IVW
iShares S&P 500 Growth ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IVW (iShares S&P 500 Growth ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -24.6% (compared to the benchmark's drawdown of -49.2%). 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 11.3%. The strategy executed 61 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.
IVW Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 11.84% | 17.73% | 6.56% | 12.45% | 14.89% | 17.06% | 10.05% | 11.32% |
| Sharpe Ratio | 0.69 | 0.93 | 0.43 | 0.55 | 0.92 | 0.76 | 0.74 | 0.55 |
| Max Drawdown | -10.58% | -13.75% | -24.59% | -32.72% | -24.59% | -32.72% | -24.59% | -49.22% |
| % Time Invested | 100.0% | 100.0% | 88.5% | 100.0% | 93.4% | 100.0% | 90.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 3.2 | 0.0 | 2.5 | 0.0 | 2.5 | 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 | ||||||||
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-12 | 2026-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2025-05-01 | 2026-03-30 | Completed | 33.33% | $95.81 | $110.48 | 15.25% | Stop | |
| 2025-07-07 | 2026-03-12 | Completed | 33.33% | $110.02 | $118.85 | 7.97% | Signal | |
| 2025-04-08 | 2025-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-04 | 2025-04-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $91.67 | $86.97 | -5.17% | Stop | |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $91.67 | $86.97 | -5.17% | Stop | |
| 2023-11-08 | 2025-04-04 | Completed | 33.33% | $69.14 | $85.96 | 24.27% | Stop | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $92.51 | $92.09 | -0.50% | Stop | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $92.51 | $92.09 | -0.50% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-01-03 | 2024-08-06 | Completed | 33.33% | $72.69 | $84.50 | 16.20% | Stop | |
| 2023-06-23 | 2024-08-06 | Completed | 33.33% | $67.87 | $84.50 | 24.44% | Stop | |
| 2023-11-10 | 2024-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2023-03-22 | 2023-11-10 | Completed | 33.33% | $61.10 | $68.93 | 12.76% | Signal | |
| 2022-11-04 | 2023-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 5.13% | Interest Income | |
| 2022-04-27 | 2023-06-23 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 4.31% | Interest Income | |
| 2022-11-04 | 2023-03-22 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.67% | Interest Income | |
| 2022-10-18 | 2022-11-04 | Completed | 33.33% | $58.73 | $56.43 | -3.97% | Signal | |
| 2022-10-04 | 2022-11-04 | Completed | 33.33% | $58.93 | $56.43 | -4.29% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-03-10 | 2022-10-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2022-05-25 | 2022-09-26 | Completed | 33.33% | $59.66 | $57.93 | -2.95% | Stop | |
| 2022-05-03 | 2022-05-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-05-03 | Completed | 33.33% | $72.50 | $65.74 | -9.37% | Stop | |
| 2022-02-15 | 2022-04-27 | Completed | 33.33% | $72.58 | $65.61 | -9.65% | Stop | |
| 2022-02-15 | 2022-03-10 | Completed | 33.33% | $72.58 | $68.14 | -6.17% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-01 | 2022-01-25 | Completed | 33.33% | $38.05 | $70.68 | 85.64% | Stop | |
| 2020-06-03 | 2022-01-24 | Completed | 33.33% | $48.70 | $70.15 | 43.97% | Stop | |
| 2020-03-24 | 2022-01-24 | Completed | 33.33% | $36.33 | $70.15 | 92.98% | Stop | |
| 2020-04-22 | 2020-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-04-22 | Completed | 33.33% | $36.33 | $42.96 | 18.20% | 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% | $36.91 | $42.51 | 15.12% | Stop | |
| 2019-04-08 | 2020-03-02 | Completed | 33.33% | $41.21 | $44.46 | 7.83% | Stop | |
| 2019-03-27 | 2020-03-02 | Completed | 33.33% | $40.43 | $44.46 | 9.91% | Stop | |
| 2019-02-25 | 2019-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2018-12-03 | 2019-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2019-01-11 | 2019-02-25 | Completed | 33.33% | $36.44 | $39.66 | 8.78% | 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% | $25.14 | $34.87 | 38.62% | Stop | |
| 2016-07-08 | 2018-12-18 | Completed | 33.33% | $26.81 | $36.15 | 34.76% | Stop | |
| 2017-01-26 | 2018-12-03 | Completed | 33.33% | $28.89 | $39.38 | 36.26% | Signal | |
| 2017-01-03 | 2017-01-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-05-06 | 2017-01-03 | Completed | 33.33% | $25.75 | $28.02 | 8.77% | Signal | |
| 2016-04-27 | 2016-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-02-26 | 2016-05-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-04-08 | 2016-04-27 | Completed | 33.33% | $26.30 | $26.17 | -0.55% | Signal | |
| 2016-01-13 | 2016-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2016-02-12 | 2016-02-26 | Completed | 33.33% | $23.47 | $24.96 | 6.30% | Signal | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-12-07 | 2016-01-21 | Completed | 33.33% | $26.67 | $23.91 | -10.40% | Stop | |
| 2015-09-17 | 2016-01-13 | Completed | 33.33% | $25.14 | $24.89 | -1.02% | Signal | |
| 2015-08-25 | 2015-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 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 | |
| 2013-02-11 | 2015-08-25 | Completed | 33.33% | $17.18 | $24.37 | 41.75% | Stop | |
| 2012-02-24 | 2015-08-25 | Completed | 33.33% | $15.45 | $24.37 | 57.66% | Stop | |
| 2011-09-01 | 2015-08-25 | Completed | 33.33% | $13.78 | $24.37 | 76.75% | Stop | |
| 2013-01-14 | 2013-02-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-08-20 | 2013-01-14 | Completed | 33.33% | $16.39 | $16.78 | 2.30% | Signal | |
| 2012-07-23 | 2012-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-13 | 2012-07-23 | Completed | 33.33% | $14.18 | $15.57 | 9.76% | Signal | |
| 2011-11-02 | 2012-02-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-09 | 2011-12-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-31 | 2011-11-02 | Completed | 33.33% | $13.82 | $14.06 | 1.68% | Signal | |
| 2011-08-10 | 2011-09-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-10 | Completed | 33.33% | $11.34 | $12.97 | 14.34% | Stop | |
| 2010-11-08 | 2011-08-09 | Completed | 33.33% | $13.29 | $12.87 | -3.19% | Stop | |
| 2010-09-17 | 2011-08-09 | Completed | 33.33% | $12.08 | $12.87 | 6.49% | Stop | |
| 2010-10-05 | 2010-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-10-05 | Completed | 33.33% | $11.34 | $12.34 | 8.73% | Signal | |
| 2010-07-13 | 2010-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-01 | 2010-07-13 | Completed | 33.33% | $11.34 | $11.55 | 1.83% | 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% | $10.09 | $11.78 | 16.64% | Stop | |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $10.09 | $11.78 | 16.64% | Stop | |
| 2009-05-22 | 2010-05-07 | Completed | 33.33% | $9.31 | $11.78 | 26.47% | Stop | |
| 2008-09-10 | 2009-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2008-02-26 | 2009-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.12% | Interest Income | |
| 2008-08-19 | 2009-05-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2008-02-14 | 2008-09-10 | Completed | 33.33% | $12.78 | $11.95 | -6.61% | Signal | |
| 2008-06-05 | 2008-08-19 | Completed | 33.33% | $13.45 | $12.54 | -6.86% | Signal | |
| 2008-01-22 | 2008-06-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 2008-02-12 | 2008-02-26 | Completed | 33.33% | $12.60 | $12.78 | 1.40% | Signal | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2008-01-18 | 2008-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2004-01-12 | 2008-01-23 | Completed | 33.33% | $10.61 | $11.95 | 12.52% | Stop | |
| 2007-11-05 | 2008-01-22 | Completed | 33.33% | $13.85 | $11.90 | -14.14% | Signal | |
| 2006-09-19 | 2008-01-18 | Completed | 33.33% | $11.96 | $12.66 | 5.79% | Stop | |
| 2007-10-04 | 2007-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2006-09-19 | 2007-10-04 | Completed | 33.33% | $11.96 | $14.18 | 18.49% | Signal | |
| 2006-07-18 | 2006-09-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 2006-05-17 | 2006-09-19 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.68% | Interest Income | |
| 2005-02-02 | 2006-07-18 | Completed | 33.33% | $10.92 | $11.08 | 1.40% | Signal | |
| 2005-11-28 | 2006-05-17 | Completed | 33.33% | $11.71 | $11.53 | -1.62% | Signal | |
| 2005-11-03 | 2005-11-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2005-07-18 | 2005-11-03 | Completed | 33.33% | $11.24 | $11.25 | 0.04% | Signal | |
| 2005-05-03 | 2005-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2004-11-23 | 2005-05-03 | Completed | 33.33% | $10.80 | $10.75 | -0.51% | Signal | |
| 2004-09-29 | 2005-02-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income | |
| 2004-05-27 | 2004-11-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2003-06-12 | 2004-09-29 | Completed | 33.33% | $9.47 | $10.17 | 7.43% | Signal | |
| 2003-05-15 | 2004-05-27 | Completed | 33.33% | $9.10 | $10.49 | 15.22% | Signal | |
| 2002-05-24 | 2004-01-12 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.99% | Interest Income | |
| 2002-05-31 | 2003-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.42% | Interest Income | |
| 2003-03-05 | 2003-05-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2002-12-26 | 2003-03-05 | Completed | 33.33% | $8.50 | $7.90 | -7.05% | Signal | |
| 2002-05-24 | 2002-12-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.92% | Interest Income | |
| 2002-05-29 | 2002-05-31 | Completed | 33.33% | $9.93 | $9.93 | 0.01% | Signal | |
| 2002-05-24 | 2002-05-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |