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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -10.7% (compared to the benchmark's drawdown of -23.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.1%, compared to a Buy-and-Hold benchmark return of 3.1%. The strategy executed 15 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for IEF:
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 Model
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Trading Horizon
Select risk profile & execution style for IEF:
🛡️ Long-Term Investing Active Horizon
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.
Switch to MMA to enable
🛡️ IEF Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-10.7% (vs -23.9% B&H)
+13.2% shallower drawdown
Drawdown Shield
13.2% Cut
Protected capital vs -23.9% B&H
Capital Sheltered from Risk
31.8% 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 | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -4.07% | -4.95% | -7.90% | -20.93% | -7.90% | -23.92% | -10.71% | -23.92% |
| Sharpe Ratio | 0.04 | -0.60 | 0.16 | -0.26 | 0.42 | 0.05 | 0.56 | 0.46 |
| Sortino Ratio | 0.06 | -0.97 | 0.18 | -0.43 | 0.46 | 0.08 | 0.69 | 0.71 |
| CAGR | 0.17% | -2.72% | 0.74% | -1.98% | 1.89% | 0.35% | 3.09% | 3.14% |
| % Time Invested | 69.4% | 100.0% | 52.4% | 100.0% | 56.3% | 100.0% | 68.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.7 | 0.0 | 0.7 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for IEF... Top Diversifiers for IEF
Explore Correlation Across Horizons →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 |
|---|---|---|---|
| Loading top diversifier assets... | |||
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. Subscribe to Unlock | ||||||||
| 2025-04-01 | 2026-05-22 | Completed | 100% | $90.17 | $92.69 | 2.74% | Signal | |
| 2025-01-14 | 2025-04-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 2024-01-17 | 2025-01-14 | Completed | 100% | $86.14 | $85.53 | -0.76% | Signal | |
| 2023-08-07 | 2024-01-17 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.42% | Interest Income | |
| 2023-04-25 | 2023-08-07 | Completed | 100% | $88.08 | $84.76 | -3.82% | Signal | |
| 2021-11-22 | 2023-04-25 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.57% | Interest Income | |
| 2021-08-18 | 2021-11-22 | Completed | 100% | $100.89 | $98.47 | -2.45% | Signal | |
| 2020-12-07 | 2021-08-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2018-11-20 | 2020-12-07 | Completed | 100% | $83.62 | $102.27 | 22.24% | Signal | |
| 2018-10-26 | 2018-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2018-09-04 | 2018-10-26 | Completed | 100% | $84.05 | $83.24 | -1.01% | Signal | |
| 2017-12-28 | 2018-09-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.22% | Interest Income | |
| 2017-06-09 | 2017-12-28 | Completed | 100% | $85.87 | $85.40 | -0.60% | Signal | |
| 2016-11-21 | 2017-06-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2015-09-21 | 2016-11-21 | Completed | 100% | $82.99 | $83.86 | 1.00% | Signal | |
| 2015-07-06 | 2015-09-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-03-07 | 2015-07-06 | Completed | 100% | $76.27 | $81.69 | 7.06% | Signal | |
| 2013-06-24 | 2014-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2013-04-26 | 2013-06-24 | Completed | 100% | $80.67 | $75.29 | -6.72% | Signal | |
| 2013-02-14 | 2013-04-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-06-09 | 2013-02-14 | Completed | 100% | $69.56 | $78.37 | 12.61% | Signal | |
| 2011-01-27 | 2011-06-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2009-10-30 | 2011-01-27 | Completed | 100% | $61.82 | $65.98 | 6.68% | Signal | |
| 2009-06-23 | 2009-10-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2007-08-22 | 2009-06-23 | Completed | 100% | $51.60 | $59.78 | 15.81% | Signal | |
| 2007-07-12 | 2007-08-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2006-07-17 | 2007-07-12 | Completed | 100% | $47.63 | $49.83 | 4.58% | Signal | |
| 2005-11-18 | 2006-07-17 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.93% | Interest Income | |
| 2004-08-20 | 2005-11-18 | Completed | 100% | $46.77 | $47.89 | 2.33% | Signal | |
| 2004-07-22 | 2004-08-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |