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DASHBOARDS: Portfolio Hub Market Pulse Performance Compare Studio

IEF

iShares 7-10 Year Treasury Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-11
Executive Summary
The quantitative backtest for IEF (iShares 7-10 Year Treasury Bond ETF) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -9.4% (compared to the benchmark's drawdown of -23.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.0%, compared to a Buy-and-Hold benchmark return of 3.2%. The strategy executed 163 total trades.

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

🛡️ IEF Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-9.4% (vs -23.9% B&H)
+14.6% shallower drawdown
Downside Efficiency
0.84 Sortino
+0.12 vs 0.72 B&H
Capital Sheltered from Risk
42.6% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.

📊 IEF Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-2.57%-4.95%-5.60%-20.93%-6.21%-23.92%-9.37%-23.92%
Sharpe Ratio-0.41-0.600.27-0.260.540.050.650.47
Sortino Ratio-0.59-0.970.35-0.430.660.080.840.72
CAGR-1.15%-2.72%0.99%-1.98%2.07%0.35%2.97%3.23%
% Time Invested56.2%100.0%42.9%100.0%47.6%100.0%57.4%100.0%
Trades / Year6.00.06.60.06.60.06.90.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of IEF under the Excess Return MMA strategy (Trading) versus Buy & Hold. The strategy produced a 3.0% CAGR with a -9.4% Max Drawdown across 163 trade signals (compared to Buy & Hold's 3.2% CAGR and -23.9% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for IEF under Excess Return MMA strategy in Trading context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for IEF under Excess Return MMA (Trading). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.

Diversifier Asset Category 1Y Correlation (r) Action
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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
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.
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2026-05-12 2026-06-25 Interest (CASH) 33.33% $1.00 $1.00 0.44% Interest Income
2026-04-02 2026-06-01 Interest (CASH) 33.33% $1.00 $1.01 0.58% Interest Income
2026-02-23 2026-06-01 Interest (CASH) 33.33% $1.00 $1.01 0.99% Interest Income
2026-04-29 2026-05-12 Completed 33.33% $93.43 $93.14 -0.36% Signal
2026-03-24 2026-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2026-03-02 2026-04-02 Completed 33.33% $95.43 $93.43 -2.14% Signal
2026-02-20 2026-03-24 Completed 33.33% $94.91 $92.89 -2.18% Signal
2025-12-09 2026-03-02 Interest (CASH) 33.33% $1.00 $1.01 0.79% Interest Income
2025-09-09 2026-02-23 Completed 33.33% $93.34 $94.94 1.67% Signal
2025-12-23 2026-02-20 Interest (CASH) 33.33% $1.00 $1.01 0.56% Interest Income
2025-12-15 2025-12-23 Completed 33.33% $93.59 $93.43 -0.22% Signal
2025-11-18 2025-12-15 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-06-27 2025-12-09 Completed 33.33% $90.87 $93.59 2.94% Signal
2025-11-06 2025-11-18 Completed 33.33% $93.42 $93.73 0.28% Signal
2025-10-15 2025-11-06 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2025-08-20 2025-10-15 Completed 33.33% $91.45 $93.79 2.51% Signal
2025-08-15 2025-09-09 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2025-07-29 2025-08-20 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-04-23 2025-08-15 Completed 33.33% $89.95 $91.45 1.62% Signal
2025-06-24 2025-07-29 Completed 33.33% $90.35 $90.47 0.09% Signal
2025-05-15 2025-06-27 Interest (CASH) 33.33% $1.00 $1.00 0.50% Interest Income
2025-05-01 2025-06-24 Interest (CASH) 33.33% $1.00 $1.01 0.62% Interest Income
2025-02-27 2025-05-15 Completed 33.33% $88.98 $88.99 -0.04% Signal
2025-02-07 2025-05-01 Completed 33.33% $87.62 $91.04 3.85% Signal
2024-12-17 2025-04-23 Interest (CASH) 33.33% $1.00 $1.01 1.44% Interest Income
2024-10-22 2025-02-27 Interest (CASH) 33.33% $1.00 $1.01 1.50% Interest Income
2024-12-30 2025-02-07 Interest (CASH) 33.33% $1.00 $1.00 0.44% Interest Income
2024-12-11 2024-12-30 Completed 33.33% $88.70 $86.76 -2.24% Signal
2024-08-05 2024-12-17 Completed 33.33% $90.85 $87.57 -3.66% Signal
2024-10-10 2024-12-11 Interest (CASH) 33.33% $1.00 $1.01 0.78% Interest Income
2024-06-11 2024-10-22 Completed 33.33% $85.28 $88.54 3.78% Signal
2024-05-21 2024-10-10 Completed 33.33% $85.33 $88.96 4.20% Signal
2024-05-01 2024-08-05 Interest (CASH) 33.33% $1.00 $1.01 1.38% Interest Income
2024-02-15 2024-06-11 Interest (CASH) 33.33% $1.00 $1.02 1.70% Interest Income
2024-04-04 2024-05-21 Interest (CASH) 33.33% $1.00 $1.01 0.70% Interest Income
2024-01-26 2024-05-01 Completed 33.33% $86.03 $83.67 -2.79% Signal
2024-03-26 2024-04-04 Completed 33.33% $85.71 $85.44 -0.37% Signal
2024-01-29 2024-03-26 Interest (CASH) 33.33% $1.00 $1.01 0.85% Interest Income
2023-12-01 2024-02-15 Completed 33.33% $84.05 $85.56 1.74% Signal
2023-11-16 2024-01-29 Completed 33.33% $83.09 $86.21 3.70% Signal
2023-07-07 2024-01-26 Interest (CASH) 33.33% $1.00 $1.03 3.03% Interest Income
2023-05-26 2023-12-01 Interest (CASH) 33.33% $1.00 $1.03 2.81% Interest Income
2023-05-04 2023-11-16 Interest (CASH) 33.33% $1.00 $1.03 2.93% Interest Income
2023-06-12 2023-07-07 Completed 33.33% $86.26 $84.24 -2.40% Signal
2023-05-18 2023-06-12 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-04-10 2023-05-26 Completed 33.33% $88.15 $85.63 -2.92% Signal
2023-02-23 2023-05-18 Completed 33.33% $84.16 $87.09 3.43% Signal
2023-03-23 2023-05-04 Completed 33.33% $87.48 $88.62 1.25% Signal
2023-02-27 2023-04-10 Interest (CASH) 33.33% $1.00 $1.01 0.55% Interest Income
2023-02-22 2023-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2022-12-05 2023-02-27 Completed 33.33% $86.04 $84.25 -2.13% Signal
2021-11-23 2023-02-23 Interest (CASH) 33.33% $1.00 $1.03 2.74% Interest Income
2023-02-03 2023-02-22 Completed 33.33% $87.02 $84.23 -3.26% Signal
2023-01-11 2023-02-03 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2022-11-18 2023-01-11 Completed 33.33% $84.45 $86.39 2.25% Signal
2022-09-12 2022-12-05 Interest (CASH) 33.33% $1.00 $1.01 0.90% Interest Income
2022-08-30 2022-11-18 Interest (CASH) 33.33% $1.00 $1.01 0.82% Interest Income
2022-07-29 2022-09-12 Completed 33.33% $91.15 $87.15 -4.43% Signal
2022-07-15 2022-08-30 Completed 33.33% $89.02 $88.24 -0.93% Signal
2022-01-18 2022-07-29 Interest (CASH) 33.33% $1.00 $1.01 0.51% Interest Income
2022-06-16 2022-07-15 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2022-06-02 2022-06-16 Completed 33.33% $89.27 $85.48 -4.28% Signal
2022-01-11 2022-06-02 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2021-12-08 2022-01-18 Completed 33.33% $99.27 $96.71 -2.62% Signal
2021-11-17 2022-01-11 Completed 33.33% $98.24 $97.19 -1.12% Signal
2021-09-27 2021-12-08 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-07-30 2021-11-23 Completed 33.33% $100.99 $98.03 -2.98% Signal
2021-08-31 2021-11-17 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-05-14 2021-09-27 Completed 33.33% $97.84 $99.25 1.39% Signal
2021-06-28 2021-08-31 Completed 33.33% $98.80 $100.84 2.01% Signal
2020-11-10 2021-07-30 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2021-06-04 2021-06-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-04-26 2021-06-04 Completed 33.33% $98.11 $98.22 0.06% Signal
2020-09-14 2021-05-14 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2020-10-12 2021-04-26 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2020-03-02 2020-11-10 Completed 33.33% $99.75 $101.87 2.08% Signal
2020-09-25 2020-10-12 Completed 33.33% $104.16 $103.38 -0.80% Signal
2020-08-27 2020-09-25 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-07-16 2020-09-14 Completed 33.33% $104.09 $104.13 -0.01% Signal
2020-07-02 2020-08-27 Completed 33.33% $103.48 $103.93 0.39% Signal
2020-06-16 2020-07-16 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-06-04 2020-07-02 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-01-29 2020-06-16 Completed 33.33% $95.62 $102.87 7.53% Signal
2020-01-22 2020-06-04 Completed 33.33% $94.58 $102.72 8.55% Signal
2020-01-10 2020-03-02 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2019-10-15 2020-01-29 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
2019-12-20 2020-01-22 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2018-11-20 2020-01-10 Completed 33.33% $83.62 $94.03 12.39% Signal
2019-12-09 2019-12-20 Completed 33.33% $93.99 $93.20 -0.90% Signal
2019-11-01 2019-12-09 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2019-10-16 2019-11-01 Completed 33.33% $94.25 $94.68 0.40% Signal
2019-09-24 2019-10-16 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2018-11-20 2019-10-15 Completed 33.33% $83.62 $94.52 12.98% Signal
2019-08-21 2019-09-24 Completed 33.33% $95.15 $94.43 -0.81% Signal
2019-07-30 2019-08-21 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2019-05-22 2019-07-30 Completed 33.33% $89.06 $91.93 3.17% Signal
2019-04-30 2019-05-22 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-11-14 2019-04-30 Completed 33.33% $82.89 $88.07 6.20% Signal
2018-10-10 2018-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2018-09-26 2018-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2018-09-20 2018-11-14 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2018-08-23 2018-10-10 Completed 33.33% $84.41 $82.12 -2.77% Signal
2018-09-10 2018-09-26 Completed 33.33% $83.74 $82.92 -1.03% Signal
2018-08-24 2018-09-20 Completed 33.33% $84.22 $82.87 -1.65% Signal
2018-08-16 2018-09-10 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2018-08-02 2018-08-24 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2017-11-24 2018-08-23 Interest (CASH) 33.33% $1.00 $1.01 1.28% Interest Income
2018-06-27 2018-08-16 Completed 33.33% $83.80 $84.08 0.28% Signal
2018-06-11 2018-08-02 Completed 33.33% $82.96 $83.18 0.21% Signal
2018-05-09 2018-06-27 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2018-04-27 2018-06-11 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2018-04-13 2018-05-09 Completed 33.33% $83.35 $82.52 -1.05% Signal
2018-03-26 2018-04-27 Completed 33.33% $83.31 $82.63 -0.87% Signal
2017-10-13 2018-04-13 Interest (CASH) 33.33% $1.00 $1.01 0.71% Interest Income
2017-12-04 2018-03-26 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
2017-11-24 2017-12-04 Completed 33.33% $85.81 $85.44 -0.48% Signal
2017-10-02 2017-11-24 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2017-05-10 2017-11-24 Completed 33.33% $84.69 $85.81 1.27% Signal
2017-08-22 2017-10-13 Completed 33.33% $86.45 $86.12 -0.42% Signal
2017-08-08 2017-10-02 Completed 33.33% $85.97 $85.80 -0.25% Signal
2017-07-28 2017-08-22 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-07-11 2017-08-08 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2017-04-12 2017-07-28 Completed 33.33% $84.99 $85.58 0.65% Signal
2017-06-16 2017-07-11 Completed 33.33% $86.29 $84.97 -1.57% Signal
2017-05-24 2017-06-16 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2017-04-04 2017-05-24 Completed 33.33% $84.63 $85.34 0.79% Signal
2016-11-14 2017-05-10 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2017-03-21 2017-04-12 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2017-02-17 2017-04-04 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2017-02-06 2017-03-21 Completed 33.33% $83.84 $83.70 -0.23% Signal
2017-01-17 2017-02-17 Completed 33.33% $84.30 $83.81 -0.63% Signal
2016-08-31 2017-02-06 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2016-08-05 2017-01-17 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2015-10-01 2016-11-14 Completed 33.33% $83.97 $84.47 0.54% Signal
2016-05-06 2016-08-31 Completed 33.33% $86.97 $88.39 1.58% Signal
2016-06-07 2016-08-05 Completed 33.33% $87.28 $88.67 1.54% Signal
2016-05-13 2016-06-07 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-04-12 2016-05-13 Completed 33.33% $86.81 $86.93 0.10% Signal
2016-04-14 2016-05-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2016-01-12 2016-04-14 Completed 33.33% $83.48 $86.60 3.68% Signal
2016-03-18 2016-04-12 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-12-15 2016-03-18 Completed 33.33% $82.56 $85.70 3.75% Signal
2015-11-23 2016-01-12 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2015-11-10 2015-12-15 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-08-04 2015-11-23 Completed 33.33% $82.59 $82.53 -0.12% Signal
2015-07-20 2015-11-10 Completed 33.33% $81.24 $82.12 1.03% Signal
2015-06-24 2015-10-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-05-22 2015-08-04 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-05-07 2015-07-20 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-12-12 2015-06-24 Completed 33.33% $75.47 $81.00 7.26% Signal
2015-04-15 2015-05-22 Completed 33.33% $83.88 $82.01 -2.28% Signal
2015-03-30 2015-05-07 Completed 33.33% $83.26 $81.89 -1.69% Signal
2015-03-13 2015-04-15 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-02-25 2015-03-30 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-27 2015-03-13 Completed 33.33% $80.60 $82.07 1.78% Signal
2014-12-12 2015-02-25 Completed 33.33% $81.69 $82.84 1.35% Signal
2014-11-19 2014-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-13 2014-11-19 Completed 33.33% $80.57 $80.18 -0.54% Signal
2014-10-03 2014-10-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-09-19 2014-10-13 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-02-06 2014-10-03 Completed 33.33% $76.67 $79.21 3.26% Signal
2014-07-17 2014-09-19 Completed 33.33% $78.75 $78.30 -0.62% Signal
2014-06-24 2014-07-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-04-22 2014-06-24 Completed 33.33% $76.75 $78.06 1.66% Signal
2014-03-28 2014-04-22 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-01-27 2014-03-28 Completed 33.33% $76.26 $76.88 0.77% Signal
2013-12-10 2014-02-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-11-22 2014-01-27 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-07-10 2013-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2013-10-11 2013-12-10 Completed 33.33% $76.04 $75.84 -0.31% Signal
2013-09-30 2013-11-22 Completed 33.33% $76.20 $76.01 -0.30% Signal
2013-06-04 2013-10-11 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-08-16 2013-09-30 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-08-08 2013-08-16 Completed 33.33% $76.07 $74.97 -1.50% Signal
2013-05-21 2013-08-08 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-05-08 2013-07-10 Completed 33.33% $80.14 $75.37 -5.99% Signal
2013-03-22 2013-06-04 Completed 33.33% $79.18 $78.13 -1.37% Signal
2013-03-05 2013-05-21 Completed 33.33% $79.22 $79.30 0.05% Signal
2013-02-22 2013-05-08 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2013-01-11 2013-03-22 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-12-24 2013-03-05 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2011-05-23 2013-02-22 Completed 33.33% $68.50 $78.66 14.77% Signal
2012-09-26 2013-01-11 Completed 33.33% $79.72 $78.61 -1.44% Signal
2012-11-26 2012-12-24 Completed 33.33% $79.86 $79.34 -0.71% Signal
2012-11-01 2012-11-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-09-17 2012-11-01 Completed 33.33% $78.38 $79.30 1.13% Signal
2012-08-30 2012-09-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-08-17 2012-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-05-01 2012-08-30 Completed 33.33% $77.18 $79.50 2.96% Signal
2012-04-18 2012-08-17 Completed 33.33% $76.68 $78.28 2.04% Signal
2012-03-16 2012-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-03-01 2012-04-18 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-11-30 2012-03-16 Completed 33.33% $75.20 $74.43 -1.06% Signal
2011-11-15 2012-03-01 Completed 33.33% $75.47 $76.07 0.74% Signal
2011-11-03 2011-11-30 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-10-19 2011-11-15 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-03-23 2011-11-03 Completed 33.33% $66.89 $75.03 12.12% Signal
2011-08-16 2011-10-19 Completed 33.33% $73.49 $74.17 0.86% Signal
2011-07-25 2011-08-16 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-05-09 2011-07-25 Completed 33.33% $67.91 $69.51 2.31% Signal
2011-01-14 2011-05-23 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2011-04-14 2011-05-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-03-11 2011-04-14 Completed 33.33% $66.46 $66.28 -0.32% Signal
2010-11-30 2011-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2011-02-09 2011-03-11 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-01-26 2011-02-09 Completed 33.33% $66.19 $64.63 -2.41% Signal
2010-11-10 2011-01-26 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2011-01-07 2011-01-14 Completed 33.33% $65.86 $66.59 1.05% Signal
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% $62.18 $65.51 5.30% Stop
2010-05-10 2010-11-30 Completed 33.33% $62.94 $68.84 9.32% Signal
2010-10-20 2010-11-10 Completed 33.33% $69.63 $69.29 -0.54% Signal
2010-09-28 2010-10-20 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-04-30 2010-09-28 Completed 33.33% $62.26 $69.25 11.18% Signal
2010-04-09 2010-05-10 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-04-01 2010-04-30 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-03-01 2010-04-28 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2010-02-19 2010-04-09 Completed 33.33% $61.35 $61.27 -0.18% Signal
2010-02-01 2010-04-01 Completed 33.33% $61.90 $61.45 -0.77% Signal
2009-10-14 2010-03-01 Completed 33.33% $61.94 $62.28 0.48% Signal
2010-01-05 2010-02-19 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-12-24 2010-02-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-07-28 2010-01-05 Completed 33.33% $60.14 $60.88 1.18% Signal
2009-11-27 2009-12-24 Completed 33.33% $63.24 $60.93 -3.71% Signal
2009-11-04 2009-11-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-08-31 2009-11-04 Completed 33.33% $61.37 $61.60 0.32% Signal
2009-05-26 2009-10-14 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2009-08-07 2009-08-31 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-07-09 2009-08-07 Completed 33.33% $61.32 $59.52 -2.98% Signal
2009-05-12 2009-07-28 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2009-04-29 2009-07-09 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2008-09-22 2009-05-26 Completed 33.33% $57.51 $61.14 6.26% Stop
2009-04-03 2009-05-12 Completed 33.33% $63.38 $62.05 -2.14% Signal
2009-03-20 2009-04-29 Completed 33.33% $64.21 $62.61 -2.54% Signal
2009-02-10 2009-04-03 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2009-01-29 2009-03-20 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-11-24 2009-02-10 Completed 33.33% $60.46 $62.10 2.66% Stop
2008-11-11 2009-01-29 Completed 33.33% $57.97 $62.85 8.36% Signal
2008-10-28 2008-11-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2008-10-14 2008-11-11 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2008-07-28 2008-10-28 Completed 33.33% $56.40 $57.88 2.58% Signal
2008-07-11 2008-10-14 Completed 33.33% $57.22 $56.68 -1.01% Signal
2008-07-01 2008-09-22 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2008-05-08 2008-07-28 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2008-04-21 2008-07-11 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2007-08-22 2008-07-01 Completed 33.33% $51.60 $56.72 9.87% Signal
2007-08-03 2008-05-08 Completed 33.33% $51.04 $56.67 10.96% Signal
2008-03-27 2008-04-21 Completed 33.33% $57.99 $56.96 -1.82% Signal
2008-03-04 2008-03-27 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2008-01-28 2008-03-04 Completed 33.33% $56.83 $57.45 1.04% Signal
2008-01-03 2008-01-28 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2007-10-31 2008-01-03 Completed 33.33% $53.05 $55.30 4.19% Signal
2007-10-09 2007-10-31 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2007-07-19 2007-10-09 Completed 33.33% $49.92 $52.08 4.26% Signal
2007-06-06 2007-08-22 Interest (CASH) 33.33% $1.00 $1.01 1.00% Interest Income
2007-04-27 2007-08-03 Interest (CASH) 33.33% $1.00 $1.01 1.29% Interest Income
2007-05-24 2007-07-19 Interest (CASH) 33.33% $1.00 $1.01 0.71% Interest Income
2007-05-15 2007-06-06 Completed 33.33% $50.80 $49.87 -1.88% Signal
2007-05-11 2007-05-24 Completed 33.33% $50.95 $50.23 -1.48% Signal
2007-03-13 2007-05-15 Interest (CASH) 33.33% $1.00 $1.01 0.85% Interest Income
2007-04-11 2007-05-11 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2007-03-09 2007-04-27 Completed 33.33% $50.58 $50.69 0.16% Signal
2007-02-27 2007-04-11 Completed 33.33% $50.52 $50.45 -0.19% Signal
2006-07-17 2007-03-13 Completed 33.33% $47.63 $50.93 6.88% Signal
2007-01-18 2007-03-09 Interest (CASH) 33.33% $1.00 $1.01 0.70% Interest Income
2007-01-03 2007-02-27 Interest (CASH) 33.33% $1.00 $1.01 0.74% Interest Income
2006-12-08 2007-01-18 Completed 33.33% $50.40 $49.68 -1.46% Signal
2006-11-17 2007-01-03 Completed 33.33% $49.78 $49.98 0.36% Signal
2006-11-15 2006-12-08 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2006-10-26 2006-11-17 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2006-07-17 2006-11-15 Completed 33.33% $47.63 $49.93 4.77% Signal
2006-07-26 2006-10-26 Completed 33.33% $47.77 $49.36 3.29% Signal
2006-06-29 2006-07-26 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2006-02-15 2006-07-17 Interest (CASH) 33.33% $1.00 $1.02 1.95% Interest Income
2005-09-30 2006-07-17 Interest (CASH) 33.33% $1.00 $1.03 3.47% Interest Income
2006-06-08 2006-06-29 Completed 33.33% $47.60 $47.03 -1.25% Signal
2006-02-03 2006-06-08 Interest (CASH) 33.33% $1.00 $1.02 1.58% Interest Income
2005-12-23 2006-02-15 Completed 33.33% $48.30 $48.04 -0.57% Signal
2005-12-05 2006-02-03 Completed 33.33% $47.81 $48.03 0.42% Signal
2005-10-14 2005-12-23 Interest (CASH) 33.33% $1.00 $1.01 0.76% Interest Income
2005-10-03 2005-12-05 Interest (CASH) 33.33% $1.00 $1.01 0.67% Interest Income
2005-09-19 2005-10-14 Completed 33.33% $48.45 $47.96 -1.07% Signal
2005-09-01 2005-10-03 Completed 33.33% $49.07 $48.24 -1.75% Signal
2005-05-19 2005-09-30 Completed 33.33% $48.60 $48.38 -0.51% Signal
2005-07-21 2005-09-19 Interest (CASH) 33.33% $1.00 $1.01 0.56% Interest Income
2005-07-07 2005-09-01 Interest (CASH) 33.33% $1.00 $1.01 0.54% Interest Income
2005-05-02 2005-07-21 Completed 33.33% $48.13 $48.29 0.28% Signal
2005-04-19 2005-07-07 Completed 33.33% $47.78 $48.91 2.31% Signal
2005-02-11 2005-05-19 Interest (CASH) 33.33% $1.00 $1.01 0.74% Interest Income
2005-03-11 2005-05-02 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2005-03-04 2005-04-19 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2005-01-18 2005-03-11 Completed 33.33% $47.45 $46.72 -1.59% Signal
2005-02-07 2005-03-04 Completed 33.33% $47.92 $47.22 -1.52% Signal
2004-09-14 2005-02-11 Completed 33.33% $47.14 $47.95 1.67% Signal
2005-01-13 2005-02-07 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2004-11-30 2005-01-18 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2004-12-27 2005-01-13 Completed 33.33% $47.28 $47.44 0.29% Signal
2004-11-19 2004-12-27 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2004-07-09 2004-11-30 Completed 33.33% $45.75 $46.78 2.20% Signal
2004-06-22 2004-11-19 Completed 33.33% $44.89 $47.46 5.68% Signal
2004-06-14 2004-09-14 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2004-04-27 2004-07-09 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2004-04-15 2004-06-22 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
2004-06-02 2004-06-14 Completed 33.33% $44.75 $44.43 -0.76% Signal
2004-05-10 2004-06-02 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2003-12-03 2004-05-10 Completed 33.33% $44.40 $44.40 -0.05% Stop
2004-01-05 2004-04-27 Completed 33.33% $44.99 $45.43 0.94% Signal
2003-11-21 2004-04-15 Completed 33.33% $45.16 $45.55 0.80% Signal
2003-12-10 2004-01-05 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2003-09-25 2003-12-10 Completed 33.33% $44.62 $44.70 0.14% Signal
2003-09-16 2003-12-03 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2003-10-29 2003-11-21 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2003-09-11 2003-10-29 Completed 33.33% $44.01 $44.77 1.69% Signal
2003-07-22 2003-09-25 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2003-08-21 2003-09-16 Completed 33.33% $43.07 $44.17 2.49% Signal
2003-07-10 2003-09-11 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2003-07-30 2003-08-21 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2003-02-10 2003-07-30 Completed 33.33% $42.94 $42.93 -0.07% Stop
2003-05-14 2003-07-22 Completed 33.33% $44.63 $43.43 -2.73% Stop
2003-05-02 2003-07-10 Completed 33.33% $43.68 $44.89 2.72% Signal
2003-04-22 2003-05-14 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2003-04-03 2003-05-02 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2003-02-10 2003-04-22 Completed 33.33% $42.94 $43.35 0.90% Signal
2003-02-10 2003-04-03 Completed 33.33% $42.94 $43.23 0.62% Signal
2003-02-06 2003-02-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2003-02-06 2003-02-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2003-02-06 2003-02-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where IEF ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

📊 View Full 40-Asset Backtest Matrix → 🛠️ Build Custom Portfolio with IEF → ⚖️ Compare IEF vs Non-Correlated Assets →