IEI
iShares 3-7 Year Treasury Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for IEI (iShares 3-7 Year Treasury Bond ETF) using the Excess Return MMA* 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: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for IEI:
Excess Return MMA Active Model
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)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Trading Horizon
Select risk profile & execution style for IEI:
🛡️ 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.
🛡️ IEI Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-4.5% (vs -14.6% B&H)
+10.1% shallower drawdown
Downside Efficiency
1.13 Sortino
+0.41 vs 0.72 B&H
Capital Sheltered from Risk
33.5% 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.
📊 IEI Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -1.38% | -2.88% | -3.24% | -13.51% | -3.25% | -14.60% | -4.51% | -14.60% |
| Sharpe Ratio | 0.54 | -0.27 | 1.29 | -0.01 | 1.15 | 0.29 | 0.86 | 0.48 |
| Sortino Ratio | 0.84 | -0.42 | 1.55 | -0.02 | 1.41 | 0.43 | 1.13 | 0.72 |
| CAGR | 1.09% | -0.80% | 2.47% | -0.05% | 2.41% | 1.13% | 2.35% | 1.86% |
| % Time Invested | 69.6% | 100.0% | 39.0% | 100.0% | 50.6% | 100.0% | 66.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.4 | 0.0 | 1.4 | 0.0 | 1.6 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for IEI... Top Diversifiers for IEI
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 | ||||||||
| 2025-06-27 | 2026-05-18 | Completed | 33.33% | $113.55 | $115.57 | 1.73% | Signal | |
| 2025-04-17 | 2026-02-05 | Completed | 33.33% | $112.33 | $116.61 | 3.76% | Signal | |
| 2025-03-11 | 2025-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.28% | Interest Income | |
| 2024-12-17 | 2025-04-17 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.39% | Interest Income | |
| 2024-08-05 | 2025-03-11 | Completed | 33.33% | $111.16 | $111.53 | 0.27% | Signal | |
| 2024-08-05 | 2024-12-17 | Completed | 33.33% | $111.16 | $109.13 | -1.88% | Signal | |
| 2024-06-13 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2024-04-26 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.44% | Interest Income | |
| 2021-11-24 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.11 | 10.84% | Interest Income | |
| 2024-05-09 | 2024-06-13 | Completed | 33.33% | $105.49 | $106.96 | 1.35% | Signal | |
| 2021-02-26 | 2024-05-09 | Interest (CASH) | 33.33% | $1.00 | $1.09 | 9.50% | Interest Income | |
| 2024-01-22 | 2024-04-26 | Completed | 33.33% | $106.43 | $104.45 | -1.91% | Signal | |
| 2023-07-11 | 2024-01-22 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.90% | Interest Income | |
| 2023-02-23 | 2023-07-11 | Completed | 33.33% | $102.26 | $103.19 | 0.86% | Signal | |
| 2021-11-03 | 2023-02-23 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.75% | Interest Income | |
| 2018-11-20 | 2021-11-24 | Completed | 33.33% | $100.72 | $112.55 | 11.69% | Signal | |
| 2021-08-03 | 2021-11-03 | Completed | 33.33% | $115.70 | $113.50 | -1.94% | Signal | |
| 2020-12-01 | 2021-08-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2018-11-20 | 2021-02-26 | Completed | 33.33% | $100.72 | $114.19 | 13.32% | Signal | |
| 2020-02-28 | 2020-12-01 | Completed | 33.33% | $112.41 | $115.84 | 2.99% | Signal | |
| 2020-01-09 | 2020-02-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2018-11-20 | 2020-01-09 | Completed | 33.33% | $100.72 | $108.68 | 7.85% | Signal | |
| 2018-01-22 | 2018-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.63% | Interest Income | |
| 2017-11-17 | 2018-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.86% | Interest Income | |
| 2017-07-11 | 2018-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.26% | Interest Income | |
| 2017-08-22 | 2018-01-22 | Completed | 33.33% | $102.40 | $100.43 | -1.97% | Signal | |
| 2017-05-08 | 2017-11-17 | Completed | 33.33% | $101.17 | $101.67 | 0.44% | Signal | |
| 2017-01-03 | 2017-08-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2014-04-14 | 2017-07-11 | Completed | 33.33% | $95.59 | $101.34 | 5.97% | Signal | |
| 2016-11-14 | 2017-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2014-03-13 | 2017-01-03 | Completed | 33.33% | $95.24 | $99.86 | 4.81% | Signal | |
| 2016-02-24 | 2016-11-14 | Completed | 33.33% | $101.80 | $100.87 | -0.97% | Signal | |
| 2016-02-01 | 2016-02-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-10 | 2016-02-01 | Completed | 33.33% | $99.16 | $100.85 | 1.66% | Signal | |
| 2015-07-20 | 2015-09-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-04-21 | 2015-07-20 | Completed | 33.33% | $95.18 | $98.20 | 3.12% | Signal | |
| 2014-03-27 | 2014-04-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-12-10 | 2014-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2013-11-27 | 2014-03-27 | Completed | 33.33% | $95.57 | $94.95 | -0.69% | Signal | |
| 2013-06-24 | 2014-03-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2009-01-06 | 2013-12-10 | Completed | 33.33% | $82.65 | $95.18 | 15.09% | Signal | |
| 2013-07-08 | 2013-11-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2013-04-23 | 2013-07-08 | Completed | 33.33% | $96.83 | $93.79 | -3.19% | Signal | |
| 2011-05-31 | 2013-06-24 | Completed | 33.33% | $89.64 | $93.70 | 4.48% | Signal | |
| 2013-03-04 | 2013-04-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-05-09 | 2013-03-04 | Completed | 33.33% | $89.00 | $96.36 | 8.22% | Signal | |
| 2011-04-21 | 2011-05-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-01-24 | 2011-05-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2009-12-11 | 2011-04-21 | Completed | 33.33% | $83.14 | $87.73 | 5.47% | Signal | |
| 2009-10-06 | 2011-01-24 | Completed | 33.33% | $82.76 | $87.33 | 5.48% | Signal | |
| 2009-09-03 | 2009-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-05-14 | 2009-10-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2009-01-06 | 2009-09-03 | Completed | 33.33% | $82.65 | $82.22 | -0.58% | Signal | |
| 2009-01-06 | 2009-05-14 | Completed | 33.33% | $82.65 | $82.25 | -0.54% | Signal | |
| 2009-01-02 | 2009-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-01-02 | 2009-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-01-02 | 2009-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |