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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -26.0% (compared to the benchmark's drawdown of -36.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.5%, compared to a Buy-and-Hold benchmark return of 7.7%. The strategy executed 9 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.
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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% | 9.02% | 8.51% | 8.36% | 9.44% | 5.46% | 7.69% |
| Sharpe Ratio | 1.17 | 1.17 | 0.68 | 0.50 | 0.64 | 0.53 | 0.42 | 0.43 |
| Max Drawdown | -11.36% | -11.36% | -18.21% | -30.03% | -25.99% | -36.22% | -25.99% | -36.22% |
| % Time Invested | 100.0% | 100.0% | 72.8% | 100.0% | 76.9% | 100.0% | 71.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.6 | 0.0 | 0.8 | 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 | ||||||||
| 2025-01-14 | 2025-03-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2023-12-15 | 2025-01-14 | Completed | 100% | $58.61 | $62.40 | 6.42% | Signal | |
| 2023-10-12 | 2023-12-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.97% | Interest Income | |
| 2023-01-12 | 2023-10-12 | Completed | 100% | $55.07 | $55.04 | -0.10% | Signal | |
| 2021-12-27 | 2023-01-12 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.21% | Interest Income | |
| 2020-06-04 | 2021-12-27 | Completed | 100% | $46.12 | $61.64 | 33.60% | Signal | |
| 2020-03-10 | 2020-06-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-11-05 | 2020-03-10 | Completed | 100% | $49.56 | $43.98 | -11.29% | Stop | |
| 2019-10-14 | 2019-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-04-02 | 2019-10-14 | Completed | 100% | $47.26 | $47.38 | 0.20% | Signal | |
| 2018-12-11 | 2019-04-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.73% | Interest Income | |
| 2018-11-08 | 2018-12-11 | Completed | 100% | $45.29 | $43.09 | -4.92% | Stop | |
| 2018-07-06 | 2018-11-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 2016-05-11 | 2018-07-06 | Completed | 100% | $36.94 | $47.63 | 28.88% | Signal | |
| 2015-12-14 | 2016-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2015-10-09 | 2015-12-14 | Completed | 100% | $38.32 | $36.04 | -5.99% | Stop | |
| 2015-08-25 | 2015-10-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-04-17 | 2015-08-25 | Completed | 100% | $41.79 | $36.38 | -12.97% | Stop | |
| 2014-10-20 | 2015-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |