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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -14.2% (compared to the benchmark's drawdown of -20.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.0%, compared to a Buy-and-Hold benchmark return of 3.8%. The strategy executed 11 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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.
Switch to MMA to enable
IGIB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.42% | 3.42% | 2.41% | 0.85% | 1.67% | 2.82% | 3.01% | 3.76% |
| Sharpe Ratio | 0.82 | 0.82 | 0.52 | 0.13 | 0.37 | 0.46 | 0.73 | 0.71 |
| Max Drawdown | -3.01% | -3.01% | -4.74% | -20.63% | -14.21% | -20.63% | -14.21% | -20.63% |
| % Time Invested | 100.0% | 100.0% | 72.3% | 100.0% | 74.5% | 100.0% | 81.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.7 | 0.0 | 0.6 | 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 | ||||||||
| 2023-09-22 | 2023-12-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.40% | Interest Income | |
| 2023-01-25 | 2023-09-22 | Completed | 100% | $44.22 | $43.17 | -2.43% | Signal | |
| 2021-12-08 | 2023-01-25 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.36% | Interest Income | |
| 2021-07-14 | 2021-12-08 | Completed | 100% | $49.84 | $49.32 | -1.10% | Signal | |
| 2021-03-30 | 2021-07-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-05-21 | 2021-03-30 | Completed | 100% | $46.84 | $48.19 | 2.83% | Signal | |
| 2020-04-16 | 2020-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-13 | 2020-04-16 | Completed | 100% | $45.60 | $45.95 | 0.72% | Signal | |
| 2020-03-19 | 2020-04-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2018-12-17 | 2020-03-19 | Completed | 100% | $39.74 | $41.03 | 3.19% | Stop | |
| 2018-11-19 | 2018-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2018-05-29 | 2018-11-19 | Completed | 100% | $39.65 | $39.47 | -0.50% | Signal | |
| 2018-02-14 | 2018-05-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.50% | Interest Income | |
| 2017-05-01 | 2018-02-14 | Completed | 100% | $39.64 | $39.59 | -0.16% | Signal | |
| 2016-12-20 | 2017-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2016-02-18 | 2016-12-20 | Completed | 100% | $37.85 | $38.61 | 1.95% | Signal | |
| 2015-12-30 | 2016-02-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2015-11-04 | 2015-12-30 | Completed | 100% | $37.84 | $37.56 | -0.78% | Signal | |
| 2015-07-27 | 2015-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-09-20 | 2015-07-27 | Completed | 100% | $35.64 | $37.68 | 5.68% | Signal | |
| 2013-07-03 | 2013-09-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-01-29 | 2013-07-03 | Completed | 100% | $27.23 | $35.51 | 30.35% | Signal | |
| 2009-01-02 | 2009-01-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |