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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -23.2% (compared to the benchmark's drawdown of -49.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.3%, compared to a Buy-and-Hold benchmark return of 11.3%. The strategy executed 19 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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 | 8.69% | 17.73% | 8.01% | 12.45% | 14.40% | 17.06% | 9.32% | 11.32% |
| Sharpe Ratio | 0.49 | 0.93 | 0.54 | 0.55 | 0.91 | 0.76 | 0.69 | 0.55 |
| Max Drawdown | -13.75% | -13.75% | -21.25% | -32.72% | -21.25% | -32.72% | -23.20% | -49.22% |
| % Time Invested | 93.7% | 100.0% | 70.1% | 100.0% | 80.1% | 100.0% | 75.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.7 | 0.0 | 0.8 | 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 | ||||||||
| 2026-04-10 | 2026-05-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-06-20 | 2026-04-10 | Completed | 100% | $105.40 | $120.40 | 14.18% | Signal | |
| 2025-04-01 | 2025-06-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.94% | 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 | |
| 2023-04-10 | 2024-08-06 | Completed | 100% | $62.48 | $84.50 | 35.19% | Stop | |
| 2022-03-09 | 2023-04-10 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.29% | Interest Income | |
| 2022-02-16 | 2022-03-09 | Completed | 100% | $72.50 | $68.32 | -5.80% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-06-03 | 2022-01-25 | Completed | 100% | $48.70 | $70.68 | 45.07% | Stop | |
| 2020-04-08 | 2020-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-04-08 | Completed | 100% | $36.33 | $41.23 | 13.44% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-03-28 | 2020-03-02 | Completed | 100% | $40.26 | $44.46 | 10.37% | Stop | |
| 2018-12-13 | 2019-03-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2016-04-25 | 2018-12-13 | Completed | 100% | $26.24 | $37.63 | 43.30% | Signal | |
| 2016-02-01 | 2016-04-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2015-11-30 | 2016-02-01 | Completed | 100% | $26.71 | $24.61 | -7.93% | Signal | |
| 2015-09-28 | 2015-11-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-09-17 | 2015-09-28 | Completed | 100% | $25.14 | $24.24 | -3.61% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-12-23 | 2015-08-25 | Completed | 100% | $14.24 | $24.37 | 71.07% | Stop | |
| 2011-09-02 | 2011-12-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-31 | 2011-09-02 | Completed | 100% | $13.82 | $13.39 | -3.15% | Signal | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-09-17 | 2011-08-09 | Completed | 100% | $12.08 | $12.87 | 6.49% | Stop | |
| 2010-07-06 | 2010-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-01 | 2010-07-06 | Completed | 100% | $11.34 | $10.99 | -3.13% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-12 | 2010-05-07 | Completed | 100% | $9.93 | $11.78 | 18.49% | Stop | |
| 2008-07-02 | 2009-06-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2008-06-25 | 2008-07-02 | Completed | 100% | $13.07 | $12.86 | -1.69% | Signal | |
| 2008-01-22 | 2008-06-25 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.73% | Interest Income | |
| 2006-09-19 | 2008-01-22 | Completed | 100% | $11.96 | $11.90 | -0.58% | Signal | |
| 2006-06-22 | 2006-09-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.20% | Interest Income | |
| 2004-12-01 | 2006-06-22 | Completed | 100% | $10.77 | $11.28 | 4.64% | Signal | |
| 2004-08-13 | 2004-12-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2003-05-08 | 2004-08-13 | Completed | 100% | $8.85 | $9.92 | 12.00% | Signal | |
| 2002-05-24 | 2003-05-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.34% | Interest Income | |