ISTB
iShares Core 1-5 Year USD Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-19
Executive Summary
The quantitative backtest for ISTB (iShares Core 1-5 Year USD Bond ETF) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -6.1% (compared to the benchmark's drawdown of -9.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.1%, compared to a Buy-and-Hold benchmark return of 2.1%. The strategy executed 2 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.
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ISTB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.80% | 3.80% | 2.51% | 1.89% | 2.26% | 2.24% | 2.15% | 2.14% |
| Sharpe Ratio | 2.10 | 2.10 | 1.66 | 0.67 | 1.23 | 0.89 | 1.17 | 0.88 |
| Max Drawdown | -1.26% | -1.26% | -5.31% | -9.34% | -6.06% | -9.34% | -6.06% | -9.34% |
| % Time Invested | 100.0% | 100.0% | 53.6% | 100.0% | 65.8% | 100.0% | 70.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 0.0 | 0.2 | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-08-05 | Open | Open | 100% | $44.76 | $48.10 | 7.46% | Mark-to-Market |
| 2022-04-07 | 2024-08-05 | Interest (CASH) | 100% | $1.00 | $1.11 | 10.74% | Interest Income |
| 2019-06-03 | 2022-04-07 | Completed | 100% | $40.89 | $41.70 | 1.93% | Signal |
| 2018-04-24 | 2019-06-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.48% | Interest Income |
| 2014-10-22 | 2018-04-24 | Completed | 100% | $37.58 | $38.83 | 3.28% | Signal |
| 2014-10-20 | 2014-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |