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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -9.5% (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 2.1%. The strategy executed 6 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 Mathematical Model
Excess Return MMA
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.
Moving Average (50/200) Active
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
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IAGG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 2.21% | 2.21% | 1.00% | 0.84% | 1.73% | 1.98% | 1.99% | 2.15% |
| Sharpe Ratio | 0.76 | 0.76 | 0.31 | 0.19 | 0.56 | 0.49 | 0.60 | 0.52 |
| Max Drawdown | -2.32% | -2.32% | -8.10% | -13.57% | -9.54% | -13.88% | -9.54% | -13.88% |
| % Time Invested | 100.0% | 100.0% | 75.5% | 100.0% | 71.0% | 100.0% | 81.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 | 0.7 | 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 | ||||||||
| 2023-10-26 | 2023-11-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2023-03-24 | 2023-10-26 | Completed | 100% | $43.60 | $43.05 | -1.31% | Signal | |
| 2022-09-27 | 2023-03-24 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.13% | Interest Income | |
| 2022-07-29 | 2022-09-27 | Completed | 100% | $44.25 | $41.75 | -5.70% | Stop | |
| 2022-01-20 | 2022-07-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2021-12-27 | 2022-01-20 | Completed | 100% | $47.30 | $46.76 | -1.20% | Signal | |
| 2021-11-04 | 2021-12-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-07-08 | 2021-11-04 | Completed | 100% | $47.50 | $47.14 | -0.81% | Signal | |
| 2021-03-17 | 2021-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-11 | 2021-03-17 | Completed | 100% | $47.12 | $46.97 | -0.36% | Signal | |
| 2020-05-19 | 2020-06-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2017-11-07 | 2020-05-19 | Completed | 100% | $41.37 | $46.81 | 13.08% | Signal | |
| 2017-11-03 | 2017-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |