IEF
iShares 7-10 Year Treasury Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-28
Executive Summary
The quantitative backtest for IEF (iShares 7-10 Year Treasury Bond ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -7.8% (compared to the benchmark's drawdown of -23.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.6%, compared to a Buy-and-Hold benchmark return of 3.3%. The strategy executed 52 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.
IEF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.06% | 2.84% | 1.18% | -1.68% | 1.92% | 0.45% | 3.63% | 3.26% |
| Sharpe Ratio | 0.87 | 0.60 | 0.39 | -0.22 | 0.51 | 0.07 | 0.71 | 0.48 |
| Max Drawdown | -2.46% | -4.07% | -5.82% | -21.40% | -6.23% | -23.92% | -7.75% | -23.92% |
| % Time Invested | 100.0% | 100.0% | 59.2% | 100.0% | 71.8% | 100.0% | 83.5% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.4 | 0.0 | 2.2 | 0.0 | 2.4 | 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 | ||||||||
| 2025-05-01 | 2026-05-21 | Completed | 33.33% | $91.68 | $92.85 | 1.23% | Signal | |
| 2025-09-10 | 2026-02-12 | Completed | 33.33% | $94.01 | $94.85 | 0.85% | Signal | |
| 2025-09-08 | 2025-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.04% | Interest Income | |
| 2025-08-18 | 2025-09-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2025-04-29 | 2025-09-08 | Completed | 33.33% | $91.06 | $93.98 | 3.16% | Signal | |
| 2025-04-23 | 2025-08-18 | Completed | 33.33% | $90.58 | $92.01 | 1.53% | Signal | |
| 2025-03-03 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2025-01-08 | 2025-04-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.27% | Interest Income | |
| 2024-12-16 | 2025-04-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.46% | Interest Income | |
| 2024-08-05 | 2025-03-03 | Completed | 33.33% | $91.49 | $89.99 | -1.69% | Signal | |
| 2024-08-05 | 2025-01-08 | Completed | 33.33% | $91.49 | $86.60 | -5.39% | Stop | |
| 2024-08-05 | 2024-12-16 | Completed | 33.33% | $91.49 | $88.34 | -3.50% | Signal | |
| 2024-05-01 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.38% | Interest Income | |
| 2022-02-11 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.11 | 10.81% | Interest Income | |
| 2021-10-04 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.11 | 10.85% | Interest Income | |
| 2024-01-26 | 2024-05-01 | Completed | 33.33% | $86.64 | $84.26 | -2.79% | Signal | |
| 2023-07-10 | 2024-01-26 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.01% | Interest Income | |
| 2023-06-14 | 2023-07-10 | Completed | 33.33% | $86.52 | $84.97 | -1.84% | Signal | |
| 2023-05-22 | 2023-06-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-02-21 | 2023-05-22 | Completed | 33.33% | $84.92 | $87.17 | 2.59% | Signal | |
| 2021-11-23 | 2023-02-21 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.70% | Interest Income | |
| 2021-11-08 | 2022-02-11 | Completed | 33.33% | $100.19 | $96.07 | -4.17% | Signal | |
| 2021-07-30 | 2021-11-23 | Completed | 33.33% | $101.70 | $98.72 | -2.98% | Signal | |
| 2021-02-01 | 2021-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2021-04-07 | 2021-10-04 | Completed | 33.33% | $98.04 | $100.03 | 1.98% | Signal | |
| 2020-11-10 | 2021-07-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2021-03-15 | 2021-04-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2018-11-20 | 2021-03-15 | Completed | 33.33% | $84.21 | $98.30 | 16.68% | Stop | |
| 2018-11-20 | 2021-02-01 | Completed | 33.33% | $84.21 | $102.23 | 21.33% | Signal | |
| 2020-03-02 | 2020-11-10 | Completed | 33.33% | $100.45 | $102.59 | 2.08% | Signal | |
| 2020-01-09 | 2020-03-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2018-11-20 | 2020-01-09 | Completed | 33.33% | $84.21 | $94.34 | 11.97% | Signal | |
| 2018-10-11 | 2018-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2018-02-07 | 2018-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.56% | Interest Income | |
| 2017-07-10 | 2018-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.27% | Interest Income | |
| 2018-08-22 | 2018-10-11 | Completed | 33.33% | $85.05 | $83.12 | -2.32% | Signal | |
| 2017-11-27 | 2018-08-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.27% | Interest Income | |
| 2017-08-23 | 2018-02-07 | Completed | 33.33% | $87.15 | $83.95 | -3.72% | Signal | |
| 2017-05-10 | 2017-11-27 | Completed | 33.33% | $85.29 | $86.47 | 1.33% | Signal | |
| 2016-12-30 | 2017-08-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2016-12-19 | 2017-07-10 | Completed | 33.33% | $83.18 | $85.55 | 2.79% | Signal | |
| 2016-11-14 | 2017-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2016-12-19 | 2016-12-30 | Completed | 33.33% | $83.18 | $83.76 | 0.65% | Signal | |
| 2016-11-25 | 2016-12-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-11-25 | 2016-12-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-12-09 | 2016-11-25 | Completed | 33.33% | $83.42 | $84.27 | 0.97% | Stop | |
| 2014-11-03 | 2016-11-25 | Completed | 33.33% | $80.65 | $84.27 | 4.44% | Stop | |
| 2015-10-01 | 2016-11-14 | Completed | 33.33% | $84.56 | $85.06 | 0.54% | Signal | |
| 2015-10-09 | 2015-12-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2014-04-22 | 2015-10-09 | Completed | 33.33% | $77.29 | $84.12 | 8.78% | Signal | |
| 2015-06-24 | 2015-10-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-12-12 | 2015-06-24 | Completed | 33.33% | $76.00 | $81.57 | 7.26% | Signal | |
| 2013-11-07 | 2014-11-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2013-05-20 | 2014-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2013-07-10 | 2013-12-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2013-07-18 | 2013-11-07 | Completed | 33.33% | $76.95 | $77.05 | 0.08% | Signal | |
| 2013-06-25 | 2013-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-05-09 | 2013-07-10 | Completed | 33.33% | $80.78 | $75.90 | -6.09% | Signal | |
| 2011-01-07 | 2013-06-25 | Completed | 33.33% | $66.33 | $76.41 | 15.15% | Stop | |
| 2011-08-01 | 2013-05-20 | Completed | 33.33% | $71.12 | $80.07 | 12.54% | Signal | |
| 2013-02-22 | 2013-05-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-05-23 | 2013-02-22 | Completed | 33.33% | $68.98 | $79.21 | 14.77% | Signal | |
| 2011-04-11 | 2011-08-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-01-14 | 2011-05-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2011-01-07 | 2011-04-11 | Completed | 33.33% | $66.33 | $65.95 | -0.63% | Signal | |
| 2011-01-07 | 2011-01-14 | Completed | 33.33% | $66.33 | $67.06 | 1.05% | Signal | |
| 2010-12-15 | 2011-01-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-12-15 | 2011-01-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-12-15 | 2011-01-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-04-28 | 2010-12-15 | Completed | 33.33% | $62.62 | $65.97 | 5.30% | Stop | |
| 2009-11-16 | 2010-12-15 | Completed | 33.33% | $62.70 | $65.97 | 5.16% | Stop | |
| 2009-06-17 | 2010-12-15 | Completed | 33.33% | $60.50 | $65.97 | 8.98% | Stop | |
| 2010-03-01 | 2010-04-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2009-10-14 | 2010-03-01 | Completed | 33.33% | $62.38 | $62.71 | 0.48% | Signal | |
| 2009-09-09 | 2009-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-05-26 | 2009-10-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2009-06-17 | 2009-09-09 | Completed | 33.33% | $60.50 | $61.60 | 1.77% | Signal | |
| 2009-05-26 | 2009-06-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-05-26 | 2009-06-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-09-23 | 2009-05-26 | Completed | 33.33% | $58.24 | $61.57 | 5.66% | Stop | |
| 2007-08-22 | 2009-05-26 | Completed | 33.33% | $51.96 | $61.57 | 18.44% | Stop | |
| 2006-07-17 | 2009-05-26 | Completed | 33.33% | $47.96 | $61.57 | 28.32% | Stop | |
| 2008-07-01 | 2008-09-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2007-08-22 | 2008-07-01 | Completed | 33.33% | $51.96 | $57.12 | 9.87% | Signal | |
| 2007-06-18 | 2007-08-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.85% | Interest Income | |
| 2007-06-05 | 2007-08-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2006-07-17 | 2007-06-18 | Completed | 33.33% | $47.96 | $49.72 | 3.62% | Signal | |
| 2007-05-16 | 2007-06-05 | Completed | 33.33% | $51.05 | $50.32 | -1.48% | Signal | |
| 2007-03-13 | 2007-05-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 2006-07-17 | 2007-03-13 | Completed | 33.33% | $47.96 | $51.29 | 6.88% | Signal | |
| 2005-12-20 | 2006-07-17 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.60% | Interest Income | |
| 2005-11-21 | 2006-07-17 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.91% | Interest Income | |
| 2005-10-03 | 2006-07-17 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.46% | Interest Income | |
| 2004-07-26 | 2005-12-20 | Completed | 33.33% | $46.10 | $48.53 | 5.23% | Signal | |
| 2005-08-26 | 2005-11-21 | Completed | 33.33% | $48.97 | $48.32 | -1.38% | Signal | |
| 2005-05-19 | 2005-10-03 | Completed | 33.33% | $48.94 | $48.58 | -0.80% | Signal | |
| 2005-08-01 | 2005-08-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2004-11-02 | 2005-08-01 | Completed | 33.33% | $47.86 | $48.43 | 1.16% | Signal | |
| 2005-02-22 | 2005-05-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2004-09-13 | 2005-02-22 | Completed | 33.33% | $47.41 | $47.74 | 0.65% | Signal | |
| 2004-09-08 | 2004-11-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2004-07-22 | 2004-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2004-07-26 | 2004-09-08 | Completed | 33.33% | $46.10 | $47.01 | 1.92% | Signal | |
| 2004-07-22 | 2004-07-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2004-07-22 | 2004-07-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |