IEMG
iShares Core MSCI Emerging Markets ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IEMG (iShares Core MSCI Emerging Markets ETF) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -32.2% (compared to the benchmark's drawdown of -38.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 1.6%, compared to a Buy-and-Hold benchmark return of 6.7%. The strategy executed 12 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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IEMG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 28.09% | 28.09% | 3.77% | 7.14% | 4.46% | 8.86% | 1.64% | 6.71% |
| Sharpe Ratio | 1.07 | 1.07 | 0.24 | 0.36 | 0.29 | 0.42 | 0.11 | 0.32 |
| Max Drawdown | -13.21% | -13.21% | -28.37% | -33.61% | -32.18% | -38.71% | -32.18% | -38.71% |
| % Time Invested | 100.0% | 100.0% | 60.2% | 100.0% | 65.3% | 100.0% | 62.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.9 | 0.0 | 1.0 | 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 | ||||||||
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-04-24 | 2025-04-08 | Completed | 100% | $47.86 | $47.87 | -0.04% | Stop | |
| 2022-07-07 | 2024-04-24 | Interest (CASH) | 100% | $1.00 | $1.09 | 8.81% | Interest Income | |
| 2022-06-02 | 2022-07-07 | Completed | 100% | $46.35 | $43.54 | -6.11% | Signal | |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-02-23 | 2022-05-10 | Completed | 100% | $52.14 | $44.05 | -15.56% | Stop | |
| 2022-01-31 | 2022-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-08-18 | 2022-01-31 | Completed | 100% | $45.37 | $51.74 | 13.98% | Stop | |
| 2020-03-10 | 2020-08-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2019-09-13 | 2020-03-10 | Completed | 100% | $41.67 | $39.22 | -5.93% | Stop | |
| 2019-08-15 | 2019-09-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2019-06-05 | 2019-08-15 | Completed | 100% | $40.41 | $38.63 | -4.46% | Stop | |
| 2019-02-27 | 2019-06-05 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2018-11-20 | 2019-02-27 | Completed | 100% | $38.29 | $42.16 | 10.04% | Signal | |
| 2018-10-29 | 2018-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-07-13 | 2018-10-29 | Completed | 100% | $42.31 | $37.59 | -11.19% | Stop | |
| 2018-06-20 | 2018-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2017-02-10 | 2018-06-20 | Completed | 100% | $35.61 | $42.86 | 20.28% | Stop | |
| 2016-06-28 | 2017-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2016-06-09 | 2016-06-28 | Completed | 100% | $31.64 | $30.70 | -3.03% | Stop | |
| 2015-08-25 | 2016-06-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-07-31 | 2015-08-25 | Completed | 100% | $33.53 | $28.79 | -14.16% | Stop | |
| 2015-07-09 | 2015-07-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-10-22 | 2015-07-09 | Completed | 100% | $35.89 | $33.77 | -5.96% | Stop | |
| 2014-10-20 | 2014-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |