IUSV iShares Core S&P U.S. Value ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for IUSV (iShares Core S&P U.S. Value ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -18.2% (compared to the benchmark's drawdown of -60.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.3%, compared to a Buy-and-Hold benchmark return of 10.2%. The strategy executed 50 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
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.
IUSV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 17.26% | 22.72% | 7.67% | 10.69% | 11.38% | 11.96% | 10.30% | 10.15% |
| Sharpe Ratio | 1.78 | 2.07 | 0.68 | 0.70 | 0.93 | 0.66 | 0.85 | 0.51 |
| Max Drawdown | -6.36% | -6.36% | -13.06% | -17.95% | -14.82% | -37.54% | -18.21% | -60.18% |
| % Time Invested | 100.0% | 100.0% | 97.2% | 100.0% | 97.7% | 100.0% | 92.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.4 | 0.0 | 2.1 | 0.0 | 2.1 | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-10-09 | Open | Open | 33.33% | $100.02 | $110.35 | 10.33% | Mark-to-Market |
| 2025-07-23 | Open | Open | 33.33% | $95.49 | $110.35 | 15.56% | Mark-to-Market |
| 2025-05-01 | Open | Open | 33.33% | $87.63 | $110.35 | 25.92% | Mark-to-Market |
| 2025-06-03 | 2025-10-09 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.00% | Interest Income |
| 2025-06-03 | 2025-07-23 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2025-05-16 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-04-30 | 2025-05-16 | Completed | 33.33% | $86.51 | $90.61 | 4.73% | Signal |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-02-24 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2023-04-04 | 2025-04-08 | Completed | 33.33% | $69.74 | $83.74 | 20.07% | Stop |
| 2023-03-15 | 2025-04-07 | Completed | 33.33% | $65.96 | $79.81 | 21.00% | Stop |
| 2024-01-04 | 2025-02-24 | Completed | 33.33% | $80.55 | $93.22 | 15.73% | Signal |
| 2023-10-30 | 2024-01-04 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2023-06-16 | 2023-10-30 | Completed | 33.33% | $74.09 | $68.57 | -7.46% | Signal |
| 2023-06-02 | 2023-06-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2023-05-16 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-12-28 | 2023-05-16 | Completed | 33.33% | $66.14 | $69.19 | 4.62% | Signal |
| 2022-12-21 | 2023-04-04 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.60% | Interest Income |
| 2022-12-02 | 2023-03-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2022-12-02 | 2022-12-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2022-07-14 | 2022-12-21 | Completed | 33.33% | $60.81 | $65.92 | 8.40% | Signal |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-06-14 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2022-05-05 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2022-06-21 | 2022-07-14 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-02-10 | 2022-06-21 | Completed | 33.33% | $58.57 | $60.90 | 3.99% | Stop |
| 2020-10-30 | 2022-06-14 | Completed | 33.33% | $47.52 | $62.32 | 31.14% | Stop |
| 2020-07-13 | 2022-05-05 | Completed | 33.33% | $46.85 | $68.15 | 45.46% | Signal |
| 2021-01-06 | 2021-02-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-04-01 | 2021-01-06 | Completed | 33.33% | $39.43 | $55.79 | 41.49% | Signal |
| 2020-06-02 | 2020-10-30 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.11% | Interest Income |
| 2020-06-12 | 2020-07-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-06-09 | 2020-06-12 | Completed | 33.33% | $50.27 | $47.12 | -6.27% | Stop |
| 2020-06-02 | 2020-06-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2020-05-20 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-03-31 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-24 | 2020-05-20 | Completed | 33.33% | $36.84 | $44.90 | 21.89% | Signal |
| 2020-03-10 | 2020-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-03-24 | 2020-03-31 | Completed | 33.33% | $36.84 | $41.37 | 12.31% | Signal |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2019-01-16 | 2020-03-10 | Completed | 33.33% | $43.79 | $46.32 | 5.79% | Stop |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-06-12 | 2020-03-02 | Completed | 33.33% | $47.72 | $48.77 | 2.20% | Stop |
| 2019-03-28 | 2020-03-02 | Completed | 33.33% | $46.65 | $48.77 | 4.55% | Stop |
| 2019-03-04 | 2019-06-12 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2019-03-04 | 2019-03-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2019-01-24 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2018-12-06 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2019-01-11 | 2019-01-24 | Completed | 33.33% | $43.35 | $44.40 | 2.42% | Signal |
| 2018-12-21 | 2019-01-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-12-18 | 2019-01-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-10-12 | 2018-12-21 | Completed | 33.33% | $36.98 | $41.39 | 11.92% | Stop |
| 2016-07-01 | 2018-12-18 | Completed | 33.33% | $36.06 | $42.88 | 18.92% | Stop |
| 2018-07-27 | 2018-12-06 | Completed | 33.33% | $46.82 | $44.85 | -4.22% | Signal |
| 2018-04-27 | 2018-07-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2016-04-28 | 2018-04-27 | Completed | 33.33% | $35.51 | $44.98 | 26.67% | Signal |
| 2016-10-04 | 2016-10-12 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-04-05 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.05% | Interest Income |
| 2016-04-04 | 2016-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2016-04-04 | 2016-04-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2015-09-17 | 2016-04-05 | Completed | 33.33% | $33.29 | $34.11 | 2.49% | Signal |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-01-21 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-10-08 | 2016-01-21 | Completed | 33.33% | $33.62 | $30.54 | -9.17% | Stop |
| 2015-10-01 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2015-09-02 | 2015-10-08 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-09-17 | 2015-10-01 | Completed | 33.33% | $33.29 | $32.23 | -3.18% | Signal |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-20 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-03-16 | 2015-08-25 | Completed | 33.33% | $22.49 | $32.14 | 42.87% | Stop |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $19.42 | $32.14 | 65.52% | Stop |
| 2012-08-28 | 2015-08-20 | Completed | 33.33% | $22.63 | $34.56 | 52.69% | Signal |
| 2012-07-03 | 2012-08-28 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2011-12-27 | 2012-07-03 | Completed | 33.33% | $20.35 | $22.03 | 8.26% | Signal |
| 2012-01-04 | 2012-03-16 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.79% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2011-12-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2011-10-10 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-08-02 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-08-29 | 2011-10-10 | Completed | 33.33% | $18.99 | $18.57 | -2.17% | Signal |
| 2011-08-09 | 2011-08-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-05 | 2011-08-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2011-08-09 | Completed | 33.33% | $17.52 | $17.97 | 2.61% | Stop |
| 2010-11-30 | 2011-08-05 | Completed | 33.33% | $18.76 | $19.38 | 3.28% | Stop |
| 2011-08-01 | 2011-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2010-10-14 | 2011-08-01 | Completed | 33.33% | $18.93 | $20.97 | 10.80% | Signal |
| 2010-11-02 | 2010-11-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-10-19 | 2010-11-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-06-01 | 2010-10-19 | Completed | 33.33% | $17.52 | $18.74 | 6.98% | Signal |
| 2010-09-02 | 2010-10-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2010-07-22 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2010-07-22 | Completed | 33.33% | $17.52 | $17.37 | -0.85% | Signal |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-08-27 | 2010-05-07 | Completed | 33.33% | $16.30 | $18.12 | 11.21% | Stop |
| 2009-08-25 | 2010-05-07 | Completed | 33.33% | $16.33 | $18.12 | 10.97% | Stop |
| 2009-06-02 | 2010-05-07 | Completed | 33.33% | $14.59 | $18.12 | 24.24% | Stop |
| 2009-07-02 | 2009-08-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-07-02 | 2009-08-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-05-04 | 2009-06-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-07-16 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2008-06-12 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-06-17 | 2008-07-16 | Completed | 33.33% | $21.38 | $18.60 | -13.02% | Stop |
| 2008-06-03 | 2008-06-17 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2008-02-12 | 2008-06-12 | Completed | 33.33% | $21.37 | $20.99 | -1.77% | Signal |
| 2007-11-21 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.02 | 1.65% | Interest Income |
| 2007-09-04 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.03 | 2.90% | Interest Income |
| 2008-01-18 | 2008-02-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2003-03-24 | 2008-01-18 | Completed | 33.33% | $11.38 | $21.01 | 84.65% | Stop |
| 2003-03-24 | 2007-11-21 | Completed | 33.33% | $11.38 | $22.30 | 96.08% | Signal |
| 2006-09-15 | 2007-09-04 | Completed | 33.33% | $21.30 | $23.60 | 10.83% | Signal |
| 2006-07-24 | 2006-09-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2006-01-11 | 2006-07-24 | Completed | 33.33% | $19.75 | $20.18 | 2.18% | Signal |
| 2005-11-14 | 2006-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2005-07-15 | 2005-11-14 | Completed | 33.33% | $18.64 | $18.76 | 0.65% | Signal |
| 2005-06-02 | 2005-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2004-08-27 | 2005-06-02 | Completed | 33.33% | $15.84 | $18.01 | 13.74% | Signal |
| 2004-06-15 | 2004-08-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2003-05-27 | 2004-06-15 | Completed | 33.33% | $12.42 | $15.71 | 26.43% | Signal |
| 2003-04-02 | 2003-05-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2003-03-11 | 2003-04-02 | Completed | 33.33% | $10.63 | $11.42 | 7.39% | Signal |
| 2002-08-27 | 2003-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2002-08-02 | 2003-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2003-02-14 | 2003-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2003-01-07 | 2003-02-14 | Completed | 33.33% | $12.31 | $10.86 | -11.81% | Stop |
| 2002-08-02 | 2003-01-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2002-08-06 | 2002-08-27 | Completed | 33.33% | $11.24 | $12.46 | 10.82% | Signal |
| 2002-08-02 | 2002-08-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |