IUSG
iShares Core S&P U.S. Growth ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IUSG (iShares Core S&P U.S. Growth ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -26.9% (compared to the benchmark's drawdown of -51.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.7%, compared to a Buy-and-Hold benchmark return of 12.2%. The strategy executed 59 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.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
IUSG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 11.41% | 18.06% | 5.23% | 12.34% | 14.00% | 16.88% | 10.66% | 12.25% |
| Sharpe Ratio | 0.67 | 0.96 | 0.35 | 0.55 | 0.88 | 0.76 | 0.76 | 0.59 |
| Max Drawdown | -10.73% | -13.07% | -26.93% | -32.21% | -26.93% | -32.35% | -26.93% | -51.77% |
| % Time Invested | 100.0% | 100.0% | 89.0% | 100.0% | 93.6% | 100.0% | 91.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 3.4 | 0.0 | 2.5 | 0.0 | 2.5 | 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 | ||||||||
| 2026-03-31 | 2026-04-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-16 | 2026-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2025-05-01 | 2026-03-31 | Completed | 33.33% | $131.11 | $150.72 | 14.90% | Stop | |
| 2025-07-07 | 2026-03-16 | Completed | 33.33% | $150.28 | $160.98 | 7.07% | Signal | |
| 2025-04-08 | 2025-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-04 | 2025-04-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $125.59 | $119.34 | -5.02% | Stop | |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $125.59 | $119.34 | -5.02% | Stop | |
| 2023-11-08 | 2025-04-04 | Completed | 33.33% | $95.25 | $117.49 | 23.29% | Stop | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $126.92 | $126.04 | -0.74% | Stop | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $126.92 | $126.04 | -0.74% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-01-03 | 2024-08-06 | Completed | 33.33% | $100.39 | $116.01 | 15.50% | Stop | |
| 2023-06-23 | 2024-08-06 | Completed | 33.33% | $93.52 | $116.01 | 23.98% | Stop | |
| 2023-11-10 | 2024-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2023-03-15 | 2023-11-10 | Completed | 33.33% | $81.13 | $94.96 | 16.98% | Signal | |
| 2023-09-27 | 2023-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2023-07-19 | 2023-09-27 | Completed | 33.33% | $98.13 | $92.86 | -5.42% | Stop | |
| 2022-11-03 | 2023-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.38% | Interest Income | |
| 2022-04-27 | 2023-06-23 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 4.31% | Interest Income | |
| 2022-11-07 | 2023-03-15 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.56% | Interest Income | |
| 2022-10-04 | 2022-11-07 | Completed | 33.33% | $81.32 | $78.30 | -3.76% | Signal | |
| 2022-10-18 | 2022-11-03 | Completed | 33.33% | $81.28 | $77.20 | -5.07% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-03-09 | 2022-10-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2022-06-01 | 2022-09-26 | Completed | 33.33% | $89.01 | $79.95 | -10.22% | Stop | |
| 2022-05-09 | 2022-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-05-09 | Completed | 33.33% | $99.86 | $87.02 | -12.90% | Stop | |
| 2022-02-15 | 2022-04-27 | Completed | 33.33% | $99.77 | $90.45 | -9.39% | Stop | |
| 2022-02-15 | 2022-03-09 | Completed | 33.33% | $99.77 | $93.77 | -6.06% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-01 | 2022-01-25 | Completed | 33.33% | $52.54 | $97.05 | 84.64% | Stop | |
| 2020-06-19 | 2022-01-24 | Completed | 33.33% | $68.81 | $96.62 | 40.34% | Stop | |
| 2020-03-24 | 2022-01-24 | Completed | 33.33% | $49.42 | $96.62 | 95.40% | Stop | |
| 2020-04-21 | 2020-06-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-04-21 | Completed | 33.33% | $49.42 | $58.98 | 19.27% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-16 | 2020-03-10 | Completed | 33.33% | $51.20 | $58.69 | 14.58% | Stop | |
| 2019-06-18 | 2020-03-02 | Completed | 33.33% | $58.35 | $61.24 | 4.90% | Stop | |
| 2019-03-28 | 2020-03-02 | Completed | 33.33% | $55.79 | $61.24 | 9.71% | Stop | |
| 2019-02-20 | 2019-06-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2018-11-30 | 2019-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income | |
| 2019-01-11 | 2019-02-20 | Completed | 33.33% | $50.53 | $54.43 | 7.68% | Signal | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-18 | 2019-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-09-17 | 2018-12-21 | Completed | 33.33% | $35.54 | $48.39 | 36.09% | Stop | |
| 2016-07-21 | 2018-12-18 | Completed | 33.33% | $38.23 | $50.15 | 31.11% | Stop | |
| 2016-05-05 | 2018-11-30 | Completed | 33.33% | $35.96 | $53.23 | 47.96% | Signal | |
| 2016-06-28 | 2016-07-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-06-03 | 2016-06-28 | Completed | 33.33% | $36.93 | $35.36 | -4.32% | Stop | |
| 2015-12-31 | 2016-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2016-02-22 | 2016-05-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2016-02-12 | 2016-02-22 | Completed | 33.33% | $32.25 | $33.89 | 5.04% | Signal | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-12-17 | 2016-01-21 | Completed | 33.33% | $36.84 | $33.03 | -10.38% | Stop | |
| 2015-09-17 | 2015-12-31 | Completed | 33.33% | $35.54 | $36.44 | 2.48% | Signal | |
| 2015-08-25 | 2015-12-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-08-20 | 2015-08-25 | Completed | 33.33% | $22.87 | $34.62 | 51.30% | Stop | |
| 2012-02-10 | 2015-08-25 | Completed | 33.33% | $21.69 | $34.62 | 59.52% | Stop | |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $19.51 | $34.62 | 77.35% | Stop | |
| 2012-07-12 | 2012-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-23 | 2012-07-12 | Completed | 33.33% | $19.96 | $21.50 | 7.68% | Signal | |
| 2011-10-21 | 2012-02-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-08 | 2011-12-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-30 | 2011-10-21 | Completed | 33.33% | $19.29 | $19.55 | 1.28% | Signal | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-09 | Completed | 33.33% | $16.35 | $18.06 | 10.43% | Stop | |
| 2010-11-16 | 2011-08-08 | Completed | 33.33% | $18.40 | $18.50 | 0.45% | Stop | |
| 2010-09-17 | 2011-08-08 | Completed | 33.33% | $17.04 | $18.50 | 8.48% | Stop | |
| 2010-10-14 | 2010-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-10-14 | Completed | 33.33% | $16.35 | $17.99 | 10.00% | Signal | |
| 2010-07-16 | 2010-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-01 | 2010-07-16 | Completed | 33.33% | $16.35 | $16.30 | -0.33% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-21 | 2010-05-07 | Completed | 33.33% | $14.22 | $16.77 | 17.85% | Stop | |
| 2009-07-21 | 2010-05-07 | Completed | 33.33% | $14.22 | $16.77 | 17.85% | Stop | |
| 2009-05-08 | 2010-05-07 | Completed | 33.33% | $13.23 | $16.77 | 26.72% | Stop | |
| 2008-09-17 | 2009-07-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2008-03-06 | 2009-07-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.07% | Interest Income | |
| 2008-08-20 | 2009-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2008-02-14 | 2008-09-17 | Completed | 33.33% | $18.41 | $16.55 | -10.18% | Stop | |
| 2008-06-10 | 2008-08-20 | Completed | 33.33% | $18.90 | $17.92 | -5.23% | Signal | |
| 2008-01-18 | 2008-06-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2008-02-12 | 2008-03-06 | Completed | 33.33% | $18.16 | $17.87 | -1.64% | Signal | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2008-01-18 | 2008-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2003-03-21 | 2008-01-23 | Completed | 33.33% | $11.39 | $17.15 | 50.53% | Stop | |
| 2007-11-02 | 2008-01-18 | Completed | 33.33% | $20.49 | $18.02 | -12.11% | Stop | |
| 2006-09-06 | 2008-01-18 | Completed | 33.33% | $16.43 | $18.02 | 9.59% | Stop | |
| 2007-10-11 | 2007-11-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2006-09-06 | 2007-10-11 | Completed | 33.33% | $16.43 | $20.78 | 26.38% | Signal | |
| 2006-08-09 | 2006-09-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2006-06-02 | 2006-09-06 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.29% | Interest Income | |
| 2005-02-07 | 2006-08-09 | Completed | 33.33% | $15.24 | $15.91 | 4.37% | Signal | |
| 2005-12-09 | 2006-06-02 | Completed | 33.33% | $16.52 | $16.57 | 0.25% | Signal | |
| 2005-11-16 | 2005-12-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2005-07-18 | 2005-11-16 | Completed | 33.33% | $15.82 | $16.08 | 1.58% | Signal | |
| 2005-04-19 | 2005-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income | |
| 2004-11-22 | 2005-04-19 | Completed | 33.33% | $14.88 | $14.54 | -2.33% | Signal | |
| 2004-09-20 | 2005-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.80% | Interest Income | |
| 2004-06-01 | 2004-11-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income | |
| 2003-03-21 | 2004-09-20 | Completed | 33.33% | $11.39 | $14.39 | 26.30% | Signal | |
| 2003-05-15 | 2004-06-01 | Completed | 33.33% | $12.31 | $14.79 | 20.12% | Signal | |
| 2003-03-07 | 2003-05-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2002-07-26 | 2003-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.89% | Interest Income | |
| 2002-07-26 | 2003-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.89% | Interest Income | |
| 2002-12-27 | 2003-03-07 | Completed | 33.33% | $11.19 | $10.35 | -7.56% | Signal | |
| 2002-07-26 | 2002-12-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income | |