IVV
iShares Core S&P 500 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-28
Executive Summary
The quantitative backtest for IVV (iShares Core S&P 500 ETF) using the Excess Return MMA* 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 -55.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.0%, compared to a Buy-and-Hold benchmark return of 10.2%. The strategy executed 51 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.
📊 Mathematical Model
Excess Return MMA Active
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.
IVV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 12.51% | 17.70% | 8.82% | 12.63% | 13.69% | 14.97% | 10.99% | 10.25% |
| Sharpe Ratio | 0.98 | 1.29 | 0.72 | 0.70 | 1.01 | 0.77 | 0.88 | 0.52 |
| Max Drawdown | -8.89% | -8.89% | -17.37% | -24.53% | -17.37% | -33.90% | -18.21% | -55.25% |
| % Time Invested | 100.0% | 100.0% | 92.5% | 100.0% | 95.3% | 100.0% | 90.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 1.9 | 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 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 | ||||||||
| 2026-04-07 | 2026-05-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2025-05-01 | 2026-04-07 | Completed | 33.33% | $554.64 | $657.84 | 18.55% | Signal | |
| 2025-07-17 | 2025-09-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income | |
| 2025-04-30 | 2025-07-17 | Completed | 33.33% | $541.94 | $620.03 | 14.35% | Signal | |
| 2025-03-28 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2025-04-07 | 2025-04-30 | 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 | |
| 2023-11-08 | 2025-04-07 | Completed | 33.33% | $424.09 | $484.09 | 14.09% | Stop | |
| 2023-04-19 | 2025-04-07 | Completed | 33.33% | $396.44 | $484.09 | 22.05% | Stop | |
| 2024-01-04 | 2025-03-28 | Completed | 33.33% | $455.84 | $559.65 | 22.71% | Signal | |
| 2023-11-03 | 2024-01-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 2022-11-18 | 2023-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 4.95% | Interest Income | |
| 2023-01-27 | 2023-11-03 | Completed | 33.33% | $386.65 | $419.80 | 8.52% | Signal | |
| 2022-05-10 | 2023-04-19 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.32% | Interest Income | |
| 2022-02-25 | 2023-01-27 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.36% | Interest Income | |
| 2022-10-25 | 2022-11-18 | Completed | 33.33% | $361.14 | $379.25 | 4.96% | Signal | |
| 2022-10-03 | 2022-10-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2022-06-02 | 2022-10-03 | Completed | 33.33% | $387.25 | $344.22 | -11.16% | Stop | |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-03-21 | 2022-05-10 | Completed | 33.33% | $420.20 | $382.50 | -9.02% | Stop | |
| 2020-04-01 | 2022-05-10 | Completed | 33.33% | $227.41 | $382.50 | 68.12% | Stop | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-08-11 | 2022-02-25 | Completed | 33.33% | $310.49 | $404.92 | 30.35% | Stop | |
| 2020-06-25 | 2022-02-25 | Completed | 33.33% | $279.66 | $404.92 | 44.71% | Stop | |
| 2020-06-29 | 2020-08-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-06-29 | Completed | 33.33% | $215.30 | $277.74 | 28.94% | Signal | |
| 2020-04-08 | 2020-06-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-24 | 2020-04-08 | Completed | 33.33% | $215.30 | $245.68 | 14.05% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 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% | $233.29 | $259.56 | 11.20% | Stop | |
| 2019-04-08 | 2020-03-02 | Completed | 33.33% | $258.92 | $271.94 | 4.98% | Stop | |
| 2019-03-28 | 2020-03-02 | Completed | 33.33% | $251.98 | $271.94 | 7.87% | Stop | |
| 2019-02-14 | 2019-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2018-12-06 | 2019-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income | |
| 2019-01-11 | 2019-02-14 | Completed | 33.33% | $230.52 | $244.92 | 6.20% | 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 | |
| 2015-09-17 | 2018-12-21 | Completed | 33.33% | $167.31 | $220.73 | 31.86% | Stop | |
| 2016-07-01 | 2018-12-18 | Completed | 33.33% | $178.12 | $228.83 | 28.40% | Stop | |
| 2018-07-11 | 2018-12-06 | Completed | 33.33% | $245.40 | $236.62 | -3.63% | Signal | |
| 2018-05-21 | 2018-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2016-04-29 | 2018-05-21 | Completed | 33.33% | $174.97 | $240.57 | 37.43% | Signal | |
| 2015-11-05 | 2016-07-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2016-02-25 | 2016-04-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2015-12-15 | 2016-02-25 | Completed | 33.33% | $172.19 | $163.94 | -4.84% | Signal | |
| 2015-08-25 | 2015-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2015-11-05 | Completed | 33.33% | $167.31 | $177.02 | 5.75% | 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 | |
| 2012-08-29 | 2015-08-25 | Completed | 33.33% | $111.22 | $163.45 | 46.89% | Stop | |
| 2012-03-08 | 2015-08-25 | Completed | 33.33% | $106.23 | $163.45 | 53.79% | Stop | |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $94.17 | $163.45 | 73.47% | Stop | |
| 2012-07-11 | 2012-08-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-22 | 2012-07-11 | Completed | 33.33% | $96.92 | $105.44 | 8.74% | Signal | |
| 2011-10-17 | 2012-03-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-04 | 2011-12-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-30 | 2011-10-17 | Completed | 33.33% | $92.94 | $94.31 | 1.42% | Signal | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-09 | Completed | 33.33% | $81.32 | $87.74 | 7.84% | Stop | |
| 2010-11-08 | 2011-08-08 | Completed | 33.33% | $92.76 | $89.89 | -3.14% | Stop | |
| 2010-10-11 | 2011-08-04 | Completed | 33.33% | $88.50 | $95.68 | 8.07% | Signal | |
| 2010-10-12 | 2010-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-10-12 | Completed | 33.33% | $81.32 | $88.19 | 8.39% | Signal | |
| 2010-07-16 | 2010-10-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-06-01 | 2010-07-16 | Completed | 33.33% | $81.32 | $82.27 | 1.12% | 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 | |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $70.29 | $84.54 | 20.21% | Stop | |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $70.29 | $84.54 | 20.21% | Stop | |
| 2009-05-29 | 2010-05-07 | Completed | 33.33% | $67.23 | $84.54 | 25.68% | Stop | |
| 2008-07-24 | 2009-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2008-01-10 | 2009-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.42% | Interest Income | |
| 2008-07-29 | 2009-05-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2008-06-13 | 2008-07-29 | Completed | 33.33% | $96.88 | $89.27 | -7.90% | Signal | |
| 2008-02-14 | 2008-07-24 | Completed | 33.33% | $97.67 | $92.39 | -5.46% | Signal | |
| 2008-01-02 | 2008-06-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2003-03-21 | 2008-01-23 | Completed | 33.33% | $57.88 | $90.73 | 56.67% | Stop | |
| 2006-11-15 | 2008-01-10 | Completed | 33.33% | $97.14 | $99.59 | 2.47% | Signal | |
| 2007-12-03 | 2008-01-02 | Completed | 33.33% | $105.05 | $104.50 | -0.57% | Signal | |
| 2007-09-18 | 2007-12-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income | |
| 2006-09-19 | 2007-09-18 | Completed | 33.33% | $91.97 | $105.14 | 14.26% | 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% | $80.62 | $93.90 | 16.41% | 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% | $86.83 | $86.17 | -0.81% | 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% | $82.78 | $83.42 | 0.72% | 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% | $78.34 | $79.01 | 0.80% | 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% | $57.88 | $74.60 | 28.82% | Signal | |
| 2003-05-21 | 2004-06-08 | Completed | 33.33% | $60.07 | $76.04 | 26.51% | 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% | $52.91 | $56.80 | 7.31% | 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% | $56.97 | $53.40 | -6.32% | Stop | |
| 2002-05-17 | 2002-12-31 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income | |