IWD
iShares Russell 1000 Value ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IWD (iShares Russell 1000 Value ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -18.3% (compared to the benchmark's drawdown of -60.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.9%, compared to a Buy-and-Hold benchmark return of 8.8%. 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.
IWD Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 26.40% | 27.24% | 6.71% | 11.38% | 9.48% | 11.29% | 8.91% | 8.79% |
| Sharpe Ratio | 2.16 | 2.14 | 0.62 | 0.73 | 0.81 | 0.62 | 0.77 | 0.44 |
| Max Drawdown | -6.79% | -6.79% | -12.30% | -19.04% | -15.10% | -38.51% | -18.31% | -60.10% |
| % Time Invested | 100.0% | 100.0% | 91.5% | 100.0% | 94.8% | 100.0% | 90.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.0 | 0.0 | 2.2 | 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 | ||||||||
| 2025-06-05 | 2025-09-30 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.35% | Interest Income | |
| 2025-03-07 | 2025-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.56% | Interest Income | |
| 2025-04-30 | 2025-06-05 | Completed | 33.33% | $177.19 | $185.76 | 4.78% | Signal | |
| 2025-04-08 | 2025-05-01 | 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 | |
| 2024-03-20 | 2025-04-08 | Completed | 33.33% | $167.31 | $170.66 | 1.95% | Stop | |
| 2023-12-26 | 2025-04-07 | Completed | 33.33% | $157.55 | $162.66 | 3.19% | Stop | |
| 2024-01-18 | 2025-03-07 | Completed | 33.33% | $155.00 | $183.30 | 18.20% | Signal | |
| 2023-10-30 | 2024-03-20 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.07% | Interest Income | |
| 2023-10-27 | 2024-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.17% | Interest Income | |
| 2023-10-09 | 2023-12-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.16% | Interest Income | |
| 2023-04-04 | 2023-10-30 | Completed | 33.33% | $144.35 | $137.49 | -4.80% | Stop | |
| 2023-07-27 | 2023-10-27 | Completed | 33.33% | $155.09 | $138.57 | -10.70% | Signal | |
| 2023-04-04 | 2023-10-09 | Completed | 33.33% | $144.35 | $142.02 | -1.66% | Signal | |
| 2023-04-27 | 2023-07-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.30% | Interest Income | |
| 2023-01-04 | 2023-04-27 | Completed | 33.33% | $142.73 | $142.65 | -0.11% | Signal | |
| 2022-12-05 | 2023-04-04 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.50% | Interest Income | |
| 2022-06-14 | 2023-04-04 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.01% | Interest Income | |
| 2022-04-12 | 2023-01-04 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.00% | Interest Income | |
| 2022-11-07 | 2022-12-05 | Completed | 33.33% | $138.99 | $146.96 | 5.69% | Signal | |
| 2022-10-14 | 2022-11-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2022-07-13 | 2022-10-14 | Completed | 33.33% | $133.00 | $131.74 | -1.00% | Stop | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2021-02-10 | 2022-06-17 | Completed | 33.33% | $130.03 | $130.92 | 0.64% | Stop | |
| 2020-10-28 | 2022-06-14 | Completed | 33.33% | $105.04 | $135.24 | 28.69% | Stop | |
| 2020-07-10 | 2022-04-12 | Completed | 33.33% | $99.20 | $152.66 | 53.82% | Signal | |
| 2020-11-13 | 2021-02-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-01 | 2020-11-13 | Completed | 33.33% | $84.81 | $115.17 | 35.73% | Signal | |
| 2020-05-04 | 2020-10-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2020-03-27 | 2020-07-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-03-24 | 2020-05-04 | Completed | 33.33% | $79.47 | $94.00 | 18.23% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-03-27 | Completed | 33.33% | $79.47 | $86.84 | 9.22% | Signal | |
| 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 | |
| 2019-01-17 | 2020-03-10 | Completed | 33.33% | $98.95 | $100.05 | 1.07% | Stop | |
| 2019-06-24 | 2020-03-02 | Completed | 33.33% | $110.13 | $106.74 | -3.13% | Stop | |
| 2019-03-29 | 2020-03-02 | Completed | 33.33% | $106.37 | $106.74 | 0.29% | Stop | |
| 2019-01-22 | 2019-06-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.00% | Interest Income | |
| 2018-12-06 | 2019-03-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2019-01-15 | 2019-01-22 | Completed | 33.33% | $98.12 | $100.80 | 2.68% | Signal | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-20 | 2019-01-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-10-05 | 2018-12-24 | Completed | 33.33% | $85.30 | $91.77 | 7.53% | Stop | |
| 2016-06-30 | 2018-12-20 | Completed | 33.33% | $81.85 | $94.69 | 15.63% | Stop | |
| 2018-07-30 | 2018-12-06 | Completed | 33.33% | $105.43 | $101.58 | -3.69% | Signal | |
| 2018-04-27 | 2018-07-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2016-04-27 | 2018-04-27 | Completed | 33.33% | $81.71 | $101.96 | 24.71% | Signal | |
| 2016-04-07 | 2016-10-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2015-10-01 | 2016-06-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2016-01-21 | 2016-04-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2016-02-12 | 2016-04-07 | Completed | 33.33% | $70.49 | $78.65 | 11.52% | Signal | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-10-08 | 2016-01-21 | Completed | 33.33% | $77.28 | $70.55 | -8.75% | Stop | |
| 2011-08-31 | 2016-01-21 | Completed | 33.33% | $44.40 | $70.55 | 58.82% | Stop | |
| 2015-08-21 | 2015-10-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-09-17 | 2015-10-01 | Completed | 33.33% | $76.53 | $74.18 | -3.12% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-03-16 | 2015-08-25 | Completed | 33.33% | $51.52 | $73.96 | 43.48% | Stop | |
| 2012-08-27 | 2015-08-21 | Completed | 33.33% | $52.15 | $77.90 | 49.31% | Signal | |
| 2012-07-03 | 2012-08-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-27 | 2012-07-03 | Completed | 33.33% | $46.59 | $50.41 | 8.13% | Signal | |
| 2011-10-11 | 2012-03-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-08-02 | 2011-12-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-29 | 2011-10-11 | Completed | 33.33% | $43.26 | $42.98 | -0.71% | Signal | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-09 | Completed | 33.33% | $39.82 | $41.14 | 3.25% | Stop | |
| 2010-11-30 | 2011-08-05 | Completed | 33.33% | $42.69 | $44.26 | 3.62% | Stop | |
| 2010-10-13 | 2011-08-02 | Completed | 33.33% | $43.18 | $46.77 | 8.26% | Signal | |
| 2010-10-18 | 2010-11-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-06-01 | 2010-10-18 | Completed | 33.33% | $39.82 | $42.83 | 7.50% | Signal | |
| 2010-07-21 | 2010-10-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-06-01 | 2010-07-21 | Completed | 33.33% | $39.82 | $40.05 | 0.53% | 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 | |
| 2010-03-29 | 2010-05-07 | Completed | 33.33% | $42.88 | $41.35 | -3.63% | Stop | |
| 2009-08-25 | 2010-05-07 | Completed | 33.33% | $37.42 | $41.35 | 10.45% | Stop | |
| 2009-06-02 | 2010-05-07 | Completed | 33.33% | $33.45 | $41.35 | 23.55% | Stop | |
| 2008-06-18 | 2010-03-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2007-11-26 | 2009-08-25 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.82% | Interest Income | |
| 2008-07-11 | 2009-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2008-06-17 | 2008-07-11 | Completed | 33.33% | $49.14 | $44.10 | -10.31% | Signal | |
| 2008-02-12 | 2008-06-18 | Completed | 33.33% | $49.48 | $48.23 | -2.58% | Signal | |
| 2007-09-05 | 2008-06-17 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.02% | Interest Income | |
| 2008-01-18 | 2008-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2003-03-24 | 2008-01-18 | Completed | 33.33% | $26.32 | $48.66 | 84.81% | Stop | |
| 2003-03-24 | 2007-11-26 | Completed | 33.33% | $26.32 | $52.11 | 97.88% | Signal | |
| 2006-09-13 | 2007-09-05 | Completed | 33.33% | $48.44 | $54.75 | 12.95% | Signal | |
| 2006-07-24 | 2006-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2006-01-10 | 2006-07-24 | Completed | 33.33% | $44.96 | $46.36 | 3.06% | Signal | |
| 2005-11-14 | 2006-01-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2005-07-15 | 2005-11-14 | Completed | 33.33% | $42.64 | $42.94 | 0.65% | Signal | |
| 2005-06-06 | 2005-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2004-08-26 | 2005-06-06 | Completed | 33.33% | $36.30 | $41.37 | 13.90% | Signal | |
| 2004-06-14 | 2004-08-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2003-05-27 | 2004-06-14 | Completed | 33.33% | $28.72 | $35.99 | 25.27% | Signal | |
| 2003-04-02 | 2003-05-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2003-03-11 | 2003-04-02 | Completed | 33.33% | $24.71 | $26.53 | 7.29% | Signal | |
| 2002-08-08 | 2003-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.84% | Interest Income | |
| 2002-05-24 | 2003-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income | |
| 2003-02-14 | 2003-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2003-01-06 | 2003-02-14 | Completed | 33.33% | $27.78 | $25.04 | -9.90% | Stop | |
| 2002-07-01 | 2003-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2002-08-05 | 2002-08-08 | Completed | 33.33% | $26.13 | $26.42 | 1.06% | Signal | |
| 2002-07-12 | 2002-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-05-29 | 2002-07-12 | Completed | 33.33% | $32.37 | $28.52 | -11.96% | Stop | |
| 2002-05-29 | 2002-07-01 | Completed | 33.33% | $32.37 | $30.39 | -6.18% | Signal | |
| 2002-05-24 | 2002-05-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2002-05-24 | 2002-05-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |