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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -15.1% (compared to the benchmark's drawdown of -22.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.2%, compared to a Buy-and-Hold benchmark return of 4.7%. The strategy executed 3 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.
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USHY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.95% | 4.95% | 3.34% | 3.99% | 4.16% | 4.72% |
| Sharpe Ratio | 1.33 | 1.33 | 0.64 | 0.53 | 0.60 | 0.51 |
| Max Drawdown | -2.43% | -2.43% | -15.08% | -15.56% | -15.08% | -22.44% |
| % Time Invested | 100.0% | 100.0% | 67.8% | 100.0% | 75.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 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 | ||||||||
| 2022-08-16 | 2024-03-04 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.69% | Interest Income | |
| 2022-07-08 | 2022-08-16 | Completed | 100% | $26.71 | $28.36 | 6.12% | Signal | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2020-04-08 | 2022-06-14 | Completed | 100% | $23.87 | $26.25 | 9.93% | Stop | |
| 2020-03-17 | 2020-04-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2019-10-23 | 2020-03-17 | Completed | 100% | $26.86 | $23.80 | -11.44% | Stop | |
| 2019-10-21 | 2019-10-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |