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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -26.2% (compared to the benchmark's drawdown of -51.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.9%, compared to a Buy-and-Hold benchmark return of 12.2%. The strategy executed 15 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.
Switch to MMA to enable
IUSG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 18.06% | 18.06% | 8.38% | 12.34% | 16.89% | 16.88% | 11.91% | 12.25% |
| Sharpe Ratio | 0.96 | 0.96 | 0.47 | 0.55 | 0.94 | 0.76 | 0.75 | 0.59 |
| Max Drawdown | -13.07% | -13.07% | -26.23% | -32.21% | -26.23% | -32.35% | -26.23% | -51.77% |
| % Time Invested | 100.0% | 100.0% | 77.6% | 100.0% | 87.5% | 100.0% | 87.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 0.8 | 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 | ||||||||
| 2025-04-01 | 2025-04-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-04-01 | Completed | 100% | $126.92 | $125.96 | -0.81% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-11-08 | 2024-08-06 | Completed | 100% | $95.25 | $116.01 | 21.73% | Stop | |
| 2023-09-27 | 2023-11-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2023-07-19 | 2023-09-27 | Completed | 100% | $98.13 | $92.86 | -5.42% | Stop | |
| 2022-11-09 | 2023-07-19 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.31% | Interest Income | |
| 2022-10-17 | 2022-11-09 | Completed | 100% | $78.16 | $78.56 | 0.46% | Signal | |
| 2022-09-23 | 2022-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-05-25 | 2022-09-23 | Completed | 100% | $82.13 | $80.69 | -1.81% | Stop | |
| 2022-05-03 | 2022-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-05-03 | Completed | 100% | $99.86 | $90.37 | -9.54% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2022-01-25 | Completed | 100% | $49.42 | $97.05 | 96.27% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-15 | 2020-03-02 | Completed | 100% | $50.46 | $61.24 | 21.29% | Stop | |
| 2018-12-20 | 2019-01-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-03-03 | 2018-12-20 | Completed | 100% | $34.85 | $48.76 | 39.83% | Stop | |
| 2016-02-09 | 2016-03-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-02-09 | Completed | 100% | $35.54 | $31.78 | -10.61% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-31 | 2015-08-25 | Completed | 100% | $19.51 | $34.62 | 77.35% | Stop | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-09 | Completed | 100% | $16.35 | $18.06 | 10.43% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-21 | 2010-05-07 | Completed | 100% | $14.22 | $16.77 | 17.85% | Stop | |
| 2008-09-11 | 2009-07-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2008-02-14 | 2008-09-11 | Completed | 100% | $18.41 | $16.75 | -9.06% | Signal | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2003-03-21 | 2008-01-23 | Completed | 100% | $11.39 | $17.15 | 50.53% | Stop | |
| 2002-07-26 | 2003-03-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.89% | Interest Income | |