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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -28.3% (compared to the benchmark's drawdown of -56.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.2%, compared to a Buy-and-Hold benchmark return of 10.7%. The strategy executed 19 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 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 Active
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.
🎯 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
IWP Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -10.24% | -2.53% | 4.98% | 4.16% | 13.81% | 11.56% | 12.16% | 10.65% |
| Sharpe Ratio | -0.66 | -0.15 | 0.26 | 0.18 | 0.73 | 0.50 | 0.71 | 0.48 |
| Max Drawdown | -15.30% | -14.79% | -25.67% | -38.62% | -25.67% | -38.62% | -28.28% | -56.92% |
| % Time Invested | 93.7% | 100.0% | 85.7% | 100.0% | 87.1% | 100.0% | 87.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 1.0 | 0.0 | 0.8 | 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 | ||||||||
| 2026-03-31 | 2026-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-05-01 | 2026-03-31 | Completed | 100% | $121.92 | $125.03 | 2.50% | Stop | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-01 | 2025-04-08 | Completed | 100% | $116.80 | $109.83 | -6.01% | Stop | |
| 2025-03-10 | 2025-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-01-18 | 2025-03-10 | Completed | 100% | $87.52 | $118.57 | 35.41% | Stop | |
| 2022-08-24 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.55% | Interest Income | |
| 2022-05-25 | 2022-08-24 | Completed | 100% | $78.08 | $87.67 | 12.23% | Signal | |
| 2022-05-03 | 2022-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-03 | 2022-05-03 | Completed | 100% | $96.89 | $88.15 | -9.07% | Stop | |
| 2022-01-11 | 2022-02-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-03-30 | 2022-01-11 | Completed | 100% | $97.48 | $104.07 | 6.71% | Stop | |
| 2021-03-08 | 2021-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-03-24 | 2021-03-08 | Completed | 100% | $53.25 | $96.62 | 81.33% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-18 | 2020-03-02 | Completed | 100% | $59.04 | $69.97 | 18.46% | Stop | |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-20 | 2018-12-26 | Completed | 100% | $56.45 | $51.43 | -8.94% | Stop | |
| 2018-10-29 | 2018-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-11-15 | 2018-10-29 | Completed | 100% | $45.25 | $57.71 | 27.47% | Stop | |
| 2016-06-13 | 2016-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2016-02-12 | 2016-06-13 | Completed | 100% | $37.56 | $43.80 | 16.54% | Signal | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-21 | Completed | 100% | $43.93 | $38.73 | -11.88% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-27 | 2015-08-25 | Completed | 100% | $25.71 | $42.71 | 66.05% | Stop | |
| 2011-10-05 | 2011-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-29 | 2011-10-05 | Completed | 100% | $23.93 | $22.14 | -7.54% | Stop | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-05 | Completed | 100% | $20.43 | $24.50 | 19.89% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-22 | 2010-05-07 | Completed | 100% | $16.46 | $20.81 | 26.39% | Stop | |
| 2008-08-29 | 2009-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2008-08-07 | 2008-08-29 | Completed | 100% | $22.06 | $22.49 | 1.88% | Signal | |
| 2008-07-16 | 2008-08-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-02-11 | 2008-07-16 | Completed | 100% | $22.35 | $21.63 | -3.27% | Stop | |
| 2008-01-17 | 2008-02-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2003-08-19 | 2008-01-17 | Completed | 100% | $13.71 | $22.32 | 62.65% | Stop | |
| 2003-07-31 | 2003-08-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |