IUSB iShares Core Total USD Bond Market ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for IUSB (iShares Core Total USD Bond Market ETF) using the Excess Return MMA CA* 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 -17.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.9%, compared to a Buy-and-Hold benchmark return of 2.0%. The strategy executed 19 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
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.
IUSB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.54% | 5.69% | 2.85% | 0.53% | 2.87% | 2.04% | 2.87% | 1.98% |
| Sharpe Ratio | 1.71 | 1.53 | 1.05 | 0.09 | 0.95 | 0.40 | 0.95 | 0.39 |
| Max Drawdown | -2.07% | -2.53% | -3.95% | -17.87% | -6.13% | -17.90% | -6.13% | -17.90% |
| % Time Invested | 100.0% | 100.0% | 67.3% | 100.0% | 78.6% | 100.0% | 78.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.4 | 0.0 | 1.9 | 0.0 | 1.9 | 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 / 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 |
|---|---|---|---|---|---|---|---|
| 2025-06-27 | Open | Open | 33.33% | $44.33 | $46.18 | 4.16% | Mark-to-Market |
| 2024-08-05 | Open | Open | 33.33% | $43.58 | $46.18 | 5.95% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-03-17 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2025-04-28 | 2026-03-17 | Completed | 33.33% | $43.83 | $46.07 | 5.12% | Signal |
| 2025-06-03 | 2025-06-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-03-24 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2024-12-23 | 2025-04-28 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2024-04-15 | 2025-03-24 | Completed | 33.33% | $40.81 | $43.75 | 7.21% | Signal |
| 2024-08-05 | 2024-12-23 | Completed | 33.33% | $43.58 | $42.73 | -1.96% | Signal |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2024-05-09 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2023-06-02 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.08 | 7.87% | Interest Income |
| 2024-01-19 | 2024-05-09 | Completed | 33.33% | $41.33 | $41.26 | -0.17% | Signal |
| 2023-06-02 | 2024-04-15 | Interest (FLOT) | 33.33% | $1.00 | $1.06 | 5.96% | Interest Income |
| 2023-06-02 | 2024-01-19 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 4.15% | Interest Income |
| 2023-05-19 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-02-10 | 2023-05-19 | Completed | 33.33% | $40.24 | $40.28 | 0.10% | Signal |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-02-10 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.59% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-02-23 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2022-02-15 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-04-06 | 2022-02-23 | Completed | 33.33% | $43.24 | $43.51 | 0.64% | Signal |
| 2021-09-23 | 2022-02-15 | Completed | 33.33% | $45.75 | $43.46 | -5.00% | Signal |
| 2021-11-30 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-07-19 | 2021-11-30 | Completed | 33.33% | $45.76 | $45.38 | -0.83% | Signal |
| 2021-09-02 | 2021-09-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-08-03 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-05-04 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2021-05-04 | 2021-07-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2021-05-03 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-04-06 | 2021-05-03 | Completed | 33.33% | $43.24 | $44.89 | 3.84% | Signal |
| 2021-03-18 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2020-04-06 | 2021-03-18 | Completed | 33.33% | $43.24 | $44.34 | 2.55% | Signal |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-12-07 | 2020-03-13 | Completed | 33.33% | $38.68 | $42.04 | 8.68% | Stop |
| 2018-12-07 | 2020-03-13 | Completed | 33.33% | $38.68 | $42.04 | 8.68% | Stop |
| 2018-12-07 | 2020-03-13 | Completed | 33.33% | $38.68 | $42.04 | 8.68% | Stop |
| 2018-12-04 | 2018-12-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-12-04 | 2018-12-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-12-04 | 2018-12-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-10-22 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-05-23 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2018-03-08 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2018-09-11 | 2018-10-22 | Completed | 33.33% | $38.67 | $38.31 | -0.93% | Signal |
| 2018-01-16 | 2018-09-11 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.56% | Interest Income |
| 2016-06-07 | 2018-05-23 | Completed | 33.33% | $38.04 | $38.25 | 0.55% | Signal |
| 2017-03-23 | 2018-03-08 | Completed | 33.33% | $38.10 | $38.41 | 0.80% | Signal |
| 2017-03-23 | 2018-01-16 | Completed | 33.33% | $38.10 | $39.11 | 2.65% | Signal |
| 2017-02-17 | 2017-03-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2016-12-02 | 2017-03-23 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2016-06-07 | 2017-02-17 | Completed | 33.33% | $38.04 | $37.96 | -0.21% | Signal |
| 2016-06-07 | 2016-12-02 | Completed | 33.33% | $38.04 | $37.59 | -1.18% | Signal |
| 2016-06-03 | 2016-06-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-06-03 | 2016-06-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-06-03 | 2016-06-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |