 | $47.61 | 1.63% | Signal | |
| 2020-04-22 | 2020-09-01 | Completed | 33.33% | $46.37 | $47.27 | 1.88% | Signal | |
| 2020-06-12 | 2020-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-13 | 2020-06-12 | Completed | 33.33% | $46.40 | $47.13 | 1.54% | Signal | |
| 2020-03-19 | 2020-05-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-19 | 2020-04-22 | 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 | |
| 2020-03-06 | 2020-03-19 | Completed | 33.33% | $47.62 | $44.94 | -5.66% | Stop | |
| 2020-01-24 | 2020-03-19 | Completed | 33.33% | $46.56 | $44.94 | -3.52% | Stop | |
| 2020-01-22 | 2020-03-19 | Completed | 33.33% | $46.38 | $44.94 | -3.15% | Stop | |
| 2020-01-03 | 2020-03-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2019-10-16 | 2020-01-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2019-12-19 | 2020-01-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2018-10-26 | 2020-01-03 | Completed | 33.33% | $41.83 | $46.25 | 10.51% | Signal | |
| 2019-12-17 | 2019-12-19 | Completed | 33.33% | $46.17 | $46.06 | -0.29% | Signal | |
| 2019-09-25 | 2019-12-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2018-10-26 | 2019-10-16 | Completed | 33.33% | $41.83 | $46.21 | 10.42% | Signal | |
| 2019-06-03 | 2019-09-25 | Completed | 33.33% | $44.51 | $46.68 | 4.82% | Signal | |
| 2019-05-09 | 2019-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-10-26 | 2019-05-09 | Completed | 33.33% | $41.83 | $44.01 | 5.16% | Signal | |
| 2018-10-03 | 2018-10-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-09-17 | 2018-10-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2018-08-28 | 2018-10-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2018-05-23 | 2018-10-03 | Completed | 33.33% | $41.51 | $41.77 | 0.57% | Signal | |
| 2018-09-12 | 2018-09-17 | Completed | 33.33% | $41.95 | $41.84 | -0.30% | Signal | |
| 2018-08-07 | 2018-09-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2018-07-03 | 2018-08-28 | Completed | 33.33% | $41.91 | $41.88 | -0.13% | Signal | |
| 2018-06-20 | 2018-08-07 | Completed | 33.33% | $41.85 | $41.85 | -0.05% | Signal | |
| 2018-05-22 | 2018-07-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2018-05-03 | 2018-06-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2018-03-16 | 2018-05-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2018-03-26 | 2018-05-22 | Completed | 33.33% | $41.57 | $41.48 | -0.27% | Signal | |
| 2018-03-13 | 2018-05-03 | Completed | 33.33% | $41.38 | $41.70 | 0.73% | Signal | |
| 2018-01-23 | 2018-03-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2017-05-08 | 2018-03-16 | Completed | 33.33% | $40.59 | $41.49 | 2.18% | Signal | |
| 2018-01-08 | 2018-03-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2017-11-09 | 2018-01-23 | Completed | 33.33% | $41.28 | $41.30 | 0.01% | Signal | |
| 2017-10-31 | 2018-01-08 | Completed | 33.33% | $41.17 | $41.41 | 0.53% | Signal | |
| 2017-10-12 | 2017-11-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2017-09-28 | 2017-10-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-08-28 | 2017-10-12 | Completed | 33.33% | $41.02 | $40.87 | -0.43% | Signal | |
| 2017-08-11 | 2017-09-28 | Completed | 33.33% | $40.98 | $40.80 | -0.50% | Signal | |
| 2017-07-24 | 2017-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-07-11 | 2017-08-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2017-03-16 | 2017-07-24 | Completed | 33.33% | $40.05 | $40.76 | 1.73% | Signal | |
| 2017-04-21 | 2017-07-11 | Completed | 33.33% | $40.60 | $40.51 | -0.27% | Signal | |
| 2016-12-05 | 2017-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2017-03-29 | 2017-04-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2017-02-27 | 2017-03-29 | Completed | 33.33% | $40.38 | $40.36 | -0.11% | Signal | |
| 2016-10-05 | 2017-03-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2017-01-27 | 2017-02-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2017-01-04 | 2017-01-27 | Completed | 33.33% | $40.23 | $39.83 | -1.06% | Signal | |
| 2016-09-16 | 2017-01-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2016-05-26 | 2016-12-05 | Completed | 33.33% | $39.74 | $40.01 | 0.61% | Signal | |
| 2016-05-26 | 2016-10-05 | Completed | 33.33% | $39.74 | $41.02 | 3.15% | Signal | |
| 2016-05-26 | 2016-09-16 | Completed | 33.33% | $39.74 | $40.77 | 2.53% | Signal | |
| 2016-05-24 | 2016-05-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2016-05-24 | 2016-05-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2016-05-24 | 2016-05-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |