IWF
iShares Russell 1000 Growth ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IWF (iShares Russell 1000 Growth ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -26.4% (compared to the benchmark's drawdown of -51.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.2%, compared to a Buy-and-Hold benchmark return of 11.4%. The strategy executed 65 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.
IWF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 0.30% | 7.88% | 5.97% | 11.28% | 15.14% | 17.24% | 10.15% | 11.41% |
| Sharpe Ratio | 0.02 | 0.45 | 0.38 | 0.50 | 0.90 | 0.76 | 0.73 | 0.54 |
| Max Drawdown | -11.62% | -16.27% | -26.41% | -32.72% | -26.41% | -32.72% | -26.41% | -51.28% |
| % Time Invested | 95.6% | 100.0% | 90.1% | 100.0% | 93.9% | 100.0% | 90.4% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 4.0 | 0.0 | 3.1 | 0.0 | 2.7 | 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 | |
| 2026-03-23 | 2026-04-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-23 | 2026-04-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2025-04-24 | 2026-03-30 | Completed | 33.33% | $87.36 | $103.97 | 18.95% | Stop | |
| 2025-09-04 | 2026-03-23 | Completed | 33.33% | $111.29 | $108.59 | -2.48% | Stop | |
| 2025-07-09 | 2026-02-23 | Completed | 33.33% | $106.25 | $113.06 | 6.35% | Signal | |
| 2025-07-25 | 2025-09-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2025-05-01 | 2025-07-25 | Completed | 33.33% | $92.96 | $109.24 | 17.45% | Signal | |
| 2025-04-04 | 2025-07-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.09% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-01 | 2025-04-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $89.26 | $84.35 | -5.55% | Stop | |
| 2025-04-02 | 2025-04-04 | Completed | 33.33% | $89.26 | $83.51 | -6.49% | Signal | |
| 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 | 2025-04-01 | Completed | 33.33% | $90.78 | $89.44 | -1.52% | Stop | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $90.78 | $90.16 | -0.74% | Stop | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $90.78 | $90.16 | -0.74% | 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 | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-12-21 | 2024-08-06 | Completed | 33.33% | $74.65 | $82.90 | 10.99% | Stop | |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $55.30 | $82.90 | 49.83% | Stop | |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $55.30 | $82.90 | 49.83% | Stop | |
| 2023-11-13 | 2023-12-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2023-01-18 | 2023-11-13 | Completed | 33.33% | $55.30 | $69.32 | 25.29% | Signal | |
| 2022-11-08 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 2022-10-21 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2022-04-27 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.14% | Interest Income | |
| 2022-10-05 | 2022-11-08 | Completed | 33.33% | $53.70 | $52.70 | -1.92% | Signal | |
| 2022-10-18 | 2022-10-21 | Completed | 33.33% | $53.57 | $51.97 | -3.04% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-03-01 | 2022-10-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.03% | Interest Income | |
| 2022-06-01 | 2022-09-26 | Completed | 33.33% | $58.44 | $52.80 | -9.69% | Stop | |
| 2022-05-09 | 2022-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-05-09 | Completed | 33.33% | $66.45 | $57.40 | -13.67% | Stop | |
| 2022-02-15 | 2022-04-27 | Completed | 33.33% | $66.37 | $60.13 | -9.46% | Stop | |
| 2022-02-15 | 2022-03-01 | Completed | 33.33% | $66.37 | $64.92 | -2.25% | 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 | |
| 2020-03-24 | 2022-01-25 | Completed | 33.33% | $33.16 | $64.55 | 94.56% | Stop | |
| 2020-06-03 | 2022-01-24 | Completed | 33.33% | $45.15 | $63.99 | 41.66% | Stop | |
| 2020-03-24 | 2022-01-24 | Completed | 33.33% | $33.16 | $63.99 | 92.85% | Stop | |
| 2020-04-23 | 2020-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-04-23 | Completed | 33.33% | $33.16 | $40.14 | 20.99% | 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 | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-06-26 | 2020-03-02 | Completed | 33.33% | $37.47 | $40.69 | 8.54% | Stop | |
| 2019-03-26 | 2020-03-02 | Completed | 33.33% | $35.83 | $40.69 | 13.50% | Stop | |
| 2019-01-15 | 2020-03-02 | Completed | 33.33% | $32.09 | $40.69 | 26.72% | Stop | |
| 2019-06-04 | 2019-06-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2019-04-08 | 2019-06-04 | Completed | 33.33% | $36.78 | $35.12 | -4.57% | Stop | |
| 2019-02-19 | 2019-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2018-11-29 | 2019-03-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 2019-01-17 | 2019-02-19 | Completed | 33.33% | $32.42 | $34.75 | 7.13% | 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 | |
| 2018-11-21 | 2018-12-24 | Completed | 33.33% | $32.35 | $29.39 | -9.20% | Stop | |
| 2015-09-17 | 2018-12-20 | Completed | 33.33% | $22.16 | $30.78 | 38.80% | Stop | |
| 2018-11-21 | 2018-11-29 | Completed | 33.33% | $32.35 | $33.63 | 3.91% | Signal | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-07-12 | 2018-10-30 | Completed | 33.33% | $23.71 | $32.42 | 36.65% | Stop | |
| 2016-05-04 | 2018-10-30 | Completed | 33.33% | $22.55 | $32.42 | 43.71% | Stop | |
| 2016-01-06 | 2016-07-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2016-02-25 | 2016-05-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-02-12 | 2016-02-25 | Completed | 33.33% | $20.38 | $21.44 | 5.15% | Signal | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-12-10 | 2016-01-21 | Completed | 33.33% | $22.83 | $20.78 | -9.01% | Stop | |
| 2015-09-17 | 2016-01-06 | Completed | 33.33% | $22.16 | $22.06 | -0.53% | Signal | |
| 2015-08-25 | 2015-12-10 | 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 | |
| 2013-02-15 | 2015-08-25 | Completed | 33.33% | $15.17 | $21.57 | 42.18% | Stop | |
| 2012-03-05 | 2015-08-25 | Completed | 33.33% | $13.86 | $21.57 | 55.56% | Stop | |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $12.19 | $21.57 | 76.88% | Stop | |
| 2013-01-24 | 2013-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-08-14 | 2013-01-24 | Completed | 33.33% | $14.20 | $14.92 | 4.95% | Signal | |
| 2012-07-13 | 2012-08-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-23 | 2012-07-13 | Completed | 33.33% | $12.47 | $13.50 | 8.19% | Signal | |
| 2011-10-24 | 2012-03-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-08 | 2011-12-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-30 | 2011-10-24 | Completed | 33.33% | $12.03 | $12.35 | 2.64% | 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% | $10.13 | $11.30 | 11.50% | Stop | |
| 2010-11-17 | 2011-08-08 | Completed | 33.33% | $11.38 | $11.55 | 1.44% | Stop | |
| 2010-09-17 | 2011-08-08 | Completed | 33.33% | $10.67 | $11.55 | 8.15% | Stop | |
| 2010-10-12 | 2010-11-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-10-12 | Completed | 33.33% | $10.13 | $11.07 | 9.24% | Signal | |
| 2010-07-14 | 2010-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-01 | 2010-07-14 | Completed | 33.33% | $10.13 | $10.21 | 0.72% | 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 | |
| 2009-07-21 | 2010-05-07 | Completed | 33.33% | $8.90 | $10.48 | 17.70% | Stop | |
| 2009-07-21 | 2010-05-07 | Completed | 33.33% | $8.90 | $10.48 | 17.70% | Stop | |
| 2009-05-07 | 2010-05-07 | Completed | 33.33% | $8.37 | $10.48 | 25.12% | Stop | |
| 2008-09-17 | 2009-07-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2008-03-11 | 2009-07-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.05% | Interest Income | |
| 2008-08-19 | 2009-05-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2008-02-14 | 2008-09-17 | Completed | 33.33% | $11.51 | $10.31 | -10.47% | Stop | |
| 2008-06-09 | 2008-08-19 | Completed | 33.33% | $11.91 | $11.14 | -6.45% | Signal | |
| 2008-01-22 | 2008-06-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income | |
| 2008-02-12 | 2008-03-11 | Completed | 33.33% | $11.31 | $11.04 | -2.48% | 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 | |
| 2004-01-05 | 2008-01-23 | Completed | 33.33% | $9.23 | $10.68 | 15.64% | Stop | |
| 2007-11-06 | 2008-01-22 | Completed | 33.33% | $12.74 | $10.62 | -16.64% | Stop | |
| 2006-12-29 | 2008-01-18 | Completed | 33.33% | $11.14 | $11.29 | 1.29% | Stop | |
| 2007-10-15 | 2007-11-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2006-10-18 | 2007-10-15 | Completed | 33.33% | $10.82 | $12.85 | 18.74% | Signal | |
| 2006-07-27 | 2006-12-29 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.12% | Interest Income | |
| 2006-05-23 | 2006-10-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.01% | Interest Income | |
| 2004-12-17 | 2006-07-27 | Completed | 33.33% | $9.63 | $9.89 | 2.65% | Signal | |
| 2005-12-07 | 2006-05-23 | Completed | 33.33% | $10.37 | $10.14 | -2.19% | 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% | $9.90 | $10.10 | 1.98% | Signal | |
| 2005-04-19 | 2005-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 2004-11-24 | 2005-04-19 | Completed | 33.33% | $9.44 | $9.12 | -3.41% | Signal | |
| 2004-09-22 | 2004-12-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 2004-06-01 | 2004-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2003-06-10 | 2004-09-22 | Completed | 33.33% | $8.02 | $9.01 | 12.25% | Signal | |
| 2003-05-15 | 2004-06-01 | Completed | 33.33% | $7.76 | $9.24 | 18.96% | Signal | |
| 2002-05-24 | 2004-01-05 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.98% | Interest Income | |
| 2002-05-24 | 2003-06-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.43% | Interest Income | |
| 2003-02-14 | 2003-05-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2002-12-27 | 2003-02-14 | Completed | 33.33% | $7.12 | $6.58 | -7.63% | Stop | |
| 2002-05-24 | 2002-12-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.92% | Interest Income | |