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 Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -5.3% (compared to the benchmark's drawdown of -22.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.0%, compared to a Buy-and-Hold benchmark return of 5.0%. The strategy executed 59 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.
Available in Investing Mode
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
Available in Investing Mode
USHY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.16% | 4.95% | 3.05% | 3.99% | 4.05% | 5.02% |
| Sharpe Ratio | 1.62 | 1.33 | 0.81 | 0.53 | 1.01 | 0.59 |
| Max Drawdown | -1.22% | -2.43% | -5.35% | -15.56% | -5.35% | -22.44% |
| % Time Invested | 100.0% | 100.0% | 85.4% | 100.0% | 87.8% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 7.0 | 0.0 | 7.2 | 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 | ||||||||
| 2026-04-09 | 2026-05-21 | Completed | 33.33% | $36.47 | $36.49 | 0.01% | Signal | |
| 2025-07-15 | 2026-05-06 | Completed | 33.33% | $34.82 | $36.65 | 5.19% | Signal | |
| 2026-03-11 | 2026-04-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2026-02-25 | 2026-04-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2025-12-18 | 2026-03-11 | Completed | 33.33% | $36.03 | $36.19 | 0.40% | Signal | |
| 2025-12-11 | 2026-02-25 | Completed | 33.33% | $36.02 | $36.43 | 1.10% | Signal | |
| 2025-11-10 | 2025-12-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2025-10-20 | 2025-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2025-05-22 | 2025-11-10 | Completed | 33.33% | $33.88 | $35.71 | 5.33% | Signal | |
| 2025-05-08 | 2025-10-20 | Completed | 33.33% | $33.80 | $35.68 | 5.50% | Signal | |
| 2025-04-23 | 2025-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income | |
| 2025-04-02 | 2025-05-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2025-03-17 | 2025-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income | |
| 2024-07-25 | 2025-04-23 | Completed | 33.33% | $32.06 | $33.61 | 4.78% | Signal | |
| 2025-02-07 | 2025-04-02 | Completed | 33.33% | $33.77 | $33.62 | -0.49% | Signal | |
| 2025-01-29 | 2025-03-17 | Completed | 33.33% | $33.70 | $33.63 | -0.26% | Signal | |
| 2025-01-15 | 2025-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-12-30 | 2025-01-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2024-12-10 | 2025-01-15 | Completed | 33.33% | $33.54 | $33.41 | -0.47% | Signal | |
| 2024-11-25 | 2024-12-30 | Completed | 33.33% | $33.35 | $33.17 | -0.59% | Signal | |
| 2024-11-11 | 2024-12-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2024-10-24 | 2024-11-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2024-05-31 | 2024-11-11 | Completed | 33.33% | $31.24 | $33.39 | 6.83% | Signal | |
| 2024-05-15 | 2024-10-24 | Completed | 33.33% | $31.36 | $32.97 | 5.08% | 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 | |
| 2024-04-22 | 2024-05-31 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2024-04-17 | 2024-05-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2023-11-27 | 2024-04-22 | Completed | 33.33% | $29.42 | $30.74 | 4.40% | Signal | |
| 2024-03-12 | 2024-04-17 | Completed | 33.33% | $31.08 | $30.64 | -1.47% | Signal | |
| 2024-02-08 | 2024-03-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2023-11-13 | 2024-02-08 | Completed | 33.33% | $28.99 | $30.78 | 6.11% | Signal | |
| 2023-10-20 | 2023-12-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.00% | 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 | |
| 2023-06-23 | 2023-10-20 | Completed | 33.33% | $28.29 | $28.07 | -0.82% | Signal | |
| 2023-09-15 | 2023-09-28 | Completed | 33.33% | $29.00 | $28.48 | -1.84% | Signal | |
| 2023-08-21 | 2023-09-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2023-07-07 | 2023-09-12 | Completed | 33.33% | $28.30 | $28.92 | 2.13% | Signal | |
| 2023-06-20 | 2023-08-21 | Completed | 33.33% | $28.50 | $28.60 | 0.32% | Signal | |
| 2023-06-08 | 2023-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2023-05-19 | 2023-06-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 2023-05-18 | 2023-06-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2023-04-24 | 2023-06-08 | Completed | 33.33% | $28.29 | $28.28 | -0.09% | Signal | |
| 2023-01-31 | 2023-05-19 | Completed | 33.33% | $28.08 | $28.09 | 0.01% | Signal | |
| 2023-04-10 | 2023-05-18 | Completed | 33.33% | $28.10 | $28.03 | -0.31% | Signal | |
| 2023-03-15 | 2023-04-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2023-02-24 | 2023-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2022-11-22 | 2023-03-15 | Completed | 33.33% | $27.16 | $27.26 | 0.34% | Signal | |
| 2023-02-03 | 2023-02-24 | Completed | 33.33% | $28.44 | $27.51 | -3.31% | Signal | |
| 2023-01-11 | 2023-02-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2022-02-02 | 2023-01-31 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.42% | Interest Income | |
| 2022-11-04 | 2023-01-11 | Completed | 33.33% | $26.67 | $28.00 | 4.95% | Signal | |
