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 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 4.0%, 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 | 2.57% | 2.84% | 0.98% | -1.68% | 2.25% | 0.45% | 4.02% | 3.26% |
| Sharpe Ratio | 0.60 | 0.60 | 0.32 | -0.22 | 0.54 | 0.07 | 0.70 | 0.48 |
| Max Drawdown | -4.07% | -4.07% | -7.91% | -21.40% | -7.91% | -23.92% | -10.40% | -23.92% |
| % Time Invested | 73.4% | 100.0% | 32.7% | 100.0% | 53.1% | 100.0% | 72.3% | 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 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 | ||||||||
| 2025-09-23 | 2025-12-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2025-05-01 | 2025-09-23 | Completed | 100% | $91.68 | $93.59 | 2.03% | 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% | $91.49 | $86.60 | -5.39% | 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% | $84.21 | $99.04 | 17.55% | 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% | $80.76 | $86.16 | 6.64% | 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% | $47.96 | $76.96 | 60.38% | 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% | $46.10 | $48.53 | 5.22% | Signal | |
| 2004-07-22 | 2004-07-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |