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 Moving Average (50/200)* 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 4.4%, compared to a Buy-and-Hold benchmark return of 4.9%. The strategy executed 3 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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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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% | 5.63% | 4.74% | 4.38% | 4.94% | 4.42% | 4.94% |
| Sharpe Ratio | 1.44 | 1.44 | 1.34 | 0.81 | 0.93 | 0.76 | 0.96 | 0.76 |
| Max Drawdown | -1.75% | -1.75% | -4.53% | -9.38% | -12.40% | -19.27% | -12.40% | -19.27% |
| % Time Invested | 100.0% | 100.0% | 83.3% | 100.0% | 88.6% | 100.0% | 84.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 0.0 | 0.2 | 0.0 | 0.3 | 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 | ||||||||
| 2022-02-25 | 2022-12-23 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.96% | Interest Income | |
| 2020-05-27 | 2022-02-25 | Completed | 100% | $29.21 | $33.02 | 12.96% | Signal | |
| 2020-03-17 | 2020-05-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-02-12 | 2020-03-17 | Completed | 100% | $29.63 | $27.67 | -6.67% | Stop | |
| 2018-12-31 | 2019-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2016-05-05 | 2018-12-31 | Completed | 100% | $25.02 | $28.40 | 13.45% | Signal | |
| 2015-10-09 | 2016-05-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |