IXUS
iShares Core MSCI Total International Stock ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IXUS (iShares Core MSCI Total International Stock ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -17.8% (compared to the benchmark's drawdown of -36.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.8%, compared to a Buy-and-Hold benchmark return of 7.7%. The strategy executed 31 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.
IXUS Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 21.75% | 21.75% | 6.84% | 8.51% | 9.05% | 9.44% | 6.80% | 7.69% |
| Sharpe Ratio | 1.17 | 1.17 | 0.56 | 0.50 | 0.74 | 0.53 | 0.58 | 0.43 |
| Max Drawdown | -11.36% | -11.36% | -14.53% | -30.03% | -17.76% | -36.22% | -17.76% | -36.22% |
| % Time Invested | 100.0% | 100.0% | 87.8% | 100.0% | 92.2% | 100.0% | 89.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.6 | 0.0 | 2.3 | 0.0 | 2.6 | 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 | ||||||||
| 2025-04-04 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2023-12-15 | 2025-04-04 | Completed | 33.33% | $58.61 | $63.24 | 7.86% | Signal | |
| 2024-12-30 | 2025-03-31 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.03% | Interest Income | |
| 2023-12-15 | 2024-12-30 | Completed | 33.33% | $58.61 | $63.19 | 7.76% | Signal | |
| 2023-11-08 | 2023-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2023-09-27 | 2023-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income | |
| 2023-03-13 | 2023-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 4.11% | Interest Income | |
| 2023-04-04 | 2023-11-08 | Completed | 33.33% | $55.83 | $54.54 | -2.37% | Signal | |
| 2023-01-09 | 2023-09-27 | Completed | 33.33% | $54.38 | $54.61 | 0.36% | Signal | |
| 2023-03-13 | 2023-04-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2023-01-18 | 2023-03-13 | Completed | 33.33% | $56.33 | $52.91 | -6.13% | Stop | |
| 2023-01-18 | 2023-03-13 | Completed | 33.33% | $56.33 | $52.91 | -6.13% | Stop | |
| 2022-08-23 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.56% | Interest Income | |
| 2022-02-17 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.24% | Interest Income | |
| 2021-10-08 | 2023-01-09 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.17% | Interest Income | |
| 2022-07-14 | 2022-08-23 | Completed | 33.33% | $48.56 | $51.21 | 5.39% | Signal | |
| 2022-06-21 | 2022-07-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-03-30 | 2022-06-21 | Completed | 33.33% | $59.18 | $50.75 | -14.30% | Stop | |
| 2022-03-08 | 2022-03-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-04-01 | 2022-03-08 | Completed | 33.33% | $37.80 | $54.20 | 43.33% | Stop | |
| 2020-06-04 | 2022-02-17 | Completed | 33.33% | $46.12 | $60.79 | 31.75% | Signal | |
| 2020-06-04 | 2021-10-08 | Completed | 33.33% | $46.12 | $61.23 | 32.69% | Signal | |
| 2020-04-30 | 2020-06-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-27 | 2020-06-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-04-30 | Completed | 33.33% | $36.41 | $42.28 | 16.07% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-03-27 | Completed | 33.33% | $36.41 | $38.16 | 4.76% | Signal | |
| 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 | |
| 2019-09-13 | 2020-03-10 | Completed | 33.33% | $47.89 | $43.98 | -8.20% | Stop | |
| 2019-09-13 | 2020-03-02 | Completed | 33.33% | $47.89 | $46.33 | -3.32% | Stop | |
| 2019-06-25 | 2020-03-02 | Completed | 33.33% | $47.81 | $46.33 | -3.15% | Stop | |
| 2019-08-05 | 2019-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2019-02-27 | 2019-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income | |
| 2019-03-22 | 2019-08-05 | Completed | 33.33% | $46.70 | $45.53 | -2.56% | Signal | |
| 2018-12-11 | 2019-06-25 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.27% | Interest Income | |
| 2018-12-11 | 2019-03-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2018-11-05 | 2019-02-27 | Completed | 33.33% | $44.77 | $46.57 | 3.96% | Signal | |
| 2018-11-08 | 2018-12-11 | Completed | 33.33% | $45.29 | $43.09 | -4.92% | Stop | |
| 2018-11-08 | 2018-12-11 | Completed | 33.33% | $45.29 | $43.09 | -4.92% | Stop | |
| 2018-08-16 | 2018-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2018-05-07 | 2018-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.07% | Interest Income | |
| 2018-10-12 | 2018-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-02-17 | 2018-10-12 | Completed | 33.33% | $40.77 | $45.09 | 10.55% | Stop | |
| 2016-08-01 | 2018-08-16 | Completed | 33.33% | $38.48 | $46.63 | 21.10% | Stop | |
| 2017-02-14 | 2018-05-07 | Completed | 33.33% | $40.76 | $49.51 | 21.39% | Signal | |
| 2015-12-14 | 2017-02-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2016-12-29 | 2017-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2016-05-03 | 2016-12-29 | Completed | 33.33% | $37.40 | $38.38 | 2.57% | Signal | |
| 2015-10-20 | 2016-08-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2015-12-14 | 2016-05-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2015-10-09 | 2015-12-14 | Completed | 33.33% | $38.32 | $36.04 | -5.99% | Stop | |
| 2015-10-09 | 2015-12-14 | Completed | 33.33% | $38.32 | $36.04 | -5.99% | Stop | |
| 2015-09-16 | 2015-10-20 | Completed | 33.33% | $37.26 | $38.16 | 2.37% | Signal | |
| 2015-08-20 | 2015-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-14 | 2015-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-08-24 | 2015-09-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-04-29 | 2015-08-24 | Completed | 33.33% | $42.51 | $36.56 | -14.04% | Stop | |
| 2014-10-22 | 2015-08-20 | Completed | 33.33% | $38.97 | $38.45 | -1.38% | Signal | |
| 2015-03-25 | 2015-08-14 | Completed | 33.33% | $40.95 | $39.51 | -3.54% | Signal | |
| 2014-12-24 | 2015-04-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-10-20 | 2015-03-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-10-22 | 2014-12-24 | Completed | 33.33% | $38.97 | $39.00 | 0.04% | Signal | |
| 2014-10-20 | 2014-10-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-10-20 | 2014-10-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |