MUB
iShares National Muni Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for MUB (iShares National Muni Bond ETF) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -13.7% (compared to the benchmark's drawdown of -13.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.9%, compared to a Buy-and-Hold benchmark return of 2.9%. The strategy executed 4 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
MUB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.30% | 5.30% | 0.70% | 0.48% | 1.96% | 1.79% | 2.90% | 2.88% |
| Sharpe Ratio | 1.74 | 1.74 | 0.19 | 0.12 | 0.41 | 0.36 | 0.61 | 0.59 |
| Max Drawdown | -2.79% | -2.79% | -9.80% | -11.80% | -13.68% | -13.68% | -13.68% | -13.68% |
| % Time Invested | 100.0% | 100.0% | 89.8% | 100.0% | 90.1% | 100.0% | 93.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 0.0 | 0.2 | 0.0 | 0.2 | 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 | ||||||||
| 2022-05-24 | 2022-11-25 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.45% | Interest Income | |
| 2018-11-20 | 2022-05-24 | Completed | 100% | $88.52 | $94.38 | 6.56% | Signal | |
| 2018-10-18 | 2018-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2018-01-29 | 2018-10-18 | Completed | 100% | $88.46 | $87.83 | -0.77% | Signal | |
| 2017-09-06 | 2018-01-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 2014-01-13 | 2017-09-06 | Completed | 100% | $77.24 | $89.31 | 15.57% | Signal | |
| 2013-11-26 | 2014-01-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-09-02 | 2013-11-26 | Completed | 100% | $65.36 | $76.28 | 16.65% | Signal | |
| 2009-08-31 | 2009-09-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |