IEF
iShares 7-10 Year Treasury Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-12
Executive Summary
The quantitative backtest for IEF (iShares 7-10 Year Treasury Bond ETF) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -10.4% (compared to the benchmark's drawdown of -23.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.1%, compared to a Buy-and-Hold benchmark return of 3.3%. 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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IEF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.22% | 3.39% | 1.56% | -1.18% | 2.42% | 0.58% | 4.09% | 3.29% |
| Sharpe Ratio | 0.75 | 0.71 | 0.50 | -0.15 | 0.58 | 0.09 | 0.71 | 0.48 |
| Max Drawdown | -4.07% | -4.07% | -7.82% | -21.40% | -8.41% | -23.92% | -10.40% | -23.92% |
| % Time Invested | 73.4% | 100.0% | 32.7% | 100.0% | 53.2% | 100.0% | 72.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.3 | 0.0 | 0.3 | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-12-29 | Open | Open | 100% | $95.01 | $94.18 | -0.87% | Mark-to-Market |
| 2025-09-23 | 2025-12-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2025-05-01 | 2025-09-23 | Completed | 100% | $91.98 | $93.89 | 2.08% | Signal |
| 2025-01-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.30% | Interest Income |
| 2024-08-05 | 2025-01-08 | Completed | 100% | $91.79 | $86.89 | -5.35% | Stop |
| 2021-10-19 | 2024-08-05 | Interest (CASH) | 100% | $1.00 | $1.11 | 10.84% | Interest Income |
| 2018-11-20 | 2021-10-19 | Completed | 100% | $84.49 | $99.36 | 17.61% | Signal |
| 2017-07-27 | 2018-11-20 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.21% | Interest Income |
| 2014-11-13 | 2017-07-27 | Completed | 100% | $81.02 | $86.44 | 6.69% | Signal |
| 2013-11-19 | 2014-11-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2006-07-17 | 2013-11-19 | Completed | 100% | $48.12 | $77.21 | 60.46% | Signal |
| 2006-02-08 | 2006-07-17 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.04% | Interest Income |
| 2004-07-26 | 2006-02-08 | Completed | 100% | $46.25 | $48.69 | 5.27% | Signal |
| 2004-07-22 | 2004-07-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |