IGIB
iShares 5-10 Year Investment Grade Corporate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IGIB (iShares 5-10 Year Investment Grade Corporate Bond ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -8.5% (compared to the benchmark's drawdown of -20.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.8%, compared to a Buy-and-Hold benchmark return of 3.8%. The strategy executed 30 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.
IGIB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.40% | 3.42% | 1.90% | 0.85% | 3.19% | 2.82% | 3.76% | 3.76% |
| Sharpe Ratio | 0.91 | 0.82 | 0.61 | 0.13 | 0.92 | 0.46 | 1.12 | 0.71 |
| Max Drawdown | -2.74% | -3.01% | -5.58% | -20.63% | -8.52% | -20.63% | -8.52% | -20.63% |
| % Time Invested | 100.0% | 100.0% | 76.2% | 100.0% | 87.4% | 100.0% | 92.8% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.8 | 0.0 | 2.0 | 0.0 | 1.7 | 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 | ||||||||
| 2025-04-29 | 2026-03-25 | Completed | 33.33% | $49.40 | $52.37 | 5.97% | Signal | |
| 2025-04-08 | 2025-08-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.37% | Interest Income | |
| 2024-12-31 | 2025-04-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.36% | Interest Income | |
| 2024-03-25 | 2025-04-08 | Completed | 33.33% | $46.27 | $48.89 | 5.59% | Signal | |
| 2024-08-01 | 2024-12-31 | Completed | 33.33% | $47.88 | $48.16 | 0.55% | Signal | |
| 2022-04-04 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.11 | 10.74% | Interest Income | |
| 2024-05-17 | 2024-08-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.08% | Interest Income | |
| 2024-01-11 | 2024-05-17 | Completed | 33.33% | $46.01 | $46.31 | 0.59% | Signal | |
| 2023-09-27 | 2024-03-25 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.64% | Interest Income | |
| 2023-07-12 | 2024-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.75% | Interest Income | |
| 2023-05-04 | 2023-09-27 | Completed | 33.33% | $44.43 | $43.06 | -3.12% | Signal | |
| 2023-02-03 | 2023-07-12 | Completed | 33.33% | $44.35 | $43.96 | -0.94% | Signal | |
| 2022-02-14 | 2023-05-04 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.69% | Interest Income | |
| 2021-11-24 | 2023-02-03 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.49% | Interest Income | |
| 2022-03-31 | 2022-04-04 | Completed | 33.33% | $45.94 | $45.91 | -0.11% | Signal | |
| 2022-03-09 | 2022-03-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-04-06 | 2022-03-09 | Completed | 33.33% | $43.65 | $46.60 | 6.70% | Stop | |
| 2021-09-14 | 2022-02-14 | Completed | 33.33% | $50.19 | $47.27 | -5.87% | Signal | |
| 2021-07-16 | 2021-11-24 | Completed | 33.33% | $49.87 | $48.74 | -2.31% | Signal | |
| 2021-06-07 | 2021-09-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-03-31 | 2021-07-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-06 | 2021-06-07 | Completed | 33.33% | $43.65 | $49.17 | 12.60% | Signal | |
| 2020-05-21 | 2021-03-31 | Completed | 33.33% | $46.84 | $48.30 | 3.07% | Signal | |
| 2020-04-15 | 2020-05-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-06 | 2020-04-15 | Completed | 33.33% | $43.65 | $45.70 | 4.64% | Signal | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2018-12-17 | 2020-03-13 | Completed | 33.33% | $39.74 | $44.25 | 11.30% | Stop | |
| 2018-12-17 | 2020-03-13 | Completed | 33.33% | $39.74 | $44.25 | 11.30% | Stop | |
| 2018-05-29 | 2020-03-13 | Completed | 33.33% | $39.65 | $44.25 | 11.57% | Stop | |
| 2018-11-08 | 2018-12-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2018-05-24 | 2018-12-17 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income | |
| 2018-05-29 | 2018-11-08 | Completed | 33.33% | $39.65 | $39.54 | -0.32% | Signal | |
| 2018-03-05 | 2018-05-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2017-12-28 | 2018-05-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2009-09-10 | 2018-05-24 | Completed | 33.33% | $29.45 | $39.52 | 34.15% | Signal | |
| 2017-07-06 | 2018-03-05 | Completed | 33.33% | $39.80 | $39.63 | -0.47% | Signal | |
| 2017-04-18 | 2017-12-28 | Completed | 33.33% | $39.66 | $40.25 | 1.43% | Signal | |
| 2017-02-23 | 2017-07-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2016-12-05 | 2017-04-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2016-03-03 | 2017-02-23 | Completed | 33.33% | $37.97 | $39.25 | 3.34% | Signal | |
| 2016-03-21 | 2016-12-05 | Completed | 33.33% | $38.39 | $38.73 | 0.82% | Signal | |
| 2016-02-03 | 2016-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2015-10-15 | 2016-03-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2015-11-02 | 2016-02-03 | Completed | 33.33% | $37.98 | $37.82 | -0.49% | Signal | |
| 2015-07-16 | 2015-11-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-09-20 | 2015-10-15 | Completed | 33.33% | $35.64 | $38.03 | 6.66% | Signal | |
| 2013-09-20 | 2015-07-16 | Completed | 33.33% | $35.64 | $37.62 | 5.49% | Signal | |
| 2013-08-15 | 2013-09-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-07-11 | 2013-09-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-04-22 | 2013-08-15 | Completed | 33.33% | $26.88 | $35.43 | 31.76% | Signal | |
| 2011-04-20 | 2013-07-11 | Completed | 33.33% | $32.59 | $35.50 | 8.90% | Signal | |
| 2011-01-31 | 2011-04-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-01-28 | 2011-01-31 | Completed | 33.33% | $27.32 | $32.28 | 18.11% | Signal | |
| 2009-04-22 | 2009-09-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2009-01-06 | 2009-04-22 | Completed | 33.33% | $27.00 | $26.88 | -0.53% | Signal | |
| 2009-01-02 | 2009-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2009-01-02 | 2009-01-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-01-02 | 2009-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |