IUSV
iShares Core S&P U.S. Value ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-04
Executive Summary
The quantitative backtest for IUSV (iShares Core S&P U.S. Value ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -18.3% (compared to the benchmark's drawdown of -60.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.1%, compared to a Buy-and-Hold benchmark return of 10.2%. The strategy executed 50 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for IUSV:
Excess Return MMA Active Model
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.
🎯 Trading Horizon
Select risk profile & execution style for IUSV:
🛡️ Long-Term Investing Active Horizon
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.
🛡️ IUSV Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-18.3% (vs -60.2% B&H)
+41.9% shallower drawdown
Downside Efficiency
1.06 Sortino
+0.44 vs 0.62 B&H
Capital Sheltered from Risk
21.7% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 IUSV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -6.36% | -6.36% | -12.84% | -17.95% | -15.04% | -37.54% | -18.27% | -60.18% |
| Sharpe Ratio | 1.62 | 1.67 | 0.75 | 0.76 | 0.91 | 0.66 | 0.84 | 0.51 |
| Sortino Ratio | 2.32 | 2.45 | 1.00 | 1.07 | 1.15 | 0.77 | 1.06 | 0.62 |
| CAGR | 17.17% | 17.99% | 8.39% | 11.62% | 11.18% | 11.82% | 10.11% | 10.23% |
| % Time Invested | 96.7% | 100.0% | 80.4% | 100.0% | 83.0% | 100.0% | 78.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.4 | 0.0 | 2.0 | 0.0 | 2.1 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for IUSV... Top Diversifiers for IUSV
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
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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. Subscribe to Unlock | ||||||||
| 2025-05-16 | 2025-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.68% | Interest Income | |
| 2025-02-24 | 2025-07-23 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.76% | Interest Income | |
| 2025-04-30 | 2025-05-16 | Completed | 33.33% | $86.16 | $90.24 | 4.68% | Signal | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-04-04 | 2025-04-08 | Completed | 33.33% | $69.46 | $83.40 | 20.01% | Stop | |
| 2023-03-15 | 2025-04-07 | Completed | 33.33% | $65.69 | $79.49 | 20.94% | Stop | |
| 2024-01-04 | 2025-02-24 | Completed | 33.33% | $80.22 | $92.84 | 15.68% | Signal | |
| 2023-10-30 | 2024-01-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income | |
| 2023-06-16 | 2023-10-30 | Completed | 33.33% | $73.79 | $68.29 | -7.51% | Signal | |
| 2023-05-16 | 2023-06-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2022-12-28 | 2023-05-16 | Completed | 33.33% | $65.87 | $68.91 | 4.57% | Signal | |
| 2022-12-21 | 2023-04-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.30% | Interest Income | |
| 2022-06-14 | 2023-03-15 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.74% | Interest Income | |
| 2022-05-05 | 2022-12-28 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.88% | Interest Income | |
| 2022-07-14 | 2022-12-21 | Completed | 33.33% | $60.56 | $65.65 | 8.35% | Signal | |
| 2022-06-21 | 2022-07-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2021-02-10 | 2022-06-21 | Completed | 33.33% | $58.33 | $60.66 | 3.94% | Stop | |
| 2020-10-30 | 2022-06-14 | Completed | 33.33% | $47.33 | $62.07 | 31.07% | Stop | |
| 2020-07-13 | 2022-05-05 | Completed | 33.33% | $46.66 | $67.87 | 45.39% | Signal | |
| 2021-01-06 | 2021-02-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-01 | 2021-01-06 | Completed | 33.33% | $39.27 | $55.56 | 41.42% | Signal | |
| 2020-05-20 | 2020-10-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2020-06-12 | 2020-07-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-09 | 2020-06-12 | Completed | 33.33% | $50.07 | $46.93 | -6.31% | Stop | |
| 2020-03-31 | 2020-06-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-24 | 2020-05-20 | Completed | 33.33% | $36.69 | $44.72 | 21.83% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-03-31 | Completed | 33.33% | $36.69 | $41.20 | 12.25% | Signal | |
| 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% | $43.61 | $46.13 | 5.73% | Stop | |
| 2019-06-12 | 2020-03-02 | Completed | 33.33% | $47.53 | $48.57 | 2.15% | Stop | |
| 2019-03-28 | 2020-03-02 | Completed | 33.33% | $46.46 | $48.57 | 4.50% | Stop | |
| 2019-01-24 | 2019-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.92% | Interest Income | |
| 2018-12-06 | 2019-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income | |
| 2019-01-11 | 2019-01-24 | Completed | 33.33% | $43.18 | $44.22 | 2.37% | 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 | |
| 2016-10-12 | 2018-12-21 | Completed | 33.33% | $36.83 | $41.22 | 11.86% | Stop | |
| 2016-07-01 | 2018-12-18 | Completed | 33.33% | $35.91 | $42.71 | 18.86% | Stop | |
| 2018-07-27 | 2018-12-06 | Completed | 33.33% | $46.63 | $44.67 | -4.27% | Signal | |
| 2018-04-27 | 2018-07-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 2016-04-28 | 2018-04-27 | Completed | 33.33% | $35.36 | $44.80 | 26.61% | Signal | |
| 2016-04-05 | 2016-10-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-10-01 | 2016-07-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2016-01-21 | 2016-04-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2015-09-17 | 2016-04-05 | Completed | 33.33% | $33.15 | $33.97 | 2.44% | Signal | |
| 2015-10-08 | 2016-01-21 | Completed | 33.33% | $33.48 | $30.41 | -9.21% | Stop | |
| 2015-08-20 | 2015-10-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-09-17 | 2015-10-01 | Completed | 33.33% | $33.15 | $32.10 | -3.23% | Signal | |
| 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 | |
| 2012-03-16 | 2015-08-25 | Completed | 33.33% | $22.40 | $32.01 | 42.80% | Stop | |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $19.34 | $32.01 | 65.43% | Stop | |
| 2012-08-28 | 2015-08-20 | Completed | 33.33% | $22.54 | $34.42 | 52.62% | Signal | |
| 2012-07-03 | 2012-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-12-27 | 2012-07-03 | Completed | 33.33% | $20.26 | $21.94 | 8.21% | Signal | |
| 2011-10-10 | 2012-03-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-08-01 | 2011-12-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-29 | 2011-10-10 | Completed | 33.33% | $18.91 | $18.50 | -2.22% | Signal | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-09 | Completed | 33.33% | $17.45 | $17.90 | 2.55% | Stop | |
| 2010-11-30 | 2011-08-05 | Completed | 33.33% | $18.68 | $19.30 | 3.23% | Stop | |
| 2010-10-14 | 2011-08-01 | Completed | 33.33% | $18.85 | $20.89 | 10.74% | Signal | |
| 2010-10-19 | 2010-11-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-06-01 | 2010-10-19 | Completed | 33.33% | $17.45 | $18.66 | 6.93% | Signal | |
| 2010-07-22 | 2010-10-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-06-01 | 2010-07-22 | Completed | 33.33% | $17.45 | $17.30 | -0.90% | 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 | |
| 2009-08-27 | 2010-05-07 | Completed | 33.33% | $16.23 | $18.05 | 11.15% | Stop | |
| 2009-08-25 | 2010-05-07 | Completed | 33.33% | $16.26 | $18.05 | 10.92% | Stop | |
| 2009-06-02 | 2010-05-07 | Completed | 33.33% | $14.53 | $18.05 | 24.18% | Stop | |
| 2008-06-12 | 2009-08-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2007-11-21 | 2009-08-25 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.84% | Interest Income | |
| 2008-07-16 | 2009-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2008-06-17 | 2008-07-16 | Completed | 33.33% | $21.30 | $18.52 | -13.07% | Stop | |
| 2007-09-04 | 2008-06-17 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.03% | Interest Income | |
| 2008-02-12 | 2008-06-12 | Completed | 33.33% | $21.28 | $20.90 | -1.82% | Signal | |
| 2008-01-18 | 2008-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2003-03-24 | 2008-01-18 | Completed | 33.33% | $11.33 | $20.92 | 84.56% | Stop | |
| 2003-03-24 | 2007-11-21 | Completed | 33.33% | $11.33 | $22.21 | 95.98% | Signal | |
| 2006-09-15 | 2007-09-04 | Completed | 33.33% | $21.21 | $23.51 | 10.77% | 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% | $19.67 | $20.10 | 2.13% | 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% | $18.56 | $18.68 | 0.60% | 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% | $15.77 | $17.94 | 13.68% | 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% | $12.37 | $15.64 | 26.37% | 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% | $10.59 | $11.37 | 7.34% | 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% | $12.26 | $10.81 | -11.85% | 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% | $11.20 | $12.41 | 10.77% | Signal | |
| 2002-08-02 | 2002-08-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |