IWV
iShares Russell 3000 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IWV (iShares Russell 3000 ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -19.8% (compared to the benchmark's drawdown of -55.6%). 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 10.2%. The strategy executed 51 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.
IWV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 13.34% | 17.76% | 7.27% | 11.33% | 13.18% | 14.30% | 10.25% | 10.21% |
| Sharpe Ratio | 1.03 | 1.28 | 0.60 | 0.62 | 0.98 | 0.73 | 0.82 | 0.51 |
| Max Drawdown | -8.89% | -8.89% | -18.37% | -25.11% | -18.37% | -35.22% | -19.79% | -55.61% |
| % Time Invested | 100.0% | 100.0% | 91.4% | 100.0% | 94.8% | 100.0% | 90.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 2.0 | 0.0 | 2.1 | 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 | ||||||||
| 2026-04-09 | 2026-05-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2025-07-02 | 2026-04-09 | Completed | 33.33% | $347.62 | $383.96 | 10.40% | Signal | |
| 2025-06-27 | 2025-09-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.91% | Interest Income | |
| 2025-03-27 | 2025-07-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income | |
| 2025-04-30 | 2025-06-27 | Completed | 33.33% | $307.35 | $345.47 | 12.35% | Signal | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-11-08 | 2025-04-07 | Completed | 33.33% | $242.34 | $273.88 | 12.96% | Stop | |
| 2023-04-20 | 2025-04-07 | Completed | 33.33% | $227.36 | $273.88 | 20.40% | Stop | |
| 2024-01-04 | 2025-03-27 | Completed | 33.33% | $261.90 | $318.99 | 21.74% | Signal | |
| 2023-11-03 | 2024-01-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 2022-11-01 | 2023-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 5.18% | Interest Income | |
| 2023-01-30 | 2023-11-03 | Completed | 33.33% | $224.02 | $239.79 | 6.99% | Signal | |
| 2022-05-10 | 2023-04-20 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.34% | Interest Income | |
| 2022-02-25 | 2023-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.38% | Interest Income | |
| 2022-10-20 | 2022-11-01 | Completed | 33.33% | $203.79 | $216.28 | 6.08% | Signal | |
| 2022-09-28 | 2022-10-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2022-06-02 | 2022-09-28 | Completed | 33.33% | $224.11 | $201.51 | -10.13% | Stop | |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-03-21 | 2022-05-10 | Completed | 33.33% | $245.19 | $220.85 | -9.97% | Stop | |
| 2020-04-01 | 2022-05-10 | Completed | 33.33% | $132.11 | $220.85 | 67.08% | Stop | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-08-11 | 2022-02-25 | Completed | 33.33% | $182.83 | $236.34 | 29.20% | Stop | |
| 2020-06-25 | 2022-02-25 | Completed | 33.33% | $163.92 | $236.34 | 44.11% | Stop | |
| 2020-06-16 | 2020-08-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-08 | 2020-06-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-24 | 2020-06-16 | Completed | 33.33% | $124.65 | $170.15 | 36.43% | Signal | |
| 2020-03-24 | 2020-04-08 | Completed | 33.33% | $124.65 | $142.12 | 13.95% | 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 | |
| 2019-01-16 | 2020-03-10 | Completed | 33.33% | $139.02 | $152.27 | 9.48% | Stop | |
| 2019-06-20 | 2020-03-02 | Completed | 33.33% | $158.06 | $160.56 | 1.53% | Stop | |
| 2019-03-28 | 2020-03-02 | Completed | 33.33% | $150.04 | $160.56 | 6.96% | Stop | |
| 2019-02-01 | 2019-06-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.91% | Interest Income | |
| 2018-11-29 | 2019-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income | |
| 2019-01-11 | 2019-02-01 | Completed | 33.33% | $137.51 | $144.21 | 4.82% | 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 | |
| 2016-08-29 | 2018-12-21 | Completed | 33.33% | $110.87 | $130.88 | 17.99% | Stop | |
| 2016-07-11 | 2018-12-18 | Completed | 33.33% | $108.77 | $135.72 | 24.71% | Stop | |
| 2018-07-05 | 2018-11-29 | Completed | 33.33% | $145.46 | $144.99 | -0.37% | Signal | |
| 2018-05-22 | 2018-07-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2016-05-02 | 2018-05-22 | Completed | 33.33% | $105.00 | $145.19 | 38.21% | Signal | |
| 2016-07-18 | 2016-08-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2015-09-17 | 2016-07-18 | Completed | 33.33% | $101.26 | $110.17 | 8.74% | Signal | |
| 2015-11-05 | 2016-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2016-01-21 | 2016-05-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2015-12-23 | 2016-01-21 | Completed | 33.33% | $103.52 | $93.49 | -9.74% | Stop | |
| 2015-08-25 | 2015-12-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-09-17 | 2015-11-05 | Completed | 33.33% | $101.26 | $106.14 | 4.77% | 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 | |
| 2012-09-04 | 2015-08-25 | Completed | 33.33% | $66.65 | $96.86 | 45.26% | Stop | |
| 2012-01-26 | 2015-08-25 | Completed | 33.33% | $62.87 | $96.86 | 53.99% | Stop | |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $57.20 | $96.86 | 69.24% | Stop | |
| 2012-07-09 | 2012-09-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-12-27 | 2012-07-09 | Completed | 33.33% | $59.34 | $64.21 | 8.14% | Signal | |
| 2011-10-14 | 2012-01-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-04 | 2011-12-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-30 | 2011-10-14 | Completed | 33.33% | $56.45 | $56.88 | 0.71% | 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% | $49.52 | $53.00 | 6.99% | Stop | |
| 2010-11-22 | 2011-08-08 | Completed | 33.33% | $55.24 | $54.46 | -1.46% | Stop | |
| 2010-10-12 | 2011-08-04 | Completed | 33.33% | $53.42 | $58.38 | 9.24% | Signal | |
| 2010-10-18 | 2010-11-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-10-18 | Completed | 33.33% | $49.52 | $54.14 | 9.27% | Signal | |
| 2010-07-20 | 2010-10-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-06-01 | 2010-07-20 | Completed | 33.33% | $49.52 | $48.18 | -2.76% | 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 | |
| 2009-09-15 | 2010-05-07 | Completed | 33.33% | $46.97 | $51.23 | 9.00% | Stop | |
| 2009-08-14 | 2010-05-07 | Completed | 33.33% | $45.15 | $51.23 | 13.41% | Stop | |
| 2009-05-27 | 2010-05-07 | Completed | 33.33% | $40.24 | $51.23 | 27.23% | Stop | |
| 2008-07-22 | 2009-09-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income | |
| 2008-01-03 | 2009-08-14 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.50% | Interest Income | |
| 2008-08-04 | 2009-05-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2008-06-12 | 2008-08-04 | Completed | 33.33% | $58.21 | $54.73 | -6.03% | Signal | |
| 2008-02-13 | 2008-07-22 | Completed | 33.33% | $58.04 | $54.43 | -6.28% | Signal | |
| 2008-01-02 | 2008-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2008-01-22 | 2008-02-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2003-03-21 | 2008-01-22 | Completed | 33.33% | $33.39 | $52.32 | 56.63% | Stop | |
| 2006-11-21 | 2008-01-03 | Completed | 33.33% | $58.67 | $61.62 | 4.98% | Signal | |
| 2007-12-07 | 2008-01-02 | Completed | 33.33% | $64.16 | $62.43 | -2.75% | Signal | |
| 2007-09-13 | 2007-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 2006-10-09 | 2007-09-13 | Completed | 33.33% | $56.06 | $62.60 | 11.60% | Signal | |
| 2006-10-04 | 2006-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 2006-06-27 | 2006-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.41% | Interest Income | |
| 2004-12-22 | 2006-10-04 | Completed | 33.33% | $48.21 | $55.24 | 14.52% | Signal | |
| 2005-12-21 | 2006-06-27 | Completed | 33.33% | $52.05 | $52.16 | 0.16% | Signal | |
| 2005-11-15 | 2005-12-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2005-07-18 | 2005-11-15 | Completed | 33.33% | $49.91 | $50.64 | 1.42% | Signal | |
| 2005-05-06 | 2005-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2004-11-04 | 2005-05-06 | Completed | 33.33% | $45.42 | $47.37 | 4.25% | Signal | |
| 2004-10-19 | 2004-12-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2004-06-08 | 2004-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income | |
| 2003-03-21 | 2004-10-19 | Completed | 33.33% | $33.39 | $44.20 | 32.32% | Signal | |
| 2003-05-20 | 2004-06-08 | Completed | 33.33% | $35.25 | $44.66 | 26.64% | Signal | |
| 2003-03-12 | 2003-05-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2002-05-24 | 2003-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income | |
| 2002-05-24 | 2003-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income | |
| 2003-01-03 | 2003-03-12 | Completed | 33.33% | $34.24 | $30.24 | -11.72% | Stop | |
| 2002-05-24 | 2003-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income | |