IJH
iShares Core S&P Mid-Cap ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IJH (iShares Core S&P Mid-Cap ETF) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -29.2% (compared to the benchmark's drawdown of -55.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.0%, compared to a Buy-and-Hold benchmark return of 10.0%. The strategy executed 17 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.
Switch to MMA to enable
IJH Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 20.33% | 20.33% | 10.38% | 8.81% | 9.58% | 11.03% | 10.02% | 9.96% |
| Sharpe Ratio | 1.19 | 1.19 | 0.62 | 0.43 | 0.61 | 0.49 | 0.65 | 0.44 |
| Max Drawdown | -8.83% | -8.83% | -21.00% | -24.10% | -21.00% | -42.18% | -29.19% | -55.06% |
| % Time Invested | 100.0% | 100.0% | 72.0% | 100.0% | 70.0% | 100.0% | 77.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.9 | 0.0 | 0.7 | 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 | ||||||||
| 2025-03-14 | 2025-04-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-01-18 | 2025-03-14 | Completed | 100% | $52.19 | $56.70 | 8.58% | Stop | |
| 2022-11-01 | 2024-01-18 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.23% | Interest Income | |
| 2022-10-18 | 2022-11-01 | Completed | 100% | $44.57 | $46.55 | 4.39% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-05-25 | 2022-09-26 | Completed | 100% | $44.53 | $42.10 | -5.51% | Stop | |
| 2022-05-03 | 2022-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2021-02-10 | 2022-05-03 | Completed | 100% | $46.84 | $47.15 | 0.63% | Stop | |
| 2020-04-17 | 2021-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2020-03-24 | 2020-04-17 | Completed | 100% | $23.25 | $28.52 | 22.61% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-01-03 | 2020-03-02 | Completed | 100% | $37.05 | $33.21 | -10.41% | Stop | |
| 2019-08-09 | 2020-01-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 2019-01-10 | 2019-08-09 | Completed | 100% | $31.04 | $34.57 | 11.31% | Signal | |
| 2018-12-17 | 2019-01-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-11-07 | 2018-12-17 | Completed | 100% | $25.95 | $30.83 | 18.76% | Stop | |
| 2016-10-14 | 2016-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-09-29 | 2016-10-14 | Completed | 100% | $26.85 | $26.37 | -1.84% | Signal | |
| 2016-06-01 | 2016-09-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-02-10 | 2016-06-01 | Completed | 100% | $21.52 | $25.51 | 18.49% | Signal | |
| 2016-01-19 | 2016-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-19 | Completed | 100% | $24.42 | $21.87 | -10.47% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-27 | 2015-08-25 | Completed | 100% | $14.53 | $23.81 | 63.81% | Stop | |
| 2011-10-05 | 2011-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-29 | 2011-10-05 | Completed | 100% | $13.57 | $12.47 | -8.16% | Stop | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-05 | Completed | 100% | $11.93 | $13.91 | 16.54% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-09-15 | 2010-05-07 | Completed | 100% | $10.76 | $12.19 | 13.22% | Stop | |
| 2008-07-16 | 2009-09-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2008-02-04 | 2008-07-16 | Completed | 100% | $12.51 | $11.87 | -5.17% | Stop | |
| 2008-01-10 | 2008-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2003-03-21 | 2008-01-10 | Completed | 100% | $6.07 | $12.07 | 98.59% | Stop | |
| 2002-05-24 | 2003-03-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.19% | Interest Income | |