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DASHBOARDS: Portfolio Hub Market Pulse Performance

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 Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -5.5% (compared to the benchmark's drawdown of -19.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.0%, compared to a Buy-and-Hold benchmark return of 4.2%. The strategy executed 82 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

SHYG Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR3.72%4.63%3.22%4.74%3.61%4.94%3.00%4.16%
Sharpe Ratio1.701.441.090.811.140.760.990.66
Max Drawdown-1.09%-1.75%-3.23%-9.38%-5.11%-19.27%-5.47%-19.27%
% Time Invested100.0%100.0%87.4%100.0%90.9%100.0%87.7%100.0%
Trades / Year4.00.07.40.06.50.06.70.0

Cumulative Growth Performance

Return Distribution Analysis

Return Distribution

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 DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2026-04-09 2026-05-26 Completed 33.33% $41.76 $42.04 0.62% Signal
2025-07-17 2026-05-04 Completed 33.33% $39.97 $41.93 4.87% Signal
2026-03-06 2026-04-09 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2026-02-18 2026-04-09 Interest (CASH) 33.33% $1.00 $1.01 0.51% Interest Income
2025-12-18 2026-03-06 Completed 33.33% $41.28 $41.31 0.01% Signal
2025-12-11 2026-02-18 Completed 33.33% $41.24 $41.61 0.85% Signal
2025-11-06 2025-12-18 Interest (CASH) 33.33% $1.00 $1.00 0.43% Interest Income
2025-10-16 2025-12-11 Interest (CASH) 33.33% $1.00 $1.01 0.59% Interest Income
2025-05-22 2025-11-06 Completed 33.33% $39.03 $40.84 4.59% Signal
2025-05-08 2025-10-16 Completed 33.33% $38.97 $40.84 4.76% Signal
2025-04-28 2025-07-17 Interest (CASH) 33.33% $1.00 $1.01 0.94% Interest Income
2025-03-28 2025-05-22 Interest (CASH) 33.33% $1.00 $1.01 0.64% Interest Income
2025-03-14 2025-05-08 Interest (CASH) 33.33% $1.00 $1.01 0.64% Interest Income
2024-07-19 2025-04-28 Completed 33.33% $36.97 $38.89 5.14% Signal
2025-02-11 2025-03-28 Completed 33.33% $38.94 $38.82 -0.36% Signal
2025-01-27 2025-03-14 Completed 33.33% $38.84 $38.71 -0.38% Signal
2025-01-17 2025-02-11 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2024-12-30 2025-01-27 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2024-12-17 2025-01-17 Completed 33.33% $38.44 $38.78 0.81% Signal
2024-11-20 2024-12-30 Completed 33.33% $38.32 $38.32 -0.03% Signal
2024-11-22 2024-12-17 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
2024-06-03 2024-11-22 Completed 33.33% $36.30 $38.31 5.48% Signal
2024-10-25 2024-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2024-07-12 2024-10-25 Completed 33.33% $36.88 $38.11 3.28% Signal
2024-06-26 2024-07-19 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2024-06-18 2024-07-12 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-12-26 2024-06-26 Completed 33.33% $35.51 $36.48 2.71% Signal
2024-05-15 2024-06-18 Completed 33.33% $36.32 $36.44 0.27% Signal
2024-04-19 2024-06-03 Interest (CASH) 33.33% $1.00 $1.01 0.63% Interest Income
2024-04-15 2024-05-15 Interest (CASH) 33.33% $1.00 $1.00 0.46% Interest Income
2023-11-27 2024-04-19 Completed 33.33% $34.46 $35.69 3.52% Signal
2023-11-13 2024-04-15 Completed 33.33% $34.09 $35.84 5.08% Signal
2023-10-24 2023-12-26 Interest (CASH) 33.33% $1.00 $1.01 0.92% Interest Income
2023-09-12 2023-11-27 Interest (CASH) 33.33% $1.00 $1.01 1.15% Interest Income
2023-09-28 2023-11-13 Interest (CASH) 33.33% $1.00 $1.01 0.69% Interest Income
2023-08-08 2023-10-24 Completed 33.33% $33.72 $33.43 -0.93% Signal
2023-09-14 2023-09-28 Completed 33.33% $34.03 $33.59 -1.33% Signal
2023-08-21 2023-09-14 Interest (CASH) 33.33% $1.00 $1.00 0.37% Interest Income
2023-07-07 2023-09-12 Completed 33.33% $33.23 $33.89 1.95% Signal
2023-06-16 2023-08-21 Completed 33.33% $33.48 $33.59 0.28% Signal
2023-07-17 2023-08-08 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-07-05 2023-07-17 Completed 33.33% $33.46 $33.67 0.58% Signal
2023-06-08 2023-07-07 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2023-05-16 2023-07-05 Interest (CASH) 33.33% $1.00 $1.01 0.69% Interest Income
2023-05-18 2023-06-16 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2023-04-27 2023-06-08 Completed 33.33% $33.08 $33.16 0.18% Signal
2023-04-13 2023-05-18 Completed 33.33% $33.10 $32.89 -0.69% Signal
2023-01-18 2023-05-16 Completed 33.33% $33.09 $32.96 -0.44% Signal
2023-03-15 2023-04-27 Interest (CASH) 33.33% $1.00 $1.01 0.58% Interest Income
2023-02-24 2023-04-13 Interest (CASH) 33.33% $1.00 $1.01 0.63% Interest Income
2022-11-17 2023-03-15 Completed 33.33% $31.87 $32.33 1.40% Signal
2023-02-03 2023-02-24 Completed 33.33% $33.15 $32.48 -2.08% Signal
2023-01-11 2023-02-03 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2022-02-11 2023-01-18 Interest (CASH) 33.33% $1.00 $1.02 2.24% Interest Income
2022-11-02 2023-01-11 Completed 33.33% $31.76 $32.79 3.17% Signal
2022-09-26 2022-11-17 Interest (CASH) 33.33% $1.00 $1.01 0.58% Interest Income
2022-09-08 2022-11-02 Interest (CASH) 33.33% $1.00 $1.01 0.55% Interest Income
2022-08-09 2022-09-26 Completed 33.33% $32.37 $30.93 -4.50% Signal
2022-07-27 2022-09-08 Completed 33.33% $31.80 $31.74 -0.25% Signal
2022-02-08 2022-08-09 Interest (CASH) 33.33% $1.00 $1.01 0.57% Interest Income
2022-04-25 2022-07-27 Interest (CASH) 33.33% $1.00 $1.00 0.38% Interest Income
2022-04-08 2022-04-25 Completed 33.33% $32.64 $32.40 -0.77% Signal
2022-01-27 2022-04-08 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2020-05-27 2022-02-11 Completed 33.33% $29.21 $33.01 12.94% Signal
2022-01-06 2022-02-08 Completed 33.33% $33.49 $33.14 -1.11% Signal
2021-12-28 2022-01-27 Completed 33.33% $33.73 $33.33 -1.22% Signal
2021-11-11 2022-01-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-12-01 2021-12-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-11-05 2021-12-01 Completed 33.33% $33.65 $33.31 -1.05% Signal
2021-09-14 2021-11-11 Completed 33.33% $33.59 $33.58 -0.09% Signal
2021-10-13 2021-11-05 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-09-02 2021-10-13 Completed 33.33% $33.54 $33.40 -0.47% Signal
2021-08-20 2021-09-14 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-08-05 2021-09-02 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-05-11 2021-08-20 Completed 33.33% $28.54 $33.19 16.21% Signal
2020-10-21 2021-08-05 Completed 33.33% $31.00 $33.27 7.24% Signal
2020-09-29 2020-10-21 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-08-11 2020-09-29 Completed 33.33% $30.74 $30.52 -0.76% Signal
2020-07-20 2020-08-11 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-04-17 2020-07-20 Completed 33.33% $29.17 $30.17 3.38% Signal
2020-03-10 2020-05-27 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2020-03-05 2020-05-11 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2020-02-28 2020-04-17 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2019-03-20 2020-03-10 Completed 33.33% $29.92 $29.65 -0.93% Stop
2019-12-26 2020-03-05 Completed 33.33% $31.23 $30.99 -0.83% Signal
2019-12-18 2020-02-28 Completed 33.33% $31.15 $30.45 -2.32% Signal
2019-12-03 2019-12-26 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-11-25 2019-12-18 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-09-19 2019-12-03 Completed 33.33% $30.80 $30.69 -0.41% Signal
2019-11-06 2019-11-25 Completed 33.33% $30.81 $30.73 -0.31% Signal
2019-10-15 2019-11-06 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-09-09 2019-10-15 Completed 33.33% $30.66 $30.72 0.12% Signal
2019-08-22 2019-09-19 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2019-08-06 2019-09-09 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2019-07-05 2019-08-22 Completed 33.33% $30.55 $30.52 -0.13% Signal
2019-06-24 2019-08-06 Completed 33.33% $30.51 $30.36 -0.54% Signal
2019-06-04 2019-07-05 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2019-05-20 2019-06-24 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2019-02-04 2019-06-04 Completed 33.33% $29.54 $29.96 1.36% Signal
2019-01-22 2019-05-20 Completed 33.33% $29.34 $30.17 2.75% Signal
2018-12-11 2019-03-20 Interest (CASH) 33.33% $1.00 $1.01 0.64% Interest Income
2018-10-29 2019-02-04 Interest (CASH) 33.33% $1.00 $1.01 0.61% Interest Income
2018-10-19 2019-01-22 Interest (CASH) 33.33% $1.00 $1.01 0.58% Interest Income
2018-05-18 2018-12-11 Completed 33.33% $28.68 $28.90 0.70% Signal
2018-04-12 2018-10-29 Completed 33.33% $28.58 $29.10 1.75% Signal
2018-08-14 2018-10-19 Completed 33.33% $29.13 $29.21 0.23% Signal
2018-07-23 2018-08-14 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2018-05-01 2018-07-23 Completed 33.33% $28.60 $29.00 1.37% Signal
2018-02-12 2018-05-18 Interest (CASH) 33.33% $1.00 $1.00 0.46% Interest Income
2018-04-09 2018-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2018-02-23 2018-04-12 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2018-03-14 2018-04-09 Completed 33.33% $28.46 $28.54 0.24% Signal
2018-02-12 2018-03-14 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2018-01-09 2018-02-23 Completed 33.33% $28.57 $28.34 -0.85% Signal
2017-12-21 2018-02-12 Completed 33.33% $28.34 $28.09 -0.95% Signal
2016-05-05 2018-02-12 Completed 33.33% $25.02 $28.09 12.20% Signal
2017-11-20 2018-01-09 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2017-11-10 2017-12-21 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2017-05-08 2017-11-20 Completed 33.33% $27.76 $28.21 1.56% Signal
2017-09-18 2017-11-10 Completed 33.33% $28.29 $28.15 -0.53% Signal
2017-08-24 2017-09-18 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-07-31 2017-08-24 Completed 33.33% $28.19 $28.12 -0.31% Signal
2017-07-07 2017-07-31 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-04-17 2017-07-07 Completed 33.33% $27.58 $27.89 1.08% Signal
2017-04-13 2017-05-08 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2017-03-23 2017-04-17 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2016-12-23 2017-04-13 Completed 33.33% $27.01 $27.58 2.06% Signal
2016-12-09 2017-03-23 Completed 33.33% $26.84 $27.30 1.65% Signal
2016-12-01 2016-12-23 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2016-11-14 2016-12-09 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2016-03-14 2016-12-01 Completed 33.33% $24.67 $26.61 7.82% Signal
2016-03-03 2016-11-14 Completed 33.33% $24.31 $26.00 6.89% Signal
2015-08-18 2016-05-05 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2015-12-07 2016-03-14 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2015-11-24 2016-03-03 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2015-11-10 2015-12-07 Completed 33.33% $24.94 $24.65 -1.24% Signal
2015-10-28 2015-11-24 Completed 33.33% $25.05 $24.64 -1.67% Signal
2015-06-29 2015-11-10 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-09-30 2015-10-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-09-28 2015-09-30 Completed 33.33% $24.74 $24.57 -0.76% Signal
2015-06-16 2015-09-28 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-03-25 2015-08-18 Completed 33.33% $25.63 $25.19 -1.78% Signal
2015-02-04 2015-06-29 Completed 33.33% $25.34 $25.71 1.40% Signal
2015-04-23 2015-06-16 Completed 33.33% $25.89 $25.74 -0.62% Signal
2015-03-31 2015-04-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-01-14 2015-03-31 Completed 33.33% $25.17 $25.56 1.49% Signal
2014-10-06 2015-03-25 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2014-12-16 2015-02-04 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-12-09 2015-01-14 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-11-24 2014-12-16 Completed 33.33% $25.42 $24.33 -4.33% Signal
2014-11-07 2014-12-09 Completed 33.33% $25.51 $25.16 -1.44% Signal
2014-10-06 2014-11-24 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-09-26 2014-11-07 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-09-18 2014-10-06 Completed 33.33% $25.57 $25.41 -0.67% Signal
2014-05-01 2014-10-06 Completed 33.33% $25.53 $25.41 -0.49% Signal
2014-08-29 2014-09-26 Completed 33.33% $25.72 $25.30 -1.68% Signal
2014-08-06 2014-09-18 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-07-25 2014-08-29 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-05-01 2014-08-06 Completed 33.33% $25.53 $25.28 -1.03% Signal
2014-05-01 2014-07-25 Completed 33.33% $25.53 $25.58 0.17% Signal
2014-04-29 2014-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-04-29 2014-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-04-29 2014-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income