IGSB
iShares 1-5 Year Investment Grade Corporate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IGSB (iShares 1-5 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 -4.9% (compared to the benchmark's drawdown of -13.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.7%, compared to a Buy-and-Hold benchmark return of 2.6%. The strategy executed 23 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.
IGSB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.02% | 3.60% | 3.44% | 2.40% | 2.84% | 2.70% | 2.66% | 2.64% |
| Sharpe Ratio | 2.27 | 1.81 | 2.42 | 0.81 | 1.76 | 0.77 | 1.54 | 0.88 |
| Max Drawdown | -1.46% | -1.46% | -2.53% | -9.47% | -4.93% | -13.38% | -4.93% | -13.38% |
| % Time Invested | 100.0% | 100.0% | 70.9% | 100.0% | 77.5% | 100.0% | 87.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 1.6 | 0.0 | 1.3 | 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 | ||||||||
| 2025-04-11 | 2026-04-10 | Completed | 33.33% | $48.88 | $51.96 | 6.25% | Signal | |
| 2025-01-03 | 2025-04-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income | |
| 2024-08-05 | 2025-01-03 | Completed | 33.33% | $47.87 | $48.39 | 1.04% | Signal | |
| 2024-05-15 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.17% | Interest Income | |
| 2022-04-13 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.11 | 10.72% | Interest Income | |
| 2024-01-08 | 2024-05-15 | Completed | 33.33% | $45.84 | $46.53 | 1.44% | Signal | |
| 2022-01-07 | 2024-03-18 | Interest (CASH) | 33.33% | $1.00 | $1.09 | 8.61% | Interest Income | |
| 2023-06-27 | 2024-01-08 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.90% | Interest Income | |
| 2023-06-23 | 2023-06-27 | Completed | 33.33% | $44.17 | $44.16 | -0.07% | Signal | |
| 2023-05-22 | 2023-06-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2023-02-13 | 2023-05-22 | Completed | 33.33% | $43.71 | $44.12 | 0.90% | Signal | |
| 2021-11-08 | 2023-02-13 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.61% | Interest Income | |
| 2020-04-06 | 2022-04-13 | Completed | 33.33% | $42.94 | $43.94 | 2.27% | Signal | |
| 2020-04-06 | 2022-01-07 | Completed | 33.33% | $42.94 | $45.62 | 6.19% | Signal | |
| 2021-06-17 | 2021-11-08 | Completed | 33.33% | $46.12 | $46.11 | -0.09% | Signal | |
| 2021-05-18 | 2021-06-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-06-24 | 2021-05-18 | Completed | 33.33% | $45.13 | $46.09 | 2.08% | Signal | |
| 2020-03-13 | 2020-06-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | 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 | |
| 2019-01-25 | 2020-03-13 | Completed | 33.33% | $41.15 | $42.51 | 3.25% | Stop | |
| 2019-01-25 | 2020-03-13 | Completed | 33.33% | $41.15 | $42.51 | 3.25% | Stop | |
| 2019-01-25 | 2020-03-13 | Completed | 33.33% | $41.15 | $42.51 | 3.25% | Stop | |
| 2018-11-09 | 2019-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2018-02-09 | 2019-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.96% | Interest Income | |
| 2018-01-29 | 2019-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.02% | Interest Income | |
| 2018-08-23 | 2018-11-09 | Completed | 33.33% | $40.64 | $40.53 | -0.32% | Signal | |
| 2017-12-04 | 2018-08-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.25% | Interest Income | |
| 2009-01-06 | 2018-02-09 | Completed | 33.33% | $33.24 | $40.22 | 20.94% | Signal | |
| 2017-04-20 | 2018-01-29 | Completed | 33.33% | $40.17 | $40.26 | 0.19% | Signal | |
| 2017-03-30 | 2017-12-04 | Completed | 33.33% | $40.04 | $40.33 | 0.67% | Signal | |
| 2017-03-07 | 2017-04-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-12-05 | 2017-03-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2009-04-06 | 2017-03-07 | Completed | 33.33% | $32.75 | $39.97 | 21.96% | Signal | |
| 2016-03-23 | 2016-12-05 | Completed | 33.33% | $39.40 | $39.77 | 0.88% | Signal | |
| 2016-02-11 | 2016-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-10-20 | 2016-02-11 | Completed | 33.33% | $39.29 | $39.29 | -0.06% | Signal | |
| 2015-09-02 | 2015-10-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-09-20 | 2015-09-02 | Completed | 33.33% | $38.45 | $39.13 | 1.71% | Signal | |
| 2013-07-26 | 2013-09-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-01-06 | 2013-07-26 | Completed | 33.33% | $37.25 | $38.30 | 2.77% | Signal | |
| 2011-11-03 | 2012-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-01-26 | 2011-11-03 | Completed | 33.33% | $33.34 | $37.20 | 11.51% | Signal | |
| 2009-01-02 | 2009-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2009-01-02 | 2009-01-26 | 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 | |