IWB
iShares Russell 1000 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IWB (iShares Russell 1000 ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -19.7% (compared to the benchmark's drawdown of -55.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.3%, compared to a Buy-and-Hold benchmark return of 10.2%. The strategy executed 54 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.
IWB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 11.88% | 17.15% | 7.65% | 11.62% | 13.17% | 14.59% | 10.28% | 10.24% |
| Sharpe Ratio | 0.94 | 1.25 | 0.62 | 0.64 | 0.99 | 0.75 | 0.84 | 0.52 |
| Max Drawdown | -8.86% | -8.86% | -18.22% | -25.20% | -18.22% | -34.60% | -19.66% | -55.38% |
| % Time Invested | 100.0% | 100.0% | 91.6% | 100.0% | 94.9% | 100.0% | 90.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 2.0 | 0.0 | 2.2 | 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 | 2026-05-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2025-05-01 | 2026-04-07 | Completed | 33.33% | $303.81 | $359.69 | 18.34% | Signal | |
| 2025-07-17 | 2025-09-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2025-04-30 | 2025-07-17 | Completed | 33.33% | $296.90 | $339.61 | 14.33% | 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% | $232.52 | $264.79 | 13.82% | Stop | |
| 2023-04-20 | 2025-04-07 | Completed | 33.33% | $217.35 | $264.79 | 21.76% | Stop | |
| 2024-01-04 | 2025-03-28 | Completed | 33.33% | $250.85 | $306.54 | 22.14% | Signal | |
| 2023-11-03 | 2024-01-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 2022-11-04 | 2023-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 5.13% | Interest Income | |
| 2023-01-30 | 2023-11-03 | Completed | 33.33% | $213.20 | $230.23 | 7.93% | Signal | |
| 2022-05-10 | 2023-04-20 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.34% | Interest Income | |
| 2022-02-25 | 2023-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.38% | Interest Income | |
| 2022-10-24 | 2022-11-04 | Completed | 33.33% | $197.75 | $198.40 | 0.28% | Signal | |
| 2022-09-30 | 2022-10-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2022-06-02 | 2022-09-30 | Completed | 33.33% | $213.76 | $190.63 | -10.87% | 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% | $233.46 | $210.89 | -9.71% | Stop | |
| 2020-04-01 | 2022-05-10 | Completed | 33.33% | $125.92 | $210.89 | 67.40% | Stop | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-10-01 | 2022-02-25 | Completed | 33.33% | $175.33 | $225.05 | 28.29% | Stop | |
| 2020-06-25 | 2022-02-25 | Completed | 33.33% | $156.15 | $225.05 | 44.05% | Stop | |
| 2020-09-09 | 2020-10-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-08-31 | 2020-09-09 | Completed | 33.33% | $181.07 | $173.96 | -3.98% | Stop | |
| 2020-06-24 | 2020-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-08 | 2020-06-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-24 | 2020-06-24 | Completed | 33.33% | $119.18 | $159.55 | 33.81% | Signal | |
| 2020-03-24 | 2020-04-08 | Completed | 33.33% | $119.18 | $135.90 | 13.98% | 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% | $130.49 | $144.62 | 10.77% | Stop | |
| 2019-06-19 | 2020-03-02 | Completed | 33.33% | $147.19 | $152.08 | 3.27% | Stop | |
| 2019-03-28 | 2020-03-02 | Completed | 33.33% | $141.10 | $152.08 | 7.72% | Stop | |
| 2019-02-07 | 2019-06-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income | |
| 2018-11-30 | 2019-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income | |
| 2019-01-11 | 2019-02-07 | Completed | 33.33% | $129.06 | $135.94 | 5.27% | 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% | $94.42 | $123.08 | 30.29% | Stop | |
| 2016-07-06 | 2018-12-18 | Completed | 33.33% | $99.27 | $127.58 | 28.45% | Stop | |
| 2018-07-10 | 2018-11-30 | Completed | 33.33% | $138.69 | $136.19 | -1.85% | Signal | |
| 2018-05-21 | 2018-07-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2016-04-29 | 2018-05-21 | Completed | 33.33% | $98.43 | $135.07 | 37.15% | Signal | |
| 2015-11-06 | 2016-07-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2016-02-17 | 2016-04-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2016-02-12 | 2016-02-17 | Completed | 33.33% | $86.92 | $89.90 | 3.38% | Signal | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-12-21 | 2016-01-21 | Completed | 33.33% | $95.33 | $87.82 | -7.92% | Stop | |
| 2015-08-25 | 2015-12-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-09-17 | 2015-11-06 | Completed | 33.33% | $94.42 | $98.75 | 4.54% | 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 | |
| 2012-08-31 | 2015-08-25 | Completed | 33.33% | $62.14 | $92.14 | 48.19% | Stop | |
| 2012-03-12 | 2015-08-25 | Completed | 33.33% | $60.24 | $92.14 | 52.87% | Stop | |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $53.04 | $92.14 | 73.65% | Stop | |
| 2012-07-10 | 2012-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-12-23 | 2012-07-10 | Completed | 33.33% | $54.85 | $59.86 | 9.07% | Signal | |
| 2011-10-17 | 2012-03-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-08-05 | 2011-12-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-30 | 2011-10-17 | Completed | 33.33% | $52.33 | $52.99 | 1.22% | 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% | $45.77 | $49.19 | 7.43% | Stop | |
| 2010-11-23 | 2011-08-08 | Completed | 33.33% | $50.82 | $50.54 | -0.60% | Stop | |
| 2010-10-11 | 2011-08-05 | Completed | 33.33% | $49.73 | $52.74 | 6.00% | Signal | |
| 2010-10-14 | 2010-11-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-06-01 | 2010-10-14 | Completed | 33.33% | $45.77 | $50.18 | 9.58% | Signal | |
| 2010-07-19 | 2010-10-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-06-01 | 2010-07-19 | Completed | 33.33% | $45.77 | $45.25 | -1.19% | 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% | $39.17 | $47.45 | 21.06% | Stop | |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $39.17 | $47.45 | 21.06% | Stop | |
| 2009-05-27 | 2010-05-07 | Completed | 33.33% | $37.45 | $47.45 | 26.62% | Stop | |
| 2008-07-28 | 2009-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2008-01-08 | 2009-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.44% | Interest Income | |
| 2008-08-01 | 2009-05-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2008-06-12 | 2008-08-01 | Completed | 33.33% | $54.25 | $51.15 | -5.75% | Signal | |
| 2008-02-14 | 2008-07-28 | Completed | 33.33% | $54.45 | $50.58 | -7.15% | Signal | |
| 2008-01-04 | 2008-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.80% | Interest Income | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2003-12-26 | 2008-01-23 | Completed | 33.33% | $39.91 | $50.48 | 26.42% | Stop | |
| 2006-11-24 | 2008-01-08 | Completed | 33.33% | $54.34 | $56.26 | 3.48% | Signal | |
| 2007-12-03 | 2008-01-04 | Completed | 33.33% | $58.70 | $56.92 | -3.09% | Signal | |
| 2007-09-14 | 2007-12-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.80% | Interest Income | |
| 2006-10-05 | 2007-09-14 | Completed | 33.33% | $52.04 | $57.99 | 11.39% | Signal | |
| 2006-10-03 | 2006-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income | |
| 2006-06-23 | 2006-10-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.41% | Interest Income | |
| 2004-12-22 | 2006-10-03 | Completed | 33.33% | $44.74 | $51.29 | 14.58% | Signal | |
| 2006-01-04 | 2006-06-23 | Completed | 33.33% | $48.56 | $48.06 | -1.07% | Signal | |
| 2005-12-09 | 2006-01-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2005-12-07 | 2005-12-09 | Completed | 33.33% | $48.32 | $48.20 | -0.30% | Signal | |
| 2005-11-14 | 2005-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2005-07-15 | 2005-11-14 | Completed | 33.33% | $46.41 | $47.15 | 1.55% | Signal | |
| 2005-05-10 | 2005-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2004-11-04 | 2005-05-10 | Completed | 33.33% | $42.18 | $44.08 | 4.46% | Signal | |
| 2004-10-20 | 2004-12-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2004-06-08 | 2004-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income | |
| 2003-06-09 | 2004-10-20 | Completed | 33.33% | $35.22 | $40.63 | 15.29% | Signal | |
| 2003-05-20 | 2004-06-08 | Completed | 33.33% | $33.06 | $41.72 | 26.10% | Signal | |
| 2002-05-17 | 2003-12-26 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.99% | Interest Income | |
| 2002-05-17 | 2003-06-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.46% | Interest Income | |
| 2003-03-20 | 2003-05-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2003-03-11 | 2003-03-20 | Completed | 33.33% | $28.87 | $30.71 | 6.33% | Signal | |
| 2003-02-14 | 2003-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2003-01-02 | 2003-02-14 | Completed | 33.33% | $31.36 | $29.09 | -7.28% | Stop | |
| 2002-05-17 | 2003-01-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.97% | Interest Income | |