SHV
iShares Short Treasury Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-15
Executive Summary
The quantitative backtest for SHV (iShares Short Treasury Bond ETF) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -0.2% (compared to the benchmark's drawdown of -0.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 1.4%, compared to a Buy-and-Hold benchmark return of 1.3%. The strategy executed 3 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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SHV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.85% | 3.85% | 3.61% | 3.40% | 2.41% | 2.26% | 1.40% | 1.33% |
| Sharpe Ratio | 17.69 | 17.69 | 13.92 | 11.63 | 10.14 | 8.11 | 5.87 | 4.88 |
| Max Drawdown | -0.03% | -0.03% | -0.15% | -0.38% | -0.22% | -0.45% | -0.22% | -0.45% |
| % Time Invested | 100.0% | 100.0% | 82.2% | 100.0% | 69.6% | 100.0% | 58.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 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 14 days) require a Premium subscription. Upgrade to Premium to Unlock | ||||||||
| 2022-01-12 | 2022-12-02 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.73% | Interest Income | |
| 2018-09-07 | 2022-01-12 | Completed | 100% | $89.79 | $93.14 | 3.68% | Signal | |
| 2012-07-31 | 2018-09-07 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.71% | Interest Income | |
| 2011-05-11 | 2012-07-31 | Completed | 100% | $87.84 | $87.85 | -0.04% | Signal | |
| 2011-02-10 | 2011-05-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-01-06 | 2011-02-10 | Completed | 100% | $87.41 | $87.81 | 0.40% | Signal | |
| 2009-01-02 | 2009-01-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |