IEI
iShares 3-7 Year Treasury Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IEI (iShares 3-7 Year Treasury Bond ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -4.5% (compared to the benchmark's drawdown of -14.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.4%, compared to a Buy-and-Hold benchmark return of 1.9%. The strategy executed 28 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
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.
IEI Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.29% | 2.09% | 2.55% | 0.06% | 2.52% | 1.18% | 2.43% | 1.91% |
| Sharpe Ratio | 1.37 | 0.68 | 1.23 | 0.01 | 1.15 | 0.30 | 0.87 | 0.49 |
| Max Drawdown | -1.39% | -2.50% | -3.23% | -13.88% | -3.49% | -14.60% | -4.55% | -14.60% |
| % Time Invested | 100.0% | 100.0% | 61.0% | 100.0% | 72.1% | 100.0% | 84.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.6 | 0.0 | 1.4 | 0.0 | 1.6 | 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 | ||||||||
| 2025-06-27 | 2026-05-18 | Completed | 33.33% | $114.29 | $116.32 | 1.73% | Signal | |
| 2026-03-03 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 2026-02-05 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-04-17 | 2026-02-05 | Completed | 33.33% | $113.05 | $117.37 | 3.76% | Signal | |
| 2025-06-03 | 2025-06-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2025-03-11 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2024-12-17 | 2025-04-17 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 2024-08-05 | 2025-03-11 | Completed | 33.33% | $111.88 | $112.25 | 0.27% | Signal | |
| 2024-08-05 | 2024-12-17 | Completed | 33.33% | $111.88 | $109.84 | -1.88% | Signal | |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2024-06-13 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.79% | Interest Income | |
| 2024-04-26 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.60% | Interest Income | |
| 2023-06-02 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.08 | 7.87% | Interest Income | |
| 2024-05-09 | 2024-06-13 | Completed | 33.33% | $106.17 | $107.66 | 1.35% | Signal | |
| 2023-06-02 | 2024-05-09 | Interest (FLOT) | 33.33% | $1.00 | $1.06 | 6.46% | Interest Income | |
| 2024-01-22 | 2024-04-26 | Completed | 33.33% | $107.12 | $105.12 | -1.91% | Signal | |
| 2023-07-11 | 2024-01-22 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 3.51% | Interest Income | |
| 2023-02-23 | 2023-07-11 | Completed | 33.33% | $102.92 | $103.86 | 0.86% | Signal | |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income | |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income | |
| 2022-12-02 | 2023-02-23 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.83% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-11-24 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2021-11-03 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2021-11-02 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2018-11-20 | 2021-11-24 | Completed | 33.33% | $101.37 | $113.28 | 11.69% | Signal | |
| 2021-08-03 | 2021-11-03 | Completed | 33.33% | $116.45 | $114.24 | -1.94% | Signal | |
| 2021-09-02 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-08-03 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2021-05-04 | 2021-08-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2021-05-04 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2021-02-26 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.11% | Interest Income | |
| 2020-12-02 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2018-11-20 | 2021-02-26 | Completed | 33.33% | $101.37 | $114.93 | 13.32% | Signal | |
| 2020-12-01 | 2020-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2020-02-28 | 2020-12-01 | Completed | 33.33% | $113.14 | $116.59 | 2.99% | Signal | |
| 2020-01-09 | 2020-02-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2018-11-20 | 2020-01-09 | Completed | 33.33% | $101.37 | $109.39 | 7.85% | Signal | |
| 2018-11-02 | 2018-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2018-11-02 | 2018-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2018-11-02 | 2018-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2018-01-22 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.73% | Interest Income | |
| 2017-11-17 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.03% | Interest Income | |
| 2017-07-11 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.68% | Interest Income | |
| 2017-08-22 | 2018-01-22 | Completed | 33.33% | $103.06 | $101.08 | -1.97% | Signal | |
| 2017-05-08 | 2017-11-17 | Completed | 33.33% | $101.82 | $102.33 | 0.44% | Signal | |
| 2017-05-02 | 2017-08-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2014-04-14 | 2017-07-11 | Completed | 33.33% | $96.20 | $102.00 | 5.97% | Signal | |
| 2017-05-02 | 2017-05-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2017-04-04 | 2017-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2017-04-04 | 2017-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2017-01-03 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2016-11-14 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2014-03-13 | 2017-01-03 | Completed | 33.33% | $95.85 | $100.51 | 4.81% | Signal | |
| 2016-02-24 | 2016-11-14 | Completed | 33.33% | $102.46 | $101.52 | -0.97% | Signal | |
| 2016-02-02 | 2016-02-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-02-01 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2015-09-10 | 2016-02-01 | Completed | 33.33% | $99.80 | $101.50 | 1.66% | Signal | |
| 2015-09-02 | 2015-09-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-07-20 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2014-04-21 | 2015-07-20 | Completed | 33.33% | $95.80 | $98.84 | 3.12% | Signal | |
| 2014-04-02 | 2014-04-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2014-04-02 | 2014-04-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-03-27 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income | |
| 2014-03-04 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2013-11-27 | 2014-03-27 | Completed | 33.33% | $96.19 | $95.57 | -0.69% | Signal | |
| 2014-03-04 | 2014-03-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2014-02-04 | 2014-03-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2014-02-04 | 2014-03-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2014-01-03 | 2014-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income | |
| 2014-01-03 | 2014-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income | |
| 2013-12-10 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2013-12-03 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2009-01-06 | 2013-12-10 | Completed | 33.33% | $83.19 | $95.79 | 15.09% | Signal | |
| 2013-08-02 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2013-08-02 | 2013-11-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2013-07-08 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2013-07-02 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-04-23 | 2013-07-08 | Completed | 33.33% | $97.46 | $94.40 | -3.19% | Signal | |
| 2013-06-24 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income | |
| 2011-05-31 | 2013-06-24 | Completed | 33.33% | $90.22 | $94.31 | 4.48% | Signal | |
| 2013-03-04 | 2013-04-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2011-05-09 | 2013-03-04 | Completed | 33.33% | $89.58 | $96.99 | 8.22% | Signal | |
| 2011-04-21 | 2011-05-31 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-04-04 | 2011-05-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2009-12-11 | 2011-04-21 | Completed | 33.33% | $83.68 | $88.30 | 5.47% | Signal | |
| 2011-03-02 | 2011-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-01-24 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-10-06 | 2011-01-24 | Completed | 33.33% | $83.29 | $87.90 | 5.48% | Signal | |
| 2009-10-02 | 2009-12-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-10-02 | 2009-10-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2009-09-03 | 2009-10-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income | |
| 2009-07-02 | 2009-10-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2009-01-06 | 2009-09-03 | Completed | 33.33% | $83.19 | $82.75 | -0.58% | Signal | |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2009-05-14 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-01-06 | 2009-05-14 | Completed | 33.33% | $83.19 | $82.78 | -0.54% | Signal | |
| 2009-01-05 | 2009-01-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-01-05 | 2009-01-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-01-05 | 2009-01-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-01-02 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-01-02 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-01-02 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |