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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -33.3% (compared to the benchmark's drawdown of -34.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.0%, compared to a Buy-and-Hold benchmark return of 10.2%. The strategy executed 6 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 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 Active
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.
🎯 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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IDEV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 18.83% | 18.83% | 3.07% | 8.95% | 8.02% | 10.16% |
| Sharpe Ratio | 1.15 | 1.15 | 0.22 | 0.53 | 0.53 | 0.52 |
| Max Drawdown | -11.20% | -11.20% | -33.29% | -29.15% | -33.29% | -34.77% |
| % Time Invested | 100.0% | 100.0% | 77.1% | 100.0% | 79.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.8 | 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 | ||||||||
| 2023-03-16 | 2023-11-17 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.63% | Interest Income | |
| 2023-01-18 | 2023-03-16 | Completed | 100% | $54.19 | $50.41 | -7.01% | Stop | |
| 2022-09-16 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.36% | Interest Income | |
| 2022-07-11 | 2022-09-16 | Completed | 100% | $47.20 | $46.27 | -2.02% | Signal | |
| 2022-06-15 | 2022-07-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-03-30 | 2022-06-15 | Completed | 100% | $56.32 | $47.92 | -14.96% | Stop | |
| 2022-03-08 | 2022-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2021-02-10 | 2022-03-08 | Completed | 100% | $54.40 | $51.08 | -6.15% | Stop | |
| 2021-01-08 | 2021-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-01 | 2021-01-08 | Completed | 100% | $35.41 | $53.92 | 52.21% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-06-12 | 2020-03-10 | Completed | 100% | $43.80 | $40.76 | -6.97% | Stop | |
| 2019-03-20 | 2019-06-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.54% | Interest Income | |