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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -23.8% (compared to the benchmark's drawdown of -51.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.6%, compared to a Buy-and-Hold benchmark return of 11.4%. The strategy executed 17 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
IWF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -2.55% | 7.88% | 7.39% | 11.28% | 14.84% | 17.24% | 9.63% | 11.41% |
| Sharpe Ratio | -0.16 | 0.45 | 0.48 | 0.50 | 0.90 | 0.76 | 0.69 | 0.54 |
| Max Drawdown | -13.30% | -16.27% | -20.29% | -32.72% | -20.29% | -32.72% | -23.78% | -51.28% |
| % Time Invested | 93.7% | 100.0% | 73.9% | 100.0% | 82.1% | 100.0% | 75.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.7 | 0.0 | 0.7 | 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 | ||||||||
| 2026-03-26 | 2026-04-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-06-27 | 2026-03-26 | Completed | 100% | $104.74 | $107.06 | 2.16% | Signal | |
| 2025-04-01 | 2025-06-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2024-08-28 | 2025-04-01 | Completed | 100% | $90.78 | $89.44 | -1.52% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-01-18 | 2024-08-06 | Completed | 100% | $55.30 | $82.90 | 49.83% | Stop | |
| 2022-03-03 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.23% | Interest Income | |
| 2022-02-16 | 2022-03-03 | Completed | 100% | $66.45 | $65.55 | -1.40% | 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% | $45.15 | $64.55 | 42.91% | Stop | |
| 2020-04-15 | 2020-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-04-15 | Completed | 100% | $33.16 | $39.40 | 18.75% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-03-27 | 2020-03-02 | Completed | 100% | $35.77 | $40.69 | 13.70% | Stop | |
| 2018-12-10 | 2019-03-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2016-04-25 | 2018-12-10 | Completed | 100% | $22.99 | $32.31 | 40.45% | Signal | |
| 2016-01-22 | 2016-04-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2015-12-08 | 2016-01-22 | Completed | 100% | $22.94 | $21.13 | -7.96% | Signal | |
| 2015-09-29 | 2015-12-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2015-09-29 | Completed | 100% | $22.16 | $20.85 | -5.96% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-01-25 | 2015-08-25 | Completed | 100% | $13.11 | $21.57 | 64.53% | Stop | |
| 2011-08-09 | 2012-01-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-09-17 | 2011-08-09 | Completed | 100% | $10.67 | $11.30 | 5.83% | Stop | |
| 2010-07-08 | 2010-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-01 | 2010-07-08 | Completed | 100% | $10.13 | $10.00 | -1.32% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-10 | 2010-05-07 | Completed | 100% | $8.75 | $10.48 | 19.65% | Stop | |
| 2008-01-23 | 2009-06-10 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.30% | Interest Income | |
| 2006-10-13 | 2008-01-23 | Completed | 100% | $10.74 | $10.68 | -0.61% | Stop | |
| 2006-06-30 | 2006-10-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.43% | Interest Income | |
| 2004-12-06 | 2006-06-30 | Completed | 100% | $9.56 | $10.14 | 6.01% | Signal | |
| 2004-08-09 | 2004-12-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2003-05-08 | 2004-08-09 | Completed | 100% | $7.55 | $8.55 | 13.12% | Signal | |
| 2002-05-24 | 2003-05-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.34% | Interest Income | |