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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -28.6% (compared to the benchmark's drawdown of -36.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.9%, compared to a Buy-and-Hold benchmark return of 7.7%. The strategy executed 10 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.
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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% | 4.54% | 8.51% | 6.55% | 9.44% | 4.87% | 7.69% |
| Sharpe Ratio | 1.17 | 1.17 | 0.32 | 0.50 | 0.48 | 0.53 | 0.37 | 0.43 |
| Max Drawdown | -11.36% | -11.36% | -28.62% | -30.03% | -28.63% | -36.22% | -28.63% | -36.22% |
| % Time Invested | 100.0% | 100.0% | 74.3% | 100.0% | 73.4% | 100.0% | 71.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.8 | 0.0 | 0.9 | 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 | ||||||||
| 2023-03-13 | 2023-12-15 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.11% | Interest Income | |
| 2023-01-18 | 2023-03-13 | Completed | 100% | $56.33 | $52.91 | -6.13% | Stop | |
| 2022-08-26 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.53% | Interest Income | |
| 2022-07-11 | 2022-08-26 | Completed | 100% | $49.76 | $52.34 | 5.14% | Signal | |
| 2022-06-15 | 2022-07-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-03-30 | 2022-06-15 | Completed | 100% | $59.18 | $51.00 | -13.86% | Stop | |
| 2022-03-08 | 2022-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-06-04 | 2022-03-08 | Completed | 100% | $46.12 | $54.20 | 17.47% | Stop | |
| 2020-04-16 | 2020-06-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-01 | 2020-04-16 | Completed | 100% | $37.80 | $40.23 | 6.38% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-09-13 | 2020-03-10 | Completed | 100% | $47.89 | $43.98 | -8.20% | Stop | |
| 2019-03-01 | 2019-09-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.21% | Interest Income | |
| 2018-11-02 | 2019-03-01 | Completed | 100% | $45.12 | $46.51 | 3.03% | Signal | |
| 2018-10-11 | 2018-11-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-02-17 | 2018-10-11 | Completed | 100% | $40.77 | $44.97 | 10.24% | Stop | |
| 2015-12-14 | 2017-02-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2015-10-09 | 2015-12-14 | Completed | 100% | $38.32 | $36.04 | -5.99% | Stop | |
| 2015-08-20 | 2015-10-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-10-22 | 2015-08-20 | Completed | 100% | $38.97 | $38.45 | -1.38% | Signal | |
| 2014-10-20 | 2014-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |