IWY
iShares Russell Top 200 Growth ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IWY (iShares Russell Top 200 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 -25.4% (compared to the benchmark's drawdown of -32.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.8%, compared to a Buy-and-Hold benchmark return of 17.4%. The strategy executed 11 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
IWY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -2.10% | 8.61% | 7.37% | 12.24% | 15.82% | 18.31% | 13.76% | 17.42% |
| Sharpe Ratio | -0.13 | 0.48 | 0.47 | 0.53 | 0.93 | 0.80 | 0.88 | 0.84 |
| Max Drawdown | -13.81% | -16.63% | -21.54% | -32.68% | -21.54% | -32.68% | -25.35% | -32.68% |
| % Time Invested | 93.7% | 100.0% | 74.2% | 100.0% | 82.8% | 100.0% | 84.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.7 | 0.0 | 0.7 | 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 | ||||||||
| 2026-03-26 | 2026-04-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-06-30 | 2026-03-26 | Completed | 100% | $245.42 | $249.63 | 1.67% | Signal | |
| 2025-04-01 | 2025-06-30 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.04% | Interest Income | |
| 2024-08-28 | 2025-04-01 | Completed | 100% | $213.17 | $208.89 | -2.06% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-01-18 | 2024-08-06 | Completed | 100% | $124.06 | $194.30 | 56.54% | Stop | |
| 2022-03-10 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.22% | Interest Income | |
| 2022-02-16 | 2022-03-10 | Completed | 100% | $151.64 | $141.65 | -6.64% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-06-02 | 2022-01-25 | Completed | 100% | $98.94 | $147.38 | 48.89% | Stop | |
| 2020-04-22 | 2020-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-04-22 | Completed | 100% | $74.66 | $88.60 | 18.61% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-03-20 | 2020-03-02 | Completed | 100% | $77.61 | $89.93 | 15.81% | Stop | |
| 2018-12-13 | 2019-03-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.62% | Interest Income | |
| 2016-03-18 | 2018-12-13 | Completed | 100% | $48.58 | $72.38 | 48.92% | Signal | |
| 2016-02-09 | 2016-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-11-20 | 2016-02-09 | Completed | 100% | $49.72 | $43.49 | -12.58% | Signal | |
| 2015-10-01 | 2015-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-09-17 | 2015-10-01 | Completed | 100% | $46.64 | $44.89 | -3.79% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-12-20 | 2015-08-25 | Completed | 100% | $25.73 | $45.40 | 76.35% | Stop | |
| 2011-09-19 | 2011-12-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |