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* 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.
📊 Mathematical Model
Excess Return MMA Active
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.
IEI Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.19% | 2.09% | 2.39% | 0.06% | 2.38% | 1.18% | 2.36% | 1.91% |
| Sharpe Ratio | 1.34 | 0.68 | 1.25 | 0.01 | 1.12 | 0.30 | 0.86 | 0.49 |
| Max Drawdown | -1.38% | -2.50% | -3.24% | -13.88% | -3.49% | -14.60% | -4.51% | -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 | |
| 2025-04-17 | 2026-02-05 | Completed | 33.33% | $113.05 | $117.37 | 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% | $111.88 | $112.25 | 0.27% | Signal | |
| 2024-08-05 | 2024-12-17 | Completed | 33.33% | $111.88 | $109.84 | -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% | $106.17 | $107.66 | 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% | $107.12 | $105.12 | -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% | $102.92 | $103.86 | 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% | $101.37 | $113.28 | 11.69% | Signal | |
| 2021-08-03 | 2021-11-03 | Completed | 33.33% | $116.45 | $114.24 | -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% | $101.37 | $114.93 | 13.32% | Signal | |
| 2020-02-28 | 2020-12-01 | Completed | 33.33% | $113.14 | $116.59 | 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% | $101.37 | $109.39 | 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% | $103.06 | $101.08 | -1.97% | Signal | |
| 2017-05-08 | 2017-11-17 | Completed | 33.33% | $101.82 | $102.33 | 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% | $96.20 | $102.00 | 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% | $95.85 | $100.51 | 4.81% | Signal | |
| 2016-02-24 | 2016-11-14 | Completed | 33.33% | $102.46 | $101.52 | -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% | $99.80 | $101.50 | 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% | $95.80 | $98.84 | 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% | $96.19 | $95.57 | -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% | $83.19 | $95.79 | 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% | $97.46 | $94.40 | -3.19% | Signal | |
| 2011-05-31 | 2013-06-24 | Completed | 33.33% | $90.22 | $94.31 | 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% | $89.58 | $96.99 | 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% | $83.68 | $88.30 | 5.47% | Signal | |
| 2009-10-06 | 2011-01-24 | Completed | 33.33% | $83.29 | $87.90 | 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% | $83.19 | $82.75 | -0.58% | Signal | |
| 2009-01-06 | 2009-05-14 | Completed | 33.33% | $83.19 | $82.78 | -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 | |