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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -26.4% (compared to the benchmark's drawdown of -55.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.4%, compared to a Buy-and-Hold benchmark return of 10.2%. The strategy executed 12 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
IWV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 17.76% | 17.76% | 7.64% | 11.33% | 14.71% | 14.30% | 11.43% | 10.21% |
| Sharpe Ratio | 1.28 | 1.28 | 0.52 | 0.62 | 0.94 | 0.73 | 0.78 | 0.51 |
| Max Drawdown | -8.89% | -8.89% | -20.58% | -25.11% | -20.58% | -35.22% | -26.39% | -55.61% |
| % Time Invested | 100.0% | 100.0% | 76.2% | 100.0% | 85.9% | 100.0% | 84.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 | 0.5 | 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 | ||||||||
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-11-08 | 2025-04-07 | Completed | 100% | $242.34 | $273.88 | 12.96% | Stop | |
| 2022-11-08 | 2023-11-08 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.10% | Interest Income | |
| 2022-10-18 | 2022-11-08 | Completed | 100% | $207.48 | $210.58 | 1.44% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-05-25 | 2022-09-26 | Completed | 100% | $214.31 | $202.34 | -5.64% | Stop | |
| 2022-05-03 | 2022-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2020-03-24 | 2022-05-03 | Completed | 100% | $124.65 | $227.92 | 82.76% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-15 | 2020-03-02 | Completed | 100% | $137.40 | $160.56 | 16.80% | Stop | |
| 2018-12-20 | 2019-01-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-08-26 | 2018-12-20 | Completed | 100% | $111.44 | $131.91 | 18.31% | Stop | |
| 2016-07-22 | 2016-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-09-17 | 2016-07-22 | Completed | 100% | $101.26 | $110.36 | 8.93% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-31 | 2015-08-25 | Completed | 100% | $57.20 | $96.86 | 69.24% | Stop | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-09 | Completed | 100% | $49.52 | $53.00 | 6.99% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-09-15 | 2010-05-07 | Completed | 100% | $46.97 | $51.23 | 9.00% | Stop | |
| 2008-07-11 | 2009-09-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2008-02-12 | 2008-07-11 | Completed | 100% | $57.48 | $53.54 | -6.92% | Signal | |
| 2008-01-18 | 2008-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2003-03-21 | 2008-01-18 | Completed | 100% | $33.39 | $56.84 | 70.17% | Stop | |
| 2002-05-24 | 2003-03-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.19% | Interest Income | |