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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -20.6% (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 14 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
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% | 7.80% | 11.33% | 12.45% | 14.30% | 10.25% | 10.21% |
| Sharpe Ratio | 1.28 | 1.28 | 0.59 | 0.62 | 0.93 | 0.73 | 0.81 | 0.51 |
| Max Drawdown | -8.89% | -8.89% | -20.58% | -25.11% | -20.58% | -35.22% | -20.62% | -55.61% |
| % Time Invested | 100.0% | 100.0% | 77.4% | 100.0% | 82.3% | 100.0% | 75.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.4 | 0.0 | 0.6 | 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 | 2025-07-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2023-01-31 | 2025-04-07 | Completed | 100% | $223.24 | $273.88 | 22.62% | Stop | |
| 2022-03-09 | 2023-01-31 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.39% | Interest Income | |
| 2020-07-09 | 2022-03-09 | Completed | 100% | $171.54 | $233.78 | 36.21% | Signal | |
| 2020-03-31 | 2020-07-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-03-24 | 2020-03-31 | Completed | 100% | $124.65 | $138.93 | 11.40% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-03-28 | 2020-03-02 | Completed | 100% | $150.04 | $160.56 | 6.96% | Stop | |
| 2018-12-07 | 2019-03-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 2016-04-26 | 2018-12-07 | Completed | 100% | $106.00 | $142.78 | 34.63% | Signal | |
| 2016-01-08 | 2016-04-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2015-12-30 | 2016-01-08 | Completed | 100% | $104.70 | $98.55 | -5.91% | Signal | |
| 2015-08-25 | 2015-12-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2012-01-26 | 2015-08-25 | Completed | 100% | $62.87 | $96.86 | 53.99% | Stop | |
| 2011-08-09 | 2012-01-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-10-15 | 2011-08-09 | Completed | 100% | $54.47 | $53.00 | -2.74% | Stop | |
| 2010-07-13 | 2010-10-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-06-01 | 2010-07-13 | Completed | 100% | $49.52 | $49.63 | 0.18% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-18 | 2010-05-07 | Completed | 100% | $40.42 | $51.23 | 26.69% | Stop | |
| 2007-12-27 | 2009-06-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.52% | Interest Income | |
| 2006-09-12 | 2007-12-27 | Completed | 100% | $54.09 | $63.43 | 17.20% | Signal | |
| 2006-07-25 | 2006-09-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 2004-11-01 | 2006-07-25 | Completed | 100% | $44.83 | $52.22 | 16.41% | Signal | |
| 2004-08-20 | 2004-11-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2003-03-21 | 2004-08-20 | Completed | 100% | $33.39 | $42.83 | 28.22% | Signal | |
| 2002-06-04 | 2003-03-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.15% | Interest Income | |
| 2002-05-29 | 2002-06-04 | Completed | 100% | $40.10 | $38.85 | -3.16% | Signal | |
| 2002-05-24 | 2002-05-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |