IJR
iShares Core S&P Small-Cap ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IJR (iShares Core S&P Small-Cap ETF) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -39.6% (compared to the benchmark's drawdown of -58.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.5%, compared to a Buy-and-Hold benchmark return of 9.8%. The strategy executed 21 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
IJR Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 29.47% | 30.68% | 2.79% | 7.49% | 3.16% | 10.73% | 6.47% | 9.83% |
| Sharpe Ratio | 1.73 | 1.56 | 0.17 | 0.34 | 0.21 | 0.45 | 0.39 | 0.41 |
| Max Drawdown | -7.51% | -8.68% | -31.27% | -28.02% | -39.62% | -44.36% | -39.62% | -58.15% |
| % Time Invested | 72.2% | 100.0% | 57.4% | 100.0% | 61.5% | 100.0% | 74.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 1.0 | 0.0 | 0.9 | 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 | ||||||||
| 2025-12-04 | 2026-03-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2025-05-01 | 2025-12-04 | Completed | 100% | $99.04 | $120.59 | 21.70% | Signal | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-27 | 2025-04-08 | Completed | 100% | $104.87 | $94.63 | -9.81% | Stop | |
| 2025-03-05 | 2025-03-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-05-10 | 2025-03-05 | Completed | 100% | $105.67 | $105.39 | -0.31% | Stop | |
| 2022-10-27 | 2024-05-10 | Interest (CASH) | 100% | $1.00 | $1.08 | 8.07% | Interest Income | |
| 2022-10-17 | 2022-10-27 | Completed | 100% | $85.58 | $90.81 | 6.05% | Signal | |
| 2022-09-23 | 2022-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-06-03 | 2022-09-23 | Completed | 100% | $95.65 | $84.03 | -12.19% | Stop | |
| 2022-05-11 | 2022-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-02-23 | 2022-05-11 | Completed | 100% | $98.45 | $89.51 | -9.13% | Stop | |
| 2022-01-31 | 2022-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-02-10 | 2022-01-31 | Completed | 100% | $98.55 | $96.78 | -1.85% | Stop | |
| 2019-08-19 | 2021-02-10 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2019-01-16 | 2019-08-19 | Completed | 100% | $65.93 | $68.64 | 4.06% | Signal | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-16 | 2018-12-21 | Completed | 100% | $69.51 | $60.75 | -12.66% | Stop | |
| 2018-10-25 | 2018-11-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-09-01 | 2018-10-25 | Completed | 100% | $53.41 | $67.45 | 26.23% | Stop | |
| 2016-07-01 | 2016-09-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-02-08 | 2016-07-01 | Completed | 100% | $42.19 | $50.12 | 18.73% | Signal | |
| 2016-01-14 | 2016-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-14 | Completed | 100% | $47.68 | $42.86 | -10.16% | 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% | $27.65 | $45.89 | 65.89% | Stop | |
| 2011-10-05 | 2011-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-30 | 2011-10-05 | Completed | 100% | $26.04 | $23.99 | -7.92% | Stop | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-08 | Completed | 100% | $22.93 | $25.06 | 9.28% | 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% | $20.51 | $23.41 | 14.10% | Stop | |
| 2008-06-02 | 2009-09-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 2008-01-30 | 2008-06-02 | Completed | 100% | $23.49 | $25.28 | 7.54% | Signal | |
| 2008-01-07 | 2008-01-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2003-06-02 | 2008-01-07 | Completed | 100% | $13.28 | $23.93 | 80.04% | Stop | |
| 2002-12-24 | 2003-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2002-10-30 | 2002-12-24 | Completed | 100% | $11.71 | $12.21 | 4.21% | Signal | |
| 2002-10-08 | 2002-10-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2002-08-05 | 2002-10-08 | Completed | 100% | $11.58 | $10.85 | -6.32% | Stop | |
| 2002-07-12 | 2002-08-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-05-29 | 2002-07-12 | Completed | 100% | $14.94 | $12.84 | -14.13% | Stop | |
| 2002-05-24 | 2002-05-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |