IYW
iShares U.S. Technology ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for IYW (iShares U.S. Technology ETF) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -35.8% (compared to the benchmark's drawdown of -54.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.9%, compared to a Buy-and-Hold benchmark return of 14.2%. The strategy executed 24 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.
Switch to MMA to enable
IYW Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 10.74% | 31.73% | 9.04% | 18.24% | 21.21% | 24.50% | 12.94% | 14.17% |
| Sharpe Ratio | 0.46 | 1.19 | 0.39 | 0.64 | 0.89 | 0.87 | 0.65 | 0.55 |
| Max Drawdown | -16.60% | -17.81% | -35.81% | -39.44% | -35.81% | -39.44% | -35.81% | -54.91% |
| % Time Invested | 93.7% | 100.0% | 85.9% | 100.0% | 91.7% | 100.0% | 86.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.6 | 0.0 | 1.0 | 0.0 | 1.0 | 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 | ||||||||
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-05-01 | 2026-03-30 | Completed | 100% | $146.53 | $177.70 | 21.21% | Stop | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-02 | 2025-04-08 | Completed | 100% | $139.55 | $129.85 | -7.00% | Stop | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-03-11 | Completed | 100% | $148.00 | $141.59 | -4.37% | 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% | $78.42 | $133.82 | 70.56% | Stop | |
| 2022-11-04 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.84% | Interest Income | |
| 2022-10-10 | 2022-11-04 | Completed | 100% | $73.80 | $71.28 | -3.46% | Signal | |
| 2022-09-16 | 2022-10-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2022-07-13 | 2022-09-16 | Completed | 100% | $78.66 | $77.93 | -0.98% | Stop | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-05-18 | 2022-06-17 | Completed | 100% | $85.24 | $76.50 | -10.29% | Stop | |
| 2022-04-26 | 2022-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-04-26 | Completed | 100% | $101.08 | $90.61 | -10.40% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2022-01-25 | Completed | 100% | $46.85 | $98.13 | 109.35% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2018-12-14 | 2020-03-02 | Completed | 100% | $40.48 | $55.80 | 37.78% | Stop | |
| 2018-11-20 | 2018-12-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-02-12 | 2018-11-20 | Completed | 100% | $22.17 | $38.98 | 75.73% | Stop | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-21 | Completed | 100% | $23.94 | $22.69 | -5.26% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-12-12 | 2015-08-25 | Completed | 100% | $16.14 | $22.32 | 38.18% | Stop | |
| 2012-11-19 | 2012-12-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-31 | 2012-11-19 | Completed | 100% | $13.78 | $15.34 | 11.24% | Stop | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-09 | Completed | 100% | $12.19 | $13.10 | 7.43% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-17 | 2010-05-07 | Completed | 100% | $10.32 | $12.44 | 20.49% | Stop | |
| 2008-09-17 | 2009-07-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2008-08-07 | 2008-09-17 | Completed | 100% | $12.11 | $10.75 | -11.29% | Stop | |
| 2008-07-16 | 2008-08-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-01-31 | 2008-07-16 | Completed | 100% | $11.61 | $11.53 | -0.70% | Stop | |
| 2008-01-08 | 2008-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2006-07-06 | 2008-01-08 | Completed | 100% | $10.37 | $12.71 | 22.50% | Stop | |
| 2006-06-13 | 2006-07-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2005-12-27 | 2006-06-13 | Completed | 100% | $11.16 | $9.98 | -10.60% | Stop | |
| 2005-12-02 | 2005-12-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2005-05-20 | 2005-12-02 | Completed | 100% | $10.06 | $11.29 | 12.18% | Signal | |
| 2005-04-27 | 2005-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2004-09-03 | 2005-04-27 | Completed | 100% | $8.94 | $9.28 | 3.68% | Signal | |
| 2004-08-12 | 2004-09-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2004-04-15 | 2004-08-12 | Completed | 100% | $10.35 | $8.68 | -16.14% | Stop | |
| 2004-03-23 | 2004-04-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-04-24 | 2004-03-23 | Completed | 100% | $7.60 | $9.77 | 28.50% | Stop | |
| 2002-05-17 | 2003-04-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.33% | Interest Income | |