SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for SHYG (iShares 0-5 Year High Yield Corporate Bond ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -6.9% (compared to the benchmark's drawdown of -19.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.5%, compared to a Buy-and-Hold benchmark return of 4.9%. The strategy executed 20 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
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)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
SHYG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.54% | 4.63% | 4.00% | 4.74% | 4.65% | 4.94% | 4.46% | 4.94% |
| Sharpe Ratio | 1.47 | 1.44 | 1.16 | 0.81 | 1.19 | 0.76 | 1.18 | 0.76 |
| Max Drawdown | -1.75% | -1.75% | -4.53% | -9.38% | -6.94% | -19.27% | -6.94% | -19.27% |
| % Time Invested | 100.0% | 100.0% | 89.4% | 100.0% | 94.1% | 100.0% | 89.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.4 | 0.0 | 1.6 | 0.0 | 1.9 | 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 | ||||||||
| 2025-07-17 | 2026-05-04 | Completed | 33.33% | $39.97 | $41.93 | 4.87% | Signal | |
| 2025-04-25 | 2025-07-17 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income | |
| 2024-07-19 | 2025-04-25 | Completed | 33.33% | $36.97 | $38.76 | 4.79% | Signal | |
| 2024-06-26 | 2024-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-12-27 | 2024-06-26 | Completed | 33.33% | $35.58 | $36.48 | 2.49% | Signal | |
| 2022-08-19 | 2024-02-06 | Interest (CASH) | 33.33% | $1.00 | $1.07 | 7.25% | Interest Income | |
| 2023-10-25 | 2023-12-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.92% | Interest Income | |
| 2023-10-30 | 2023-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-04-03 | 2023-10-30 | Completed | 33.33% | $33.08 | $33.39 | 0.87% | Signal | |
| 2023-06-30 | 2023-10-25 | Completed | 33.33% | $33.47 | $33.44 | -0.14% | Signal | |
| 2023-05-18 | 2023-06-30 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2023-01-13 | 2023-05-18 | Completed | 33.33% | $32.94 | $32.89 | -0.23% | Signal | |
| 2022-03-29 | 2023-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.19% | Interest Income | |
| 2022-02-14 | 2023-01-13 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.21% | Interest Income | |
| 2022-07-07 | 2022-08-19 | Completed | 33.33% | $31.00 | $32.30 | 4.15% | Signal | |
| 2022-06-13 | 2022-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2021-03-10 | 2022-06-13 | Completed | 33.33% | $32.44 | $31.11 | -4.15% | Stop | |
| 2020-05-27 | 2022-03-29 | Completed | 33.33% | $29.21 | $32.95 | 12.73% | Signal | |
| 2020-05-27 | 2022-02-14 | Completed | 33.33% | $29.21 | $32.87 | 12.45% | Signal | |
| 2020-11-10 | 2021-03-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-01 | 2020-11-10 | Completed | 33.33% | $27.29 | $31.45 | 15.17% | Signal | |
| 2020-03-10 | 2020-05-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-10 | 2020-05-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-04-03 | 2020-03-10 | Completed | 33.33% | $30.12 | $29.65 | -1.61% | Stop | |
| 2019-03-20 | 2020-03-10 | Completed | 33.33% | $29.92 | $29.65 | -0.93% | Stop | |
| 2016-08-12 | 2020-03-10 | Completed | 33.33% | $26.13 | $29.65 | 13.44% | Stop | |
| 2019-03-12 | 2019-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-12 | 2019-03-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 2016-07-12 | 2019-03-12 | Completed | 33.33% | $25.98 | $29.79 | 14.63% | Signal | |
| 2018-05-16 | 2018-12-12 | Completed | 33.33% | $28.65 | $28.95 | 1.01% | Signal | |
| 2018-04-13 | 2018-05-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2018-03-16 | 2018-04-13 | Completed | 33.33% | $28.41 | $28.67 | 0.86% | Signal | |
| 2018-02-14 | 2018-03-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2016-05-05 | 2018-02-14 | Completed | 33.33% | $25.02 | $28.04 | 12.00% | Signal | |
| 2015-10-22 | 2016-08-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2015-10-16 | 2016-07-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2015-10-09 | 2016-05-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2015-10-13 | 2015-10-22 | Completed | 33.33% | $24.89 | $25.09 | 0.75% | Signal | |
| 2015-10-13 | 2015-10-16 | Completed | 33.33% | $24.89 | $24.94 | 0.12% | Signal | |
| 2015-10-09 | 2015-10-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-10-09 | 2015-10-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |