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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -13.4% (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 5 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.
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IGSB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.60% | 3.60% | 3.76% | 2.40% | 2.95% | 2.70% | 2.72% | 2.64% |
| Sharpe Ratio | 1.81 | 1.81 | 1.67 | 0.81 | 0.94 | 0.77 | 1.00 | 0.88 |
| Max Drawdown | -1.46% | -1.46% | -2.10% | -9.47% | -13.38% | -13.38% | -13.38% | -13.38% |
| % Time Invested | 100.0% | 100.0% | 76.6% | 100.0% | 80.9% | 100.0% | 88.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 0.0 | 0.3 | 0.0 | 0.3 | 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 | ||||||||
| 2021-11-18 | 2023-01-23 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.33% | Interest Income | |
| 2020-06-02 | 2021-11-18 | Completed | 100% | $44.83 | $45.86 | 2.24% | Signal | |
| 2020-04-07 | 2020-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2018-07-11 | 2020-04-07 | Completed | 100% | $40.38 | $43.06 | 6.60% | Signal | |
| 2018-01-30 | 2018-07-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.79% | Interest Income | |
| 2017-02-28 | 2018-01-30 | Completed | 100% | $40.03 | $40.27 | 0.54% | Signal | |
| 2017-01-05 | 2017-02-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2013-09-18 | 2017-01-05 | Completed | 100% | $38.31 | $39.85 | 3.96% | Signal | |
| 2013-08-20 | 2013-09-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-01-15 | 2013-08-20 | Completed | 100% | $33.25 | $38.29 | 15.12% | Signal | |
| 2009-01-02 | 2009-01-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |