USIG iShares Broad USD Investment Grade Corporate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for USIG (iShares Broad USD Investment Grade Corporate Bond ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -10.5% (compared to the benchmark's drawdown of -21.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.8%, compared to a Buy-and-Hold benchmark return of 4.2%. The strategy executed 36 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
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.
USIG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.70% | 6.38% | 2.07% | 0.85% | 3.22% | 2.77% | 3.78% | 4.16% |
| Sharpe Ratio | 1.50 | 1.50 | 0.63 | 0.12 | 0.78 | 0.40 | 0.88 | 0.65 |
| Max Drawdown | -2.06% | -2.79% | -5.91% | -21.45% | -10.53% | -21.45% | -10.53% | -21.45% |
| % Time Invested | 100.0% | 100.0% | 76.1% | 100.0% | 86.0% | 100.0% | 91.4% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.2 | 0.0 | 2.2 | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| Pending (2026-05-30) | — | Pending Buy | 33.33% | — | — | —% | Pending Next-Day Open |
| 2025-09-08 | Open | Open | 33.33% | $50.59 | $51.39 | 1.58% | Mark-to-Market |
| 2024-08-05 | Open | Open | 33.33% | $47.63 | $51.39 | 7.89% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-03-10 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2025-08-04 | 2026-03-10 | Completed | 33.33% | $49.75 | $51.35 | 3.23% | Signal |
| 2025-06-03 | 2025-09-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.42% | Interest Income |
| 2025-07-11 | 2025-08-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-07-02 | 2025-07-11 | Completed | 33.33% | $49.21 | $48.99 | -0.45% | Signal |
| 2025-06-03 | 2025-07-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2025-05-21 | 2025-06-03 | Completed | 33.33% | $47.90 | $48.39 | 1.03% | Signal |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-05-02 | 2025-05-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2025-03-31 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2024-12-30 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.27% | Interest Income |
| 2024-03-26 | 2025-03-31 | Completed | 33.33% | $45.76 | $48.42 | 5.81% | Signal |
| 2024-08-05 | 2024-12-30 | Completed | 33.33% | $47.63 | $47.30 | -0.69% | Signal |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2024-05-15 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2023-06-02 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.08 | 7.87% | Interest Income |
| 2024-01-12 | 2024-05-15 | Completed | 33.33% | $46.07 | $45.89 | -0.38% | Signal |
| 2023-09-21 | 2024-03-26 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 3.43% | Interest Income |
| 2023-06-02 | 2024-01-12 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 4.05% | Interest Income |
| 2023-05-10 | 2023-09-21 | Completed | 33.33% | $44.03 | $42.95 | -2.45% | Signal |
| 2023-05-22 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-02-03 | 2023-05-22 | Completed | 33.33% | $44.21 | $43.44 | -1.75% | Signal |
| 2023-04-04 | 2023-05-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.45% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-04-08 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-03-11 | 2022-04-08 | Completed | 33.33% | $46.30 | $45.26 | -2.24% | Signal |
| 2022-03-02 | 2022-03-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-02-16 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2022-02-16 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-09-09 | 2022-02-16 | Completed | 33.33% | $50.60 | $47.32 | -6.48% | Stop |
| 2020-04-06 | 2022-02-16 | Completed | 33.33% | $44.57 | $47.32 | 6.15% | Stop |
| 2021-12-08 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-07-13 | 2021-12-08 | Completed | 33.33% | $50.34 | $50.20 | -0.27% | Signal |
| 2021-09-02 | 2021-09-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2021-08-03 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-05-24 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2021-05-04 | 2021-07-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2020-04-06 | 2021-05-24 | Completed | 33.33% | $44.57 | $49.16 | 10.28% | Signal |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-03-25 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2020-05-22 | 2021-03-25 | Completed | 33.33% | $47.26 | $48.56 | 2.76% | Signal |
| 2020-04-30 | 2020-05-22 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-04-06 | 2020-04-30 | Completed | 33.33% | $44.57 | $46.95 | 5.34% | Signal |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-12-12 | 2020-03-13 | Completed | 33.33% | $40.33 | $44.21 | 9.62% | Stop |
| 2018-12-12 | 2020-03-13 | Completed | 33.33% | $40.33 | $44.21 | 9.62% | Stop |
| 2018-12-12 | 2020-03-13 | Completed | 33.33% | $40.33 | $44.21 | 9.62% | Stop |
| 2018-12-04 | 2018-12-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2018-12-04 | 2018-12-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2018-12-04 | 2018-12-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2018-11-06 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-09-18 | 2018-11-06 | Completed | 33.33% | $40.66 | $40.08 | -1.44% | Signal |
| 2018-08-30 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2018-03-29 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2018-02-07 | 2018-09-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2016-06-06 | 2018-08-30 | Completed | 33.33% | $39.41 | $40.85 | 3.65% | Signal |
| 2017-06-05 | 2018-03-29 | Completed | 33.33% | $40.71 | $40.63 | -0.20% | Signal |
| 2017-04-19 | 2018-02-07 | Completed | 33.33% | $40.34 | $40.91 | 1.41% | Signal |
| 2017-05-02 | 2017-06-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2017-04-04 | 2017-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2017-04-04 | 2017-04-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2017-02-23 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2016-12-02 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2016-03-24 | 2017-02-23 | Completed | 33.33% | $38.47 | $39.61 | 2.95% | Signal |
| 2016-03-28 | 2016-12-02 | Completed | 33.33% | $38.40 | $38.98 | 1.51% | Signal |
| 2016-04-04 | 2016-06-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2016-03-31 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-03-31 | 2016-03-31 | Completed | 33.33% | $35.99 | $38.57 | 7.17% | Signal |
| 2016-03-02 | 2016-03-28 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-03-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-01-27 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-11-04 | 2016-01-27 | Completed | 33.33% | $37.57 | $37.13 | -1.17% | Signal |
| 2015-11-03 | 2015-11-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-08-27 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2013-10-24 | 2015-08-27 | Completed | 33.33% | $35.27 | $37.11 | 5.21% | Signal |
| 2015-07-02 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-06-17 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2013-10-24 | 2015-06-17 | Completed | 33.33% | $35.27 | $37.30 | 5.75% | Signal |
| 2014-03-04 | 2014-03-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2014-02-20 | 2014-03-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2013-07-18 | 2014-02-20 | Completed | 33.33% | $34.76 | $35.69 | 2.68% | Signal |
| 2013-08-02 | 2013-10-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2013-08-02 | 2013-10-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2013-07-05 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2013-07-02 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2013-07-02 | 2013-07-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2013-05-08 | 2013-07-05 | Completed | 33.33% | $36.26 | $34.15 | -5.80% | Signal |
| 2013-06-25 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2013-06-25 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2009-09-29 | 2013-06-25 | Completed | 33.33% | $28.27 | $34.07 | 20.51% | Stop |
| 2009-04-29 | 2013-06-25 | Completed | 33.33% | $25.22 | $34.07 | 35.07% | Stop |
| 2013-03-12 | 2013-05-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2011-04-21 | 2013-03-12 | Completed | 33.33% | $31.22 | $35.50 | 13.72% | Signal |
| 2011-04-04 | 2011-04-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2011-03-02 | 2011-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-01-20 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-04-02 | 2011-01-20 | Completed | 33.33% | $24.39 | $30.49 | 25.04% | Signal |
| 2009-07-02 | 2009-09-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-04-02 | 2009-04-29 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2009-03-11 | 2009-04-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-02-09 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2009-01-30 | 2009-03-11 | Completed | 33.33% | $25.28 | $24.35 | -3.70% | Stop |
| 2009-01-06 | 2009-02-09 | Completed | 33.33% | $25.23 | $25.29 | 0.24% | Signal |
| 2009-01-05 | 2009-01-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2009-01-05 | 2009-01-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-01-02 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-01-02 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-01-02 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |