IVV iShares Core S&P 500 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for IVV (iShares Core S&P 500 ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -18.1% (compared to the benchmark's drawdown of -55.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.4%, compared to a Buy-and-Hold benchmark return of 10.4%. The strategy executed 51 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.
IVV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 23.42% | 29.83% | 10.55% | 14.15% | 14.60% | 15.63% | 11.41% | 10.40% |
| Sharpe Ratio | 1.92 | 2.22 | 0.86 | 0.79 | 1.08 | 0.80 | 0.91 | 0.52 |
| Max Drawdown | -8.89% | -8.89% | -17.65% | -24.53% | -17.65% | -33.90% | -18.15% | -55.25% |
| % Time Invested | 100.0% | 100.0% | 92.5% | 100.0% | 95.3% | 100.0% | 90.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 2.0 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-05-13 | Open | Open | 33.33% | $741.89 | $760.05 | 2.45% | Mark-to-Market |
| 2025-09-10 | Open | Open | 33.33% | $650.84 | $760.05 | 16.78% | Mark-to-Market |
| 2025-04-30 | Open | Open | 33.33% | $543.39 | $760.05 | 39.87% | Mark-to-Market |
| 2026-05-04 | 2026-05-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2026-04-07 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-05-01 | 2026-04-07 | Completed | 33.33% | $556.13 | $659.61 | 18.61% | Signal |
| 2025-07-17 | 2025-09-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2025-04-30 | 2025-07-17 | Completed | 33.33% | $543.39 | $621.69 | 14.41% | Signal |
| 2025-03-28 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2023-11-08 | 2025-04-07 | Completed | 33.33% | $425.23 | $485.39 | 14.15% | Stop |
| 2023-04-19 | 2025-04-07 | Completed | 33.33% | $397.51 | $485.39 | 22.11% | Stop |
| 2024-01-04 | 2025-03-28 | Completed | 33.33% | $457.07 | $561.15 | 22.77% | Signal |
| 2023-11-03 | 2024-01-04 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2023-06-02 | 2023-11-08 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.75% | Interest Income |
| 2023-01-27 | 2023-11-03 | Completed | 33.33% | $387.68 | $420.93 | 8.58% | Signal |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-04 | 2023-04-19 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-01-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2022-11-18 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 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 |
| 2022-10-25 | 2022-11-18 | Completed | 33.33% | $362.11 | $380.27 | 5.01% | Signal |
| 2022-10-04 | 2022-10-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-10-03 | 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 |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-06-02 | 2022-10-03 | Completed | 33.33% | $388.29 | $345.15 | -11.11% | Stop |
| 2022-05-10 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-05-10 | 2022-06-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-03-21 | 2022-05-10 | Completed | 33.33% | $421.32 | $383.53 | -8.97% | Stop |
| 2020-04-01 | 2022-05-10 | Completed | 33.33% | $228.02 | $383.53 | 68.20% | Stop |
| 2022-03-02 | 2022-03-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-02-25 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2022-02-25 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-08-11 | 2022-02-25 | Completed | 33.33% | $311.32 | $406.00 | 30.41% | Stop |
| 2020-06-25 | 2022-02-25 | Completed | 33.33% | $280.42 | $406.00 | 44.79% | Stop |
| 2020-06-29 | 2020-08-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-24 | 2020-06-29 | Completed | 33.33% | $215.88 | $278.48 | 29.00% | Signal |
| 2020-06-02 | 2020-06-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2020-04-08 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2020-03-24 | 2020-04-08 | Completed | 33.33% | $215.88 | $246.34 | 14.11% | Signal |
| 2020-03-10 | 2020-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 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% | $233.92 | $260.26 | 11.26% | 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 |
| 2019-04-08 | 2020-03-02 | Completed | 33.33% | $259.62 | $272.67 | 5.03% | Stop |
| 2019-03-28 | 2020-03-02 | Completed | 33.33% | $252.65 | $272.67 | 7.92% | Stop |
| 2019-03-04 | 2019-04-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2019-03-04 | 2019-03-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2019-02-14 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2018-12-06 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2019-01-11 | 2019-02-14 | Completed | 33.33% | $231.14 | $245.58 | 6.25% | 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 |
| 2015-09-17 | 2018-12-21 | Completed | 33.33% | $167.76 | $221.32 | 31.93% | Stop |
| 2016-07-01 | 2018-12-18 | Completed | 33.33% | $178.60 | $229.44 | 28.47% | Stop |
| 2018-07-11 | 2018-12-06 | Completed | 33.33% | $246.06 | $237.26 | -3.58% | Signal |
| 2018-05-21 | 2018-07-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2016-04-29 | 2018-05-21 | Completed | 33.33% | $175.44 | $241.21 | 37.49% | Signal |
| 2016-04-04 | 2016-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2016-04-04 | 2016-04-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 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 |
| 2016-02-25 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-12-15 | 2016-02-25 | Completed | 33.33% | $172.65 | $164.38 | -4.79% | Signal |
| 2015-11-05 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2015-11-03 | 2015-12-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2015-09-17 | 2015-11-05 | Completed | 33.33% | $167.76 | $177.50 | 5.81% | Signal |
| 2015-09-02 | 2015-11-02 | 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 |
| 2015-09-02 | 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 |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2012-08-29 | 2015-08-25 | Completed | 33.33% | $111.52 | $163.89 | 46.96% | Stop |
| 2012-03-08 | 2015-08-25 | Completed | 33.33% | $106.51 | $163.89 | 53.87% | Stop |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $94.43 | $163.89 | 73.56% | Stop |
| 2012-07-11 | 2012-08-29 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2011-12-22 | 2012-07-11 | Completed | 33.33% | $97.18 | $105.73 | 8.79% | Signal |
| 2012-01-04 | 2012-03-08 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.85% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2011-12-22 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-10-17 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-08-04 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-08-30 | 2011-10-17 | Completed | 33.33% | $93.19 | $94.56 | 1.47% | Signal |
| 2011-08-09 | 2011-08-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-08 | 2011-08-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2011-08-09 | Completed | 33.33% | $81.54 | $87.98 | 7.90% | Stop |
| 2010-11-08 | 2011-08-08 | Completed | 33.33% | $93.01 | $90.13 | -3.09% | Stop |
| 2010-10-11 | 2011-08-04 | Completed | 33.33% | $88.73 | $95.94 | 8.12% | Signal |
| 2010-11-02 | 2010-11-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-10-12 | 2010-11-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2010-06-01 | 2010-10-12 | Completed | 33.33% | $81.54 | $88.42 | 8.44% | Signal |
| 2010-09-02 | 2010-10-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2010-07-16 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-06-01 | 2010-07-16 | Completed | 33.33% | $81.54 | $82.49 | 1.17% | 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 |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $70.48 | $84.76 | 20.27% | Stop |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $70.48 | $84.76 | 20.27% | Stop |
| 2009-05-29 | 2010-05-07 | Completed | 33.33% | $67.41 | $84.76 | 25.74% | Stop |
| 2009-07-02 | 2009-07-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-07-02 | 2009-07-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | 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 | 2009-06-01 | 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 |
| 2009-05-04 | 2009-05-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | 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 |
| 2008-07-29 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2008-07-24 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-06-13 | 2008-07-29 | Completed | 33.33% | $97.14 | $89.51 | -7.85% | Signal |
| 2008-02-14 | 2008-07-24 | Completed | 33.33% | $97.93 | $92.64 | -5.41% | Signal |
| 2008-06-03 | 2008-06-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2008-01-10 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2008-01-02 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2008-01-23 | 2008-02-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2003-03-21 | 2008-01-23 | Completed | 33.33% | $58.03 | $90.97 | 56.75% | Stop |
| 2006-11-15 | 2008-01-10 | Completed | 33.33% | $97.40 | $99.86 | 2.53% | Signal |
| 2007-12-03 | 2008-01-02 | Completed | 33.33% | $105.33 | $104.78 | -0.52% | Signal |
| 2007-09-18 | 2007-12-03 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2006-09-19 | 2007-09-18 | Completed | 33.33% | $92.22 | $105.43 | 14.32% | Signal |
| 2006-10-09 | 2006-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2004-12-17 | 2006-10-09 | Completed | 33.33% | $80.84 | $94.15 | 16.47% | Signal |
| 2006-06-23 | 2006-09-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2005-12-22 | 2006-06-23 | Completed | 33.33% | $87.06 | $86.40 | -0.76% | Signal |
| 2005-11-09 | 2005-12-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2005-06-22 | 2005-11-09 | Completed | 33.33% | $83.00 | $83.64 | 0.77% | Signal |
| 2005-05-04 | 2005-06-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2004-11-05 | 2005-05-04 | Completed | 33.33% | $78.55 | $79.22 | 0.85% | Signal |
| 2004-10-27 | 2004-12-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2004-06-08 | 2004-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2003-03-21 | 2004-10-27 | Completed | 33.33% | $58.03 | $74.80 | 28.89% | Signal |
| 2003-05-21 | 2004-06-08 | Completed | 33.33% | $60.23 | $76.24 | 26.57% | Signal |
| 2003-03-20 | 2003-05-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2002-05-17 | 2003-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.22% | Interest Income |
| 2002-05-17 | 2003-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.22% | Interest Income |
| 2003-03-11 | 2003-03-20 | Completed | 33.33% | $53.05 | $56.96 | 7.36% | Signal |
| 2003-02-14 | 2003-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2002-12-31 | 2003-02-14 | Completed | 33.33% | $57.12 | $53.54 | -6.27% | Stop |
| 2002-05-17 | 2002-12-31 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income |