| 2022-09-19 | 2022-11-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2022-09-08 | 2022-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2022-08-08 | 2022-09-19 | Completed | 33.33% | $28.21 | $26.84 | -4.89% | Stop | |
| 2022-07-26 | 2022-09-08 | Completed | 33.33% | $27.49 | $27.21 | -1.08% | Signal | |
| 2022-02-03 | 2022-08-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2022-06-22 | 2022-07-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2022-06-16 | 2022-06-22 | Completed | 33.33% | $26.46 | $26.47 | 0.01% | Signal | |
| 2022-01-25 | 2022-06-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-01-04 | 2022-02-03 | Completed | 33.33% | $30.55 | $29.81 | -2.48% | Signal | |
| 2020-06-03 | 2022-02-02 | Completed | 33.33% | $26.51 | $29.92 | 12.80% | Signal | |
| 2021-12-27 | 2022-01-25 | Completed | 33.33% | $30.64 | $29.91 | -2.42% | Signal | |
| 2021-11-02 | 2022-01-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-12-02 | 2021-12-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-11-09 | 2021-12-02 | Completed | 33.33% | $30.55 | $29.89 | -2.19% | Signal | |
| 2021-10-13 | 2021-11-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-21 | 2021-11-02 | Completed | 33.33% | $29.46 | $30.25 | 2.65% | Signal | |
| 2021-09-03 | 2021-10-13 | Completed | 33.33% | $30.43 | $30.18 | -0.88% | Signal | |
| 2021-08-12 | 2021-09-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-09 | 2021-08-12 | Completed | 33.33% | $29.47 | $30.06 | 1.95% | Signal | |
| 2021-03-29 | 2021-04-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-15 | 2021-04-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-11-05 | 2021-03-29 | Completed | 33.33% | $28.16 | $29.28 | 3.90% | Signal | |
| 2020-10-20 | 2021-03-15 | Completed | 33.33% | $27.70 | $29.14 | 5.17% | Signal | |
| 2020-10-14 | 2020-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-09-28 | 2020-10-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-05-06 | 2020-10-14 | Completed | 33.33% | $24.91 | $27.83 | 11.65% | Signal | |
| 2020-08-10 | 2020-09-28 | Completed | 33.33% | $27.60 | $27.22 | -1.41% | Signal | |
| 2020-07-17 | 2020-08-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-17 | 2020-07-17 | Completed | 33.33% | $25.43 | $26.83 | 5.44% | Signal | |
| 2020-03-10 | 2020-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-06 | 2020-05-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-04 | 2020-04-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-03-19 | 2020-03-10 | Completed | 33.33% | $25.62 | $25.99 | 1.42% | Stop | |
| 2019-11-29 | 2020-03-06 | Completed | 33.33% | $26.91 | $26.82 | -0.40% | Signal | |
| 2019-12-19 | 2020-03-04 | Completed | 33.33% | $27.41 | $27.46 | 0.12% | Signal | |
| 2019-11-26 | 2019-12-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-11-06 | 2019-11-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-11-05 | 2019-11-26 | Completed | 33.33% | $26.88 | $26.85 | -0.15% | Signal | |
| 2019-09-30 | 2019-11-06 | Completed | 33.33% | $26.80 | $26.86 | 0.16% | Signal | |
| 2019-10-14 | 2019-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-09-05 | 2019-10-14 | Completed | 33.33% | $26.69 | $26.77 | 0.24% | Signal | |
| 2019-09-06 | 2019-09-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-07-03 | 2019-09-06 | Completed | 33.33% | $26.51 | $26.77 | 0.92% | Signal | |
| 2019-08-08 | 2019-09-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2019-06-21 | 2019-08-08 | Completed | 33.33% | $26.45 | $26.36 | -0.41% | Signal | |
| 2019-06-11 | 2019-07-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2019-05-23 | 2019-06-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2019-02-01 | 2019-06-11 | Completed | 33.33% | $25.08 | $26.17 | 4.28% | Signal | |
| 2019-01-22 | 2019-05-23 | Completed | 33.33% | $24.93 | $25.94 | 3.99% | Signal | |
| 2018-11-29 | 2019-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2018-10-22 | 2019-02-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2018-10-12 | 2019-01-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 2018-08-02 | 2018-11-29 | Completed | 33.33% | $24.87 | $24.48 | -1.58% | Signal | |
| 2018-06-25 | 2018-10-22 | Completed | 33.33% | $24.65 | $24.81 | 0.61% | Signal | |
| 2018-08-03 | 2018-10-12 | Completed | 33.33% | $24.87 | $24.92 | 0.14% | Signal | |
| 2018-07-12 | 2018-08-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2018-05-08 | 2018-08-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2018-06-12 | 2018-07-12 | Completed | 33.33% | $24.69 | $24.66 | -0.17% | Signal | |
| 2018-06-01 | 2018-06-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2018-05-16 | 2018-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2018-05-10 | 2018-06-01 | Completed | 33.33% | $24.54 | $24.54 | -0.04% | Signal | |
| 2018-05-10 | 2018-05-16 | Completed | 33.33% | $24.54 | $24.48 | -0.28% | Signal | |
| 2018-05-08 | 2018-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2018-05-08 | 2018-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |