USHY
iShares Broad USD High Yield Corporate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for USHY (iShares Broad USD 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 -8.7% (compared to the benchmark's drawdown of -22.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.8%, compared to a Buy-and-Hold benchmark return of 4.7%. The strategy executed 14 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.
USHY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.75% | 4.95% | 3.28% | 3.99% | 4.81% | 4.72% |
| Sharpe Ratio | 1.33 | 1.33 | 0.82 | 0.53 | 0.93 | 0.51 |
| Max Drawdown | -2.43% | -2.43% | -8.68% | -15.56% | -8.68% | -22.44% |
| % Time Invested | 100.0% | 100.0% | 87.3% | 100.0% | 89.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.4 | 0.0 | 2.1 | 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 | ||||||||
| 2025-07-15 | 2026-05-05 | Completed | 33.33% | $34.82 | $36.55 | 4.90% | Signal | |
| 2025-04-16 | 2025-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.03% | Interest Income | |
| 2024-07-25 | 2025-04-16 | Completed | 33.33% | $32.06 | $33.07 | 3.09% | Signal | |
| 2024-07-02 | 2024-07-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-12-28 | 2024-07-02 | Completed | 33.33% | $30.82 | $31.47 | 2.05% | Signal | |
| 2022-07-27 | 2024-02-21 | Interest (CASH) | 33.33% | $1.00 | $1.08 | 7.66% | Interest Income | |
| 2023-10-23 | 2023-12-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.98% | Interest Income | |
| 2023-06-20 | 2023-10-23 | Completed | 33.33% | $28.50 | $28.02 | -1.73% | Signal | |
| 2023-05-23 | 2023-06-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2023-01-27 | 2023-05-23 | Completed | 33.33% | $28.15 | $28.20 | 0.13% | Signal | |
| 2022-03-15 | 2023-04-21 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.47% | Interest Income | |
| 2022-02-02 | 2023-01-27 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.38% | Interest Income | |
| 2022-07-08 | 2022-07-27 | Completed | 33.33% | $26.71 | $27.49 | 2.86% | Signal | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-04-06 | 2022-06-14 | Completed | 33.33% | $28.80 | $26.25 | -8.91% | Stop | |
| 2022-03-15 | 2022-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-06-03 | 2022-03-15 | Completed | 33.33% | $26.51 | $28.39 | 7.02% | Stop | |
| 2020-04-01 | 2022-03-15 | Completed | 33.33% | $23.55 | $28.39 | 20.49% | Stop | |
| 2020-06-03 | 2022-02-02 | Completed | 33.33% | $26.51 | $29.92 | 12.80% | Signal | |
| 2020-04-15 | 2020-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-10 | 2020-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-04-01 | 2020-04-15 | Completed | 33.33% | $23.55 | $25.13 | 6.65% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-10-23 | 2020-03-10 | Completed | 33.33% | $26.86 | $25.99 | -3.27% | Stop | |
| 2019-10-23 | 2020-03-10 | Completed | 33.33% | $26.86 | $25.99 | -3.27% | Stop | |
| 2019-10-23 | 2020-03-10 | Completed | 33.33% | $26.86 | $25.99 | -3.27% | Stop | |
| 2019-10-21 | 2019-10-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-10-21 | 2019-10-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-10-21 | 2019-10-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |