IUSB
iShares Core Total USD Bond Market ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IUSB (iShares Core Total USD Bond Market ETF) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -6.3% (compared to the benchmark's drawdown of -17.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.5%, compared to a Buy-and-Hold benchmark return of 2.0%. The strategy executed 74 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
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.
Available in Investing Mode
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
Available in Investing Mode
IUSB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.01% | 3.40% | 2.12% | 0.05% | 2.44% | 1.71% | 2.51% | 2.04% |
| Sharpe Ratio | 1.33 | 0.94 | 0.77 | 0.01 | 0.87 | 0.34 | 0.89 | 0.41 |
| Max Drawdown | -1.93% | -2.53% | -3.84% | -17.87% | -6.27% | -17.90% | -6.27% | -17.90% |
| % Time Invested | 80.6% | 100.0% | 69.6% | 100.0% | 77.6% | 100.0% | 80.1% | 100.0% |
| Trades / Year | 7.0 | 0.0 | 6.8 | 0.0 | 6.2 | 0.0 | 6.4 | 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 | ||||||||
| 2026-04-24 | 2026-05-15 | Completed | 33.33% | $45.85 | $45.46 | -0.91% | Signal | |
| 2026-03-20 | 2026-04-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2026-02-17 | 2026-03-27 | Completed | 33.33% | $46.22 | $45.20 | -2.28% | Signal | |
| 2026-02-26 | 2026-03-20 | Completed | 33.33% | $46.29 | $45.52 | -1.72% | Signal | |
| 2025-04-28 | 2026-03-18 | Completed | 33.33% | $43.53 | $45.75 | 5.04% | Signal | |
| 2026-02-03 | 2026-02-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-05 | 2026-02-17 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 2026-01-20 | 2026-02-03 | Completed | 33.33% | $45.51 | $45.64 | 0.24% | Signal | |
| 2025-12-23 | 2026-01-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-12-18 | 2025-12-23 | Completed | 33.33% | $45.61 | $45.46 | -0.36% | Signal | |
| 2025-11-18 | 2025-12-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2025-06-27 | 2025-12-05 | Completed | 33.33% | $44.03 | $45.58 | 3.45% | Signal | |
| 2025-08-22 | 2025-11-18 | Completed | 33.33% | $44.44 | $45.40 | 2.11% | Signal | |
| 2025-07-31 | 2025-08-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-06-20 | 2025-07-31 | Completed | 33.33% | $43.62 | $44.16 | 1.18% | Signal | |
| 2025-04-28 | 2025-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 2025-05-22 | 2025-06-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2025-05-20 | 2025-05-22 | Completed | 33.33% | $43.21 | $42.98 | -0.58% | Signal | |
| 2025-04-11 | 2025-05-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2025-02-27 | 2025-04-28 | Completed | 33.33% | $43.36 | $43.53 | 0.33% | Signal | |
| 2024-12-24 | 2025-04-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.41% | Interest Income | |
| 2025-02-07 | 2025-04-11 | Completed | 33.33% | $42.88 | $42.75 | -0.36% | Signal | |
| 2024-10-25 | 2025-02-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.44% | Interest Income | |
| 2024-12-31 | 2025-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2024-12-10 | 2024-12-31 | Completed | 33.33% | $43.18 | $42.57 | -1.46% | Signal | |
| 2024-08-05 | 2024-12-24 | Completed | 33.33% | $43.29 | $42.26 | -2.42% | Signal | |
| 2024-10-14 | 2024-12-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 2024-06-10 | 2024-10-25 | Completed | 33.33% | $41.23 | $42.82 | 3.80% | Signal | |
| 2024-05-21 | 2024-10-14 | Completed | 33.33% | $41.27 | $42.77 | 3.58% | Signal | |
| 2024-05-09 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.25% | Interest Income | |
| 2024-02-20 | 2024-06-10 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income | |
| 2024-04-08 | 2024-05-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2024-01-19 | 2024-05-09 | Completed | 33.33% | $41.05 | $40.98 | -0.22% | Signal | |
| 2024-03-25 | 2024-04-08 | Completed | 33.33% | $41.29 | $40.97 | -0.82% | Signal | |
| 2024-01-29 | 2024-03-25 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.82% | Interest Income | |
| 2023-11-30 | 2024-02-20 | Completed | 33.33% | $40.13 | $40.92 | 1.91% | Signal | |
| 2023-11-15 | 2024-01-29 | Completed | 33.33% | $39.43 | $41.23 | 4.50% | Signal | |
| 2023-05-18 | 2024-01-19 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.64% | Interest Income | |
| 2023-05-25 | 2023-11-30 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.81% | Interest Income | |
| 2023-05-05 | 2023-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.89% | Interest Income | |
| 2023-04-13 | 2023-05-25 | Completed | 33.33% | $40.68 | $39.84 | -2.11% | Signal | |
| 2023-02-13 | 2023-05-18 | Completed | 33.33% | $39.85 | $40.11 | 0.62% | Signal | |
| 2023-03-28 | 2023-05-05 | Completed | 33.33% | $40.05 | $40.58 | 1.27% | Signal | |
| 2023-03-03 | 2023-04-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2023-02-23 | 2023-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2022-12-02 | 2023-03-03 | Completed | 33.33% | $39.61 | $39.31 | -0.78% | Signal | |
| 2023-02-07 | 2023-02-23 | Completed | 33.33% | $40.13 | $39.42 | -1.81% | Signal | |
| 2021-11-30 | 2023-02-13 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.61% | Interest Income | |
| 2023-01-13 | 2023-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2022-11-18 | 2023-01-13 | Completed | 33.33% | $38.96 | $40.35 | 3.52% | Signal | |
| 2022-09-13 | 2022-12-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 2022-08-31 | 2022-11-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 2022-08-04 | 2022-09-13 | Completed | 33.33% | $41.15 | $39.48 | -4.11% | Signal | |
| 2022-07-21 | 2022-08-31 | Completed | 33.33% | $40.35 | $40.15 | -0.53% | Signal | |
| 2021-12-21 | 2022-08-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2022-06-15 | 2022-07-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2022-06-07 | 2022-06-15 | Completed | 33.33% | $40.62 | $39.51 | -2.77% | Signal | |
| 2022-01-10 | 2022-06-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2021-12-28 | 2022-01-10 | Completed | 33.33% | $45.10 | $44.25 | -1.93% | Signal | |
| 2021-12-03 | 2021-12-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-12-06 | 2021-12-21 | Completed | 33.33% | $45.21 | $45.10 | -0.28% | Signal | |
| 2021-10-04 | 2021-12-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-11-15 | 2021-12-03 | Completed | 33.33% | $44.94 | $45.04 | 0.17% | Signal | |
| 2021-07-20 | 2021-11-30 | Completed | 33.33% | $45.58 | $45.07 | -1.17% | Signal | |
| 2021-10-01 | 2021-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-05-06 | 2021-10-04 | Completed | 33.33% | $44.66 | $45.11 | 0.98% | Signal | |
| 2021-09-21 | 2021-10-01 | Completed | 33.33% | $45.52 | $45.08 | -1.01% | Signal | |
| 2021-08-27 | 2021-09-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-06-25 | 2021-08-27 | Completed | 33.33% | $44.95 | $45.32 | 0.76% | Signal | |
| 2021-03-18 | 2021-07-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-06-03 | 2021-06-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-19 | 2021-06-03 | Completed | 33.33% | $44.51 | $44.66 | 0.28% | Signal | |
| 2021-02-08 | 2021-05-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-01-22 | 2021-04-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-06 | 2021-03-18 | Completed | 33.33% | $42.94 | $44.03 | 2.50% | Signal | |
| 2020-11-23 | 2021-02-08 | Completed | 33.33% | $45.34 | $45.22 | -0.32% | Signal | |
| 2020-11-18 | 2021-01-22 | Completed | 33.33% | $45.25 | $45.32 | 0.11% | Signal | |
| 2020-09-21 | 2020-11-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-09-01 | 2020-11-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-29 | 2020-09-21 | Completed | 33.33% | $43.87 | $45.16 | 2.91% | Signal | |
| 2020-04-16 | 2020-09-01 | Completed | 33.33% | $43.98 | $45.09 | 2.47% | Signal | |
| 2020-03-13 | 2020-04-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-13 | 2020-04-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-12-20 | 2020-03-13 | Completed | 33.33% | $42.30 | $41.76 | -1.34% | Stop | |
| 2019-12-05 | 2020-03-13 | Completed | 33.33% | $42.27 | $41.76 | -1.27% | Stop | |
| 2018-12-07 | 2020-03-13 | Completed | 33.33% | $38.42 | $41.76 | 8.63% | Stop | |
| 2019-10-17 | 2019-12-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2019-11-04 | 2019-12-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2019-10-17 | 2019-11-04 | Completed | 33.33% | $42.13 | $42.23 | 0.20% | Signal | |
| 2019-09-25 | 2019-10-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2018-12-07 | 2019-10-17 | Completed | 33.33% | $38.42 | $42.13 | 9.59% | Signal | |
| 2018-12-03 | 2019-09-25 | Completed | 33.33% | $38.22 | $42.21 | 10.37% | Signal | |
| 2018-10-18 | 2018-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2018-09-25 | 2018-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2018-09-19 | 2018-12-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2018-09-14 | 2018-10-18 | Completed | 33.33% | $38.40 | $38.03 | -1.00% | Signal | |
| 2018-07-02 | 2018-09-25 | Completed | 33.33% | $38.26 | $38.27 | -0.03% | Signal | |
| 2018-09-07 | 2018-09-19 | Completed | 33.33% | $38.43 | $38.30 | -0.37% | Signal | |
| 2018-01-10 | 2018-09-14 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.24% | Interest Income | |
| 2018-08-15 | 2018-09-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2018-06-12 | 2018-08-15 | Completed | 33.33% | $38.07 | $38.47 | 1.02% | Signal | |
| 2018-04-26 | 2018-07-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2018-04-26 | 2018-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2018-04-23 | 2018-04-26 | Completed | 33.33% | $38.06 | $37.98 | -0.25% | Signal | |
| 2018-03-29 | 2018-04-26 | Completed | 33.33% | $38.37 | $37.98 | -1.05% | Signal | |
| 2017-10-20 | 2018-04-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income | |
| 2017-12-22 | 2018-03-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2017-03-23 | 2018-01-10 | Completed | 33.33% | $37.84 | $38.74 | 2.31% | Signal | |
| 2017-12-11 | 2017-12-22 | Completed | 33.33% | $38.88 | $38.78 | -0.30% | Signal | |
| 2017-10-04 | 2017-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2017-08-31 | 2017-10-20 | Completed | 33.33% | $38.93 | $38.81 | -0.35% | Signal | |
| 2017-08-04 | 2017-10-04 | Completed | 33.33% | $38.73 | $38.87 | 0.32% | Signal | |
| 2017-08-09 | 2017-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2017-02-01 | 2017-08-09 | Completed | 33.33% | $37.41 | $38.75 | 3.51% | Signal | |
| 2017-07-13 | 2017-08-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2017-04-17 | 2017-07-13 | Completed | 33.33% | $38.21 | $38.47 | 0.61% | Signal | |
| 2017-03-23 | 2017-04-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2017-01-13 | 2017-03-23 | Completed | 33.33% | $37.61 | $37.84 | 0.56% | Signal | |
| 2016-12-02 | 2017-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2016-10-05 | 2017-02-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-09-19 | 2017-01-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2016-03-23 | 2016-12-02 | Completed | 33.33% | $37.06 | $37.33 | 0.68% | Signal | |
| 2016-02-16 | 2016-10-05 | Completed | 33.33% | $36.56 | $38.40 | 4.97% | Signal | |
| 2016-02-03 | 2016-09-19 | Completed | 33.33% | $36.59 | $38.27 | 4.54% | Signal | |
| 2016-01-20 | 2016-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2015-11-27 | 2016-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2015-12-24 | 2016-02-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-10-22 | 2016-01-20 | Completed | 33.33% | $36.73 | $36.33 | -1.14% | Signal | |
| 2015-12-18 | 2015-12-24 | Completed | 33.33% | $36.45 | $36.34 | -0.36% | Signal | |
| 2015-11-13 | 2015-12-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-08-12 | 2015-11-27 | Completed | 33.33% | $36.55 | $36.52 | -0.14% | Signal | |
| 2015-10-09 | 2015-11-13 | Completed | 33.33% | $36.56 | $36.45 | -0.35% | Signal | |
| 2015-07-15 | 2015-10-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-09-17 | 2015-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-07-23 | 2015-09-17 | Completed | 33.33% | $36.37 | $36.37 | -0.05% | Signal | |
| 2015-05-26 | 2015-08-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-05-08 | 2015-07-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-12-22 | 2015-07-15 | Completed | 33.33% | $36.01 | $36.33 | 0.82% | Signal | |
| 2014-12-22 | 2015-05-26 | Completed | 33.33% | $36.01 | $36.53 | 1.39% | Signal | |
| 2015-03-23 | 2015-05-08 | Completed | 33.33% | $36.86 | $36.65 | -0.60% | Signal | |
| 2015-02-27 | 2015-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-12-22 | 2015-02-27 | Completed | 33.33% | $36.01 | $36.55 | 1.43% | Signal | |
| 2014-12-18 | 2014-12-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-12-18 | 2014-12-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-12-18 | 2014-12-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |