IDEV
iShares Core MSCI International Developed Markets ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IDEV (iShares Core MSCI International Developed Markets ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -19.1% (compared to the benchmark's drawdown of -34.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.4%, compared to a Buy-and-Hold benchmark return of 10.2%. The strategy executed 20 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.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
IDEV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 18.83% | 18.83% | 4.73% | 8.95% | 8.45% | 10.16% |
| Sharpe Ratio | 1.15 | 1.15 | 0.40 | 0.53 | 0.69 | 0.52 |
| Max Drawdown | -11.20% | -11.20% | -19.07% | -29.15% | -19.07% | -34.77% |
| % Time Invested | 100.0% | 100.0% | 90.7% | 100.0% | 92.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.0 | 0.0 | 2.7 | 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 | ||||||||
| 2025-04-02 | 2025-05-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-26 | 2025-04-08 | Completed | 33.33% | $67.00 | $61.07 | -8.90% | Stop | |
| 2023-12-15 | 2025-04-02 | Completed | 33.33% | $57.32 | $65.13 | 13.56% | Signal | |
| 2024-12-24 | 2025-03-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.03% | Interest Income | |
| 2023-12-15 | 2024-12-24 | Completed | 33.33% | $57.32 | $61.29 | 6.86% | Signal | |
| 2023-11-10 | 2023-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2023-09-20 | 2023-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.32% | Interest Income | |
| 2023-03-16 | 2023-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.72% | Interest Income | |
| 2023-04-10 | 2023-11-10 | Completed | 33.33% | $53.86 | $52.70 | -2.20% | Signal | |
| 2022-12-30 | 2023-09-20 | Completed | 33.33% | $50.15 | $54.96 | 9.55% | Signal | |
| 2023-03-16 | 2023-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2023-01-18 | 2023-03-16 | Completed | 33.33% | $54.19 | $50.41 | -7.01% | Stop | |
| 2023-01-18 | 2023-03-16 | Completed | 33.33% | $54.19 | $50.41 | -7.01% | Stop | |
| 2022-09-13 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.39% | Interest Income | |
| 2022-03-07 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.22% | Interest Income | |
| 2022-01-25 | 2022-12-30 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.05% | Interest Income | |
| 2022-07-11 | 2022-09-13 | Completed | 33.33% | $47.20 | $47.69 | 0.98% | Signal | |
| 2022-06-15 | 2022-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-03-30 | 2022-06-15 | Completed | 33.33% | $56.32 | $47.92 | -14.96% | Stop | |
| 2022-03-08 | 2022-03-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2021-02-24 | 2022-03-08 | Completed | 33.33% | $54.26 | $51.08 | -5.90% | Stop | |
| 2020-10-06 | 2022-03-07 | Completed | 33.33% | $45.97 | $51.89 | 12.80% | Stop | |
| 2022-01-07 | 2022-01-25 | Completed | 33.33% | $58.47 | $55.62 | -4.93% | Signal | |
| 2021-12-15 | 2022-01-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-07-02 | 2021-12-15 | Completed | 33.33% | $43.42 | $56.99 | 31.19% | Signal | |
| 2021-01-20 | 2021-02-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-01 | 2021-01-20 | Completed | 33.33% | $35.41 | $53.50 | 51.02% | Signal | |
| 2020-04-30 | 2020-10-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2020-03-26 | 2020-07-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-03-24 | 2020-04-30 | Completed | 33.33% | $33.89 | $39.37 | 16.11% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-03-26 | Completed | 33.33% | $33.89 | $35.91 | 5.91% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-06-12 | 2020-03-10 | Completed | 33.33% | $43.80 | $40.76 | -6.97% | Stop | |
| 2019-11-04 | 2020-03-02 | Completed | 33.33% | $46.66 | $43.19 | -7.48% | Stop | |
| 2019-06-12 | 2020-03-02 | Completed | 33.33% | $43.80 | $43.19 | -1.44% | Stop | |
| 2019-10-01 | 2019-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2019-03-27 | 2019-10-01 | Completed | 33.33% | $43.25 | $44.41 | 2.64% | Signal | |
| 2019-03-20 | 2019-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2019-03-20 | 2019-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2019-03-20 | 2019-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |