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 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 -56.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.8%, compared to a Buy-and-Hold benchmark return of 10.7%. The strategy executed 19 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
IWP Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -6.04% | -2.53% | 1.37% | 4.16% | 9.12% | 11.56% | 8.75% | 10.65% |
| Sharpe Ratio | -0.48 | -0.15 | 0.09 | 0.18 | 0.60 | 0.50 | 0.60 | 0.48 |
| Max Drawdown | -9.71% | -14.79% | -22.95% | -38.62% | -22.95% | -38.62% | -23.77% | -56.92% |
| % Time Invested | 66.7% | 100.0% | 65.7% | 100.0% | 76.2% | 100.0% | 75.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.9 | 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 | ||||||||
| 2025-06-18 | 2026-02-19 | Completed | 100% | $133.75 | $135.26 | 1.08% | Signal | |
| 2025-04-08 | 2025-06-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.84% | 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 | |
| 2023-12-12 | 2025-03-10 | Completed | 100% | $98.70 | $118.57 | 20.08% | Stop | |
| 2023-11-02 | 2023-12-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2023-01-18 | 2023-11-02 | Completed | 100% | $87.52 | $87.08 | -0.56% | Signal | |
| 2022-01-11 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.26% | 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 | |
| 2020-06-03 | 2021-03-08 | Completed | 100% | $77.01 | $96.62 | 25.40% | Stop | |
| 2020-03-30 | 2020-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-03-30 | Completed | 100% | $53.25 | $58.95 | 10.65% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-03-18 | 2020-03-02 | Completed | 100% | $64.86 | $69.97 | 7.83% | Stop | |
| 2018-11-26 | 2019-03-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 2018-11-20 | 2018-11-26 | Completed | 100% | $56.45 | $58.14 | 2.94% | Signal | |
| 2018-10-29 | 2018-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-05-06 | 2018-10-29 | Completed | 100% | $42.52 | $57.71 | 35.66% | Stop | |
| 2015-08-25 | 2016-05-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2012-08-17 | 2015-08-25 | Completed | 100% | $27.66 | $42.71 | 54.33% | Stop | |
| 2012-07-26 | 2012-08-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-02-10 | 2012-07-26 | Completed | 100% | $27.31 | $26.40 | -3.37% | Signal | |
| 2011-08-05 | 2012-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-09-17 | 2011-08-05 | Completed | 100% | $21.61 | $24.50 | 13.33% | Stop | |
| 2010-08-16 | 2010-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-08-16 | Completed | 100% | $20.43 | $19.95 | -2.40% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-08 | 2010-05-07 | Completed | 100% | $16.23 | $20.81 | 28.18% | Stop | |
| 2008-07-24 | 2009-06-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2008-06-11 | 2008-07-24 | Completed | 100% | $24.13 | $22.21 | -7.98% | Signal | |
| 2008-01-10 | 2008-06-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2006-10-31 | 2008-01-10 | Completed | 100% | $21.61 | $22.81 | 5.48% | Signal | |
| 2006-07-18 | 2006-10-31 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.45% | Interest Income | |
| 2004-11-12 | 2006-07-18 | Completed | 100% | $16.90 | $19.40 | 14.74% | Signal | |
| 2004-08-10 | 2004-11-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2003-08-04 | 2004-08-10 | Completed | 100% | $13.30 | $14.67 | 10.20% | Signal | |
| 2003-07-31 | 2003-08-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |