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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -27.7% (compared to the benchmark's drawdown of -49.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.8%, compared to a Buy-and-Hold benchmark return of 11.3%. The strategy executed 13 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
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 Active
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.
🎯 Investment Objective
🛡️ Long-Term Investing Active
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.
Switch to MMA to enable
IVW Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 17.73% | 17.73% | 10.17% | 12.45% | 17.81% | 17.06% | 11.80% | 11.32% |
| Sharpe Ratio | 0.93 | 0.93 | 0.56 | 0.55 | 0.98 | 0.76 | 0.77 | 0.55 |
| Max Drawdown | -13.75% | -13.75% | -27.67% | -32.72% | -27.67% | -32.72% | -27.67% | -49.22% |
| % Time Invested | 100.0% | 100.0% | 73.8% | 100.0% | 85.6% | 100.0% | 82.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 0.7 | 0.0 | 0.5 | 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 | ||||||||
| 2025-04-01 | 2025-04-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-04-01 | Completed | 100% | $92.51 | $91.98 | -0.63% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-11-08 | 2024-08-06 | Completed | 100% | $69.14 | $84.50 | 22.16% | Stop | |
| 2022-11-10 | 2023-11-08 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.06% | Interest Income | |
| 2022-10-17 | 2022-11-10 | Completed | 100% | $56.56 | $58.31 | 3.04% | Signal | |
| 2022-09-23 | 2022-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-05-24 | 2022-09-23 | Completed | 100% | $59.98 | $58.58 | -2.39% | Stop | |
| 2022-05-02 | 2022-05-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-05-02 | Completed | 100% | $72.50 | $64.79 | -10.67% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2022-01-25 | Completed | 100% | $36.33 | $70.68 | 94.45% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-15 | 2020-03-02 | Completed | 100% | $36.41 | $44.46 | 22.06% | Stop | |
| 2018-12-20 | 2019-01-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-09-17 | 2018-12-20 | Completed | 100% | $25.14 | $35.15 | 39.75% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-31 | 2015-08-25 | Completed | 100% | $13.82 | $24.37 | 76.24% | Stop | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-09 | Completed | 100% | $11.34 | $12.87 | 13.45% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-22 | 2010-05-07 | Completed | 100% | $10.09 | $11.78 | 16.64% | Stop | |
| 2008-08-26 | 2009-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2008-02-14 | 2008-08-26 | Completed | 100% | $12.78 | $12.57 | -1.70% | Signal | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2004-01-13 | 2008-01-23 | Completed | 100% | $10.65 | $11.95 | 12.16% | Stop | |
| 2002-05-24 | 2004-01-13 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.00% | Interest Income | |