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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -12.4% (compared to the benchmark's drawdown of -19.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.7%, compared to a Buy-and-Hold benchmark return of 4.9%. 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
SHYG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.63% | 4.63% | 3.78% | 4.74% | 3.92% | 4.94% | 3.73% | 4.94% |
| Sharpe Ratio | 1.44 | 1.44 | 0.83 | 0.81 | 0.73 | 0.76 | 0.72 | 0.76 |
| Max Drawdown | -1.75% | -1.75% | -9.38% | -9.38% | -12.40% | -19.27% | -12.40% | -19.27% |
| % Time Invested | 100.0% | 100.0% | 71.5% | 100.0% | 81.0% | 100.0% | 75.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 0.0 | 0.3 | 0.0 | 0.4 | 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 | ||||||||
| 2022-09-13 | 2024-02-14 | Interest (CASH) | 100% | $1.00 | $1.07 | 7.19% | Interest Income | |
| 2021-03-18 | 2022-09-13 | Completed | 100% | $32.50 | $31.78 | -2.27% | Signal | |
| 2020-11-04 | 2021-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-04-08 | 2020-11-04 | Completed | 100% | $27.64 | $31.10 | 12.45% | Signal | |
| 2020-03-17 | 2020-04-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2016-08-12 | 2020-03-17 | Completed | 100% | $26.13 | $27.67 | 5.86% | Stop | |
| 2015-11-05 | 2016-08-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2015-10-13 | 2015-11-05 | Completed | 100% | $24.89 | $25.14 | 0.94% | Signal | |
| 2015-10-09 | 2015-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |