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DASHBOARDS: Portfolio Hub Market Pulse Performance

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 Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -17.2% (compared to the benchmark's drawdown of -34.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.3%, compared to a Buy-and-Hold benchmark return of 8.4%. The strategy executed 81 total trades.

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

IDEV Quality Metrics & KPI Summary

Metric1Y5YFull History
StrategyB&HStrategyB&HStrategyB&H
CAGR17.79%18.83%4.86%8.95%5.35%8.41%
Sharpe Ratio1.331.150.490.530.520.46
Max Drawdown-9.21%-11.20%-14.72%-29.15%-17.19%-34.77%
% Time Invested100.0%100.0%86.3%100.0%88.0%100.0%
Trades / Year5.00.08.80.09.20.0

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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2026-04-08 2026-05-12 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2026-04-09 2026-05-06 Completed 33.33% $85.68 $88.61 3.37% Signal
2026-03-10 2026-04-09 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2025-06-03 2026-04-08 Completed 33.33% $71.67 $86.90 21.19% Signal
2025-12-08 2026-03-10 Completed 33.33% $79.73 $84.71 6.20% Signal
2025-10-24 2025-12-08 Interest (CASH) 33.33% $1.00 $1.00 0.46% Interest Income
2025-09-02 2025-10-24 Completed 33.33% $74.71 $78.58 5.14% Signal
2025-08-08 2025-09-02 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-07-24 2025-08-08 Completed 33.33% $75.05 $74.63 -0.62% Signal
2025-07-01 2025-07-24 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-04-29 2025-07-01 Completed 33.33% $67.87 $73.32 7.97% Signal
2025-05-09 2025-06-03 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-05-01 2025-05-09 Completed 33.33% $68.15 $69.24 1.55% Signal
2025-04-08 2025-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-04-08 2025-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-04-04 2025-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-03-25 2025-04-08 Completed 33.33% $67.48 $61.07 -9.55% Stop
2025-02-14 2025-04-08 Completed 33.33% $66.31 $61.07 -7.95% Stop
2025-01-22 2025-04-04 Completed 33.33% $63.41 $62.06 -2.16% Signal
2024-12-24 2025-03-25 Interest (CASH) 33.33% $1.00 $1.01 1.02% Interest Income
2024-11-14 2025-02-14 Interest (CASH) 33.33% $1.00 $1.01 1.05% Interest Income
2024-12-24 2025-01-22 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2024-12-05 2024-12-24 Completed 33.33% $64.11 $61.29 -4.46% Signal
2023-12-15 2024-12-24 Completed 33.33% $57.32 $61.29 6.86% Signal
2024-10-15 2024-12-05 Interest (CASH) 33.33% $1.00 $1.01 0.65% Interest Income
2024-08-26 2024-11-14 Completed 33.33% $65.28 $62.33 -4.57% Signal
2024-10-09 2024-10-15 Completed 33.33% $64.76 $65.25 0.70% Signal
2024-09-17 2024-10-09 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2024-08-23 2024-09-17 Completed 33.33% $64.72 $65.08 0.50% Signal
2024-08-02 2024-08-26 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2024-08-01 2024-08-23 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2024-06-17 2024-08-02 Completed 33.33% $60.94 $60.96 -0.02% Signal
2024-07-10 2024-08-01 Completed 33.33% $62.84 $62.68 -0.30% Signal
2024-06-07 2024-07-10 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
2024-05-23 2024-06-17 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2024-05-07 2024-06-07 Completed 33.33% $61.75 $62.78 1.62% Signal
2023-12-07 2024-05-23 Completed 33.33% $55.72 $62.99 12.98% Signal
2024-04-11 2024-05-07 Interest (CASH) 33.33% $1.00 $1.00 0.38% Interest Income
2024-02-09 2024-04-11 Completed 33.33% $58.20 $60.98 4.73% Signal
2024-01-18 2024-02-09 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-11-08 2024-01-18 Completed 33.33% $52.78 $56.98 7.91% Signal
2023-09-20 2023-12-15 Interest (CASH) 33.33% $1.00 $1.01 1.32% Interest Income
2023-09-07 2023-12-07 Interest (CASH) 33.33% $1.00 $1.01 1.38% Interest Income
2023-09-22 2023-11-08 Interest (CASH) 33.33% $1.00 $1.01 0.71% Interest Income
2023-09-08 2023-09-22 Completed 33.33% $54.12 $53.98 -0.30% Signal
2023-01-03 2023-09-20 Completed 33.33% $50.46 $54.96 8.87% Signal
2023-08-10 2023-09-08 Interest (CASH) 33.33% $1.00 $1.00 0.43% Interest Income
2023-07-26 2023-09-07 Completed 33.33% $56.54 $54.23 -4.13% Signal
2023-07-28 2023-08-10 Completed 33.33% $57.17 $56.11 -1.91% Signal
2023-07-06 2023-07-28 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-07-03 2023-07-26 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-06-15 2023-07-06 Completed 33.33% $55.70 $54.13 -2.85% Signal
2023-05-01 2023-07-03 Completed 33.33% $55.47 $55.48 -0.04% Signal
2023-05-10 2023-06-15 Interest (CASH) 33.33% $1.00 $1.01 0.52% Interest Income
2023-03-31 2023-05-10 Completed 33.33% $53.84 $55.61 3.23% Signal
2023-04-04 2023-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2022-11-21 2023-04-04 Completed 33.33% $49.17 $54.48 10.75% Signal
2023-02-17 2023-03-31 Interest (CASH) 33.33% $1.00 $1.01 0.55% Interest Income
2023-01-19 2023-02-17 Completed 33.33% $53.29 $53.54 0.42% Signal
2022-12-23 2023-01-19 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2022-01-25 2023-01-03 Interest (CASH) 33.33% $1.00 $1.02 2.07% Interest Income
2022-10-26 2022-12-23 Completed 33.33% $45.37 $49.76 9.62% Signal
2022-09-27 2022-11-21 Interest (CASH) 33.33% $1.00 $1.01 0.60% Interest Income
2022-08-29 2022-10-26 Interest (CASH) 33.33% $1.00 $1.01 0.55% Interest Income
2022-08-26 2022-09-27 Completed 33.33% $49.49 $43.02 -13.11% Signal
2022-07-25 2022-08-29 Completed 33.33% $48.80 $48.03 -1.63% Signal
2021-12-23 2022-08-26 Interest (CASH) 33.33% $1.00 $1.01 0.73% Interest Income
2022-06-14 2022-07-25 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2022-05-26 2022-06-14 Completed 33.33% $51.62 $47.98 -7.09% Stop
2022-04-18 2022-05-26 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2022-03-23 2022-04-18 Completed 33.33% $55.16 $54.00 -2.16% Signal
2022-02-28 2022-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2022-02-15 2022-02-28 Completed 33.33% $56.83 $54.82 -3.58% Signal
2022-01-24 2022-02-15 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2022-01-07 2022-01-25 Completed 33.33% $58.47 $55.62 -4.93% Signal
2021-12-21 2022-01-24 Completed 33.33% $57.01 $55.78 -2.20% Signal
2021-12-15 2022-01-07 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-11-19 2021-12-23 Completed 33.33% $59.15 $58.09 -1.85% Signal
2021-11-24 2021-12-21 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
2021-10-20 2021-11-24 Completed 33.33% $58.98 $57.70 -2.22% Signal
2021-10-25 2021-11-19 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-09-14 2021-10-25 Completed 33.33% $60.00 $59.06 -1.62% Signal
2021-09-27 2021-10-20 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-09-22 2021-09-27 Completed 33.33% $58.53 $58.63 0.13% Signal
2021-08-30 2021-09-22 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-08-20 2021-09-14 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-08-04 2021-08-30 Completed 33.33% $58.80 $59.05 0.37% Signal
2020-11-24 2021-08-20 Completed 33.33% $49.93 $57.50 15.11% Signal
2021-06-28 2021-08-04 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-03-31 2021-06-28 Completed 33.33% $54.55 $58.24 6.70% Signal
2021-03-09 2021-03-31 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-03-01 2021-03-09 Completed 33.33% $53.73 $54.02 0.50% Signal
2021-02-04 2021-03-01 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-11-20 2021-02-04 Completed 33.33% $49.38 $52.87 7.01% Signal
2020-11-02 2020-11-24 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-10-29 2020-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-05-13 2020-11-02 Completed 33.33% $39.05 $43.95 12.51% Signal
2020-10-12 2020-10-29 Completed 33.33% $46.64 $43.49 -6.81% Signal
2020-09-14 2020-10-12 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-07-23 2020-09-14 Completed 33.33% $44.89 $46.17 2.79% Signal
2020-06-30 2020-07-23 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-26 2020-07-02 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2020-04-01 2020-06-30 Completed 33.33% $35.41 $42.39 19.67% Signal
2020-03-04 2020-05-13 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2020-02-28 2020-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.03% 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
2019-10-09 2020-03-04 Completed 33.33% $43.71 $44.20 1.06% Signal
2019-11-01 2020-03-02 Completed 33.33% $46.25 $43.19 -6.65% Stop
2020-02-26 2020-02-28 Completed 33.33% $45.19 $42.52 -5.95% Signal
2020-02-03 2020-02-26 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-12-27 2020-02-03 Completed 33.33% $48.23 $46.90 -2.82% Signal
2019-12-04 2019-12-27 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-10-29 2019-12-04 Completed 33.33% $45.76 $46.47 1.50% Signal
2019-10-02 2019-11-01 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2019-10-07 2019-10-29 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2019-08-28 2019-10-09 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2019-09-03 2019-10-07 Completed 33.33% $42.98 $43.86 2.00% Signal
2019-03-27 2019-10-02 Completed 33.33% $43.25 $43.64 0.85% Signal
2019-07-26 2019-09-03 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2019-07-15 2019-08-28 Completed 33.33% $44.90 $42.47 -5.45% Signal
2019-06-12 2019-07-26 Completed 33.33% $43.80 $44.70 2.00% Signal
2019-06-07 2019-07-15 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2019-05-08 2019-06-12 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2019-02-13 2019-06-07 Completed 33.33% $41.97 $43.45 3.47% Signal
2019-01-10 2019-05-08 Completed 33.33% $40.57 $43.40 6.91% Signal
2018-12-10 2019-03-27 Interest (CASH) 33.33% $1.00 $1.01 0.70% Interest Income
2018-12-10 2019-02-13 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2018-11-27 2019-01-10 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2018-11-08 2018-12-10 Completed 33.33% $42.35 $39.76 -6.15% Stop
2018-11-08 2018-12-10 Completed 33.33% $42.35 $39.76 -6.15% Stop
2018-11-08 2018-11-27 Completed 33.33% $42.35 $40.96 -3.33% Signal
2018-10-12 2018-11-08 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2018-10-12 2018-11-08 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2018-10-12 2018-11-08 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2018-10-09 2018-10-12 Completed 33.33% $43.21 $42.36 -2.01% Signal
2018-09-19 2018-10-12 Completed 33.33% $44.76 $42.36 -5.40% Stop
2018-09-19 2018-10-12 Completed 33.33% $44.76 $42.36 -5.40% Stop
2018-09-17 2018-10-09 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2018-06-28 2018-09-19 Interest (CASH) 33.33% $1.00 $1.00 0.46% Interest Income
2018-05-02 2018-09-19 Interest (CASH) 33.33% $1.00 $1.01 0.76% Interest Income
2018-09-06 2018-09-17 Completed 33.33% $43.72 $44.40 1.49% Signal
2018-08-14 2018-09-06 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2018-07-17 2018-08-14 Completed 33.33% $44.59 $43.93 -1.54% Signal
2018-06-04 2018-07-17 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2018-05-14 2018-06-28 Completed 33.33% $46.35 $43.69 -5.78% Signal
2018-05-31 2018-06-04 Completed 33.33% $44.99 $45.52 1.12% Signal
2018-05-08 2018-05-31 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2018-03-19 2018-05-14 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
2018-04-13 2018-05-08 Completed 33.33% $45.80 $45.50 -0.71% Signal
2017-09-25 2018-05-02 Completed 33.33% $43.49 $45.67 4.96% Signal
2018-03-14 2018-04-13 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2017-09-25 2018-03-19 Completed 33.33% $43.49 $45.35 4.22% Signal
2018-03-06 2018-03-14 Completed 33.33% $45.33 $45.72 0.81% Signal
2018-02-09 2018-03-06 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2017-12-15 2018-02-09 Completed 33.33% $44.61 $44.33 -0.67% Stop
2017-11-22 2017-12-15 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2017-09-25 2017-11-22 Completed 33.33% $43.49 $44.58 2.45% Signal
2017-09-21 2017-09-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2017-09-21 2017-09-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2017-09-21 2017-09-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income