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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -9.9% (compared to the benchmark's drawdown of -17.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.1%, compared to a Buy-and-Hold benchmark return of 1.9%. The strategy executed 6 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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
IUSB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.40% | 3.40% | 1.58% | 0.05% | 1.95% | 1.71% | 2.07% | 1.87% |
| Sharpe Ratio | 0.94 | 0.94 | 0.39 | 0.01 | 0.48 | 0.34 | 0.51 | 0.37 |
| Max Drawdown | -2.53% | -2.53% | -4.52% | -17.87% | -9.90% | -17.90% | -9.90% | -17.90% |
| % Time Invested | 100.0% | 100.0% | 71.7% | 100.0% | 73.4% | 100.0% | 73.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.5 | 0.0 | 0.6 | 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 | ||||||||
| 2023-08-29 | 2024-01-02 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.86% | Interest Income | |
| 2023-02-02 | 2023-08-29 | Completed | 100% | $40.88 | $39.55 | -3.29% | Signal | |
| 2022-01-07 | 2023-02-02 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.47% | Interest Income | |
| 2021-07-27 | 2022-01-07 | Completed | 100% | $45.44 | $44.43 | -2.26% | Signal | |
| 2021-03-16 | 2021-07-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2018-12-07 | 2021-03-16 | Completed | 100% | $38.42 | $44.29 | 15.21% | Signal | |
| 2018-11-05 | 2018-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2018-09-04 | 2018-11-05 | Completed | 100% | $38.50 | $38.01 | -1.33% | Signal | |
| 2018-02-20 | 2018-09-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2017-03-23 | 2018-02-20 | Completed | 100% | $37.84 | $38.17 | 0.81% | Signal | |
| 2016-12-16 | 2017-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-06-07 | 2016-12-16 | Completed | 100% | $37.78 | $37.10 | -1.84% | Signal | |
| 2016-06-03 | 2016-06-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |