SHY
iShares 1-3 Year Treasury Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for SHY (iShares 1-3 Year Treasury Bond ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -2.2% (compared to the benchmark's drawdown of -5.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.4%, compared to a Buy-and-Hold benchmark return of 1.9%. The strategy executed 31 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.
SHY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.40% | 2.88% | 3.35% | 1.75% | 2.59% | 1.65% | 2.38% | 1.94% |
| Sharpe Ratio | 3.25 | 2.06 | 3.99 | 0.87 | 3.07 | 1.04 | 2.19 | 1.29 |
| Max Drawdown | -0.50% | -0.89% | -0.97% | -5.71% | -0.97% | -5.71% | -2.23% | -5.71% |
| % Time Invested | 100.0% | 100.0% | 55.5% | 100.0% | 66.1% | 100.0% | 76.9% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.6 | 0.0 | 1.4 | 0.0 | 1.4 | 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 | ||||||||
| 2025-06-27 | 2026-05-14 | Completed | 33.33% | $79.58 | $81.74 | 2.66% | Signal | |
| 2025-09-12 | 2026-02-11 | Completed | 33.33% | $80.50 | $81.66 | 1.39% | Signal | |
| 2025-08-08 | 2025-09-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2025-02-28 | 2025-08-08 | Completed | 33.33% | $78.32 | $79.96 | 2.04% | Signal | |
| 2025-04-07 | 2025-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income | |
| 2024-07-31 | 2025-04-07 | Completed | 33.33% | $76.22 | $79.18 | 3.83% | Signal | |
| 2024-12-23 | 2025-02-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2024-07-31 | 2024-12-23 | Completed | 33.33% | $76.22 | $77.34 | 1.42% | Signal | |
| 2024-04-17 | 2024-07-31 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.53% | Interest Income | |
| 2022-01-13 | 2024-07-31 | Interest (CASH) | 33.33% | $1.00 | $1.11 | 10.76% | Interest Income | |
| 2021-06-23 | 2024-07-31 | Interest (CASH) | 33.33% | $1.00 | $1.11 | 10.79% | Interest Income | |
| 2024-01-12 | 2024-04-17 | Completed | 33.33% | $74.89 | $74.50 | -0.56% | Signal | |
| 2023-06-23 | 2024-01-12 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.03% | Interest Income | |
| 2023-06-08 | 2023-06-23 | Completed | 33.33% | $72.63 | $72.53 | -0.19% | Signal | |
| 2023-04-20 | 2023-06-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2023-04-14 | 2023-04-20 | Completed | 33.33% | $72.86 | $72.78 | -0.16% | Signal | |
| 2021-04-20 | 2023-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.45% | Interest Income | |
| 2018-11-20 | 2022-01-13 | Completed | 33.33% | $69.89 | $74.29 | 6.25% | Signal | |
| 2018-11-20 | 2021-06-23 | Completed | 33.33% | $69.89 | $74.97 | 7.22% | Signal | |
| 2021-02-18 | 2021-04-20 | Completed | 33.33% | $75.08 | $75.03 | -0.12% | Signal | |
| 2020-12-07 | 2021-02-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-02-21 | 2020-12-07 | Completed | 33.33% | $73.29 | $75.02 | 2.31% | Signal | |
| 2020-01-15 | 2020-02-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-20 | 2020-01-15 | Completed | 33.33% | $69.89 | $72.95 | 4.32% | Signal | |
| 2017-09-29 | 2018-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.02% | Interest Income | |
| 2017-05-09 | 2018-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.43% | Interest Income | |
| 2017-01-04 | 2018-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.67% | Interest Income | |
| 2017-05-16 | 2017-09-29 | Completed | 33.33% | $69.52 | $69.71 | 0.23% | Signal | |
| 2016-11-10 | 2017-05-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2006-09-05 | 2017-05-09 | Completed | 33.33% | $56.13 | $69.44 | 23.66% | Signal | |
| 2013-11-14 | 2017-01-04 | Completed | 33.33% | $68.17 | $69.20 | 1.45% | Signal | |
| 2016-03-09 | 2016-11-10 | Completed | 33.33% | $69.11 | $69.47 | 0.47% | Signal | |
| 2016-01-05 | 2016-03-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2013-10-23 | 2016-01-05 | Completed | 33.33% | $68.16 | $68.78 | 0.85% | Signal | |
| 2013-10-21 | 2013-11-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-07-19 | 2013-10-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2007-08-22 | 2013-10-21 | Completed | 33.33% | $59.12 | $68.12 | 15.16% | Signal | |
| 2013-02-11 | 2013-07-19 | Completed | 33.33% | $67.99 | $68.02 | -0.02% | Signal | |
| 2013-01-17 | 2013-02-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-06-19 | 2013-01-17 | Completed | 33.33% | $67.84 | $67.97 | 0.14% | Signal | |
| 2012-04-26 | 2012-06-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-05-13 | 2012-04-26 | Completed | 33.33% | $67.20 | $67.84 | 0.91% | Signal | |
| 2011-02-01 | 2011-05-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-07-15 | 2011-02-01 | Completed | 33.33% | $65.07 | $66.89 | 2.74% | Signal | |
| 2009-06-01 | 2009-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2008-09-24 | 2009-06-01 | Completed | 33.33% | $63.22 | $64.92 | 2.63% | Signal | |
| 2008-06-30 | 2008-09-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2007-08-22 | 2008-06-30 | Completed | 33.33% | $59.12 | $62.23 | 5.22% | Signal | |
| 2007-06-06 | 2007-08-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.00% | Interest Income | |
| 2007-05-29 | 2007-08-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.11% | Interest Income | |
| 2007-05-18 | 2007-06-06 | Completed | 33.33% | $57.81 | $57.77 | -0.13% | Signal | |
| 2006-09-05 | 2007-05-29 | Completed | 33.33% | $56.13 | $57.81 | 2.96% | Signal | |
| 2007-02-01 | 2007-05-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.46% | Interest Income | |
| 2006-09-05 | 2007-02-01 | Completed | 33.33% | $56.13 | $57.05 | 1.59% | Signal | |
| 2004-12-28 | 2006-09-05 | Interest (CASH) | 33.33% | $1.00 | $1.07 | 6.54% | Interest Income | |
| 2004-12-22 | 2006-09-05 | Interest (CASH) | 33.33% | $1.00 | $1.07 | 6.57% | Interest Income | |
| 2004-08-20 | 2006-09-05 | Interest (CASH) | 33.33% | $1.00 | $1.07 | 7.25% | Interest Income | |
| 2004-09-27 | 2004-12-28 | Completed | 33.33% | $53.98 | $53.88 | -0.24% | Signal | |
| 2004-07-26 | 2004-12-22 | Completed | 33.33% | $53.57 | $53.92 | 0.60% | Signal | |
| 2004-07-22 | 2004-09-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2004-07-26 | 2004-08-20 | Completed | 33.33% | $53.57 | $53.95 | 0.65% | Signal | |
| 2004-07-22 | 2004-07-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2004-07-22 | 2004-07-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |