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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -26.1% (compared to the benchmark's drawdown of -51.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.7%, compared to a Buy-and-Hold benchmark return of 12.2%. The strategy executed 17 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.
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IUSG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 9.78% | 18.06% | 7.83% | 12.34% | 14.24% | 16.88% | 9.65% | 12.25% |
| Sharpe Ratio | 0.55 | 0.96 | 0.53 | 0.55 | 0.91 | 0.76 | 0.70 | 0.59 |
| Max Drawdown | -13.07% | -13.07% | -21.29% | -32.21% | -21.29% | -32.35% | -26.14% | -51.77% |
| % Time Invested | 93.7% | 100.0% | 70.3% | 100.0% | 79.9% | 100.0% | 75.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.7 | 0.0 | 0.7 | 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 | ||||||||
| 2026-04-15 | 2026-05-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-06-23 | 2026-04-15 | Completed | 100% | $142.51 | $170.99 | 19.93% | Signal | |
| 2025-04-01 | 2025-06-23 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.95% | 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 | |
| 2023-04-04 | 2024-08-06 | Completed | 100% | $87.51 | $116.01 | 32.49% | Stop | |
| 2022-03-09 | 2023-04-04 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.23% | Interest Income | |
| 2022-02-16 | 2022-03-09 | Completed | 100% | $99.86 | $93.77 | -6.14% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-06-10 | 2022-01-25 | Completed | 100% | $69.23 | $97.05 | 40.12% | Stop | |
| 2020-04-07 | 2020-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-04-07 | Completed | 100% | $49.42 | $57.97 | 17.24% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-03-28 | 2020-03-02 | Completed | 100% | $55.79 | $61.24 | 9.71% | Stop | |
| 2018-12-12 | 2019-03-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 2016-04-27 | 2018-12-12 | Completed | 100% | $36.53 | $52.29 | 43.08% | Signal | |
| 2016-01-20 | 2016-04-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2015-12-10 | 2016-01-20 | Completed | 100% | $36.51 | $32.64 | -10.64% | Signal | |
| 2015-09-29 | 2015-12-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2015-09-29 | Completed | 100% | $35.54 | $33.29 | -6.38% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-01-26 | 2015-08-25 | Completed | 100% | $21.34 | $34.62 | 62.18% | Stop | |
| 2011-08-09 | 2012-01-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-09-17 | 2011-08-09 | Completed | 100% | $17.04 | $18.06 | 5.95% | Stop | |
| 2010-07-12 | 2010-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-01 | 2010-07-12 | Completed | 100% | $16.35 | $16.10 | -1.54% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-10 | 2010-05-07 | Completed | 100% | $14.02 | $16.77 | 19.51% | Stop | |
| 2008-01-23 | 2009-06-10 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.30% | Interest Income | |
| 2006-09-06 | 2008-01-23 | Completed | 100% | $16.43 | $17.15 | 4.33% | Stop | |
| 2006-07-05 | 2006-09-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 2004-12-03 | 2006-07-05 | Completed | 100% | $15.34 | $16.21 | 5.62% | Signal | |
| 2004-08-06 | 2004-12-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2003-03-21 | 2004-08-06 | Completed | 100% | $11.39 | $13.63 | 19.63% | Signal | |
| 2002-07-26 | 2003-03-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.89% | Interest Income | |