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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -19.5% (compared to the benchmark's drawdown of -34.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.9%, compared to a Buy-and-Hold benchmark return of 10.2%. The strategy executed 4 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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IDEV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 18.83% | 18.83% | 8.03% | 8.95% | 7.91% | 10.16% |
| Sharpe Ratio | 1.15 | 1.15 | 0.62 | 0.53 | 0.59 | 0.52 |
| Max Drawdown | -11.20% | -11.20% | -17.84% | -29.15% | -19.49% | -34.77% |
| % Time Invested | 100.0% | 100.0% | 74.3% | 100.0% | 76.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.5 | 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 | ||||||||
| 2025-01-06 | 2025-03-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 2023-12-15 | 2025-01-06 | Completed | 100% | $57.32 | $62.00 | 8.10% | Signal | |
| 2023-10-12 | 2023-12-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.97% | Interest Income | |
| 2023-01-09 | 2023-10-12 | Completed | 100% | $52.14 | $53.47 | 2.51% | Signal | |
| 2022-01-25 | 2023-01-09 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.14% | Interest Income | |
| 2020-08-05 | 2022-01-25 | Completed | 100% | $45.15 | $55.62 | 23.12% | Signal | |
| 2020-03-10 | 2020-08-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2019-04-09 | 2020-03-10 | Completed | 100% | $44.04 | $40.76 | -7.48% | Stop | |
| 2019-03-20 | 2019-04-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |