IWP
iShares Russell Mid-Cap Growth ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IWP (iShares Russell Mid-Cap Growth ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -25.7% (compared to the benchmark's drawdown of -56.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.6%, compared to a Buy-and-Hold benchmark return of 10.7%. The strategy executed 63 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.
IWP Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -4.30% | -2.53% | 3.54% | 4.16% | 11.11% | 11.56% | 10.62% | 10.65% |
| Sharpe Ratio | -0.35 | -0.15 | 0.24 | 0.18 | 0.70 | 0.50 | 0.72 | 0.48 |
| Max Drawdown | -10.37% | -14.79% | -25.72% | -38.62% | -25.72% | -38.62% | -25.72% | -56.92% |
| % Time Invested | 100.0% | 100.0% | 91.4% | 100.0% | 94.8% | 100.0% | 93.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.8 | 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 | ||||||||
| 2025-04-30 | 2026-03-30 | Completed | 33.33% | $118.12 | $125.85 | 6.48% | Stop | |
| 2025-07-03 | 2025-12-11 | Completed | 33.33% | $138.27 | $139.15 | 0.59% | Signal | |
| 2025-04-07 | 2025-07-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-27 | 2025-04-07 | Completed | 33.33% | $120.86 | $101.17 | -16.33% | Stop | |
| 2025-03-27 | 2025-04-07 | Completed | 33.33% | $120.86 | $101.17 | -16.33% | Stop | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-05 | 2025-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-05 | 2025-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-01-18 | 2025-03-11 | Completed | 33.33% | $87.52 | $115.97 | 32.44% | Stop | |
| 2024-09-18 | 2025-03-05 | Completed | 33.33% | $114.19 | $122.58 | 7.29% | Stop | |
| 2023-11-17 | 2025-03-05 | Completed | 33.33% | $93.48 | $122.58 | 31.07% | Stop | |
| 2024-07-09 | 2024-09-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.03% | Interest Income | |
| 2024-01-05 | 2024-07-09 | Completed | 33.33% | $99.43 | $110.39 | 10.97% | Signal | |
| 2023-10-25 | 2024-01-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.05% | Interest Income | |
| 2023-10-26 | 2023-11-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-01-18 | 2023-10-26 | Completed | 33.33% | $87.52 | $85.88 | -1.92% | Stop | |
| 2023-01-18 | 2023-10-25 | Completed | 33.33% | $87.52 | $87.48 | -0.09% | Signal | |
| 2022-11-16 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2022-08-19 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.58% | Interest Income | |
| 2022-02-25 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.23% | Interest Income | |
| 2022-09-26 | 2022-11-16 | Completed | 33.33% | $77.41 | $86.54 | 11.74% | Signal | |
| 2022-01-07 | 2022-09-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.97% | Interest Income | |
| 2022-06-01 | 2022-08-19 | Completed | 33.33% | $84.40 | $90.56 | 7.25% | Signal | |
| 2022-05-09 | 2022-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-03 | 2022-05-09 | Completed | 33.33% | $96.89 | $82.51 | -14.88% | Stop | |
| 2022-02-01 | 2022-02-25 | Completed | 33.33% | $98.56 | $94.68 | -3.98% | Stop | |
| 2022-01-11 | 2022-02-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2022-01-07 | 2022-02-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-01 | 2022-01-11 | Completed | 33.33% | $56.90 | $104.07 | 82.83% | Stop | |
| 2021-06-24 | 2022-01-07 | Completed | 33.33% | $109.22 | $105.70 | -3.27% | Stop | |
| 2021-03-29 | 2022-01-07 | Completed | 33.33% | $98.30 | $105.70 | 7.47% | Stop | |
| 2021-06-02 | 2021-06-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-29 | 2021-06-02 | Completed | 33.33% | $98.30 | $103.01 | 4.74% | Signal | |
| 2021-03-05 | 2021-03-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-05 | 2021-03-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-08-27 | 2021-03-05 | Completed | 33.33% | $85.10 | $96.66 | 13.53% | Stop | |
| 2020-06-03 | 2021-03-05 | Completed | 33.33% | $77.01 | $96.66 | 25.45% | Stop | |
| 2020-07-13 | 2020-08-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-07-13 | Completed | 33.33% | $53.25 | $80.11 | 50.36% | Signal | |
| 2020-04-09 | 2020-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-04-09 | Completed | 33.33% | $53.25 | $64.05 | 20.21% | 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 | |
| 2019-01-11 | 2020-03-10 | Completed | 33.33% | $57.31 | $66.12 | 15.32% | Stop | |
| 2019-05-22 | 2020-03-02 | Completed | 33.33% | $66.16 | $69.97 | 5.70% | Stop | |
| 2019-03-15 | 2020-03-02 | Completed | 33.33% | $64.49 | $69.97 | 8.45% | Stop | |
| 2019-01-18 | 2019-05-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 2018-11-20 | 2019-03-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2019-01-16 | 2019-01-18 | Completed | 33.33% | $57.85 | $59.04 | 2.01% | 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 | |
| 2018-11-16 | 2018-12-21 | Completed | 33.33% | $58.73 | $53.41 | -9.11% | Stop | |
| 2016-11-15 | 2018-12-18 | Completed | 33.33% | $45.25 | $55.56 | 22.73% | Stop | |
| 2018-11-16 | 2018-11-20 | Completed | 33.33% | $58.73 | $56.45 | -3.92% | Signal | |
| 2018-10-25 | 2018-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-10-25 | 2018-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-01-20 | 2018-10-25 | Completed | 33.33% | $47.30 | $56.94 | 20.32% | Stop | |
| 2016-07-25 | 2018-10-25 | Completed | 33.33% | $45.71 | $56.94 | 24.49% | Stop | |
| 2016-12-27 | 2017-01-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-05-05 | 2016-12-27 | Completed | 33.33% | $42.90 | $46.66 | 8.70% | Signal | |
| 2016-06-09 | 2016-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2015-11-12 | 2016-07-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2016-02-12 | 2016-06-09 | Completed | 33.33% | $37.56 | $44.44 | 18.26% | Signal | |
| 2015-08-18 | 2016-05-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-21 | Completed | 33.33% | $43.93 | $38.73 | -11.88% | Stop | |
| 2015-09-17 | 2015-11-12 | Completed | 33.33% | $43.93 | $43.65 | -0.69% | 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 | |
| 2012-03-23 | 2015-08-25 | Completed | 33.33% | $28.07 | $42.71 | 52.05% | Stop | |
| 2011-08-30 | 2015-08-25 | Completed | 33.33% | $24.29 | $42.71 | 75.74% | Stop | |
| 2012-09-19 | 2015-08-18 | Completed | 33.33% | $28.63 | $45.91 | 60.27% | Signal | |
| 2012-07-05 | 2012-09-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-01-03 | 2012-07-05 | Completed | 33.33% | $25.26 | $27.06 | 7.05% | Signal | |
| 2011-10-04 | 2012-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-08-05 | 2012-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-29 | 2011-10-04 | Completed | 33.33% | $23.93 | $21.10 | -11.88% | Stop | |
| 2011-08-08 | 2011-08-30 | 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 | 2011-08-08 | Completed | 33.33% | $20.43 | $22.72 | 11.18% | Stop | |
| 2010-09-17 | 2011-08-05 | Completed | 33.33% | $21.61 | $24.50 | 13.33% | Stop | |
| 2010-06-01 | 2011-08-05 | Completed | 33.33% | $20.43 | $24.50 | 19.89% | Stop | |
| 2010-07-28 | 2010-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-06-01 | 2010-07-28 | Completed | 33.33% | $20.43 | $20.84 | 1.96% | 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% | $16.46 | $20.81 | 26.39% | Stop | |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $16.46 | $20.81 | 26.39% | Stop | |
| 2009-04-24 | 2010-05-07 | Completed | 33.33% | $14.76 | $20.81 | 40.96% | Stop | |
| 2008-09-08 | 2009-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2008-01-10 | 2009-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.42% | Interest Income | |
| 2008-08-28 | 2009-04-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2008-02-12 | 2008-09-08 | Completed | 33.33% | $22.74 | $21.69 | -4.67% | Stop | |
| 2008-07-30 | 2008-08-28 | Completed | 33.33% | $22.13 | $22.34 | 0.91% | Signal | |
| 2008-07-08 | 2008-07-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-06-04 | 2008-07-08 | Completed | 33.33% | $24.45 | $21.94 | -10.29% | Stop | |
| 2008-01-15 | 2008-06-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 2008-01-18 | 2008-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2003-08-19 | 2008-01-18 | Completed | 33.33% | $13.71 | $21.69 | 58.04% | Stop | |
| 2007-11-21 | 2008-01-15 | Completed | 33.33% | $23.55 | $22.85 | -3.01% | Signal | |
| 2007-09-11 | 2008-01-10 | Completed | 33.33% | $23.89 | $22.81 | -4.57% | Stop | |
| 2007-09-19 | 2007-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 2007-09-11 | 2007-09-19 | Completed | 33.33% | $23.89 | $24.96 | 4.43% | Signal | |
| 2007-08-17 | 2007-09-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2007-08-17 | 2007-09-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2007-01-18 | 2007-08-17 | Completed | 33.33% | $22.79 | $23.10 | 1.32% | Stop | |
| 2006-10-27 | 2007-08-17 | Completed | 33.33% | $21.64 | $23.10 | 6.71% | Stop | |
| 2006-09-19 | 2007-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.61% | Interest Income | |
| 2006-06-26 | 2006-10-27 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.71% | Interest Income | |
| 2006-08-10 | 2006-09-19 | Completed | 33.33% | $19.40 | $20.70 | 6.63% | Signal | |
| 2006-07-19 | 2006-08-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2005-01-12 | 2006-07-19 | Completed | 33.33% | $17.29 | $19.39 | 12.11% | Stop | |
| 2005-07-14 | 2006-06-26 | Completed | 33.33% | $19.02 | $20.12 | 5.71% | Signal | |
| 2005-05-17 | 2005-07-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 2004-11-11 | 2005-05-17 | Completed | 33.33% | $16.81 | $17.18 | 2.12% | Signal | |
| 2004-10-01 | 2005-01-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2004-07-08 | 2004-11-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2004-08-31 | 2004-10-01 | Completed | 33.33% | $15.13 | $15.85 | 4.66% | Signal | |
| 2004-08-09 | 2004-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2003-08-04 | 2004-08-09 | Completed | 33.33% | $13.30 | $14.56 | 9.40% | Stop | |
| 2003-08-04 | 2004-07-08 | Completed | 33.33% | $13.30 | $15.91 | 19.53% | Signal | |
| 2003-07-31 | 2003-08-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2003-07-31 | 2003-08-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2003-07-31 | 2003-08-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |